43
H index
56
i10 index
9190
Citations
International Monetary Fund (IMF) (98% share) | 43 H index 56 i10 index 9190 Citations RESEARCH PRODUCTION: 47 Articles 176 Papers 9 Chapters RESEARCH ACTIVITY: 20 years (2002 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgi49 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Domenico Giannone. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02. Full description at Econpapers || Download paper | |
2023 | Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003. Full description at Econpapers || Download paper | |
2023 | German Real Estate Index (GREIX). (2023). Zdrzalek, Jonas ; Schularick, Moritz ; Dohmen, Martin ; Amaral, Francisco. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:231. Full description at Econpapers || Download paper | |
2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper | |
2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper | |
2023 | Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773. Full description at Econpapers || Download paper | |
2023 | Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998. Full description at Econpapers || Download paper | |
2023 | Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038. Full description at Econpapers || Download paper | |
2023 | Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000. Full description at Econpapers || Download paper | |
2023 | Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556. Full description at Econpapers || Download paper | |
2023 | Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012. Full description at Econpapers || Download paper | |
2023 | Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126. Full description at Econpapers || Download paper | |
2023 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper | |
2023 | Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541. Full description at Econpapers || Download paper | |
2023 | Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers || Download paper | |
2023 | Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925. Full description at Econpapers || Download paper | |
2023 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
2023 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
2023 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2023 | On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2022). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921. Full description at Econpapers || Download paper | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper | |
2023 | When it counts -- Econometric identification of the basic factor model based on GLT structures. (2023). Lopes, Hedibert Freitas ; Hosszejni, Darjus ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2301.06354. Full description at Econpapers || Download paper | |
2023 | ddml: Double/debiased machine learning in Stata. (2023). Schaffer, Mark ; Wiemann, Thomas ; Hansen, Christian B ; Ahrens, Achim. In: Papers. RePEc:arx:papers:2301.09397. Full description at Econpapers || Download paper | |
2023 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper | |
2023 | Multidimensional dynamic factor models. (2023). Pellegrino, Filippo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2301.12499. Full description at Econpapers || Download paper | |
2023 | Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604. Full description at Econpapers || Download paper | |
2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper | |
2023 | Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866. Full description at Econpapers || Download paper | |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
2023 | Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994. Full description at Econpapers || Download paper | |
2023 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper | |
2023 | sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125. Full description at Econpapers || Download paper | |
2023 | GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805. Full description at Econpapers || Download paper | |
2023 | Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934. Full description at Econpapers || Download paper | |
2023 | Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper | |
2023 | Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256. Full description at Econpapers || Download paper | |
2023 | Parameter Estimation Methods of Required Rate of Return. (2023). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2305.19708. Full description at Econpapers || Download paper | |
2023 | Factor-augmented sparse MIDAS regression for nowcasting. (2023). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362. Full description at Econpapers || Download paper | |
2023 | Robust Impulse Responses using External Instruments: the Role of Information. (2023). Mazzali, Marco ; Franconi, Alessandro ; Brignone, Davide. In: Papers. RePEc:arx:papers:2307.06145. Full description at Econpapers || Download paper | |
2023 | Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864. Full description at Econpapers || Download paper | |
2023 | Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067. Full description at Econpapers || Download paper | |
2023 | Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity. (2023). Zhang, Boyuan ; Schorfheide, Frank ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:2310.13785. Full description at Econpapers || Download paper | |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper | |
2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper | |
2023 | Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper | |
2023 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Klieber, Karin ; Frenette, Mikael ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper | |
2023 | Economic Forecasts Using Many Noises. (2023). Shi, Zhentao ; Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan. In: Papers. RePEc:arx:papers:2312.05593. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19. Full description at Econpapers || Download paper | |
2023 | Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45. Full description at Econpapers || Download paper | |
2023 | Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574. Full description at Econpapers || Download paper | |
