Disentangling Structural Breaks in Factor Models for Macroeconomic Data

DOI10.1080/07350015.2025.2583205MaRDI QIDQ7405252zbMATH OpenFDO

Authors Bonsoo Koo, Benjamin Wong

Publication date 2026

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/07350015.2025.2583205

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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• The likelihood ratio test for structural changes in factor models
• Time Varying Structural Vector Autoregressions and Monetary Policy

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