Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation

L.A.F. Callot, J.T. Kristensen

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper
No.	15-069/III

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title = "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation",

author = "L.A.F. Callot and J.T. Kristensen",

year = "2015",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "15-069/III",

type = "WorkingPaper",

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T1 - Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation

AU - Callot, L.A.F.

AU - Kristensen, J.T.

PY - 2015

Y1 - 2015

M3 - Working paper

T3 - TI Discussion Paper

BT - Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation

PB - Tinbergen Institute

CY - Amsterdam

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