45
H index
65
i10 index
11379
Citations
London Business School (LBS) (50% share) | 45 H index 65 i10 index 11379 Citations RESEARCH PRODUCTION: 62 Articles 192 Papers 4 Books 15 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lucrezia Reichlin. | Is cited by: | Cites to: |
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 | |
2022 | THE RELATION BETWEEN INNOVATIVE POLICY INSTRUMENTS AND SMES RESILIENCE: CONCEPTUAL ANALYSIS. (2022). Ez-Zarzari, Zakaria ; Chati, Adam ; Cheikh, Mohsine Ait ; Msady, Adil. In: Eastern European Journal for Regional Studies (EEJRS). RePEc:aem:journl:v:8:y:2022:i:2:p:50-67. Full description at Econpapers || Download paper | |
2023 | German Real Estate Index (GREIX). (2023). Zdrzalek, Jonas ; Schularick, Moritz ; Dohmen, Martin ; Amaral, Francisco. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:231. Full description at Econpapers || Download paper | |
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 | |
2022 | Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273. 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 | Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092. 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 | |
2022 | Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis X. In: Papers. RePEc:arx:papers:2006.15183. Full description at Econpapers || Download paper | |
2022 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273. 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 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
2023 | The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper | |
2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2022 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. 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 | Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780. Full description at Econpapers || Download paper | |
2022 | Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions. (2021). Ng, Serena ; Bai, Jushan ; Cahan, Ercument. In: Papers. RePEc:arx:papers:2103.03045. 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 | Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773. Full description at Econpapers || Download paper | |
2023 | Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998. Full description at Econpapers || Download paper | |
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 | Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038. Full description at Econpapers || Download paper | |
2023 | Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000. Full description at Econpapers || Download paper | |
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 | |
2023 | Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012. 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 | Benchmarking Econometric and Machine Learning Methodologies in Nowcasting. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2205.03318. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126. Full description at Econpapers || Download paper | |
2022 | Economic activity and climate change. (2022). Ruiz, Esther ; Rodr, Vladimir ; Poncela, Pilar ; de Juan, Ar'Anzazu. In: Papers. RePEc:arx:papers:2206.03187. Full description at Econpapers || Download paper | |
2022 | Nowcasting the Portuguese GDP with Monthly Data. (2022). Fernandes, Pedro Afonso ; Assunccao, Joao B. In: Papers. RePEc:arx:papers:2206.06823. 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 | |
2022 | Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948. 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 | |
2022 | Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach. (2022). Ciganovic, Milos ; D'Amario, Federico. In: Papers. RePEc:arx:papers:2210.00883. 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 | Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205. 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 | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper | |
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 | 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 | GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805. Full description at Econpapers || Download paper | |
2023 | Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934. Full description at Econpapers || Download paper | |
2023 | Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618. Full description at Econpapers || Download paper | |
2023 | Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256. Full description at Econpapers || Download paper | |
2023 | Parameter Estimation Methods of Required Rate of Return. (2023). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2305.19708. Full description at Econpapers || Download paper | |
2023 | Optimization of the Generalized Covariance Estimator in Noncausal Processes. (2023). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2306.14653. 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 | |
2022 | Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10. 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 | 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 | |
2022 | . Full description at Econpapers || Download paper | |
2022 | The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting. (2022). Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, Marina ; Rauh, Cristopher ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:2232. 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 | Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03. Full description at Econpapers || Download paper | |
2023 | Simulation stochastique du modèle FR-BDF et évaluation de lincertitude entourant les prévisions conditionnelles. (2023). Matthieu, Lemoine ; Anastasia, Zhutova ; Harry, Turunen. In: Working papers. RePEc:bfr:banfra:920. Full description at Econpapers || Download paper | |
2022 | Monetary Policy, Labor Income Redistribution and the Credit Channel: Evidence from Matched Employer-Employee and Credit Registers. (2022). Supera, Dominik ; Peydro, Jose-Luis ; Panetti, Ettore ; Mendicino, Caterina ; Jaova, Martina. In: Working Papers. RePEc:bge:wpaper:1338. 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 | |
2022 | Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay. (2022). Alvarez, Santiago Etchegaray. In: Documentos de trabajo. RePEc:bku:doctra:2022004. 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 | Monetary integration in West Africa: Are business cycles converging?. (2022). Dioum, Sokhna Bousso ; Gammadigbe, Vigninou. In: African Development Review. RePEc:bla:afrdev:v:34:y:2022:i:1:p:68-80. Full description at Econpapers || Download paper | |
