Catherine Doz : Citation Profile


Are you Catherine Doz?

Université Paris 1 (Panthéon-Sorbonne)
Paris School of Economics

4

H index

3

i10 index

518

Citations

RESEARCH PRODUCTION:

7

Articles

8

Papers

RESEARCH ACTIVITY:

   21 years (1991 - 2012). See details.
   Cites by year: 24
   Journals where Catherine Doz has often published
   Relations with other researchers
   Recent citing documents: 86.    Total self citations: 6 (1.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo117
   Updated: 2019-06-16    RAS profile: 2013-01-31    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Catherine Doz.

Is cited by:

Giannone, Domenico (28)

Reichlin, Lucrezia (20)

Marcellino, Massimiliano (19)

Koopman, Siem Jan (19)

Luciani, Matteo (15)

Ferrara, Laurent (14)

Barigozzi, Matteo (13)

Darné, Olivier (12)

Otrok, Christopher (11)

Bai, Jushan (11)

Modugno, Michele (11)

Cites to:

Reichlin, Lucrezia (16)

Engle, Robert (14)

Sentana, Enrique (14)

Giannone, Domenico (12)

Shephard, Neil (10)

Hansen, Lars (9)

Harvey, Andrew (7)

Fiorentini, Gabriele (6)

Rothschild, Michael (6)

Renault, Eric (6)

Forni, Mario (5)

Main data


Where Catherine Doz has published?


Journals with more than one article published# docs
conomie et Prvision4

Working Papers Series with more than one paper published# docs
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise3

Recent works citing Catherine Doz (2018 and 2017)


YearTitle of citing document
2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

Full description at Econpapers || Download paper

2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623.

Full description at Econpapers || Download paper

2019Approximate State Space Modelling of Unobserved Fractional Components. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

Full description at Econpapers || Download paper

2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8.

Full description at Econpapers || Download paper

2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-2.

Full description at Econpapers || Download paper

2017A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17.

Full description at Econpapers || Download paper

2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

Full description at Econpapers || Download paper

2017A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries. (2017). Stengos, Thanasis ; Ozturk, Serda S. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:479-490.

Full description at Econpapers || Download paper

2017On estimation of the noise variance in high dimensional probabilistic principal component analysis. (2017). Passemier, Damien ; Yao, Jianfeng ; Li, Zhaoyuan. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:1:p:51-67.

Full description at Econpapers || Download paper

2017A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model. (2017). Solberger, Martin ; Zhou, Xingwu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:22-50.

Full description at Econpapers || Download paper

2017Transmission of Chinas Shocks to the BRIS Countries. (2017). Kabundi, Alain ; Çakır, Mustafa ; Akir, Mustafa . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:430-454.

Full description at Econpapers || Download paper

2017IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris. In: Working Papers. RePEc:bli:wpaper:1703.

Full description at Econpapers || Download paper

2019The direction and intensity of China’s monetary policy conduct : A dynamic factor modelling approach. (2019). Funke, Michael ; Tsang, Andrew. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_008.

Full description at Econpapers || Download paper

2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Working Papers. RePEc:cii:cepidt:2017-25.

Full description at Econpapers || Download paper

2017La construcción de indicadores de la actividad económica: una revisión bibliográfica. (2017). Vidal Alejandro, Pavel ; Collazos-Rodriguez, Jaime ; Vidal-Alejandro, Pavel ; Sanabria-Dominguez, Johana ; Sierra, Lya Paola. In: REVISTA APUNTES DEL CENES. RePEc:col:000152:015779.

Full description at Econpapers || Download paper

2018Common Factors of Commodity Prices. (2018). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12767.

Full description at Econpapers || Download paper

2018The Term Structure of Growth-at-Risk. (2018). Adrian, Tobias ; Malik, Sheherya ; Liang, Nellie ; Grinberg, Federico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13349.

