Rocio Alvarez

Universidad de Alicante

Campus de San Vicente

Carretera San Vicente del Raspeig

San Vicente del Raspeig, Alicante 03690

Spain

Learn more about SSRN Profiles

SCHOLARLY PAPERS

1

DOWNLOADS

74

SSRN CITATIONS

2

CROSSREF CITATIONS

114

Feedback

Scholarly Papers (1)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

1.

Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models

Downloads 74 (471,863)

Citation 58

2

Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models

Banco de Espana Working Paper No. 1204

Number of pages: 53 Posted: 12 Feb 2012

Rocio Alvarez, Maximo Camacho and Gabriel Perez-Quiros

Universidad de Alicante, Autonomous University of Barcelona - Department of Economics and Banco de España

Downloads 74 (477,362)

Citation 60

Abstract:

Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models

CEPR Discussion Paper No. DP8867

Number of pages: 50 Posted: 04 Apr 2012

Rocio Alvarez, Maximo Camacho and Gabriel Pérez-Quirós

Universidad de Alicante, Autonomous University of Barcelona - Department of Economics and Banco de España

Downloads 0

Add to Cart

Abstract:

Feedback