2023 | Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia. (2023). Hartigan, Luke ; Wright, Michelle. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:253-287. Full description at Econpapers || Download paper | |
2022 | Economic Sentiment and Aggregate Activity: A Tale of Two European Cycles. (2022). Sorić, Petar ; Lolić, Ivana ; Logarui, Marija. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:2:p:445-462. Full description at Econpapers || Download paper | |
2023 | Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246. Full description at Econpapers || Download paper | |
2023 | . 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 | Business cycles, financial conditions, and nonlinearities. (2022). Mendieta-Muñoz, Ivan ; Mendietamuoz, Ivan ; Sundal, Douhan. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:2:p:343-383. Full description at Econpapers || Download paper | |
2022 | Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400. Full description at Econpapers || Download paper | |
2022 | Monetary Policy and Corporate Debt Structure. (2022). Szczerbowicz, Urszula ; Lhuissier, Stephane. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:497-515. Full description at Econpapers || Download paper | |
2022 | Loans to Different Groups and Economic Activity at Times of Crisis and Growth. (2022). Cafiso, Gianluca. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:594-623. 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 | |
2023 | One size may not fit all: Financial fragmentation and European monetary policies. (2023). Gimet, Céline ; Gagnon, Mariehelene. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:305-340. Full description at Econpapers || Download paper | |
2022 | Backcasting world trade growth using data reduction methods. (2022). Darné, Olivier ; Charles, Amelie. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:10:p:3169-3191. 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 | |
2023 | Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2. Full description at Econpapers || Download paper | |
2022 | Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915. Full description at Econpapers || Download paper | |
2022 | Constructing GDP Nowcasting Models Using Alternative Data. (2022). Nakazawa, Takashi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e09. Full description at Econpapers || Download paper | |
2022 | A Nowcasting Model of Exports Using Maritime Big Data. (2022). Hisano, Ryohei ; Furukawa, Kakuho. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e19. Full description at Econpapers || Download paper | |
2022 | Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration. (2022). Yasutomo, MURASAWA . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:26:y:2022:i:3:p:387-415:n:4. 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 | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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1993 | The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment. In: American Economic Review. [Full Text][Citation analysis] | article | 220 |
1993 | The dynamic effects of aggregate demand and supply disturbances: comment.(1993) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 220 | paper | |
2017 | A Model of the Fed’s View on Inflation In: Economic Research Papers. [Full Text][Citation analysis] | paper | 16 |
2020 | A Model of the Feds View on Inflation.(2020) In: Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2018 | A Model of the Feds View on Inflation.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2018 | A model of FEDS view on inflation.(2018) In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2018 | A model of the FEDs view on inflation.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2018 | A model of the FEDs view on inflation.(2018) In: Sciences Po publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2022 | A Model of the Feds View on Inflation.(2022) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2017 | A Model of the Fed’s View on Inflation.(2017) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
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2022 | Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
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2001 | A core inflation index for the euro area In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 41 |
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: 41 | 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 | 128 |
2005 | The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 600 |
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: 600 | 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: 600 | 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: 600 | paper | |
2021 | Monetary-Fiscal Crosswinds in the European Monetary Union In: BIS Working Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Monetary-Fiscal Crosswinds in the European Monetary Union.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2014 | Exploiting the monthly data flow in structural forecasting In: Bank of England working papers. [Full Text][Citation analysis] | paper | 18 |
2014 | Exploiting the monthly data-flow in structural forecasting.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2016 | Exploiting the monthly data flow in structural forecasting.(2016) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2014 | Exploiting the monthly data-flow in structural forecasting.(2014) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2015 | Exploiting the monthly data flow in structural forecasting.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2013 | Monetary policy and banks in the euro area: the tale of two crises In: Special Conference Papers. [Full Text][Citation analysis] | paper | 47 |
2014 | Monetary Policy and Banks in the Euro Area: The Tale of Two Crises.(2014) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
1992 | Information In: CEP Discussion Papers. [Citation analysis] | paper | 3 |
2017 | Non-Standard Monetary Policy and Financial Stability In: ifo DICE Report. [Full Text][Citation analysis] | article | 2 |
2014 | Exceptional policies for exceptional times: The ECBs response to the rolling crises of the Euro Area, and how it has brought us towards a new grand bargain In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
