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Results of search for Dynamic Factor Model
Records found: 25
| 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 |
| 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 |
| 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 |
| 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 |
| DP3550 |
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited Author(s): Domenico Giannone, Lucrezia Reichlin and Luca Sala Published: September 2002 |
| DP3432 |
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting Author(s): Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin Published: June 2002 |
| DP3146 |
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? Author(s): Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin Published: January 2002 |
| DP3108 |
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle Author(s): Filippo Altissimo, Antonio Bassanetti, Riccardo Cristadoro, Mario Forni, Marc Hallin, Marco Lippi, Lucrezia Reichlin and Giovanni Veronese Published: December 2001 |
| DP3097 |
A Core Inflation Index for the Euro Area Author(s): Riccardo Cristadoro, Mario Forni, Lucrezia Reichlin and Giovanni Veronese Published: December 2001 |
Records Found 25