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Doz, Catherine
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Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Doz, Catherine
;
Ferrara, Laurent
;
Pionnier, Pierre-Alain
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2020
Persistent link: https://www.econbiz.de/10012244551
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Another look into the factor model black box : factor interpretation and structural (in)stability
Despois, Thomas
;
Doz, Catherine
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2019
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This version: February 4, 2020
Persistent link: https://www.econbiz.de/10012234615
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Dynamic factor models
Doz, Catherine
;
Fuleky, Peter
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2019
Persistent link: https://www.econbiz.de/10012234624
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