1995 | Lets Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 48 |
1995 | Dynamic Common Factors in Large Cross-Sections In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
1996 | Dynamic Common Factors in Large Cross-Sections..(1996) In: Empirical Economics. [Citation analysis] This paper has another version. Agregated cites: 61 | article | |
1996 | Dynamic common factors in large cross-sections.(1996) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
2018 | Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2019 | Financial and fiscal interaction in the Euro Area crisis: This time was different.(2019) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2019 | Financial and fiscal interaction in the euro area crisis : this time was different.(2019) In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2019 | Financial and fiscal interaction in the Euro Area crisis: This time was different.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2019 | Financial and fiscal interaction in the euro area crisis: this time was different.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2019 | Financial and fiscal interaction in the Euro Area crisis: This time was different.(2019) In: Sciences Po publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2019 | Financial and fiscal interaction in the euro area crisis: this time was different.(2019) In: Sciences Po publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2018 | Financial and Fiscal Interaction in the Euro Area Crisis : This Time was Different.(2018) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | Financial Variables as Predictors of Real Growth Vulnerability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
2020 | Financial Variables as Predictors of Real Growth Vulnerability.(2020) In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2020 | Financial Variables as Predictors of Real Growth Vulnerability.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2020 | Financial Variables as Predictors of Real Growth Vulnerability.(2020) In: Sciences Po publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2020 | Financial variables as predictors of real growth vulnerability.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2020 | Nowcasting German GDP In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
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 | 1251 |
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: 1251 | article | |
2000 | The generalised dynamic factor model: identification and estimation.(2000) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 1251 | paper | |
1999 | A Measure of Comovement for Economic Variables: Theory and Empirics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 263 |
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: 263 | 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: 263 | paper | |
2000 | Reference Cycles: The NBER Methodology Revisited In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
2001 | EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 140 |
2003 | EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has another version. Agregated cites: 140 | paper | |
2002 | Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 246 |
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: 246 | 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: 246 | paper | |
2002 | Factor Models in Large Cross-Sections of Time Series In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2003 | Factor models in large cross sections of time series.(2003) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2002 | Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 74 |
2002 | VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 66 |
2006 | VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | article | |
2004 | VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
2006 | VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
2003 | Opening the Black Box: Structural Factor Models versus Structural VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 51 |
2005 | Monetary Policy in Real Time In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 189 |
2005 | Monetary Policy in Real Time.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 189 | paper | |
2005 | Monetary Policy in Real Time.(2005) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 189 | chapter | |
2013 | Monetary policy in real time.(2013) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 189 | paper | |
2005 | Monetary policy in real time.(2005) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 189 | paper | |
2005 | Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 750 |
2006 | Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 750 | paper | |
2008 | Nowcasting: The real-time informational content of macroeconomic data.(2008) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 750 | article | |
2005 | Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2005) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 750 | paper | |
2007 | Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] This paper has another version. Agregated cites: 750 | paper | |
2006 | A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 385 |
2008 | A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 385 | paper | |
2006 | A quasi maximum likelihood approach for large approximate dynamic factor models.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 385 | paper | |
2012 | A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has another version. Agregated cites: 385 | paper | |
2012 | A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 385 | paper | |
2012 | A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has another version. Agregated cites: 385 | paper | |
2012 | A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 385 | article | |
2006 | Does Information Help Recovering Structural Shocks from Past Observations? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 115 |
2006 | Does information help recovering structural shocks from past observations?.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | paper | |
2006 | Does information help recovering structural shocks from past observations?.(2006) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | article | |
2006 | Does information help recovering structural shocks from past observations?.(2006) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 115 | paper | |
