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Bai, J. Inferential theory for factor models of large dimensions. 2003 Econometrica. 71 135-171
Barro, R.J. ; Sala-i Martin, X. World real interest rates. 1990 NBER Macroeconomics Annual. 5 15-69
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Obstfeld, M. International capital mobility in the 1990s. 1993 :
Stock, J.H. ; Watson, M.W. Implications of dynamic factor models for VAR analysis. 2005 :
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