Discussion Paper
A dynamic index model for large cross sections
Quah, Danny; Sargent, Thomas J. (1992)
This paper shows how standard methods can be used to formulate and estimate a dynamic index model for random fieldsstochastic processes indexed by time and cross section where the time-series and cross-section dimensions are comparable in magnitude. We use these to study dynamic comovements of sectoral employment in the U.S. economy. The dynamics of employment in sixty sectors is well explained using only two unobservable factors; those factors are also strongly correlated with GNP growth.
Discussion Paper / Institute for Empirical Macroeconomics , Paper 77

Discussion Paper
Empirical cross-section dynamics in economic growth
Quah, Danny (1992)
Discussion Paper / Institute for Empirical Macroeconomics , Paper 75

Journal Article
Money market mutual funds are hardly money
Supel, Thomas M.; Quah, Danny; Stern, Gary H. (1984-07)
Quarterly Review , Volume 8 , Issue Sum