13
H index
16
i10 index
480
Citations
| 13 H index 16 i10 index 480 Citations RESEARCH PRODUCTION: 13 Articles 39 Papers RESEARCH ACTIVITY: 20 years (2004 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/plu244 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Matteo Luciani. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | ??????? ????????? ??? ?? ??????-????????? ????????? (???) ?? ????????: ???? ??????????. // The impact of the increase in prices for fuels and lubricants on inflation: the experience of Kazakhstan.. (2023). Сейдахметов Ансар // Seidakhmetov Ansar, ; Чернявский Денис // Chernyavskiy Denis, . In: Working Papers. RePEc:aob:wpaper:44. Full description at Econpapers || Download paper |
2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper |
2023 | Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000. Full description at Econpapers || Download paper |
2024 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper |
2024 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper |
2024 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper |
2023 | sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125. Full description at Econpapers || Download paper |
2023 | Robust Impulse Responses using External Instruments: the Role of Information. (2023). Mazzali, Marco ; Franconi, Alessandro ; Brignone, Davide. In: Papers. RePEc:arx:papers:2307.06145. Full description at Econpapers || Download paper |
2024 | Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864. Full description at Econpapers || Download paper |
2024 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper |
2023 | Assessing the pass-through of energy prices to inflation in the euro area. (2023). Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_745_23. Full description at Econpapers || Download paper |
2023 | Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23. Full description at Econpapers || Download paper |
2023 | Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23. Full description at Econpapers || Download paper |
2023 | ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304. Full description at Econpapers || Download paper |
2023 | Global house prices since 1950. (2023). Sustek, Roman ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2307. Full description at Econpapers || Download paper |
2023 | A tail of labor supply and a tale of monetary policy. (2023). ferroni, filippo ; Cantore, Cristiano ; Theophilopoulou, Angeliki ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2308. Full description at Econpapers || Download paper |
2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers || Download paper |
2023 | The cross-industry effects of monetary policy: New evidence from Bangladesh. (2023). Roy, Ripon ; Bhattacharya, Prasad Sankar. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002912. Full description at Econpapers || Download paper |
2023 | Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models. (2023). Ruiz, Esther ; Poncela, Pilar ; Fresoli, Diego. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002719. Full description at Econpapers || Download paper |
2023 | Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499. Full description at Econpapers || Download paper |
2024 | Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593. Full description at Econpapers || Download paper |
2023 | High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research. (2023). Anderson, Brian ; Deistler, Manfred ; Lippi, Marco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:3-16. Full description at Econpapers || Download paper |
2023 | Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365. Full description at Econpapers || Download paper |
2023 | A broader perspective on the inflationary effects of energy price shocks. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003912. Full description at Econpapers || Download paper |
2023 | Geopolitical oil price uncertainty transmission into core inflation: Evidence from two of the biggest global players. (2023). Olasehinde-Williams, Godwin ; Lee, Chien-Chiang ; Ozkan, Oktay. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004814. Full description at Econpapers || Download paper |
2023 | Long-term equilibrium relationship analysis and energy-saving measures of metro energy consumption and its influencing factors based on cointegration theory and an ARDL model. (2023). Chen, Hongyu ; Liu, Yang ; Feng, Zongbao ; Skibniewski, Mirosaw J. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pd:s0360544222028511. Full description at Econpapers || Download paper |
2023 | Systemic risk in non financial companies: Does governance matter?. (2023). Soana, Maria Gaia ; Cucinelli, Doriana. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001175. Full description at Econpapers || Download paper |
2023 | Do commodity factors work as inflation hedges and safe havens?. (2023). Sakemoto, Ryuta ; Nakagawa, Kei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009571. Full description at Econpapers || Download paper |
2023 | Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404. Full description at Econpapers || Download paper |
2023 | Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430. Full description at Econpapers || Download paper |
2023 | Targeting predictors in random forest regression. (2023). Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Sondergaard ; Christensen, Bent Jesper ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:841-868. Full description at Econpapers || Download paper |
