32
H index
48
i10 index
6218
Citations
Centre for Economic Policy Research (CEPR) (1% share) | 32 H index 48 i10 index 6218 Citations RESEARCH PRODUCTION: 36 Articles 102 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mario Forni. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 4 |
European Economic Review | 3 |
Journal of Monetary Economics | 3 |
The Review of Economics and Statistics | 3 |
Journal of Applied Econometrics | 2 |
Economic Journal | 2 |
Giornale degli Economisti | 2 |
Econometric Theory | 2 |
Journal of Industrial Economics | 2 |
Year | Title of citing document | |
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2024 | From Buzz to Bust: How Fake News Shapes the Business Cycle. (2024). Huber, Stefanie ; Fève, Patrick ; Assenza, Tiziana ; Feve, Patrick ; Collard, Fabrice. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:287. Full description at Econpapers || Download paper | |
2024 | Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2024). Luciani, Matteo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1910.03821. Full description at Econpapers || Download paper | |
2024 | Synchronization of endogenous business cycles. (2024). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555. Full description at Econpapers || Download paper | |
2024 | Tensor Factor Model Estimation by Iterative Projection. (2024). Han, Yuefeng ; Chen, Rong ; Yang, Dan ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2006.02611. Full description at Econpapers || Download paper | |
2024 | Min(d)ing the President: A text analytic approach to measuring tax news. (2024). Smeekes, Stephan ; Lieb, Lenard ; Almeida, Rui Jorge ; Bacsturk, Nalan ; Jassem, Adam. In: Papers. RePEc:arx:papers:2104.03261. Full description at Econpapers || Download paper | |
2024 | Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling. (2024). Dai, Zhonghao ; Zhang, Ruchen ; Wang, Ling ; Zeng, Liang ; Li, Jian ; Niu, Hui ; Zhu, Dewei. In: Papers. RePEc:arx:papers:2107.11972. Full description at Econpapers || Download paper | |
2024 | CP Factor Model for Dynamic Tensors. (2024). Han, Yuefeng ; Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517. Full description at Econpapers || Download paper | |
2025 | Factor Network Autoregressions. (2025). Moramarco, Graziano ; Cavaliere, Giuseppe ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925. Full description at Econpapers || Download paper | |
2024 | Local Projection Inference in High Dimensions. (2024). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
2024 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
2024 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2024 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper | |
2025 | Impulse Response Analysis of Structural Nonlinear Time Series Models. (2025). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089. Full description at Econpapers || Download paper | |
2024 | Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864. Full description at Econpapers || Download paper | |
2025 | The Canonical Decomposition of Factor Models: Weak Factors are Everywhere. (2025). Barigozzi, Matteo ; Gersing, Philipp ; Deistler, Manfred ; Rust, Christoph. In: Papers. RePEc:arx:papers:2307.10067. Full description at Econpapers || Download paper | |
2025 | Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2025). Fisher, Zachary F ; Kim, Younghoon ; Pipiras, Vladas. In: Papers. RePEc:arx:papers:2307.10454. Full description at Econpapers || Download paper | |
2024 | Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper | |
2024 | High Dimensional Factor Analysis with Weak Factors. (2024). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2402.05789. Full description at Econpapers || Download paper | |
2024 | Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper | |
2024 | Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout. (2024). , Krist'Of ; Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2405.15579. Full description at Econpapers || Download paper | |
2024 | Dynamic Matrix Factor Models for High Dimensional Time Series. (2024). Han, Yuefeng ; Yu, Ruofan ; Chen, Rong ; Xiao, Han. In: Papers. RePEc:arx:papers:2407.05624. Full description at Econpapers || Download paper | |
2024 | Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach. (2024). Wilms, Ines ; Hecq, Alain ; Ricardo, Ivan. In: Papers. RePEc:arx:papers:2407.07973. Full description at Econpapers || Download paper | |
2025 | Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon. (2025). Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2407.09738. Full description at Econpapers || Download paper | |
2025 | The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series. (2025). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2407.10653. Full description at Econpapers || Download paper | |
2024 | Performance of Empirical Risk Minimization For Principal Component Regression. (2024). Brownlees, Christian ; Wang, Yaping ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2409.03606. Full description at Econpapers || Download paper | |
