JavaScript is disabled for your browser. Some features of this site may not work without it.
Browsing EUI Theses by Subject "Mathematical models"
Now showing items 1-1 of 1
Title:Dynamic Factor Models in Macro-finance
Author(s):SCHERRER, DavidDate:2011Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:Macroeconomic concepts such as inflation and real economic activity are not directly observed. Researchers often use factor models in order to measure these unobserved concepts. The underlying view is that a small number ...