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Consistent Factor Estimation in Dynamic Factor Models with Structural Instability
Factor Estimation Dynamic Factor Models Structural Instability
2014/3/18
This paper considers the estimation of approximate dynamic factor models when there is temporal instability in the factor loadings. We characterize the type and magnitude of instabilities under which ...
The Current Financial Crisis, Monetary Policy, and Minsky's Structural Instability Hypothesis
central banking financial crisis, minsky monetary policy securitization structural instability.
2011/8/21
The object of this work is to evaluate the monetary policy issues that arose during the financial crisis of 2007-8 according to Minsky's thought. It is argued that Minsky's idea of structural instabil...
Evidence on Structural Instability in Macroeconomic Time Series Relations
Break tests Forecasting Recursive least squares Structural stability Time- varying parameter
2014/3/18
An experiment is performed to assess the prevalence of instability in univariate and bivariate macroeconomic time series relations and to ascertain whether various adaptive forecasting t...