2006 | Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 378 |
2006 | Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 378 | paper | |
2008 | Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 378 | article | |
2006 | Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 378 | paper | |
2007 | A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 355 |
2011 | A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 355 | article | |
2006 | A Two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2006) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 355 | paper | |
2011 | A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has another version. Agregated cites: 355 | paper | |
2011 | A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 355 | paper | |
2011 | A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 355 | paper | |
2011 | A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has another version. Agregated cites: 355 | paper | |
2007 | Bayesian VARs with Large Panels In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 911 |
2008 | Large Bayesian VARs.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 911 | paper | |
2010 | Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 911 | article | |
2010 | Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 911 | paper | |
2007 | Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 123 |
2008 | Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
2008 | Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 123 | article | |
2008 | Explaining the great moderation: it is not the shocks.(2008) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
2008 | Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 173 |
2008 | Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 173 | paper | |
2008 | Short-term forecasts of euro area GDP growth.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 173 | paper | |
2011 | Shortâ€term forecasts of euro area GDP growth.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 173 | article | |
2011 | Short?term forecasts of euro area GDP growth.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 173 | article | |
2009 | Business Cycles in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 173 |
2008 | Business Cycles in the euro Area.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 173 | paper | |
2010 | Business Cycles in the Euro Area.(2010) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 173 | chapter | |
2008 | Business Cycles in the Euro Area.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 173 | paper | |
1993 | Information, Forecasts and Measurement of the Business Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 55 |
1994 | Information, forecasts, and measurement of the business cycle.(1994) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | article | |
1994 | Information, forecasts and measurement of the business cycle.(1994) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2010 | Monetary policy in exceptional times In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 246 |
2010 | Monetary policy in exceptional times.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 246 | paper | |
2010 | Monetary policy in exceptional times.(2010) In: Economic Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 246 | article | |
1993 | Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
1994 | Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle.(1994) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | article | |
1994 | Diffusion of technical change and the decomposition of output into trend and cycle.(1994) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
2010 | Nowcasting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Nowcasting.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2010 | Nowcasting.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2010 | Market freedom and the global recession In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 120 |
2010 | Market Freedom and the Global Recession.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 120 | paper | |
2011 | Market Freedom and the Global Recession.(2011) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 120 | article | |
2011 | Market freedom and the global recession.(2011) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 120 | paper | |
1993 | Trends and Cycles in Labour Productivity in the Major OECD Countries In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
1993 | Trends and Cycles in Labour Productivity in the Major OECD Countries.(1993) In: OECD Economics Department Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2010 | Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 57 |
2010 | Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2011 | Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2012 | The ECB and the Interbank Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 100 |
2012 | The ECB and the Interbank Market.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
2012 | The ECB and the interbank market.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
2012 | The ECB and the Interbank Market.(2012) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | article | |
2012 | Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 60 |
2012 | Money, Credit, Monetary Policy and the Business Cycle in the Euro Area.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2012 | Now-casting and the real-time data flow In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 246 |
2012 | Now-Casting and the Real-Time Data Flow.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 246 | paper | |
2013 | Now-casting and the real-time data flow.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 246 | paper | |
2013 | Now-Casting and the Real-Time Data Flow.(2013) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 246 | chapter | |
2013 | The ECB and the banks: the tale of two crises In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | COVID-19: Europe needs a catastrophe relief plan In: Vox eBook Chapters. [Full Text][Citation analysis] | chapter | 18 |
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2020 | Coronataxes as a solution In: Vox eBook Chapters. [Full Text][Citation analysis] | chapter | 1 |
2009 | OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 346 |
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: 346 | 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: 346 | 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: 346 | paper | |
