Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject dynamic factor models
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 19-Dec-2024 | Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity | Caporale, GM; Gil-Alana, LA; Piqueras Martinez, PJ |
| 21-Dec-2022 | Shadow rates as a measure of the monetary policy stance: some international evidence | Anderl, C; Caporale, GM |