A hierarchical factor analysis of U.S. housing market dynamics

Econometrics Journal

Volumn 14, Issue 1, 2011, Pages

  Moench, Emanuel ^a   Ng, Serena ^b  

^a FEDERAL RESERVE BANK OF NEW YORK   (United States)

^b Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

FAVAR; Hierarchical factor models; Missing values; Mixed sampling frequency

Indexed keywords

EID: 79951705779     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2010.00319.x     Document Type: Article

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