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2009 | Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator.(2009) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2009 | NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS.(2009) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
2009 | Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators.(2009) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2006 | Trends and cycles in the euro area: how much heterogeneity and should we worry about it? In: Working Paper Series. [Full Text][Citation analysis] | paper | 154 |
2005 | Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | paper | |
2008 | Large Bayesian VARs In: Working Paper Series. [Full Text][Citation analysis] | paper | 92 |
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2019 | Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?.(2019) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
1991 | Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? In: Economic Journal. [Full Text][Citation analysis] | article | 6 |
1991 | Trend-cycle decompositions and measures of persistence: does time aggregation matter?.(1991) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
1989 | Segmented Trends and Non-stationary Time Series. In: Economic Journal. [Full Text][Citation analysis] | article | 125 |
1989 | Segmented trends and non-stationary time series.(1989) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 125 | paper | |
2008 | Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
1989 | Structural change and unit root econometrics In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
1989 | Structural change and unit roots econometrics.(1989) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2004 | The generalized dynamic factor model consistency and rates In: Journal of Econometrics. [Full Text][Citation analysis] | article | 184 |
2004 | The generalised dynamic factor model: consistency and rates.(2004) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 184 | paper | |
1994 | VAR analysis, nonfundamental representations, blaschke matrices In: Journal of Econometrics. [Full Text][Citation analysis] | article | 165 |
1994 | VAR analysis, non-fundamental representations, Blashke matrices.(1994) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 165 | paper | |
1991 | Real business cycle under test; A multi-country, multi-sector exercise : by Horst Entorf In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
1994 | Common and uncommon trends and cycles In: European Economic Review. [Full Text][Citation analysis] | article | 14 |
1994 | Common and uncommon trends and cycles.(1994) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
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 | 92 |
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: 92 | paper | |
2009 | Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
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1992 | On persistence of shocks to economic variables: a common misconception.(1992) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2015 | The Legacy Debt and the Joint Path of Public Deficit and Debt in the Euro Area In: European Economy - Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Le casse tête de linflation dans la zone euro : cest la tendance, pas le cycle ! In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
2019 | Le casse tête de linflation dans la zone euro : cest la tendance, pas le cycle !.(2019) In: Sciences Po publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Lorigine financière de la blessure budgétaire de la zone euro In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
2019 | Lorigine financière de la blessure budgétaire de la zone euro.(2019) In: Sciences Po publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Une inflation faible pour longtemps ? In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
2018 | Une inflation faible pour longtemps ?.(2018) In: Sciences Po publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2006 | The Thirteenth International Conference Financial Markets and the Real Economy in a Low Interest Rate Environment, Concluding Panel Discussion: Financial Markets and the Real Economy in a Low Interest In: Monetary and Economic Studies. [Full Text][Citation analysis] | article | 0 |
2005 | A Core Inflation Indicator for the Euro Area. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 81 |
2005 | A core inflation indicator for the Euro area.(2005) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2017 | NBER International Seminar on Macroeconomics 2016 In: NBER Books. [Citation analysis] | book | 0 |
2014 | NBER International Seminar on Macroeconomics 2013 In: NBER Books. [Citation analysis] | book | 1 |
2008 | NBER International Seminar on Macroeconomics 2006 In: NBER Books. [Citation analysis] | book | 11 |
2010 | NBER International Seminar on Macroeconomics 2009 In: NBER Books. [Citation analysis] | book | 17 |
2005 | Comment on Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2007 | Comment on Global Forces and Monetary Policy Effectiveness In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2010 | Introduction to NBER International Seminar on Macroeconomics 2009 In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2010 | Comment on Globalization, the Business Cycle, and Macroeconomic Monitoring In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2013 | Introduction to NBER International Seminar on Macroeconomics 2013 In: NBER Chapters. [Citation analysis] | chapter | 0 |
2008 | Introduction to NBER International Seminar on Macroeconomics 2006 In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2009 | Comment on How Has the Euro Changed the Monetary Transmission Mechanism? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 3 |
1998 | Lets Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics In: Review of Economic Studies. [Full Text][Citation analysis] | article | 300 |
1998 | Lets get real: a factor analytical approach to disaggregated business cycle dynamics.(1998) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 300 | paper | |
1990 | Industrial Employment in Italy: The Consequences of Shifts in Union Power in the 1970s and 1980s In: International Economic Association Series. [Citation analysis] | chapter | 1 |
1991 | Permanent and Transitory Components in Macroeconomics In: International Economic Association Series. [Citation analysis] | chapter | 2 |