2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581. Full description at Econpapers || Download paper | |
2023 | Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23. Full description at Econpapers || Download paper | |
2023 | Inflation is not equal for all: the heterogenous effects of energy shocks. (2023). Riggi, Marianna ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1429_23. Full description at Econpapers || Download paper | |
2023 | Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249. Full description at Econpapers || Download paper | |
2023 | Simulation stochastique du modèle FR-BDF et évaluation de lincertitude entourant les prévisions conditionnelles. (2023). Matthieu, Lemoine ; Anastasia, Zhutova ; Harry, Turunen. In: Working papers. RePEc:bfr:banfra:920. Full description at Econpapers || Download paper | |
2023 | gingado: a machine learning library focused on economics and finance. (2023). Godoy, Douglas Kiarelly. In: BIS Working Papers. RePEc:bis:biswps:1122. Full description at Econpapers || Download paper | |
2023 | Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Nowcasting Key Australian Macroeconomic Variables. (2023). Anthonisz, Michael. In: Australian Economic Review. RePEc:bla:ausecr:v:56:y:2023:i:3:p:371-380. Full description at Econpapers || Download paper | |
2023 | Support for small businesses amid COVID?19. (2023). Wang, Xuan ; Tsomocos, Dimitrios P. In: Economica. RePEc:bla:econom:v:90:y:2023:i:358:p:612-652. Full description at Econpapers || Download paper | |
2023 | Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia. (2023). Hartigan, Luke ; Wright, Michelle. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:253-287. Full description at Econpapers || Download paper | |
2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. Full description at Econpapers || Download paper | |
2023 | A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572. Full description at Econpapers || Download paper | |
2023 | Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557. Full description at Econpapers || Download paper | |
2023 | Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646. Full description at Econpapers || Download paper | |
2023 | Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246. Full description at Econpapers || Download paper | |
2023 | Quantitative Easing and Wealth Inequality: The Asset Price Channel. (2023). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:638-670. Full description at Econpapers || Download paper | |
2023 | Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893. Full description at Econpapers || Download paper | |
2023 | One size may not fit all: Financial fragmentation and European monetary policies. (2023). Gimet, Céline ; Gagnon, Mariehelene. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:305-340. Full description at Econpapers || Download paper | |
2023 | Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314. Full description at Econpapers || Download paper | |
2023 | A Bayesian DSGE Approach to Modelling Cryptocurrency. (2023). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0120. Full description at Econpapers || Download paper | |
2023 | Structural change, global R* and the missing-investment puzzle. (2023). Harrison, Richard ; Piton, Sophie ; Sajedi, Rana ; McLaren, Nick ; Garofalo, Marco ; Cesa-Bianchi, Ambrogio ; Bailey, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0997. Full description at Econpapers || Download paper | |
2023 | Conditional Forecasting With a Bayesian Vector Autoregression: Working Paper 2023-08. (2023). Yoo, Byoung Hark. In: Working Papers. RePEc:cbo:wpaper:59629. Full description at Econpapers || Download paper | |
2023 | UK Monetary Policy in An Estimated DSGE Model with State-Dependent Price and Wage Contracts. (2023). Minford, Patrick ; Meenagh, David ; Mai, Vo Phuong ; Chen, Haixia. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/22. Full description at Econpapers || Download paper | |
2023 | The Price of War: Macroeconomic and Cross-Sectional Effects of Sanctions on Russia. (2023). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp756. Full description at Econpapers || Download paper | |
2023 | Model Averaging with Ridge Regularization. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp758. Full description at Econpapers || Download paper | |
2023 | Instrumental Variable Estimation with Many Instruments Using Elastic-Net IV. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp759. Full description at Econpapers || Download paper | |
2023 | How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203. Full description at Econpapers || Download paper | |
2023 | Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280. Full description at Econpapers || Download paper | |
2023 | Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2023). Umlandt, Dennis ; Neuenkirch, Matthias ; Gretener, Alexander Georges. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10366. Full description at Econpapers || Download paper | |
2023 | Inequality and the Zero Lower Bound. (2023). Rachedi, Omar ; Nuo, Galo ; Marbet, Joel ; Fernandez-Villaverde, Jesus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10471. Full description at Econpapers || Download paper | |
2023 | Measuring Macroeconomic Uncertainty in Germany. (2018). Stöckli, Marc ; Grimme, Christian ; Stockli, Marc. In: CESifo Forum. RePEc:ces:ifofor:v:19:y:2018:i:1:p:46-50. Full description at Econpapers || Download paper | |
2023 | Firm Expectations and News: Micro v Macro. (2023). Müller, Gernot ; Menkhoff, Manuel ; Enders, Zeno ; Niemann, Knut ; Muller, Gernot J ; Born, Benjamin. In: ifo Working Paper Series. RePEc:ces:ifowps:_400. Full description at Econpapers || Download paper | |
2023 | A tail of labor supply and a tale of monetary policy. (2023). ferroni, filippo ; Cantore, Cristiano ; Theophilopoulou, Angeliki ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2308. Full description at Econpapers || Download paper | |
2023 | Government Purchases, the Labor Earnings Gap, andConsumption Dynamics. (2023). Giarda, Mario. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:972. Full description at Econpapers || Download paper | |