Full description at Econpapers || Download paper

2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

Full description at Econpapers || Download paper

2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

Full description at Econpapers || Download paper

2017Discovering pervasive and non-pervasive common cycles. (2017). Terrades, Antoni Espasa ; Real, Guillermo Carlomagno. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392.

Full description at Econpapers || Download paper

2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

Full description at Econpapers || Download paper

2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

Full description at Econpapers || Download paper

2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

Full description at Econpapers || Download paper

2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

Full description at Econpapers || Download paper

2017Inferences in panel data with interactive effects using large covariance matrices. (2017). Bai, Jushan ; Liao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:59-78.

Full description at Econpapers || Download paper

2017Bootstrapping the GMM overidentification test under first-order underidentification. (2017). Gonalves, Silvia ; Dovonon, Prosper. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:43-71.

Full description at Econpapers || Download paper

2017Using principal component analysis to estimate a high dimensional factor model with high-frequency data. (2017). Ait-Sahalia, Yacine ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:384-399.

Full description at Econpapers || Download paper

2018A spectral EM algorithm for dynamic factor models. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:249-279.

Full description at Econpapers || Download paper

2018The asymptotic properties of GMM and indirect inference under second-order identification. (2018). Dovonon, Prosper ; Hall, Alastair R. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:76-111.

Full description at Econpapers || Download paper

2018Quasi maximum likelihood analysis of high dimensional constrained factor models. (2018). Lu, Lina ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:574-612.

Full description at Econpapers || Download paper

2019Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data. (2019). Dai, Chaoxing ; Xiu, Dacheng ; Lu, Kun. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:43-79.

Full description at Econpapers || Download paper

2019Consistent estimation of time-varying loadings in high-dimensional factor models. (2019). Urga, Giovanni ; Hillebrand, Eric ; Mikkelsen, Jakob Guldbak . In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:535-562.

Full description at Econpapers || Download paper

2019Bayesian compressed vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:135-154.

Full description at Econpapers || Download paper

2018The impact of credit supply shocks and a new Financial Conditions Index based on a FAVAR approach. (2018). Hosszu, Zsuzsanna. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:32-44.

Full description at Econpapers || Download paper

2019Local currency bond risk premia: A panel evidence on emerging markets. (2019). Guney, Ethem I ; Cepni, Oguzhan. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:182-196.

Full description at Econpapers || Download paper

2017Forecasting the Brazilian yield curve using forward-looking variables. (2017). Fernandes, Marcelo ; Chague, Fernando ; Vieira, Fausto . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:121-131.

Full description at Econpapers || Download paper

2017Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.

Full description at Econpapers || Download paper

2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, António. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

Full description at Econpapers || Download paper

2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

Full description at Econpapers || Download paper

2017Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893.

Full description at Econpapers || Download paper

2017Nowcasting BRIC+M in real time. (2017). Dahlhaus, Tatjana ; Guenette, Justin-Damien ; Vasishtha, Garima . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:915-935.

Full description at Econpapers || Download paper

2018Deciding between alternative approaches in macroeconomics. (2018). Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:119-135.

Full description at Econpapers || Download paper

2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

Full description at Econpapers || Download paper

2019Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes. (2019). Swanson, Norman R ; Guney, Ethem I ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:555-572.

Full description at Econpapers || Download paper

2017A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US. (2017). Fernandes, Marcelo ; Chague, Fernando ; Araujo, Fausto Jose . In: Textos para discussão. RePEc:fgv:eesptd:445.

Full description at Econpapers || Download paper

2017Non-Stationary Dynamic Factor Models for Large Datasets. (2017). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-24.

Full description at Econpapers || Download paper

2017A Unified Framework for Dimension Reduction in Forecasting. (2017). Barbarino, Alessandro ; Bura, Efstathia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-04.

Full description at Econpapers || Download paper

2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

Full description at Econpapers || Download paper

2018A Nowcasting Model for the Growth Rate of Real GDP of Ecuador : Implementing a Time-Varying Intercept. (2018). Gonzalez-Astudillo, Manuel ; Baquero, Daniel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-44.

Full description at Econpapers || Download paper

2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830.

