Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area.
Year of publication: |
2006
|
---|---|
Authors: | De Bandt. O. ; Bruneau, C. ; Flageollet, B. |
Institutions: | Banque de France |
Subject: | Factor models | Non-stationary panel data models | Euro area business cycles |
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