Rocio Alvarez

Universidad de Alicante

Campus de San Vicente

Carretera San Vicente del Raspeig

San Vicente del Raspeig, Alicante 03690

Spain

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Scholarly Papers (1)

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

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business cycles, output growth, time series

Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models

CEPR Discussion Paper No. DP8867
Number of pages: 50 Posted: 04 Apr 2012
Universidad de Alicante, Autonomous University of Barcelona - Department of Economics and Banco de España
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Abstract:

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business cycles, output growth, time series