Full description at Econpapers || Download paper

2019Dynamic specification tests for dynamic factor models. (2019). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_07.

Full description at Econpapers || Download paper

2018Forecasting Current GDP Dynamics With Google Search Data. (2018). Lazaryan, Samvel S ; German, Nikita E. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:180607:p:83-94.

Full description at Econpapers || Download paper

2017Factor Models for Non-Stationary Series: Estimates of Monthly U.S. GDP. (2017). Hengge, Martina ; Leonard, Seton . In: IHEID Working Papers. RePEc:gii:giihei:heidwp13-2017.

Full description at Econpapers || Download paper

2017Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator *. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01549625.

Full description at Econpapers || Download paper

2018Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator. (2018). Tripier, Fabien ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01757042.

Full description at Econpapers || Download paper

2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Post-Print. RePEc:hal:journl:hal-01817067.

Full description at Econpapers || Download paper

2019Malaysia; 2019 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Malaysia. (2019). International Monetary Fund, . In: IMF Staff Country Reports. RePEc:imf:imfscr:19/71.

Full description at Econpapers || Download paper

2017How Financial Conditions Matter Differently across Latin America. (2017). Brandao Marques, Luis ; Ruiz, Esther Perez ; Brandao-Marques, Luis. In: IMF Working Papers. RePEc:imf:imfwpa:17/218.

Full description at Econpapers || Download paper

2018Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices. (2018). Daniele, Maurizio ; Zagidullina, Aygul ; Pohlmeier, Winfried . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1807.

Full description at Econpapers || Download paper

2018Nowcasting real GDP growth with business tendency surveys data: A cross country analysis. (2018). Poghosyan, Karen ; Kočenda, Evžen. In: KIER Working Papers. RePEc:kyo:wpaper:1002.

Full description at Econpapers || Download paper

2017The Asymptotic Properties of GMM and Indirect Inference under Second Inference. (2017). Donovon, Prosper ; Hall, Alastair R. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1705.

Full description at Econpapers || Download paper

2017Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade. (2017). Angelopoulos, Jason . In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:1:d:10.1057_s41278-016-0050-8.

Full description at Econpapers || Download paper

2017Nowcasting Slovak GDP by a Small Dynamic Factor Model. (2017). Tóth, Peter ; Toth, Peter . In: MPRA Paper. RePEc:pra:mprapa:77245.

Full description at Econpapers || Download paper

2017Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty. (2017). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian. In: Working Papers. RePEc:pre:wpaper:201766.

Full description at Econpapers || Download paper

2018A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy. (2018). Hartigan, Luke ; Morley, James. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2018-07.

Full description at Econpapers || Download paper

2017Working Paper – WP/17/02- Estimating a time-varying financial conditions index for South Africa. (2017). Kabundi, Alain ; Mbelu, Asi. In: Working Papers. RePEc:rbz:wpaper:8008.

Full description at Econpapers || Download paper

2017Vulnerable Growth. (2017). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias. In: 2017 Meeting Papers. RePEc:red:sed017:1317.

Full description at Econpapers || Download paper

2018Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:18-30.

Full description at Econpapers || Download paper

2017Mixed-frequency models for tracking short-term economic developments in Switzerland. (2017). Scheufele, Rolf ; Hepenstrick, Christian ; Galli, Alain ; Alain, Rolf Scheufele . In: Working Papers. RePEc:snb:snbwpa:2017-02.

Full description at Econpapers || Download paper

2017Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model. (2017). Galli, Alain. In: Working Papers. RePEc:snb:snbwpa:2017-08.

Full description at Econpapers || Download paper

2017A Generalized Dynamic Factor Model for the U.S. Port Sector. (2017). Angelopoulos, Jason ; Chlomoudis, Costas I. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:67:y:2016:i:1:p:22-37.

Full description at Econpapers || Download paper

2017A dynamic factor model for nowcasting Canadian GDP growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1254-1.

