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Analysis of upstream, downstream and common firm shocks using a large factor-...
We provide all necessary code files to create networks using two different approaches as explained in the paper, as well as codes to compare and display the networks. Because of... -
Determining the Number of Factors in Static Approximate Factor Models Using D...
This paper is concerned with the applications of discrete Fourier transforms in identification of the number of common factors of static approximate factor models. We report and...