Factor analysis in a model with rational expectations

Econometrics Journal

Volumn 11, Issue 2, 2008, Pages 271-286

  Beyer, Andreas ^a   Farmer, Roger E A ^b   Henry, Jérôme ^a   Marcellino, Massimiliano ^c  

^a EUROPEAN CENTRAL BANK   (Germany)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c BOCCONI UNIVERSITY   (Italy)

Author keywords

Factor analysis; Forward looking output equation; New Keynesian Phillips curve; Rational expectations; Taylor rule

Indexed keywords

EID: 47649114306     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2008.00245.x     Document Type: Article

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