Lucrezia Reichlin
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016.
"Exploiting the monthly data flow in structural forecasting,"
Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015. "Exploiting the monthly data flow in structural forecasting," Staff Reports 751, Federal Reserve Bank of New York.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," Discussion Papers 1416, Centre for Macroeconomics (CFM).
- Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014. "Exploiting the monthly data flow in structural forecasting," Bank of England working papers 509, Bank of England.
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
Mentioned in:
- Hey, Economist! How Do You Forecast the Present?
by Blog Author in Liberty Street Economics on 2017-06-16 20:15:00 - Exploiting the monthly data flow in structural forecasting
by Christian Zimmermann in NEP-DGE blog on 2014-10-05 22:06:38
- Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014.
"Exploiting the monthly data flow in structural forecasting,"
Bank of England working papers
509, Bank of England.
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016. "Exploiting the monthly data flow in structural forecasting," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015. "Exploiting the monthly data flow in structural forecasting," Staff Reports 751, Federal Reserve Bank of New York.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," Discussion Papers 1416, Centre for Macroeconomics (CFM).
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
Mentioned in:
- Hey, Economist! How Do You Forecast the Present?
by Blog Author in Liberty Street Economics on 2017-06-16 20:15:00 - Exploiting the monthly data flow in structural forecasting
by Christian Zimmermann in NEP-DGE blog on 2014-10-05 22:06:38
- Rappoport, Peter & Reichlin, Lucrezia, 1989.
"Segmented Trends and Non-stationary Time Series,"
Economic Journal, Royal Economic Society, vol. 99(395), pages 168-177, Supplemen.
- Lucrezia Reichlin & Peter Rappoport, 1989. "Segmented trends and non-stationary time series," ULB Institutional Repository 2013/10169, ULB -- Universite Libre de Bruxelles.
Mentioned in:
- DGP (post ad personam)
by Alberto Bagnai in Goofynomics on 2016-08-19 23:27:00
- Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008.
"Nowcasting: The real-time informational content of macroeconomic data,"
Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
- Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
- Domenico Giannone & Lucrezia Reichlin & David H Small, 2007. "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006 164, Money Macro and Finance Research Group.
- Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
- Just Released: Historical Reconstruction of the New York Fed Staff Nowcast, 2002-15
by Blog Author in Liberty Street Economics on 2019-07-12 15:27:59 - GDPNow's Forecast: Why Did It Spike Recently?
by macroblog in Macroblog on 2018-02-13 18:29:31 - The "Scariest Spreadsheet In Fed Possession" Just Revealed A Very Scary Number For Q2 GDP
by Tyler Durden in Zero Hedge on 2015-05-01 00:03:58
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008.
"Business Cycles in the Euro Area,"
NBER Working Papers
14529, National Bureau of Economic Research, Inc.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010. "Business Cycles in the Euro Area," NBER Chapters, in: Europe and the Euro, pages 141-167, National Bureau of Economic Research, Inc.
- Domenico Giannone & Michele Lenza, 2009. "Business cycles in the euro area," Research Bulletin, European Central Bank, vol. 8, pages 5-7.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the euro Area," Working Papers ECARES 2008_040, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2009. "Business Cycles in the Euro Area," CEPR Discussion Papers 7124, C.E.P.R. Discussion Papers.
Mentioned in:
- 34. Notable Women researchers on Economics
by Euro American Association EAAEDS in Euro-American Association: World Development on 2018-10-09 19:52:00
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting,"
CEPR Discussion Papers
3432, C.E.P.R. Discussion Papers.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
Mentioned in:
- Guest Contribution: “Nowcasting Global GDP Growth”
by Menzie Chinn in Econbrowser on 2015-03-12 09:56:18
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012.
"A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models,"
The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1014-1024, November.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," Post-Print hal-00638440, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00638440, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," PSE-Ecole d'économie de Paris (Postprint) hal-00638440, HAL.
- Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers 5724, C.E.P.R. Discussion Papers.
- Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "A quasi maximum likelihood approach for large approximate dynamic factor models," Working Paper Series 674, European Central Bank.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2008. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," Working Papers ECARES 2008_034, ULB -- Universite Libre de Bruxelles.
Mentioned in:
- Time-Varying Dynamic Factor Loadings
by Francis Diebold in No Hesitations on 2016-01-20 23:32:00
- Author Profile
- Room for Improvement
by Matthew Kahn in Environmental and Urban Economics on 2018-11-08 22:59:00 - REPEC December 2018 Academic Economic Report Cards
by Matthew Kahn in Environmental and Urban Economics on 2019-01-04 01:16:00 - 34. Notable Women researchers on Economics
by Euro American Association EAAEDS in Euro-American Association: World Development on 2018-10-09 19:52:00
- Room for Improvement
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013.
"Now-Casting and the Real-Time Data Flow,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237,
Elsevier.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
Mentioned in:
- Domenico Giannone & Lucrezia Reichlin, 2006.
"Does information help recovering structural shocks from past observations?,"
Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 455-465, 04-05.
- Reichlin, Lucrezia & Giannone, Domenico, 2006. "Does Information Help Recovering Structural Shocks from Past Observations?," CEPR Discussion Papers 5725, C.E.P.R. Discussion Papers.
