A Dynamic Index Model for Large Cross Sections

Thomas Sargent, Danny Quah

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

    Original languageEnglish (US)
    Title of host publicationBusiness Cycles, Indicators, and Forecasting
    EditorsJames Stock, Mark Watson
    PublisherUniversity of Chicago Press
    Pages285-309
    StatePublished - 1993

    Cite this

    Sargent, T., & Quah, D. (1993). A Dynamic Index Model for Large Cross Sections. In J. Stock, & M. Watson (Eds.), Business Cycles, Indicators, and Forecasting (pp. 285-309). University of Chicago Press.