Regularized estimation of structural instability in factor models : the US macroeconomy and the great moderation
Laurent Callot and Johannes Tang Kristensen
| Year of publication: |
2016
|
|---|---|
| Authors: | Callot, Laurent ; Kristensen, Johannes Tang |
| Published in: |
Dynamic factor models. - Bingley : Emerald, ISBN 978-1-78560-353-2. - 2016, p. 437-479
|
| Subject: | Schätzung | Estimation | USA | United States | Konjunktur | Business cycle | Wirtschaftswachstum | Economic growth | Volatilität | Volatility | Inflationserwartung | Inflation expectations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011448714