2024 | Improving Estimation of Portfolio Risk Using New Statistical Factors. (2024). Tsay, Ruey ; Chen, Rong ; Guerard, John ; Liu, Xialu. In: Papers. RePEc:arx:papers:2409.17182. Full description at Econpapers || Download paper | |
2024 | Factors in Fashion: Factor Analysis towards the Mode. (2024). Tu, Yundong ; Sun, Zhe. In: Papers. RePEc:arx:papers:2409.19287. Full description at Econpapers || Download paper | |
2024 | Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082. Full description at Econpapers || Download paper | |
2024 | The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741. Full description at Econpapers || Download paper | |
2024 | Asymmetries in Financial Spillovers. (2024). Pfarrhofer, Michael ; onorante, luca ; Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2410.16214. Full description at Econpapers || Download paper | |
2025 | On the Existence of One-Sided Representations for the Generalised Dynamic Factor Model. (2025). Gersing, Philipp. In: Papers. RePEc:arx:papers:2410.18159. Full description at Econpapers || Download paper | |
2024 | International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628. Full description at Econpapers || Download paper | |
2024 | A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM). (2024). Gersing, Philipp. In: Papers. RePEc:arx:papers:2410.20885. Full description at Econpapers || Download paper | |
2024 | Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2412.07649. Full description at Econpapers || Download paper | |
2024 | VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278. Full description at Econpapers || Download paper | |
2024 | A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598. Full description at Econpapers || Download paper | |
2025 | Tracking the Hidden Forces Behind Laos 2022 Exchange Rate Crisis and Balance of Payments Instability. (2025). Cooray, Mariza ; Martinez, Rolando Gonzales. In: Papers. RePEc:arx:papers:2503.13308. Full description at Econpapers || Download paper | |
2025 | Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions. (2025). Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2504.05743. Full description at Econpapers || Download paper | |
2025 | Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455. Full description at Econpapers || Download paper | |
2024 | Identifying the General Equilibrium Effects of Narcotics Enforcement. (2024). Porreca, Zachary. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24227. Full description at Econpapers || Download paper | |
2024 | Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24. Full description at Econpapers || Download paper | |
2024 | Measuring the underlying component of inflation. (2024). Lhuissier, Stéphane ; Fontes Baptista, Matthew ; Mogliani, Matteo. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2024:253:05. Full description at Econpapers || Download paper | |
2024 | Sixty years of global inflation: a post-GFC update. (2024). Pedemonte, Mathieu ; Auer, Raphael ; Schoenle, Raphael. In: BIS Working Papers. RePEc:bis:biswps:1189. Full description at Econpapers || Download paper | |
2024 | The asymmetric and persistent effects of Fed policy on global bond yields. (2024). Moench, Emanuel ; Gelos, R. Gaston ; Adrian, Tobias ; Lamersdorf, Nora. In: BIS Working Papers. RePEc:bis:biswps:1195. Full description at Econpapers || Download paper | |
2024 | Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76. Full description at Econpapers || Download paper | |
2024 | A Conversation With Marc Hallin. (2024). Genest, Christian. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:137-159. Full description at Econpapers || Download paper | |
2024 | Impact of China on commodity exporters. (2024). Saraf, Richa ; Chatterjee, Arpita. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1462-1491. Full description at Econpapers || Download paper | |
2024 | The Effect of Labors Bargaining Power on Wealth Inequality in the UK, USA, And France. (2024). Onaran, Ozlem ; Tippet, Ben ; Wildauer, Rafael. In: Review of Income and Wealth. RePEc:bla:revinw:v:70:y:2024:i:1:p:102-128. Full description at Econpapers || Download paper | |
2024 | Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130. Full description at Econpapers || Download paper | |
2024 | Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131. Full description at Econpapers || Download paper | |
2025 | Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137. Full description at Econpapers || Download paper | |
2025 | Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118. Full description at Econpapers || Download paper | |
2025 | Pandemic Intensity Estimation using Dynamic Factor Modeling. (2025). Aaron, Cooke ; John, Vivian. In: Statistics, Politics and Policy. RePEc:bpj:statpp:v:16:y:2025:i:1:p:37-61:n:1003. Full description at Econpapers || Download paper | |
2024 | Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18. Full description at Econpapers || Download paper | |
2025 | Fiscal policy design and inflation: The COVID-19 pandemic experience. (2025). Nechio, Fernanda ; Leer, John ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt9cc4c34z. Full description at Econpapers || Download paper | |
