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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Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models

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Citation 58

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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

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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

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