Royal Economic Society Annual Conference 2009
Special Issue on Factor Models: Theoretical and Applied Perspectives
Editorial
Pierre Perron and Richard J. Smith
A hierarchical factor analysis of U.S. housing market dynamics
Emanuel Moench and Serena Ng
Short-term forecasts of euro area GDP growth
Elena Angelini, Gonzalo Camba-Mendez, Domenico Giannone, Lucrezia Reichlin and Gerhard Rünstler
Weak and strong cross-section dependence and estimation of large panels
Alexander Chudik, M. Hashem Pesaran and Elisa Tosetti
The 2011 journal impact factor is 0.870. This represents an increase from 0.691 in 2010. Read more.
Useful links from the Econometrics Journal.
Permission information on reproducing Journal content.