2024 | Sixty Years of Global Inflation: A Post-GFC Update. (2024). Pedemonte, Mathieu ; Auer, Raphael ; Schoenle, Raphael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11148. Full description at Econpapers || Download paper | |
2024 | The Signaling Effects of Fiscal Announcements. (2024). Zanetti, Francesco ; Melosi, Leonardo ; Picco, Anna Rogantini ; Morita, Hiroshi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11312. Full description at Econpapers || Download paper | |
2024 | Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Piqueras, Pedro Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11486. Full description at Econpapers || Download paper | |
2025 | Technology creation and monetary transmission. (2025). Yom, Zeynep ; Hur, Sewon ; Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2025-02ua. Full description at Econpapers || Download paper | |
2024 | The Role of Sell Frictions for Inventories and Business Cycles. (2024). Sun, Tiancheng ; den Haan, Wouter J. In: Discussion Papers. RePEc:cfm:wpaper:2426. Full description at Econpapers || Download paper | |
2024 | The Signaling Effects of Fiscal Announcements. (2024). Zanetti, Francesco ; Rogantini Picco, Anna ; Melosi, Leonardo ; Morita, Hiroshi. In: Discussion Papers. RePEc:cfm:wpaper:2436. Full description at Econpapers || Download paper | |
2024 | The Signaling Effects of Fiscal Announcements. (2024). Zanetti, Francesco ; Melosi, Leonardo ; Morita, Hiroshi ; Picco, Anna Rogantini. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-017e. Full description at Econpapers || Download paper | |
2024 | The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/377116. Full description at Econpapers || Download paper | |
2024 | Challenges for monetary and fiscal policy interactions in the post-pandemic era. (2024). Skotida, Ifigeneia ; Silgado-Gómez, Edgar ; Renault, Théodore ; Rannenberg, Ansgar ; Papageorgiou, Dimitris ; Patella, Valeria ; Notarpietro, Alessandro ; Moyen, Stéphane ; McClung, Nigel ; Mavromatis, Kostas(Konstantinos) ; Marx, Magali ; Kolasa, Marcin ; Kataryniuk, Iván ; Hurtado, Samuel ; Gomes, Sandra ; Dominguez-Diaz, Ruben ; Christoffel, Kai ; Buss, Ginters ; Brzoza-Brzezina, Michal ; Bonam, Dennis ; Aldama, Pierre ; Dobrew, Michael ; Lechthaler, Wolfgang ; Holm-Hadulla, Federic ; Schmoller, Michaela Elfsbacka ; Silgado-Gomez, Edgar ; Ciccarelli, Matteo ; Estoad, Toma ; Eleznik, Martin ; Menendez-Alvarez, Carolina ; Hauptmeier, Sebastian ; von Thadden, Leo ; Bakowski, Krzysztof ; Jacquinot, Pascal ; da Costa, Jose Cardoso ; Bouabdallah, Othman ; Mui, Ivan. In: Occasional Paper Series. RePEc:ecb:ecbops:2024337. Full description at Econpapers || Download paper | |
2024 | The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas. In: Working Paper Series. RePEc:ecb:ecbwps:20242912. Full description at Econpapers || Download paper | |
2024 | Geopolitical risk shocks: when the size matters. (2024). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Working Paper Series. RePEc:ecb:ecbwps:20242972. Full description at Econpapers || Download paper | |
2024 | Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20242983. Full description at Econpapers || Download paper | |
2024 | Monetary policy and growth-at-risk: the role of institutional quality. (2024). Emter, Lorenz ; Moura, Afonso S ; Zorell, Nico ; Setzer, Ralph. In: Working Paper Series. RePEc:ecb:ecbwps:20242989. Full description at Econpapers || Download paper | |
2025 | Effects of monetary policy on labor income: the role of the employer. (2025). Bobasu, Alina ; Repele, Amalia. In: Working Paper Series. RePEc:ecb:ecbwps:20253046. Full description at Econpapers || Download paper | |
2025 | Word2Prices: embedding central bank communications for inflation prediction. (2025). Lenza, Michele ; Comazzi, Fabio Alberto ; Araujo, Douglas ; Bokan, Nikola. In: Working Paper Series. RePEc:ecb:ecbwps:20253047. Full description at Econpapers || Download paper | |
2024 | Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Du, Yuting ; Zhang, XU ; Naeem, Muhammad Abubakr ; Rauf, Abdul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194. Full description at Econpapers || Download paper | |
2024 | Sectoral shocks, production linkages, and business cycles in China11We sincerely thank the associate editor, Kang Shi, and two anonymous referees for their invaluable suggestions and comments. Their contributions have been truly significant to this project. Any remaining errors are ours.. (2024). Kim, Youngsik ; Jiang, Lunan ; Zhang, Lin. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001007. Full description at Econpapers || Download paper | |
2025 | On the use of the cumulant generating function for inference on time series. (2025). Ronchetti, E ; la Vecchia, D ; Moor, A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:201:y:2025:i:c:s0167947324001282. Full description at Econpapers || Download paper | |
2024 | Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447. Full description at Econpapers || Download paper | |
2024 | Dynamic hysteresis effects. (2024). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Muoz, Ivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000629. Full description at Econpapers || Download paper | |