Full description at Econpapers || Download paper

2018Bottom-up or direct? Forecasting German GDP in a data-rich environment. (2018). Scheufele, Rolf ; Heinisch, Katja. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1218-x.

Full description at Econpapers || Download paper

2018A latent dynamic factor approach to forecasting multivariate stock market volatility. (2018). Gribisch, Bastian . In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1278-6.

Full description at Econpapers || Download paper

2018Nowcasting Indonesia. (2018). Ramayandi, Arief ; Veronese, Giovanni ; Pundit, Madhavi ; Luciani, Matteo. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1288-4.

Full description at Econpapers || Download paper

2018Nowcasting Real Economic Activity in the Euro Area: Assessing the Impact of Qualitative Surveys. (2018). Basselier, Raisa ; Langenus, Geert ; Liedo, David Antonio. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-017-0022-9.

Full description at Econpapers || Download paper

2018Implementing an Approximate Dynamic Factor Model to Nowcast GDP Using Sensitivity Analysis. (2018). Duarte, Pablo ; Sussmuth, Bernd. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-018-0026-0.

Full description at Econpapers || Download paper

2018Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model. (2018). Galli, Alain. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:2:d:10.1007_s41549-018-0030-4.

Full description at Econpapers || Download paper

2017Macroeconomic Modelling and Bayesian Methods. (2017). Dua, Pami. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:15:y:2017:i:2:d:10.1007_s40953-017-0077-4.

Full description at Econpapers || Download paper

2018Dynamic factor analysis for short panels: estimating performance trajectories for water utilities. (2018). Zirogiannis, Nikolaos ; Tripodis, Yorghos. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:1:d:10.1007_s10260-017-0394-y.

Full description at Econpapers || Download paper

2017Constrained principal components estimation of large approximate factor models. (2017). Ouysse, Rachida. In: Discussion Papers. RePEc:swe:wpaper:2017-12.

Full description at Econpapers || Download paper

2018Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model. (2018). Li, Mengheng ; Scharth, Marcel. In: Working Paper Series. RePEc:uts:ecowps:49.

Full description at Econpapers || Download paper

2018Identifying contagion. (2018). Dungey, Mardi ; Renault, Eric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:33:y:2018:i:2:p:227-250.

Full description at Econpapers || Download paper

2017A financially stressed euro area. (2017). Schleer, Frauke ; Kappler, Marcus. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20176.

Full description at Econpapers || Download paper

2018Implementing an approximate dynamic factor model to nowcast GDP using sensitivity analysis. (2018). Duarte, Pablo ; Sussmuth, Bernd. In: Working Papers. RePEc:zbw:leiwps:152.

Full description at Econpapers || Download paper

Works by Catherine Doz:


YearTitleTypeCited
2004Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper4
2006A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper259
2012A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 259
article
2008A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 259
paper
2007A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper228
2006A Two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2006) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 228
paper
2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 228
article
2004Conditionaly Heteroskedastic Factor Models : Identificationand Instrumental variables Estmation In: THEMA Working Papers.
[Full Text][Citation analysis]
paper3
1998Analyse factorielle dynamique : Test du nombre de facteurs, estimation, et application à lenquête de conjoncture dans lindustrie In: THEMA Working Papers.
[Citation analysis]
paper2
1998Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a lenquete de conjoncture dans lindustrie..(1998) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1991Vingt ans de prévisions macro-économiques : une évaluation sur données françaises In: Économie et Prévision.
[Full Text][Citation analysis]
article2
1992Modèles VAR et prévisions à court terme In: Économie et Prévision.
[Full Text][Citation analysis]
article2
1993Note sur les tests de rationalité des prévisions In: Économie et Prévision.
[Full Text][Citation analysis]
article2
1995Décomposition tendance-cycle : estimations par des méthodes statistiques univariées In: Économie et Prévision.
[Full Text][Citation analysis]
article1
2006Factor Stochastic Volatility in Mean Models: A GMM Approach In: Econometric Reviews.
[Full Text][Citation analysis]
article15

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 4 2019. Contact: CitEc Team