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Results of search for Dynamic factor Models

Records found: 17

DP14404	Global Macro-Financial Cycles and Spillovers Author(s): Jongrim Ha, Ayhan Kose, Christopher Otrok and Eswar Prasad Published: February 2020
DP13034	The Forcasting Performance of Dynamic Factor Models with Vintage Data Author(s): Luca Di Bonaventura, Mario Forni and Francesco Pattarin Published: July 2018
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
DP9858	Structural FECM: Cointegration in large-scale structural FAVAR models Author(s): Anindya Banerjee, Massimiliano Marcellino and Igor Masten Published: March 2014
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
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
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
DP2400	Reference Cycles: The NBER Methodology Revisited Author(s): Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin Published: March 2000
DP2338	The Generalized Dynamic Factor Model: Identification and Estimation Author(s): Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin Published: December 1999

Records Found 17