2024 | Unconventional monetary policy and policy foresight. (2024). Laumer, Sebastian ; Violaris, Andreas-Entony. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000745. Full description at Econpapers || Download paper | |
2024 | Econometric issues in the estimation of the natural rate of interest. (2024). Buncic, Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004534. Full description at Econpapers || Download paper | |
2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper | |
2024 | How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x. Full description at Econpapers || Download paper | |
2024 | Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Hunjra, Ahmed ; Zhang, Mingda ; Aslam, Faheem ; Memon, Bilal Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093. Full description at Econpapers || Download paper | |
2024 | The distributional effects of oil supply news shocks. (2024). Theophilopoulou, Angeliki ; Drossidis, Theo ; Mumtaz, Haroon. In: Economics Letters. RePEc:eee:ecolet:v:240:y:2024:i:c:s0165176524002532. Full description at Econpapers || Download paper | |
2024 | Term structures and firm dynamics: A FAVAR approach. (2024). Zhu, Jingjing ; Su, LI. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004464. Full description at Econpapers || Download paper | |
2024 | Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500. Full description at Econpapers || Download paper | |
2024 | Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593. Full description at Econpapers || Download paper | |
2024 | Public expenditure multipliers and informality. (2024). Tirelli, Patrizio ; Pizzuto, Pietro ; Furceri, Davide ; Colombo, Emilio. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s0014292124000321. Full description at Econpapers || Download paper | |
2024 | The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR. (2024). Runstler, Gerhard. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001491. Full description at Econpapers || Download paper | |
2024 | The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533. Full description at Econpapers || Download paper | |
2024 | Fiscal policy in the Bundestag: Textual analysis and macroeconomic effects. (2024). Winker, Peter ; Naboka-Krell, Viktoriia ; Tillmann, Peter ; Latifi, Albina. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001569. Full description at Econpapers || Download paper | |
2024 | Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879. Full description at Econpapers || Download paper | |
2024 | Measuring world oil market integration with a Thick Pen. (2024). Jin, Xin ; Gronwald, Marc. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000239. Full description at Econpapers || Download paper | |
2024 | Permanent and temporary monetary policy shocks and the dynamics of exchange rates. (2024). Valle e Azevedo, João ; Ribeiro, Pedro Pires ; Carvalho, Alexandre. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001575. Full description at Econpapers || Download paper | |
2024 | Exchange rate pass-through in small, open, commodity-exporting economies: Lessons from Canada. (2024). Flaccadoro, Marco. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000096. Full description at Econpapers || Download paper | |
2024 | Forecasting in factor augmented regressions under structural change. (2024). Kapetanios, George ; Massacci, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:62-76. Full description at Econpapers || Download paper | |
2024 | On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Raggi, Davide ; Pignataro, Giuseppe ; Pancotto, Francesca. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705. Full description at Econpapers || Download paper | |
2024 | Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:777-795. Full description at Econpapers || Download paper | |
2024 | Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237. Full description at Econpapers || Download paper | |
2024 | Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688. Full description at Econpapers || Download paper | |
2024 | Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730. Full description at Econpapers || Download paper | |
2024 | Regional fiscal spillovers: The role of trade linkages. (2024). Pizzuto, Pietro ; Furceri, Davide ; Bettarelli, Luca ; Yarveisi, Khatereh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001961. Full description at Econpapers || Download paper | |
2024 | The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251. Full description at Econpapers || Download paper | |
2024 | Public and Private Investment as Catalysts for Growth: An analysis of emerging markets and developing economies with a focus on Asia. (2024). Qureshi, Irfan ; PARK, DONGHYUN ; Jalles, Joo Tovar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001530. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2017 | Noisy News in Business Cycles In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 113 |
2013 | Noisy News in Business cycles.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
2014 | Noisy News in Business Cycles.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
