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Identification of Macroeconomic Factors in Large Panels

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References

1980Macroeconomics and Reality12,826 cited
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2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
2005Implications of Dynamic Factor Models for VAR Analysis870 cited
1989Time-to-Build and Aggregate Fluctuations: Some New Evidence261 cited

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2014Specification Analysis of International Treasury Yield Curve Factors22 cited

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