Analyzing business and financial cycles using multi-level factor models
Year of publication: |
2014
|
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Authors: | Breitung, Jörg ; Eickmeier, Sandra |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | factor models | canonical correlations | international business cycles | financial cycles | business cycle asymmetries |
Series: | Bundesbank Discussion Paper ; 11/2014 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-033-5 |
Other identifiers: | 790216825 [GVK] hdl:10419/98718 [Handle] RePEc:zbw:bubdps:112014 [RePEc] |
Classification: | c38 ; c55 |
Source: |
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Analyzing business and financial cycles using multi-level factor models
Breitung, Jörg, (2014)
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