Published Special Issue Papers 2011

Royal Economic Society Annual Conference 2009
Special Issue on Factor Models: Theoretical and Applied Perspectives


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


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