32
H index
46
i10 index
5998
Citations
Centre for Economic Policy Research (CEPR) (1% share) | 32 H index 46 i10 index 5998 Citations RESEARCH PRODUCTION: 34 Articles 102 Papers 1 Books RESEARCH ACTIVITY: 29 years (1995 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfo95 |
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 |
---|---|
Journal of Econometrics | 4 |
Journal of Monetary Economics | 3 |
The Review of Economics and Statistics | 3 |
Economic Journal | 2 |
Giornale degli Economisti | 2 |
European Economic Review | 2 |
Journal of Applied Econometrics | 2 |
Econometric Theory | 2 |
Journal of Industrial Economics | 2 |
Year | Title of citing document | |
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2023 | El-Déficit-Fiscal-Deteriora-el-Tipo-de-Cambio-Real.-Evidencias-por-medio-de-un-modelo-de-EGDE-para-Argentina. (2023). Jorge, Oviedo ; Daniel, Mamondi Victor ; la Rosa, DE. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4666. Full description at Econpapers || Download paper | |
2023 | Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244. Full description at Econpapers || Download paper | |
2023 | Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555. 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 | Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127. Full description at Econpapers || Download paper | |
2023 | Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Adaptive Refined Labeling. (2021). Wang, Ling ; Zhu, Dewei ; Dai, Zhonghao ; Zhang, Ruchen ; Li, Jian ; Niu, Hui ; Zeng, Liang. In: Papers. RePEc:arx:papers:2107.11972. 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 | |
2024 | CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517. 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 | |
2024 | Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925. Full description at Econpapers || Download paper | |
2024 | 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 | |
2024 | 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 | 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 | Multidimensional dynamic factor models. (2023). Pellegrino, Filippo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2301.12499. Full description at Econpapers || Download paper | |
2023 | Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621. 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 | |
2024 | 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 | 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 | Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089. 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 | |
2024 | 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 | |
2024 | 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 | Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2023). Pipiras, Vladas ; Fisher, Zachary F ; Kim, Younghoon. In: Papers. RePEc:arx:papers:2307.10454. Full description at Econpapers || Download paper | |
2023 | Forecasting inflation using disaggregates and machine learning. (2023). Medeiros, Marcelo C ; Boaretto, Gilberto. In: Papers. RePEc:arx:papers:2308.11173. Full description at Econpapers || Download paper | |
2024 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper | |
2023 | Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Liao, Yuan ; Shi, Zhentao ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593. Full description at Econpapers || Download paper | |
2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper | |
2023 | Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca ; Tsoukalas, John D. In: BCAM Working Papers. RePEc:bbk:bbkcam:2206. Full description at Econpapers || Download paper | |
2023 | Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573. 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 | Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23. Full description at Econpapers || Download paper | |
2023 | The macroeconomic effects of temperature surprise shocks. (2023). Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1407_23. 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 | |
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 | |
2023 | Estimation du commerce mondial en temps réel grâce à l’apprentissage automatique. (2023). Meunier, Baptiste ; Sebastian, Stumpner ; Baptiste, Meunier ; Menzie, Chinn. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2023:248:05. Full description at Econpapers || Download paper | |
2024 | Sixty years of global inflation: a post-GFC update. (2024). Schoenle, Raphael ; Pedemonte, Mathieu ; Auer, Raphael. In: BIS Working Papers. RePEc:bis:biswps:1189. 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 | |
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 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117. Full description at Econpapers || Download paper | |
2024 | Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130. Full description at Econpapers || Download paper | |
2023 | Beliefs- and fundamentals-driven job creation. (2023). Schnattinger, Philip. In: Bank of England working papers. RePEc:boe:boeewp:1040. Full description at Econpapers || Download paper | |
2023 | Macroeconomics with a Thick Pen. (2023). Jin, Xin ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10430. Full description at Econpapers || Download paper | |
2023 | Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10463. Full description at Econpapers || Download paper | |
2023 | Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Gambetti, Luca ; Zanetti, Francesco ; Tsoukalas, John D. In: Discussion Papers. RePEc:cfm:wpaper:2304. 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 | El monitoreo del sector de la construcción en el Valle del Cauca. (2023). Ceron-Ordoez, Julieth ; Vidal-Alejandro, Pavel ; Rodriguez, Seydyss Garay. In: Apuntes del Cenes. RePEc:col:000152:020301. Full description at Econpapers || Download paper | |
2023 | On the robustness of the general dynamic factor model with inï¬nite-dimensional space: identiï¬cation, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/298201. 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 | Underlying inflation and asymmetric risks. (2023). Leiva-Leon, Danilo ; Pacce, Matias ; le Bihan, Herve. In: Working Paper Series. RePEc:ecb:ecbwps:20232848. Full description at Econpapers || Download paper | |
2023 | What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875. Full description at Econpapers || Download paper | |
2024 | The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Moccero, Diego Nicolas ; Davidson, Sharada Nia. In: Working Paper Series. RePEc:ecb:ecbwps:20242912. Full description at Econpapers || Download paper | |
2023 | Prediction in functional regression with discretely observed and noisy covariates. (2023). Jammoul, Fatima ; Hormann, Siegfried. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001803. Full description at Econpapers || Download paper | |
2023 | Moderating noise-driven macroeconomic fluctuations under dispersed information. (2023). Adams, Jonathan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001586. Full description at Econpapers || Download paper | |
