Factor analysis in a model with rational expectations

  title={Factor analysis in a model with rational expectations},
  author={Andreas Beyer and Roger and E. A. and Farmer and Jerome Henry and Massimiliano Marcellino},
ANDREAS BEYER†, ROGER E. A. FARMER‡, JÉRÔME HENRY† AND MASSIMILIANO MARCELLINO§ †European Central Bank Postfach 16 03 19 D-60066 Frankfurt am Main, Germany. E-mails: Andreas.Beyer@ecb.int, Jerome.Henry@ecb.int ‡UCLA, Department of Economics 8283 Bunche Hall Box 951477 Los Angeles, CA 90095-1477, USA. E-mail: rfarmer@econ.ucla.edu §IEP-Bocconi University, IGIER and CEPR Via Sarfatti, 25 20136 Milano, Italy. E-mail: massimiliano.marcellino@uni-bocconi.it 

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