Discovering pervasive and non-pervasive common cycles Working Papers uri icon

authors

  • CARLOMAGNO REAL, GUILLERMO
  • ESPASA TERRADES, ANTONI

publication date

  • 2017

series title

  • UC3M Working papers. Statistics and Econometrics

series number

  • 17-16

keywords

  • Common features
    Factor Models
    Disaggregation
    Pairwise tests