Title:

Determining the Number of Global and Country-Specific Factors in the Euro Area

Authors:

Francisco C. Dias (Bank of Portugal)
Maximiano Pinheiro (Bank of Portugal, U Lisboa, ISEG, UTL)
António Rua (Bank of Portugal)

Journal:

Studies In Nonlinear Dynamics And Econometrics

Year:

2013

Volume:

17

Number:

5

Pages:

573-617

JEL code:

C52 - Model Evaluation and Selection