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Evaluating latent and observed factors in macroeconomics and finance

2005226 citationsJournal Article

Authors

Jushan Bai · New York University

Serena Ng · University of Michigan–Ann Arbor

Topics & Keywords

Complex Systems and Time Series Analysis Financial Risk and Volatility Modeling Monetary Policy and Economic Impact

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Journal of Econometrics

Volume 131, Issue 1-2, pp. 507-537

DOI: 10.1016/j.jeconom.2005.01.015

Field-Weighted Citation Impact: 27.03

Evaluating latent and observed factors in macroeconomics and finance | Researchclopedia