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 paperProfessional

    Original languageEnglish
    Place of PublicationAmsterdam
    PublisherTinbergen Institute
    Number of pages32
    Publication statusPublished - 2015

    Publication series

    NameTI Discussion Paper
    No.15-069/III

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