Testing for structural breaks in factor loadings: An application to international business cycle

Economic Modelling

Volumn 28, Issue 1-2, 2011, Pages 259-263

  Bueno, José Luis Cendejas ^a   Santos, Sonia de Lucas ^b   Rodríguez, Ma Jesús Delgado ^c   Ayuso, Inmaculada Álvarez ^b  

^a UNIVERSIDAD SAN PABLO CEU   (Spain)

^b UNIVERSIDAD AUTÓNOMA DE MADRID   (Spain)

^c UNIVERSIDAD REY JUAN CARLOS   (Spain)

Author keywords

Factor loadings; Recursive estimation; Structural breaks

Indexed keywords

EID: 78650239683     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2010.09.004     Document Type: Article

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