2023 | The impact of public consumption and investment in the euro area during periods of high and normal uncertainty. (2023). Goemans, Pascal. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001827. Full description at Econpapers || Download paper | |
2023 | Are African business cycles synchronized? Evidence from spatio-temporal modeling. (2023). Franses, Philip Hans ; Mattera, Raffaele. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002973. Full description at Econpapers || Download paper | |
2023 | The confidence channel of U.S. financial uncertainty: Evidence from industry-level data. (2023). Rangaraju, Sandeep Kumar ; Karaki, Mohamad B. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003693. Full description at Econpapers || Download paper | |
2023 | Exploring the distribution of organic farming: Findings from certified rice in Taiwan. (2023). Cheng, Chia-Yi ; Lu, Chen-Fu. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001787. Full description at Econpapers || Download paper | |
2023 | Italian local fiscal multipliers: Evidence from proxy-SVAR. (2023). Frangiamore, Francesco ; Matarrese, Marco Maria. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523002100. Full description at Econpapers || Download paper | |
2023 | Factor-Augmented Vector Autoregression with narrative identification. An application to monetary policy in the US. (2023). de Nora, Giorgia. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002264. Full description at Econpapers || Download paper | |
2023 | Scalable inference for a full multivariate stochastic volatility model. (2023). Plataniotis, Anastasios ; Petrova, Katerina ; Titsias, Michalis K ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:501-520. Full description at Econpapers || Download paper | |
2023 | Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:132-154. Full description at Econpapers || Download paper | |
2023 | High-dimensional VARs with common factors. (2023). Su, Liangjun ; Phillips, Peter ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:155-183. Full description at Econpapers || Download paper | |
2023 | Structural inference in sparse high-dimensional vector autoregressions. (2023). Trenkler, C ; Paparoditis, E ; Krampe, J. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:276-300. Full description at Econpapers || Download paper | |
2023 | Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499. Full description at Econpapers || Download paper | |
2023 | Refining set-identification in VARs through independence. (2023). Wright, Jonathan H ; Drautzburg, Thorsten. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1827-1847. Full description at Econpapers || Download paper | |
2023 | Approximate factor models with weaker loadings. (2023). Ng, Serena ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1893-1916. Full description at Econpapers || Download paper | |
2023 | Linear panel regressions with two-way unobserved heterogeneity. (2023). Weidner, Martin ; Freeman, Hugo. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002142. 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 | |
2023 | High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research. (2023). Anderson, Brian ; Deistler, Manfred ; Lippi, Marco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:3-16. Full description at Econpapers || Download paper | |
2023 | Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach. (2023). Trucíos, Carlos ; Hallin, Marc ; Trucios, Carlos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15. Full description at Econpapers || Download paper | |
2023 | A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2023). Tsay, Ruey S ; Gao, Zhaoxing. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:83-101. Full description at Econpapers || Download paper | |
2023 | Private sector debt overhang and government spending multipliers: Not all debts are alike. (2023). Kim, Wongi. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000685. Full description at Econpapers || Download paper | |
2023 | Are the effects of uncertainty shocks big or small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300154x. Full description at Econpapers || Download paper | |
2023 | Inflation and wage growth since the pandemic: A comment. (2023). Lenza, Michele. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001678. Full description at Econpapers || Download paper | |
2023 | Industry regulation and the comovement of stock returns. (2023). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:206-219. 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 | |
2023 | Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844. Full description at Econpapers || Download paper | |
2023 | On the linkages between energy and agricultural commodity prices: A dynamic time warping analysis. (2023). Miljkovic, Dragan ; Vatsa, Puneet. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003502. Full description at Econpapers || Download paper | |
2023 | Investigating the impact of technology and noise shocks on capital flows. (2023). Wu, LI ; Zhang, Ren ; Tang, Yanling ; Yang, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004233. Full description at Econpapers || Download paper | |
2023 | A central bankers’ sentiment index of global financial cycle. (2023). Liu, Wei ; Yu, Zhen ; Yang, Fuyu. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005330. Full description at Econpapers || Download paper | |
2023 | Fiscal policy and stock markets at the effective lower bound. (2023). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Andre, Christophe. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009364. Full description at Econpapers || Download paper | |
2023 | Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404. Full description at Econpapers || Download paper | |
2024 | Permanent and temporary monetary policy shocks and the dynamics of exchange rates. (2024). Ribeiro, Pedro Pires ; Valle, Joo ; Carvalho, Alexandre. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001575. Full description at Econpapers || Download paper | |
2023 | FRED-SD: A real-time database for state-level data with forecasting applications. (2023). Owyang, Michael T ; Kliesen, Kevin L ; Jackson, Laura E ; Bokun, Kathryn O. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:279-297. Full description at Econpapers || Download paper | |
2023 | Nowcasting German GDP: Foreign factors, financial markets, and model averaging. (2023). Senftleben-Konig, Charlotte ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Andreini, Paolo ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:298-313. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2017 | Noisy News in Business Cycles In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 107 |
2013 | Noisy News in Business cycles.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
2014 | Noisy News in Business Cycles.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | 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: 107 | 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 |
2010 | Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model.(2010) 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 | 88 |