2023 | Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924. Full description at Econpapers || Download paper |
2023 | One-stop source: A global database of inflation. (2023). Ohnsorge, Franziska ; Kose, Ayhan ; Ha, Jongrim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000979. Full description at Econpapers || Download paper |
2023 | Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x. Full description at Econpapers || Download paper |
2023 | A proposal for constructing and evaluating core inflation measures. (2023). Fornero, Jorge ; Carlomagno, Guillermo ; Sansone, Andres. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:3:s2666143823000157. Full description at Econpapers || Download paper |
2023 | Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232. Full description at Econpapers || Download paper |
2023 | Effects of oil shocks and central bank credibility on price diffusion. (2023). de Mendonça, Helder ; Garcia, Pedro Mendes ; de Mendona, Helder Ferreira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:304-317. Full description at Econpapers || Download paper |
2024 | Digital advancement and its effect on business model design: Qualitative-empirical insights. (2024). Sendra, Francisco Javier ; Reuter, Ute ; Laudien, Sven M ; Botella-Carrubi, Dolores. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007886. Full description at Econpapers || Download paper |
2023 | Oil Price Shocks and Inflation. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:96618. Full description at Econpapers || Download paper |
2023 | Monetary Policy Implications on Macroeconomic Performance in the Common Monetary Area: A Panel-SVAR Framework. (2023). Mukorera, Sophia ; Shumba, Theron. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:144-:d:1144118. Full description at Econpapers || Download paper |
2023 | Effect of Inflation, Exchange Rate, Interest Rates and Income on House Sales: a Case of Turkiye. (2023). Peker, Osman ; Sanli, Orhan. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:1:p:37-60. Full description at Econpapers || Download paper |
2023 | THE EXPANSIONARY EFFECTS OF HOUSING CREDIT SUPPLY SHOCKS. (2023). Motta, Giorgio ; Miescu, Mirela Sorina ; Rossi, Raffaele ; Pontiggia, Dario. In: Working Papers. RePEc:lan:wpaper:399832231. Full description at Econpapers || Download paper |
2023 | Fiscal Policy and Asset Prices in a Dynamic Factor Model with Cointegrated Factors. (2023). Takumah, Wisdom. In: MPRA Paper. RePEc:pra:mprapa:117897. Full description at Econpapers || Download paper |
2023 | Decomposing Supply and Demand Driven Inflation. (2023). Shapiro, Adam Hale. In: RBA Annual Conference Papers. RePEc:rba:rbaacp:acp2023-03. Full description at Econpapers || Download paper |
2023 | EnhancingtheQuarterlyProjectionModel. (2023). Pirozhkova, Ekaterina ; Rudi, Luchelle Soobyah ; Rakgalakane, Jeffrey. In: Working Papers. RePEc:rbz:wpaper:11044. Full description at Econpapers || Download paper |
2023 | Enhancing the Quarterly Projection Model. (2023). Soobyah, Luchelle ; Steinbach, Rudi ; Rakgalakane, Jeffrey ; Pirozhkova, Ekaterina. In: Working Papers. RePEc:rbz:wpaper:11048. Full description at Econpapers || Download paper |
2023 | The Vector Error Correction Index Model: Representation, Estimation and Identification. (2023). Cubadda, Gianluca ; Mazzali, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:556. Full description at Econpapers || Download paper |
2023 | Applied Regional Economic Research Can Improve Development Strategies and Drive Better Outcomes. (2023). Williams, Nichelle ; Forbes, Allison ; Poole, Kenneth E. In: Economic Development Quarterly. RePEc:sae:ecdequ:v:37:y:2023:i:1:p:85-95. Full description at Econpapers || Download paper |
2023 | Understanding trend inflation through the lens of the goods and services sectors. (2023). Wong, Benjamin ; Eo, Yunjong ; Uzeda, Luis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:751-766. Full description at Econpapers || Download paper |
2023 | Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593. Full description at Econpapers || Download paper |
2024 | Forecasting CPI with multisource data: The value of media and internet information. (2024). Jin, Wei ; Fan, Xinyue ; Zheng, Tingguo ; Fang, Kuangnan. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:702-753. Full description at Econpapers || Download paper |
2023 | A broader perspective on the inflationary effects of energy price shocks. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: CFS Working Paper Series. RePEc:zbw:cfswop:686. Full description at Econpapers || Download paper |
2023 | Consumption categories, household attention, and inflation expectations: Implications for optimal monetary policy. (2023). Dietrich, Alexander M. In: University of Tübingen Working Papers in Business and Economics. RePEc:zbw:tuewef:157. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Oil Price Pass-through into Core Inflation In: The Energy Journal. [Full Text][Citation analysis] | article | 34 |
2017 | Oil price pass-through into core inflation.(2017) In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2017 | Oil Price Pass-Through into Core Inflation.(2017) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2017 | Oil Price Pass-Through into Core Inflation.(2017) In: FEDS Notes. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2019 | Oil Price Pass-Through into Core Inflation.(2019) In: FEDS Notes. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2024 | Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm In: Papers. [Full Text][Citation analysis] | paper | 8 |