2014 | Noisy News in Business Cycles.(2014) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
2010 | Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 21 |
2015 | Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2010 | Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2010 | Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2010) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2010 | Fiscal Foresight and the Effects of Government Spending In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 94 |
2015 | Fiscal Foresight and the Effects of Government Spending.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
2010 | Fiscal Foresight and the Effects of Goverment Spending.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
2010 | Fiscal Foresight and the Effects of Government Spending.(2010) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
2011 | No News in Business Cycles In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 87 |
2015 | No News in Business Cycles.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
2011 | No News in Business Cycles.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
2011 | No News in Business Cycles.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
2013 | No News in Business Cycles.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
2011 | No news in business cycles.(2011) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
2014 | No News in Business Cycles.(2014) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | article | |
2011 | Testing for Sufficient Information in Structural VARs In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 17 |
2015 | Testing for Sufficient Information in Structural VARs.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2011 | Testing for Sufficient Information in Structural VARs.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2001 | A core inflation index for the euro area In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 42 |
2001 | A Core Inflation Index for the Euro Area.(2001) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2001 | A real time coincident indicator of the euro area business cycle In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 137 |
2007 | New Eurocoin: Tracking Economic Growth in Real Time In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 196 |
2006 | New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | paper | |
2008 | New Eurocoin: Tracking Economic Growth in Real Time.(2008) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | paper | |
2010 | New Eurocoin: Tracking Economic Growth in Real Time.(2010) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | article | |
2005 | The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 612 |
2002 | The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 612 | paper | |
2003 | The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has nother version. Agregated cites: 612 | paper | |
2003 | The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting.(2003) In: LEM Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 612 | paper | |
2005 | The generalised dynamic factor model: one sided estimation and forecasting.(2005) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 612 | paper | |
2020 | Asymmetric Effects of Monetary Policy Easing and Tightening In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2020 | Asymmetric Effects of Monetary Policy Easing and Tightening.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2020 | Asymmetric Effects of Monetary Policy Easing and Tightening.(2020) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2023 | Asymmetric Monetary Policy Tradeoffs In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2023 | Asymmetric monetary policy tradeoffs.(2023) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2002 | Spillovers and the growth of local industries In: Journal of Industrial Economics. [Full Text][Citation analysis] | article | 37 |
2002 | Spillovers and the Growth of Local Industries. In: Journal of Industrial Economics. [Full Text][Citation analysis] | article | 47 |
2022 | Nonlinear transmission of financial shocks: Some new evidence In: Working Paper. [Full Text][Citation analysis] | paper | 8 |
2024 | Nonlinear Transmission of Financial Shocks: Some New Evidence.(2024) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2023 | The impact of financial shocks on the forecast distribution of output and inflation In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2014 | Government Spending Shocks in Open Economy VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 89 |
2016 | Government spending shocks in open economy VARs.(2016) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | article | |
2014 | Government Spending Shocks in Open Economy VARs.(2014) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
2015 | Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 87 |
2015 | Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
2017 | Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | article | |
2016 | Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis.(2016) In: EIEF Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
2015 | Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
