Did financial factors matter during the Great Recession?
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Publication:2328506
DOI10.1016/j.econlet.2018.10.005zbMath1422.91538OpenAlexW2898578804MaRDI QIDQ2328506
Publication date: 10 October 2019
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10197/10601
Applications of statistics to actuarial sciences and financial mathematics (62P05) Macroeconomic theory (monetary models, models of taxation) (91B64) Actuarial science and mathematical finance (91G99)
Cites Work
- Are more data always better for factor analysis?
- Forecasting economic time series using targeted predictors
- Improved penalization for determining the number of factors in approximate factor models
- Infinite-dimensional VARs and factor models
- Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
- Determining the Number of Factors in Approximate Factor Models
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