2024 | Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm.(2024) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2019 | Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models In: Papers. [Full Text][Citation analysis] | paper | 14 |
2012 | A model for vast panels of volatilities In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2013 | Do euro area countries respond asymmetrically to the common monetary policy? In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 89 |
2014 | Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?.(2014) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | article | |
2012 | Do Euro area countries respond asymmetrically to the common monetary policy?.(2012) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
2013 | Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?.(2013) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
2013 | Uncertainty and heterogeneity in factor models forecasting In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
2012 | Uncertainty and Heterogeneity in factor models forecasting.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2017 | Surfing through the GFC: Systemic Risk in Australia In: The Economic Record. [Full Text][Citation analysis] | article | 14 |
2015 | Surfing through the GFC: systemic risk in Australia.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2010 | Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Monetary Policy and the Housing Market: A Structural Factor Analysis In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 53 |
2010 | Monetary Policy and the Housing Market: A Structural Factor Analysis.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2013 | Monetary Policy, and the Housing Market: A Structural Factor Analysis.(2013) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2015 | Monetary Policy and the Housing Market: A Structural Factor Analysis.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
2013 | Nowcasting Norway In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 29 |
2014 | Nowcasting Norway.(2014) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2014 | Dynamic Factor Models, Cointegration and Error Correction Mechanisms In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 7 |
2016 | Dynamic Factor Models, Cointegration, and Error Correction Mechanisms.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2021 | Inferential Theory for Generalized Dynamic Factor Models In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 4 |
2011 | Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 30 |
2014 | Forecasting with approximate dynamic factor models: The role of non-pervasive shocks.(2014) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2018 | Systemic risk in the US: Interconnectedness as a circuit breaker In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
2021 | Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
2012 | Ranking Systemically Important Financial Institutions In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 22 |
2012 | Ranking systemically important financial institutions.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2012 | Ranking Systemically Important Financial Institutions.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2011 | Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model In: European Economy - Economic Papers 2008 - 2015. [Full Text][Citation analysis] | paper | 9 |
2015 | Nowcasting Indonesia In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 20 |
2015 | Nowcasting Indonesia.(2015) In: ADB Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2018 | Nowcasting Indonesia.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2016 | Non-Stationary Dynamic Factor Models for Large Datasets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 16 |
2017 | Common Factors, Trends, and Cycles in Large Datasets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
2020 | Common and Idiosyncratic Inflation In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 4 |
2020 | Common and Idiosyncratic Inflation.(2020) In: FEDS Notes. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Relative prices and pure inflation since the mid-1990s In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
2018 | Do National Account Statistics Underestimate US Real Output Growth? In: FEDS Notes. [Full Text][Citation analysis] | paper | 2 |
2019 | Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index In: FEDS Notes. [Full Text][Citation analysis] | paper | 8 |
2021 | Quantifying the COVID-19 Effects on Core PCE Price Inflation In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2023 | Lessons from Nowcasting GDP across the World In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors In: Econometrics. [Full Text][Citation analysis] | article | 11 |
2004 | A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area In: Rivista di Politica Economica. [Full Text][Citation analysis] | article | 0 |
2004 | A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area.(2004) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | The determinants of investment in information and communication technologies In: Economics of Innovation and New Technology. [Full Text][Citation analysis] | article | 37 |
2015 | Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 23 |
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