Factor Analysis in a Model with Rational Expectations

Andreas Beyer, Roger E. A. Farmer, Jérôme Henry, Massimiliano Marcellino

NBER Working Paper No. 13404
Issued in September 2007

---- Acknowledgements -----

This is a substantially revised version of ECB WP 510 "Factor analysis in a new-Keynesian model". We wish to thank two Referees and seminar participants at the ECB and CEF 2006 conference in Cyprus for useful comments on a previous version. The views expressed in this paper are those of the authors and do not necessarily represent those of the ECB or the National Bureau of Economic Research. Farmer acknowledges the support of NSF grant SBR 0418174.

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