2010 | Fiscal Foresight and the Effects of Government Spending.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | 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: 88 | 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: 88 | paper | |
2011 | No News in Business Cycles In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 88 |
2011 | No News in Business Cycles.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2011 | No News in Business Cycles.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2011 | No News in Business Cycles.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2013 | No News in Business Cycles.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | 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: 88 | paper | |
2014 | No News in Business Cycles.(2014) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | article | |
2011 | Testing for Sufficient Information in Structural VARs In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 17 |
2011 | Testing for Sufficient Information in Structural VARs.(2011) 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 | 138 |
2007 | New Eurocoin: Tracking Economic Growth in Real Time In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 192 |
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: 192 | 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: 192 | 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: 192 | article | |
2005 | The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 588 |
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: 588 | 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: 588 | 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: 588 | 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: 588 | paper | |
2020 | Asymmetric Effects of Monetary Policy Easing and Tightening In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
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: 5 | 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: 5 | paper | |
2023 | Asymmetric Monetary Policy Tradeoffs In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2023 | Asymmetric monetary policy tradeoffs.(2023) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2002 | Spillovers and the growth of local industries In: Journal of Industrial Economics. [Full Text][Citation analysis] | article | 36 |
2002 | Spillovers and the Growth of Local Industries. In: Journal of Industrial Economics. [Full Text][Citation analysis] | article | 46 |
2022 | Nonlinear transmission of financial shocks: Some new evidence In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
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: 2 | 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 | 81 |
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: 81 | 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: 81 | paper | |
2015 | Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 77 |
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: 77 | 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: 77 | 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: 77 | 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: 77 | paper | |
2016 | Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
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: 45 | 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: 45 | 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: 45 | 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 | 64 |
1996 | Dynamic Common Factors in Large Cross-Sections..(1996) In: Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 64 | article | |
1996 | Dynamic common factors in large cross-sections.(1996) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2018 | The Forcasting Performance of Dynamic Factor Models with Vintage Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
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: 20 | 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: 20 | paper | |
2020 | Common Component Structural VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Common Components Structural VARs.(2020) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | 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 | 1260 |
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: 1260 | article | |
2000 | The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 1260 | paper | |
1999 | A Measure of Comovement for Economic Variables: Theory and Empirics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 269 |
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: 269 | 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: 269 | paper | |
2000 | Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 46 |
2000 | The Generalized Dynamic Factor Model: Representation Theory In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 373 |
2001 | THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY.(2001) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 373 | 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 | 261 |
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: 261 | 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: 261 | 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 | 140 |
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: 140 | 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: 140 | 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 | 2 |
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: 2 | paper | |
2009 | OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 327 |
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: 327 | 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: 327 | 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: 327 | paper | |
2012 | Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 74 |
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: 74 | 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 | 183 |
2004 | The generalised dynamic factor model: consistency and rates.(2004) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 183 | paper | |
2011 | The general dynamic factor model: One-sided representation results In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
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 | 108 |
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: 108 | 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 | 148 |
2011 | Sufficient information in structural VARs.(2011) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 148 | 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 | 3 |
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 | 77 |
2005 | A core inflation indicator for the Euro area.(2005) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 77 | 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 | 0 |
1998 | Lets Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 298 |
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: 298 | paper | |
1997 | Aggregation and the Microfoundations of Dynamic Macroeconomics In: OUP Catalogue. [Citation analysis] | book | 109 |
2019 | Structural VARs and noninvertible macroeconomic models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 21 |
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