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
EctJ has an improved two year Impact Factor of 1.116 up from last year’s 0.818.
The 5-year Impact Factor is at its highest ever figure now at 1.579 (up from 1.488 in 2014). Read more
By Peter C. B. Phillips. Read More
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