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Records found: 25

DP15571	Pricing Currency Risks Author(s): Mikhail Chernov, Magnus Dahlquist and Lars Lochstoer Published: December 2020
DP15529	Common Component Structural VARs Author(s): Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala Published: December 2020
DP15503	Firms' Exposures to Geographic Risks Author(s): Bernard J Dumas, Tymur Gabuniya and Richard C Marston Published: November 2020
DP15451	Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic Author(s): Elena Maria Diaz and Gabriel Pérez-Quirós Published: November 2020
DP15337	The Global Factor Structure of Exchange Rates Author(s): Sofonias Alemu Korsaye, Fabio Trojani and Andrea Vedolin Published: October 2020
DP14721	Quantiles of the Gain Distribution of an Early Child Intervention Author(s): Erich Battistin, Carlos Lamarche and Enrico Rettore Published: May 2020
DP14404	Global Macro-Financial Cycles and Spillovers Author(s): Jongrim Ha, Ayhan Kose, Christopher Otrok and Eswar Prasad Published: February 2020
DP13464	Currency Factors Author(s): Arash Aloosh and Geert Bekaert Published: January 2019
DP13365	Conditional dynamics and the multi-horizon risk-return trade-off Author(s): Mikhail Chernov, Lars Lochstoer and Stig Lundeby Published: December 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
DP12219	Is Industrial Production Still the Dominant Factor for the US Economy? Author(s): Elena Andreou, Patrick Gagliardini, Eric Ghysels and Mirco Rubin Published: August 2017
DP11757	The local effects of an innovation: Evidence from the French fish market Author(s): Laurent Gobillon and François-Charles Wolff Published: January 2017
DP11388	In-sample Inference and Forecasting in Misspecified Factor Models Author(s): Marine Carrasco and Barbara Rossi Published: July 2016
DP10966	Has the Pricing of Stocks Become More Global? Author(s): Ivan Petzev, Andreas Schrimpf and Alexander F Wagner Published: November 2015
DP10801	Structural Analysis with Multivariate Autoregressive Index Models Author(s): Andrea Carriero, George Kapetanios and Massimiliano Marcellino Published: September 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
DP10253	Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls Author(s): Laurent Gobillon and Thierry Magnac 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
DP9191	Can we use seasonally adjusted indicators in dynamic factor models? Author(s): Maximo Camacho, Yuliya Lovcha and Gabriel Pérez-Quirós Published: October 2012
DP8825	The effects of global shocks on small commodity-exporting economies: New evidence from Canada Author(s): Valery Charnavoki and Juan J. Dolado Published: February 2012
DP8357	On the importance of sectoral and regional shocks for price-setting Author(s): Günter Beck, Kirstin Hubrich and Massimiliano Marcellino Published: April 2011
DP8347	Business Cycle Synchronization Since 1880 Author(s): Michael J Artis, George Chouliarakis and PKG Harischandra Published: April 2011
DP7726	Factor-GMM Estimation with Large Sets of Possibly Weak Instruments Author(s): George Kapetanios and Massimiliano Marcellino Published: March 2010
DP7689	Commodity prices, commodity currencies, and global economic developments Author(s): Jan J. J. Groen and Paolo Pesenti Published: February 2010

Records Found 25