Measuring business cycle comovements in Europe: Evidence from a dynamic factor model with time-varying parameters

2012 ◽  
Vol 115 (3) ◽  
pp. 438-440 ◽  
Author(s):  
Jim Lee
Keyword(s):  
Business Cycle ◽  
Factor Model ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
Time Varying ◽  
Varying Parameters ◽  
Time Varying Parameters

Dynamic Factor Analysis Models With Time-Varying Parameters

2011 ◽  
Vol 46 (2) ◽  
pp. 303-339 ◽  
Author(s):  
Sy-Miin Chow ◽  
Jiyun Zu ◽  
Kim Shifren ◽  
Guangjian Zhang
Keyword(s):  
Factor Analysis ◽  
Dynamic Factor Analysis ◽  
Dynamic Factor ◽  
Time Varying ◽  
Varying Parameters ◽  
Time Varying Parameters ◽  
Analysis Models
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