The Dynamic Factor Network Model with an Application to Global Credit-Risk

F.U. Brauning, S.J. Koopman

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages47
Publication statusPublished - 2016

Publication series

NameTI Discussion Papers
No.105/III

Cite this