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Can a stochastic cusp catastrophe model explain stock market crashes?

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Opening the black box: structural factor models with large cross sections

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Opening the black box : structural factor models with large cross-sections

Forni, Mario; Giannone, Domenico; Lippi, Marco; … - 2007

This paper shows how large-dimensional dynamic factor models are suitable for structural analysis. We establish sufficient conditions for identification of the structural shocks and the associated impulse-response functions. In particular, we argue that, if the data follow an approximate factor...

Persistent link: https://www.econbiz.de/10003410590