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Results of search for Dynamic Factor

Records found: 25

DP14417	Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models Author(s): Carlo A. Favero and Alessandro Melone Published: March 2020
DP14404	Global Macro-Financial Cycles and Spillovers Author(s): Jongrim Ha, Ayhan Kose, Christopher Otrok and Eswar Prasad Published: February 2020
DP13600	Global Inflation Synchronization Author(s): Jongrim Ha, Ayhan Kose and Franziska Ohnsorge Published: March 2019
DP13171	Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach Author(s): Sumru G. Altug, Cem Cakmakli and Hamza Demircan Published: September 2018
DP13034	The Forcasting Performance of Dynamic Factor Models with Vintage Data Author(s): Luca Di Bonaventura, Mario Forni and Francesco Pattarin Published: July 2018
DP12134	Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects Author(s): Jonas Heipertz, Amine Ouazad, Romain Rancière and Natacha Valla Published: July 2017
DP10936	World Asset Markets and the Global Financial Cycle Author(s): Silvia Miranda-Agrippino and Hélène Rey Published: November 2015
DP10618	Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis Author(s): Mario Forni, Marc Hallin, Marco Lippi and Paolo Zaffaroni Published: May 2015
DP10272	Following the Trend: Tracking GDP when Long-Run Growth is Uncertain Author(s): Juan Antolin-Diaz, Thomas Drechsel and Ivan Petrella Published: November 2014
DP9931	Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections Author(s): Marta Banbura, Domenico Giannone and Michele Lenza Published: April 2014
DP9858	Structural FECM: Cointegration in large-scale structural FAVAR models Author(s): Anindya Banerjee, Massimiliano Marcellino and Igor Masten Published: March 2014
DP9112	Now-casting and the real-time data flow Author(s): Marta Banbura, Domenico Giannone, Michele Modugno and Lucrezia Reichlin Published: September 2012
DP8347	Business Cycle Synchronization Since 1880 Author(s): Michael J Artis, George Chouliarakis and PKG Harischandra Published: April 2011
DP7677	Forecasting with Factor-augmented Error Correction Models Author(s): Anindya Banerjee, Massimiliano Marcellino and Igor Masten Published: February 2010
DP7546	Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression Author(s): Pooyan Amir Ahmadi and Albrecht Ritschl Published: November 2009
DP7339	Sectoral Price Data and Models of Price Setting Author(s): Bartosz Adam Mackowiak, Emanuel Moench and Mirko Wiederholt Published: June 2009
DP7069	The U.S. Business Cycle, 1867-1995: A Dynamic Factor Approach Author(s): Albrecht Ritschl, Samad Sarferaz and Martin Uebele Published: December 2008
DP7007	A Monthly Indicator of the Euro Area GDP Author(s): Cecilia Frale, Massimiliano Marcellino, Gian Luigi Mazzi and Tommaso Proietti Published: October 2008
DP6707	Factor-augmented Error Correction Models Author(s): Anindya Banerjee and Massimiliano Marcellino Published: February 2008
DP6593	Relative Goods? Prices and Pure Inflation Author(s): Ricardo Reis and Mark W Watson Published: December 2007
DP4610	The Feldstein-Horioka Fact Author(s): Domenico Giannone and Michele Lenza Published: September 2004
DP4133	Opening the Black Box: Structural Factor Models versus Structural VARs Author(s): Mario Forni, Marco Lippi and Lucrezia Reichlin Published: December 2003
DP4119	Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects Author(s): Alain Monfort, Jean-Paul Renne, Rasmus Rüffer and Giovanni Vitale Published: November 2003
DP3759	Common Vulnerabilities Author(s): Ashoka Mody and Mark P Taylor Published: February 2003
DP3701	VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models Author(s): Domenico Giannone, Lucrezia Reichlin and Luca Sala Published: January 2002

Records Found 25