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Factor models in large cross-sections of time series
Reichlin, Lucrezia - 2002
Persistent link: https://www.econbiz.de/10001657592
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A model of the Fed's view on inflation
Hasenzagl, Thomas; Pellegrino, Filippo; Reichlin, Lucrezia - 2018
Persistent link: https://www.econbiz.de/10011860155
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A measure of comovement for economic variables : theory and empirics
Croux, Christophe - 1999
Persistent link: https://www.econbiz.de/10013422947