2023 | Goodness-of-fit test in high-dimensional linear sparse models. (2023). van Bellegem, Sebastien ; Sauvenier, Mathieu. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023008. Full description at Econpapers || Download paper | |
2023 | External Instrument SVAR Analysis forNoninvertible Shocks. (2022). Ricco, Giovanni ; Gambetti, Luca ; Forni, Mario. In: Working Papers. RePEc:crs:wpaper:2023-03. Full description at Econpapers || Download paper | |
2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers. RePEc:crs:wpaper:2023-04. Full description at Econpapers || Download paper | |
2023 | Economic activity and C02 emissions in Spain. (2023). Ortega, Esther Ruiz ; Poncela, Maria Pilar ; de Juan, Aranzazu. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37975. Full description at Econpapers || Download paper | |
2023 | Global Risk and the Dollar. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2057. Full description at Econpapers || Download paper | |
2023 | Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2058. Full description at Econpapers || Download paper | |
2023 | Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press. (2023). de Winter, Jasper ; van Dijk, Dorinth. In: Working Papers. RePEc:dnb:dnbwpp:766. Full description at Econpapers || Download paper | |
2023 | The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15. Full description at Econpapers || Download paper | |
2023 | Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process. (2023). Saadaoui, Jamel ; Roderweis, Philipp ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-17. Full description at Econpapers || Download paper | |
2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers || Download paper | |
2023 | DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2019 | Vulnerable Growth In: American Economic Review. [Full Text][Citation analysis] | article | 184 |
2016 | Vulnerable Growth.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 184 | paper | |
2018 | Vulnerable Growth.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 184 | paper | |
2016 | Vulnerable growth.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 184 | paper | |
2017 | Vulnerable Growth.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 184 | paper | |
2008 | Sparse and stable Markowitz portfolios In: Papers. [Full Text][Citation analysis] | paper | 58 |
2007 | Sparse and Stable Markowitz Portfolios.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2008 | Sparse and stable Markowitz portfolios.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2017 | Common Factors of Commodity Prices In: Working papers. [Full Text][Citation analysis] | paper | 66 |
2018 | Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2018 | Common factors of commodity prices.(2018) In: Research Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
2017 | Common factors of commodity prices.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2022 | Common factors of commodity prices.(2022) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
2017 | Safety, Liquidity, and the Natural Rate of Interest In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 193 |
2017 | Safety, liquidity, and the natural rate of interest.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 193 | paper | |
2017 | Safety, Liquidity, and the Natural Rate of Interest.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 193 | paper | |
2012 | Comparing Alternative Predictors Based on Large?Panel Factor Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 121 |
2006 | Comparing Alternative Predictors Based on Large-Panel Factor Models.(2006) In: Research Technical Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 121 | paper | |
2007 | Comparing Alternative Predictors Based on Large-Panel Factor Models.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 121 | paper | |
2006 | Comparing alternative predictors based on large-panel factor models.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 121 | paper | |
2014 | Exploiting the monthly data flow in structural forecasting In: Bank of England working papers. [Full Text][Citation analysis] | paper | 16 |
2014 | Exploiting the monthly data-flow in structural forecasting.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2016 | Exploiting the monthly data flow in structural forecasting.(2016) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2014 | Exploiting the monthly data-flow in structural forecasting.(2014) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2015 | Exploiting the monthly data flow in structural forecasting.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2006 | (Un)Predictability and Macroeconomic Stability In: Research Technical Papers. [Full Text][Citation analysis] | paper | 112 |
2007 | (Un)Predictability and Macroeconomic Stability.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2006 | (Un)Predictability and macroeconomic stability.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2005 | (Un)Predictability and Macroeconomic Stability.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2009 | Macroeconomic Forecasting and Structural Change In: Research Technical Papers. [Full Text][Citation analysis] | paper | 316 |
2009 | Macroeconomic Forecasting and Structural Change.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 316 | paper | |
2009 | Macroeconomic Forecasting and Structural Change.(2009) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 316 | paper | |
2010 | Macroeconomic forecasting and structural change.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 316 | paper | |
2013 | Macroeconomic forecasting and structural change.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 316 | article | |
2014 | The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 59 |
2014 | The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data.(2014) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
2016 | The effectiveness of non-standard monetary policy measures: evidence from survey data.(2016) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
2015 | The effectiveness of nonstandard monetary policy measures: evidence from survey data.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
2014 | The effectiveness of non-standard monetary policy measures: evidence from survey data.(2014) In: Working Papers CASMEF. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
