31
H index
45
i10 index
5837
Citations
Centre for Economic Policy Research (CEPR) (1% share) | 31 H index 45 i10 index 5837 Citations RESEARCH PRODUCTION: 32 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 |
The Review of Economics and Statistics | 3 |
Journal of Monetary Economics | 3 |
Economic Journal | 2 |
European Economic Review | 2 |
Econometric Theory | 2 |
Journal of Applied Econometrics | 2 |
Giornale degli Economisti | 2 |
Year | Title of citing document | |
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2022 | Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10. 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 | |
2022 | Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821. 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 | |
2022 | Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611. 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 | |
2022 | Rank Determination in Tensor Factor Model. (2022). Zhang, Cun-Hui ; Chen, Rong. In: Papers. RePEc:arx:papers:2011.07131. Full description at Econpapers || Download paper | |
2022 | Min(d)ing the President: A text analytic approach to measuring tax news. (2021). Smeekes, Stephan ; Bacsturk, Nalan ; Almeida, Rui Jorge ; Lieb, Lenard ; Jassem, Adam. In: Papers. RePEc:arx:papers:2104.03261. 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 | |
2022 | Linear Panel Regressions with Two-Way Unobserved Heterogeneity. (2021). Weidner, Martin ; Freeman, Hugo. In: Papers. RePEc:arx:papers:2109.11911. 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 | |
2022 | Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149. Full description at Econpapers || Download paper | |
2022 | Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310. Full description at Econpapers || Download paper | |
2022 | Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988. Full description at Econpapers || Download paper | |
2022 | LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794. Full description at Econpapers || Download paper | |
2023 | Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925. Full description at Econpapers || Download paper | |
2023 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
2023 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
2022 | Eigenvalue tests for the number of latent factors in short panels. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2210.16042. Full description at Econpapers || Download paper | |
2023 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2023 | On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2022). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921. Full description at Econpapers || Download paper | |
2022 | Spectral and post-spectral estimators for grouped panel data models. (2022). Manresa, Elena ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:2212.13324. 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 | |
2023 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper | |
2023 | sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864. Full description at Econpapers || Download paper | |
2023 | Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067. Full description at Econpapers || Download paper | |
2023 | 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 | |
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 | |
2022 | Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models. (2022). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Working Papers Series. RePEc:bcb:wpaper:561. Full description at Econpapers || Download paper | |
2022 | Nowcasting Brazilian GDP with Electronic Payments Data. (2022). Cesar, Raquel Nadal. In: Working Papers Series. RePEc:bcb:wpaper:564. 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 | |
2022 | Exchange rate pass-through in small, open, commodity-exporting economies: lessons from Canada. (2022). Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1368_22. 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 | |
2022 | Fiscal deficits and inflation risks: the role of fiscal and monetary policy regimes. (2022). Zampolli, Fabrizio ; Mehrotra, Aaron ; Banerjee, Ryan ; Boctor, Valerie. In: BIS Working Papers. RePEc:bis:biswps:1028. Full description at Econpapers || Download paper | |
2022 | Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model. (2022). Lomonosov, Daniil ; Zubarev, Andrey ; Rybak, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:49-78. Full description at Econpapers || Download paper | |
2022 | Assessment of Monthly GDP Growth Using Temporal Disaggregation Methods. (2022). Zhemkov, Michael. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:79-104. 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 | |
2022 | When ‘uncertainty’ becomes ‘unknown’: Influences of economic uncertainty on the shadow economy. (2022). Nguyen, Canh ; Su, Thanh Dinh. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:93:y:2022:i:3:p:677-716. Full description at Econpapers || Download paper | |
2022 | Firm?specific forecast errors and asymmetric investment propensity. (2022). Tonzer, Lena ; Berner, Julian ; Buchholz, Manuel. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:764-793. Full description at Econpapers || Download paper | |
2022 | Historical evidence for larger government spending multipliers in uncertain times than in slumps. (2022). Goemans, Pascal. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1164-1185. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Effects of the Anticipation and Implementation of Tax Changes in Germany: Evidence from a Narrative Account. (2022). Jessen, Robin ; Christofzik, Désirée ; Fuest, Angela. In: Economica. RePEc:bla:econom:v:89:y:2022:i:353:p:62-81. 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 | |
2022 | A Guide to Autoregressive Distributed Lag Models for Impulse Response Estimations. (2022). Lee, Byoungchan ; Baek, Chaewon. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1101-1122. Full description at Econpapers || Download paper | |
2022 | The distributional effects of government spending shocks in developing economies. (2022). Furceri, Davide ; Loungani, Prakash ; Ge, Jun ; Melina, Giovanni. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1574-1599. Full description at Econpapers || Download paper | |
2022 | Economic performance in Africa: The role of fragile financial system. (2022). Inekwe, John Nkwoma. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:6:p:1910-1936. Full description at Econpapers || Download paper | |
2022 | Bad News, Good News: Coverage and Response Asymmetries. (2022). Zoi, Sarah ; Maffei-Faccioli, Nicolo ; Gambetti, Luca. In: Working Paper. RePEc:bno:worpap:2022_8. 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 | |
2022 | A tail of labour supply and a tale of monetary policy. (2022). Theophilopoulou, Angeliki ; ferroni, filippo ; Cantore, Cristiano ; Mumtaz, Hroon. In: Bank of England working papers. RePEc:boe:boeewp:0989. Full description at Econpapers || Download paper | |
2022 | Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005. Full description at Econpapers || Download paper | |
