Did New Macroeconomic Factors Emerge During the Great Recession? Evidence from Shrinkage Estimation of Dynamic Factor Models

Monday, September 23, 2013 - 12:00pm - Monday, September 23, 2013 - 1:00pm

Econometrics Seminar

University of Pennsylvania

3718 Locust Walk
309 McNeil Building

Philadelphia, PA
19104

United States

With Xu Cheng (Penn) and Zhipeng Liao (UCLA)