1989 | Fluctuations et croissance en Europe : une analyse empirique In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 5 |
1989 | Fluctuations et croissance en Europe: une analyse empirique.(1989) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
1989 | Taux de change et prix des importations : le cas des automobiles en Europe In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 6 |
1989 | Chômage et croissance en France et aux États-Unis. Une analyse de longue période In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 4 |
1989 | Chômage et croissance en France et aux Etats-Unis: une analyse de longue période.(1989) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1990 | Tchécoslovaquie In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
1990 | Laide aux pays de lEst : les leçons du plan Marshall In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 2 |
1990 | Laide aux pays de lEst: les leçons du Plan Marshall.(1990) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1991 | Mesure de la productivité et fluctuations économiques In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 2 |
1991 | Mesures de la productivité et fluctuations économiques.(1991) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1991 | Prix des matières premières : un test sur lhypothèse defficience des marchés In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 2 |
1992 | Les effets du taux dintérêt réel sur lactivité en France In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
1992 | Les effets du taux dintérêt réel sur lactivité en France.(1992) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1993 | Convergences nominale et réelle parmi les pays de la CE et de lAELE In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 6 |
1993 | Convergence nominale et réelle parmi les pays de la CE et de lAELE.(1993) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2012 | Nowcasting with Daily Data In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 7 |
2006 | What are shocks capturing in DSGE modelling? Structure versus misspecification. In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2017 | The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics. [Full Text][Citation analysis] | article | 8 |
2010 | Introduction In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2005 | Fiscal Divergence and Business Cycle Synchronization: Irresponsibility Is Idiosyncratic [with Comments] In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 5 |
2006 | Introduction In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2011 | Comment In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2001 | Coincident and leading indicators for the Euro area In: ULB Institutional Repository. [Citation analysis] | paper | 142 |
1989 | Testing for structural change: discussion In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2013 | Dynamic factor models for large panels of time series In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2005 | The Euro area business cycle: stylized facts and measurement issues In: ULB Institutional Repository. [Citation analysis] | paper | 41 |
1998 | Convergences as distribution dynamics: discussion In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1996 | The Marshall Plan reconsidered In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1993 | Modelli del valore presente e eccesso di volatilità problemi di verifica empirica della teoria In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1992 | Exchange rates and import prices: evidence of pricing to market in the European car market In: ULB Institutional Repository. [Citation analysis] | paper | 8 |
1991 | Permanent and temporary fluctuations in macroeconomics In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1989 | Industrial employment in Italy: the consequences of shifts of union power in the seventies and eighties In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1989 | Broken trends, random walks and non-stationary cycles In: ULB Institutional Repository. [Citation analysis] | paper | 2 |
1984 | Problemi di stima dellequazione del salario In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1999 | The economic crisis of the 1990s in Finland: discussion In: ULB Institutional Repository. [Citation analysis] | paper | 4 |
1999 | Real capital market integration in the EU: how far has it gone? What will the effect of the euro be? discussion In: ULB Institutional Repository. [Citation analysis] | paper | 3 |
1997 | The arms trade: discussion In: ULB Institutional Repository. [Citation analysis] | paper | 2 |
1997 | Les prix des matières premières: un test defficience des marchés In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1988 | Do women cause unemployment? Evidence from eight OECD countries In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1988 | Flessibilità e occupazione: commento In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1998 | Considerazioni su La Mano Invisibile di Ingrao e Israel In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1997 | Broken trends and random walks: the case of Italian unemployment In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1986 | Un approccio istituzionale alla determinazione del salario In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
1984 | Il sistema di assicurazione alla disoccupazione negli Stati Uniti: descrizione del sistema e rassegna del dibattito teorico In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
1989 | Comment In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2008 | Did the Euro imply more correlation of cycles? In: ULB Institutional Repository. [Citation analysis] | paper | 13 |
2004 | Euro area and US recessions: 1970-2003 In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 15 |
2008 | Nowcasting: the real time informational content of macroeconomic data releases In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 502 |
2010 | Large Bayesian vector auto regressions In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 816 |
2010 | Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 816 | article | |
2010 | Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 816 | paper | |
2005 | Does information help recovering fundamental structural shocks from past observations? In: Macroeconomics. [Full Text][Citation analysis] | paper | 0 |
2011 | MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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