2022 | A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry. (2022). Ravazzolo, Francesco ; Boni, Sara. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps94. Full description at Econpapers || Download paper | |
2022 | A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Wu, J ; Tang, H ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2237. Full description at Econpapers || Download paper | |
2022 | A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Tang, H ; Linton, O B ; Wu, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:camjip:2214. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Sovereign Uncertainty. (2022). Silgado-Gomez, Edgar. In: Research Technical Papers. RePEc:cbi:wpaper:10/rt/22. 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 | |
2022 | Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687. 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 | |
2022 | Export Market Size Matters: The effect of the market size of export destinations on manufacturing growth. (2022). Thomas, Santiago Sanchez. In: Documentos de Trabajo CIEF. RePEc:col:000122:020531. 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 | |
2022 | Fiscal Multipliers and Informality. (2022). Furceri, Davide ; Colombo, Emilio ; Tirelli, Patrizio ; Pizzuto, Pietro. In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. RePEc:dis:wpaper:dis2201. 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 | |
2022 | Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-Dimensional Time Series. (2022). Hallin, Marc. In: Working Papers ECARES. RePEc:eca:wpaper:2013/350249. Full description at Econpapers || Download paper | |
2022 | A multi-country trend indicator for euro area inflation: computation and properties. (2001). Mestre, Ricardo ; Henry, Jerome ; Angelini, Elena ; Angeline, E.. In: Working Paper Series. RePEc:ecb:ecbwps:20010060. Full description at Econpapers || Download paper | |
2022 | Diffusion index-based inflation forecasts for the euro area. (2001). Mestre, Ricardo ; Henry, Jerome ; Angelini, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20010061. Full description at Econpapers || Download paper | |
2023 | Some stylised facts on the euro area business cycle. (2001). Mojon, Benoit ; Agresti,A-M., . In: Working Paper Series. RePEc:ecb:ecbwps:20010095. Full description at Econpapers || Download paper | |
2022 | On the dynamics of the q-deformed Puu’s model with cubic investment map. (2022). Muoz-Guillermo, Maria. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:157:y:2022:i:c:s0960077922001813. 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 | |
2022 | A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203. Full description at Econpapers || Download paper | |
2022 | Measuring dynamic pandemic-related policy effects: A time-varying parameter multi-level dynamic factor model approach. (2022). Shi, Yong ; Zhou, Ling ; Wang, Zongrun ; Mi, Yunlong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001099. Full description at Econpapers || Download paper | |
2022 | How do income and the debt position of households propagate fiscal stimulus into consumption?. (2022). Rüth, Sebastian ; Simon, Camilla ; Ruth, Sebastian K. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922001610. Full description at Econpapers || Download paper | |
2022 | Building back better: How big are green spending multipliers?. (2022). Melina, Giovanni ; Fragetta, Matteo ; di Serio, Mario ; Batini, Nicoletta ; Waldron, Anthony. In: Ecological Economics. RePEc:eee:ecolec:v:193:y:2022:i:c:s0921800921003645. Full description at Econpapers || Download paper | |
2022 | Projected estimation for large-dimensional matrix factor models. (2022). Zhang, Xinsheng ; Kong, Xinbing ; He, Yong ; Yu, Long. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:201-217. Full description at Econpapers || Download paper | |
2022 | Nowcasting with large Bayesian vector autoregressions. (2022). Monti, Francesca ; Lenza, Michele ; Giannone, Domenico ; Cimadomo, Jacopo ; Sokol, Andrej. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:500-519. 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 | 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 | |
2022 | Fiscal policy shocks and international spillovers. (2022). Paez-Farrell, Juan ; Ilori, Ayobami ; Thoenissen, Christoph. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s001429212100252x. Full description at Econpapers || Download paper | |
2022 | The inflation response to government spending shocks: A fiscal price puzzle?. (2022). Ravn, Søren Hove ; Jorgensen, Peter L. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002634. 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 | 101 |
2013 | Noisy News in Business cycles.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
2014 | Noisy News in Business Cycles.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
2014 | Noisy News in Business Cycles.(2014) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | 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 another 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 another 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 another 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 | 87 |
2010 | Fiscal Foresight and the Effects of Government Spending.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
2010 | Fiscal Foresight and the Effects of Goverment Spending.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
2010 | Fiscal Foresight and the Effects of Government Spending.(2010) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
2011 | No News in Business Cycles In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 86 |
2011 | No News in Business Cycles.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
2011 | No News in Business Cycles.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
2011 | No News in Business Cycles.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
2013 | No News in Business Cycles.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
2011 | No news in business cycles.(2011) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
2014 | No News in Business Cycles.(2014) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | 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 another 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 another 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 another 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 | 186 |
2006 | New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 186 | paper | |
2008 | New Eurocoin: Tracking Economic Growth in Real Time.(2008) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 186 | 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 another version. Agregated cites: 186 | article | |
2005 | The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 578 |
2002 | The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting.(2002) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 578 | 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 another version. Agregated cites: 578 | paper | |
2003 | The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting.(2003) In: LEM Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 578 | paper | |
