Financial Conditions

Targeted Financial Conditions Indices Work in Progress
Last updated on Jul 11, 2026 Econometrics, Finance, Macroeconomics
Probabilistic Targeted Factor Analysis Under Submission
We develop Probabilistic Targeted Factor Analysis (PTFA), a likelihood-based framework for constructing latent factors that are …
Last updated on Jul 12, 2026 Econometrics, Finance, Macroeconomics
arXiv