Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market
Year of publication: |
2009-03
|
---|---|
Authors: | Senyuz, Zeynep |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Business Cycles | Stock Market | Permanent and Transitory Components | Dynamic Factor Markov Switching Models |
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