2005 | The generalised dynamic factor model: one sided estimation and forecasting.(2005) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 578 | paper | |
2020 | Asymmetric Effects of Monetary Policy Easing and Tightening In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Asymmetric Effects of Monetary Policy Easing and Tightening.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2020 | Asymmetric Effects of Monetary Policy Easing and Tightening.(2020) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2023 | Asymmetric Monetary Policy Tradeoffs In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2023 | Asymmetric monetary policy tradeoffs.(2023) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2002 | Spillovers and the growth of local industries In: Journal of Industrial Economics. [Full Text][Citation analysis] | article | 35 |
2022 | Nonlinear transmission of financial shocks: Some new evidence In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
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 | 76 |
2016 | Government spending shocks in open economy VARs.(2016) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | article | |
2014 | Government Spending Shocks in Open Economy VARs.(2014) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
2015 | Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 73 |
2015 | Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis.(2015) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
2017 | Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | 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 another version. Agregated cites: 73 | 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 another version. Agregated cites: 73 | paper | |
2016 | Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
2016 | Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting.(2016) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | 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 another version. Agregated cites: 42 | paper | |
2018 | Dynamic factor model with infinite?dimensional factor space: Forecasting.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | 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 another 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 another 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 another version. Agregated cites: 64 | article | |
1996 | Dynamic common factors in large cross-sections.(1996) In: ULB Institutional Repository. [Citation analysis] This paper has another 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 another 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 another 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 another 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 another 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 another version. Agregated cites: 29 | paper | |
1999 | The Generalized Dynamic Factor Model: Identification and Estimation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1243 |
2000 | The Generalized Dynamic-Factor Model: Identification And Estimation.(2000) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1243 | article | |
2000 | The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 1243 | paper | |
1999 | A Measure of Comovement for Economic Variables: Theory and Empirics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 265 |
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 another version. Agregated cites: 265 | article | |
2001 | A measure of co-movement for economic variables: theory and empirics.(2001) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 265 | paper | |
2000 | Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
2000 | The Generalized Dynamic Factor Model: Representation Theory In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 366 |
2001 | THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY.(2001) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 366 | 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 | 153 |
2002 | Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 253 |
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 another version. Agregated cites: 253 | 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 another version. Agregated cites: 253 | 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 another 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 another 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 | 138 |
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 another version. Agregated cites: 138 | 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 another version. Agregated cites: 138 | 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 another version. Agregated cites: 6 | paper | |
2014 | Noise Bubbles.(2014) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2017 | Noise Bubbles.(2017) In: Economic Journal. [Full Text][Citation analysis] This paper has another 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 another 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 | 320 |
2008 | Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 320 | 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 another version. Agregated cites: 320 | 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 another version. Agregated cites: 320 | paper | |
2012 | Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 72 |
2015 | Dynamic factor models with infinite-dimensional factor spaces: One-sided representations.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | 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 another 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 another version. Agregated cites: 2 | paper | |
2001 | Coincident and Leading Indicators for the Euro Area. In: Economic Journal. [Full Text][Citation analysis] | article | 141 |
2001 | Coincident and leading indicators for the Euro area.(2001) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 141 | paper | |
2004 | The generalized dynamic factor model consistency and rates In: Journal of Econometrics. [Full Text][Citation analysis] | article | 179 |
2004 | The generalised dynamic factor model: consistency and rates.(2004) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 179 | 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 another 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 another 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 | 139 |
2011 | Sufficient information in structural VARs.(2011) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | 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 | 74 |
2005 | A core inflation indicator for the Euro area.(2005) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 74 | 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: Review of Economic Studies. [Full Text][Citation analysis] | article | 295 |
1998 | Lets get real: a factor analytical approach to disaggregated business cycle dynamics.(1998) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 295 | paper | |
1997 | Aggregation and the Microfoundations of Dynamic Macroeconomics In: OUP Catalogue. [Citation analysis] | book | 108 |
2019 | Structural VARs and noninvertible macroeconomic models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 18 |
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