2017 | The Effectiveness of Non?Standard Monetary Policy Measures: Evidence from Survey Data.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | article | |
2014 | The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 252 |
2014 | The Financial and Macroeconomic Effects of OMT Announcements.(2014) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 252 | paper | |
2014 | The financial and macroeconomic effects of OMT announcements.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 252 | paper | |
2016 | The Financial and Macroeconomic Effects of the OMT Announcements.(2016) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 252 | article | |
2014 | The Financial and Macroeconomic Effects of the OMT Announcements.(2014) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 252 | paper | |
2016 | Priors for the Long Run In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 62 |
2018 | Priors for the long run.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2017 | Priors for the long run.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2019 | Priors for the Long Run.(2019) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | article | |
2017 | Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 90 |
2021 | Economic predictions with big data: the illusion of sparsity.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | paper | |
2018 | Economic Predictions with Big Data: The Illusion of Sparsity.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | paper | |
2018 | Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | paper | |
2021 | Economic Predictions With Big Data: The Illusion of Sparsity.(2021) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | article | |
2018 | Macroeconomic Nowcasting and Forecasting with Big Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 80 |
2017 | Macroeconomic nowcasting and forecasting with big data.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2020 | Forecasting Macroeconomic Risks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2021 | Forecasting macroeconomic risks.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2020 | Forecasting Macroeconomic Risks.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2020 | Multimodality in Macro-Financial Dynamics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2019 | Multimodality in Macro-Financial Dynamics.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2021 | MULTIMODALITY IN MACROFINANCIAL DYNAMICS.(2021) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2021 | Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2020 | Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2022 | Nowcasting with large Bayesian vector autoregressions.(2022) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2002 | Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 76 |
2002 | VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 67 |
2006 | VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | article | |
2004 | VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2006 | VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2004 | The Feldstein-Horioka Fact In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 51 |
2009 | The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2008 | The Feldstein-Horioka fact.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2010 | The Feldstein-Horioka Fact.(2010) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | chapter | |
2009 | The Feldstein-Horioka fact.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2010 | The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | article | |
2005 | Monetary Policy in Real Time In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 187 |
2005 | Monetary Policy in Real Time.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | paper | |
2005 | Monetary Policy in Real Time.(2005) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | chapter | |
2013 | Monetary policy in real time.(2013) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 187 | paper | |
2005 | Monetary policy in real time.(2005) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 187 | paper | |
2005 | Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 744 |
2006 | Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 744 | paper | |
2008 | Nowcasting: The real-time informational content of macroeconomic data.(2008) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 744 | article | |
2005 | Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2005) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 744 | paper | |
2007 | Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 744 | paper | |
2006 | A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 379 |
2008 | A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 379 | paper | |
2006 | A quasi maximum likelihood approach for large approximate dynamic factor models.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 379 | paper | |
2012 | A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 379 | paper | |
2012 | A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 379 | paper | |
2012 | A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has nother version. Agregated cites: 379 | paper | |
2012 | A 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 nother version. Agregated cites: 379 | article | |
2006 | Does Information Help Recovering Structural Shocks from Past Observations? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 115 |
2006 | Does information help recovering structural shocks from past observations?.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 115 | paper | |
2006 | Does information help recovering structural shocks from past observations?.(2006) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 115 | article | |
2006 | Does information help recovering structural shocks from past observations?.(2006) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 115 | paper | |
2006 | Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 363 |
2006 | Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 363 | paper | |
2008 | Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 363 | article | |
2006 | Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 363 | paper | |
2007 | A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 354 |