2016 | Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 51 |
2016 | Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting.(2016) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2016 | Dynamic Factor model with infinite dimensional factor space: forecasting.(2016) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2018 | Dynamic factor model with infinite‐dimensional factor space: Forecasting.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | article | |
2016 | VAR Information and the Empirical Validation of DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2016 | VAR Information and the Empirical Validation of DSGE Models.(2016) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2016 | VAR Information and the Empirical Validation of DSGE Models.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2016 | Eigenvalue Ratio Estimators for the Number of Common Factors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | News, Uncertainty and Economic Fluctuations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
1995 | Lets Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
1995 | Dynamic Common Factors in Large Cross-Sections In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 63 |
1996 | Dynamic Common Factors in Large Cross-Sections..(1996) In: Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 63 | article | |
1996 | Dynamic common factors in large cross-sections.(1996) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
2018 | The Forcasting Performance of Dynamic Factor Models with Vintage Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
2018 | The Forecasting Performance of Dynamic Factor Models with Vintage Data.(2018) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2018 | The Forecasting Performance of Dynamic Factor Models with Vintage Data.(2018) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2020 | Common Component Structural VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Common Components Structural VARs.(2020) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Macroeconomic Uncertainty and Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Macroeconomic Uncertainty and Vector Autoregressions.(2020) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | Downside and Upside Uncertainty Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
1997 | National Policies and Local Economies: Europe and the United States In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
1999 | National policies and local economies: Europe and the United States.(1999) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
1999 | The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1290 |
2000 | The Generalized Dynamic-Factor Model: Identification And Estimation.(2000) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1290 | article | |
2000 | The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 1290 | paper | |
1999 | A Measure of Comovement for Economic Variables: Theory and Empirics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 277 |
2001 | A Measure Of Comovement For Economic Variables: Theory And Empirics.(2001) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 277 | article | |
2001 | A measure of co-movement for economic variables: theory and empirics.(2001) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 277 | paper | |
2000 | Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 48 |
2000 | The Generalized Dynamic Factor Model: Representation Theory In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 392 |
2001 | THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY.(2001) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 392 | article | |
2001 | Knowledge Spillovers and the Growth of Local Industries In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2001 | EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 154 |
2002 | Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 266 |
2003 | Do financial variables help forecasting inflation and real activity in the euro area?.(2003) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 266 | article | |
2003 | Do financial variables help forecasting inflation and real activity in the Euro area ?.(2003) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 266 | paper | |
2002 | Using Stationarity Tests in Antitrust Market Definition In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
2004 | Using Stationarity Tests in Antitrust Market Definition.(2004) In: American Law and Economics Review. [Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
2003 | Opening the Black Box: Structural Factor Models versus Structural VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 51 |
2004 | Anti-Trust Policy and National Growth: Some Evidence from Italy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2004 | Antitrust Policy and National Growth: Some Evidence from Italy.(2004) In: Giornale degli Economisti. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2008 | The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 147 |
2010 | The dynamic effects of monetary policy: A structural factor model approach.(2010) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | article | |
