Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model
Year of publication: |
2005
|
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Authors: | Eickmeier, Sandra |
Institutions: | Deutsche Bundesbank |
Subject: | Dynamic factor models | factor rotation | common trends | international business cycles | international transmission channels |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2005,02 |
Classification: | C50 - Econometric Modeling. General ; F40 - Macroeconomic Aspects of International Trade and Finance. General ; F02 - International Economic Order; Economic Integration and Globalization: General ; C32 - Time-Series Models |
Source: |
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Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model
Eickmeier, Sandra, (2005)
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Eickmeier, Sandra, (2004)
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