Hi everyone.
I would like to know if anyone could provide some references to factor models (latent factor models, dynamic factor models, etc.).
I am studying the effects of domestic macroeconomic variables vs. global economic conditions on bond spreads and I believe that I could use factor models to improve my analyses.
I have never used these models before and have found some papers by Stock and Watson, Lippi et al., etc... which are useful... but I would like to read something a bit easier to get my feet wet, and then start building up from there.
Thank you very much!
Best regards,
Adrian
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