2011 | A 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 nother version. Agregated cites: 354 | article | |
2006 | A 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 nother version. Agregated cites: 354 | paper | |
2011 | A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 354 | paper | |
2011 | A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 354 | paper | |
2011 | A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has nother version. Agregated cites: 354 | paper | |
2007 | Bayesian VARs with Large Panels In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 914 |
2008 | Large Bayesian VARs.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 914 | paper | |
2010 | Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 914 | article | |
2010 | Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 914 | paper | |
2007 | A New Core Inflation Indicator for New Zealand In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 43 |
2007 | A New Core Inflation Indicator for New Zealand.(2007) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
2006 | A new core inflation indicator for New Zealand..(2006) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2007 | A new core inflation indicator for New Zealand.(2007) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2007 | Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 112 |
2008 | Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2008 | Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | article | |
2008 | Explaining the great moderation: it is not the shocks.(2008) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2008 | Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 173 |
2008 | Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | paper | |
2008 | Short-term forecasts of euro area GDP growth.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | paper | |
2011 | Shortâ€Âterm forecasts of euro area GDP growth.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | article | |
2011 | Short?term forecasts of euro area GDP growth.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | article | |
2009 | Business Cycles in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 176 |
2008 | Business Cycles in the euro Area.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | paper | |
2009 | Business cycles in the euro area.(2009) In: Research Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | article | |
2010 | Business Cycles in the Euro Area.(2010) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | chapter | |
2008 | Business Cycles in the Euro Area.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | paper | |
2010 | An Area-Wide Real-Time Database for the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 85 |
2010 | An Area Wide Real Time Data Base for the Euro Area.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2010 | An area-wide real-time database for the euro area.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2012 | An Area-Wide Real-Time Database for the Euro Area.(2012) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | article | |
2010 | Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 139 |
2010 | Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | paper | |
2014 | Short-term inflation projections: A Bayesian vector autoregressive approach.(2014) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | article | |
2010 | Nowcasting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Nowcasting.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2010 | Nowcasting.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2010 | Market freedom and the global recession In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 120 |
2010 | Market Freedom and the Global Recession.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | paper | |
2011 | Market Freedom and the Global Recession.(2011) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | article | |
2011 | Market freedom and the global recession.(2011) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 120 | paper | |
2010 | Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 71 |
2010 | Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2010 | Non?Standard Monetary Policy Measures.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2011 | Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2012 | Prior Selection for Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 505 |
2012 | Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 505 | paper | |
2012 | Prior selection for vector autoregressions.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 505 | paper | |
2012 | Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 505 | paper | |
2015 | Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 505 | article | |
2012 | The ECB and the Interbank Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 96 |
2012 | The ECB and the Interbank Market.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
2012 | The ECB and the interbank market.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
2012 | The ECB and the Interbank Market.(2012) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | article | |
2012 | Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 56 |
2012 | Money, Credit, Monetary Policy and the Business Cycle in the Euro Area.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2012 | Optimal Combination of Survey Forecasts In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 51 |
2012 | Optimal Combination of Survey Forecasts.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2015 | Optimal combination of survey forecasts.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | article | |
2012 | Now-casting and the real-time data flow In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 242 |
2012 | Now-Casting and the Real-Time Data Flow.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 242 | paper | |
2013 | Now-casting and the real-time data flow.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 242 | paper | |
2013 | Now-Casting and the Real-Time Data Flow.(2013) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 242 | chapter | |
2014 | Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 109 |
2014 | Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections.(2014) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | paper | |