2008 | The dynamic e ects of monetary policy: A structural factor model approach.(2008) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
2013 | Noise Bubbles In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2014 | Noise Bubbles.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2014 | Noise Bubbles.(2014) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2017 | Noise Bubbles.(2017) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2023 | External Instrument SVAR Analysis forNoninvertible Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2022 | External Instrument SVAR Analysis for Noninvertible Shocks.(2022) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2009 | OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 338 |
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: 338 | 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: 338 | 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: 338 | paper | |
2024 | Asymmetric effects of news through uncertainty In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 1 |
2012 | Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 79 |
2015 | Dynamic factor models with infinite-dimensional factor spaces: One-sided representations.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | article | |
2011 | One-Sided Representations of Generalized Dynamic Factor Models In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 2 |
2011 | One-Sided Representations of Generalized Dynamic Factor Models.(2011) In: EIEF Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2011 | One-Sided Representations of Generalized Dynamic Factor Models.(2011) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2001 | Coincident and Leading Indicators for the Euro Area. In: Economic Journal. [Full Text][Citation analysis] | article | 142 |
2001 | Coincident and leading indicators for the Euro area.(2001) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 142 | paper | |
2004 | The generalized dynamic factor model consistency and rates In: Journal of Econometrics. [Full Text][Citation analysis] | article | 194 |
2004 | The generalised dynamic factor model: consistency and rates.(2004) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 194 | paper | |
2011 | The general dynamic factor model: One-sided representation results In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
2024 | The effects of monetary policy on macroeconomic risk In: European Economic Review. [Full Text][Citation analysis] | article | 1 |
1999 | Risk and potential insurance in Europe In: European Economic Review. [Full Text][Citation analysis] | article | 24 |
1999 | Risk and potential insurance in Europe.(1999) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2001 | Federal policies and local economies: Europe and the US In: European Economic Review. [Full Text][Citation analysis] | article | 107 |
2001 | Federal policies and local economies: Europe and the U.S..(2001) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
1999 | Aggregation of linear dynamic microeconomic models In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 20 |
2014 | Sufficient information in structural VARs In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 164 |
2011 | Sufficient information in structural VARs.(2011) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 164 | paper | |
1996 | Consumption volatility and income persistence in the permanent income model In: Ricerche Economiche. [Full Text][Citation analysis] | article | 1 |
2021 | Policy and Business Cycle Shocks: A Structural Factor Model Representation of the US Economy In: JRFM. [Full Text][Citation analysis] | article | 4 |
2000 | The Sources of Local Growth: Evidence from Italy In: Giornale degli Economisti. [Citation analysis] | article | 16 |
2022 | Frequency-band estimation of the number of factors detecting the main business cycle shocks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | A Core Inflation Indicator for the Euro Area. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 81 |
2005 | A core inflation indicator for the Euro area.(2005) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 81 | paper | |
2016 | Eigenvalue Ratio Estimators for the Number of Dynamic Factors In: Center for Economic Research (RECent). [Full Text][Citation analysis] | paper | 1 |
2017 | News, Uncertainty and Economic Fluctuations (No News is Good News) In: Center for Economic Research (RECent). [Full Text][Citation analysis] | paper | 12 |
2018 | Fundamentalness, Granger Causality and Aggregation In: Center for Economic Research (RECent). [Full Text][Citation analysis] | paper | 1 |
1998 | Lets Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 300 |
1998 | Lets get real: a factor analytical approach to disaggregated business cycle dynamics.(1998) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 300 | paper | |
1997 | Aggregation and the Microfoundations of Dynamic Macroeconomics In: OUP Catalogue. [Citation analysis] | book | 112 |
2019 | Structural VARs and noninvertible macroeconomic models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 23 |
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