Please be advised that the site will be down for maintenance on Sunday, September 1, 2024, from 08:00 to 18:00, and again on Monday, September 2, 2024, from 08:00 to 09:00. We apologize for any inconvenience this may cause.
Browsing Research Articles (Economics) by Author "Theodoridis, Konstantinos"
-
Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; Wohar, Mark
(Cambridge University Press, 2023)
We use a time-varying parameter dynamic factor model with stochastic volatility estimated using Bayesian methods to disentangle the relative importance of the common component in Federal Housing Finance Agency house price ...