2014 | Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | paper | |
2015 | Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | article | |
2009 | OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 348 |
2008 | Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 348 | paper | |
2007 | Opening the black box: structural factor models with large cross-sections.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 348 | paper | |
2007 | Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2007) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 348 | paper | |
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2009 | Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator.(2009) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2009 | NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS.(2009) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2009 | Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators.(2009) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2013 | Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 49 |
2014 | Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2016 | Unspanned Macroeconomic Factors in the Yield Curve.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
2014 | Low Frequency Effects of Macroeconomic News on Government Bond Yields In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 43 |
2017 | Low frequency effects of macroeconomic news on government bond yields.(2017) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
2014 | Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2014 | Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2006 | Trends and cycles in the euro area: how much heterogeneity and should we worry about it? In: Working Paper Series. [Full Text][Citation analysis] | paper | 154 |
2005 | Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 154 | paper | |
2008 | Large Bayesian VARs In: Working Paper Series. [Full Text][Citation analysis] | paper | 87 |
2008 | Large Bayesian VARs.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
2019 | Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? In: Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2019 | Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2019 | Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?.(2019) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2019 | Global trends in interest rates In: Journal of International Economics. [Full Text][Citation analysis] | article | 119 |
2018 | Global Trends in Interest Rates.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2019 | Global Trends in Interest Rates.(2019) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2018 | Global trends in interest rates.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2018 | Global Trends in Interest Rates.(2018) In: NBER Chapters. [Citation analysis] This paper has nother version. Agregated cites: 119 | chapter | |
2018 | Global Trends in Interest Rates.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2019 | Global Trends in Interest Rates.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2009 | Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
2016 | Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 18 |
2015 | Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2021 | Back to the Present: Learning about the Euro Area through a Now-casting Model In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | A New Perspective on Low Interest Rates In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | A DSGE Perspective on Safety, Liquidity, and Low Interest Rates In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Opening the Toolbox: The Nowcasting Code on GitHub In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Changing Risk-Return Profiles In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 3 |
2018 | Changing Risk-Return Profiles.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2019 | Monitoring Economic Conditions during a Government Shutdown In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Reading the Tea Leaves of the U.S. Business Cycle—Part One In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Reading the Tea Leaves of the U.S. Business Cycle—Part Two In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | What Do Financial Conditions Tell Us about Risks to GDP Growth? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 5 |
2018 | Flighty liquidity In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2020 | Bank Capital and Real GDP Growth In: Staff Reports. [Full Text][Citation analysis] | paper | 5 |
2021 | A Large Bayesian VAR of the United States Economy In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
2022 | Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2022 | 800,000 Years of Climate Risk In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2010 | Comment on Can Parameter Instability Explain the Meese-Rogoff Puzzle? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 10 |
2010 | Prior Selection for Bayesian VARs In: 2010 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Nowcasting with Daily Data In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics. [Full Text][Citation analysis] | article | 16 |
2006 | Panel Discussion In: Springer Books. [Citation analysis] | chapter | 0 |
2016 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2010 | Comment In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2008 | Did the Euro imply more correlation of cycles? In: ULB Institutional Repository. [Citation analysis] | paper | 13 |
2004 | Euro area and US recessions: 1970-2003 In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 15 |
2008 | Nowcasting: the real time informational content of macroeconomic data releases In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 500 |
2006 | Panel discussion on Convergence or divergence in Europe? In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2010 | Large Bayesian vector auto regressions In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 823 |
2010 | Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 823 | article | |
2010 | Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 823 | paper | |
2011 | MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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