- Domenico Giannone & Lucrezia Reichlin, 2006. "Does information help recovering structural shocks from past observations?," ULB Institutional Repository 2013/166169, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia, 2006. "Does information help recovering structural shocks from past observations?," Working Paper Series 632, European Central Bank.
Mentioned in:
- Lippi, Marco & Reichlin, Lucrezia, 1993.
"The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment,"
American Economic Review, American Economic Association, vol. 83(3), pages 644-652, June.
- Marco Lippi & Lucrezia Reichlin, 1993. "The dynamic effects of aggregate demand and supply disturbances: comment," ULB Institutional Repository 2013/10159, ULB -- Universite Libre de Bruxelles.
Mentioned in:
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000.
"The Generalized Dynamic-Factor Model: Identification And Estimation,"
The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 540-554, November.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 1999. "The Generalized Dynamic Factor Model: Identification and Estimation," CEPR Discussion Papers 2338, C.E.P.R. Discussion Papers.
- Mario Forni & Marc Hallin & Lucrezia Reichlin & Marco Lippi, 2000. "The generalised dynamic factor model: identification and estimation," ULB Institutional Repository 2013/10143, ULB -- Universite Libre de Bruxelles.
Mentioned in:
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009.
"Opening The Black Box: Structural Factor Models With Large Cross Sections,"
Econometric Theory, Cambridge University Press, vol. 25(5), pages 1319-1347, October.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Working Papers ECARES 2008_036, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007. "Opening the black box: structural factor models with large cross-sections," Working Paper Series 712, European Central Bank.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Center for Economic Research (RECent) 008, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
Mentioned in:
- Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008.
"Nowcasting: The real-time informational content of macroeconomic data,"
Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
- Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
- Domenico Giannone & Lucrezia Reichlin & David H Small, 2007. "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006 164, Money Macro and Finance Research Group.
- Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012.
"A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models,"
The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1014-1024, November.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," Post-Print hal-00638440, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00638440, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," PSE-Ecole d'économie de Paris (Postprint) hal-00638440, HAL.
- Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers 5724, C.E.P.R. Discussion Papers.
- Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "A quasi maximum likelihood approach for large approximate dynamic factor models," Working Paper Series 674, European Central Bank.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2008. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," Working Papers ECARES 2008_034, ULB -- Universite Libre de Bruxelles.
Mentioned in:
- Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2006.
"VARs, common factors and the empirical validation of equilibrium business cycle models,"
Journal of Econometrics, Elsevier, vol. 132(1), pages 257-279, May.
- Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," ULB Institutional Repository 2013/10127, ULB -- Universite Libre de Bruxelles.
- Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," Working Papers 258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2002. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," CEPR Discussion Papers 3701, C.E.P.R. Discussion Papers.
Mentioned in:
- Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005.
"Monetary Policy in Real Time,"
NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 161-224,
National Bureau of Economic Research, Inc.
- Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," Working Papers 284, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Lucrezia Reichlin & Domenico Giannone & Luca Sala, "undated". "Monetary policy in real time," ULB Institutional Repository 2013/10177, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary policy in real time," ULB Institutional Repository 2013/6401, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2005. "Monetary Policy in Real Time," CEPR Discussion Papers 4981, C.E.P.R. Discussion Papers.
Mentioned in:
- Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Large Bayesian vector auto regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
- Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
- Domenico Giannone & Martha Banbura & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," ULB Institutional Repository 2013/13388, ULB -- Universite Libre de Bruxelles.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
- Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
Mentioned in:
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012.
"A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models,"
The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1014-1024, November.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," Post-Print hal-00638440, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00638440, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," PSE-Ecole d'économie de Paris (Postprint) hal-00638440, HAL.
- Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers 5724, C.E.P.R. Discussion Papers.
- Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "A quasi maximum likelihood approach for large approximate dynamic factor models," Working Paper Series 674, European Central Bank.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2008. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," Working Papers ECARES 2008_034, ULB -- Universite Libre de Bruxelles.
Mentioned in:
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Nowcasting,"
Working Papers ECARES
ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010. "Nowcasting," Working Paper Series 1275, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010. "Nowcasting," CEPR Discussion Papers 7883, C.E.P.R. Discussion Papers.
Mentioned in:
- Nowcasting (economics) in Wikipedia (English)
- Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Large Bayesian vector auto regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
- Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
- Domenico Giannone & Martha Banbura & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," ULB Institutional Repository 2013/13388, ULB -- Universite Libre de Bruxelles.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
- Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
Mentioned in:
- Large Bayesian vector auto regressions (Journal of Applied Econometrics 2011) in ReplicationWiki ()
Working papers
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022.
"Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices,"
Papers
2201.05556, arXiv.org, revised Mar 2023.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers 2023-06, Center for Research in Economics and Statistics.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers hal-03573080, HAL.
- Ricco, Giovanni & Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," CEPR Discussion Papers 17111, C.E.P.R. Discussion Papers.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," SciencePo Working papers Main hal-03573080, HAL.
Cited by:
- Matteo Barigozzi & Filippo Pellegrino, 2023. "Multidimensional dynamic factor models," Papers 2301.12499, arXiv.org.
- Lucrezia Reichlin & Giovanni Ricco & Matthieu Tarbé, 2021.
"Monetary-Fiscal Crosswinds in the European Monetary Union,"
BIS Working Papers
940, Bank for International Settlements.
- Reichlin, Lucrezia & Ricco, Giovanni & Tarbé, Matthieu, 2023. "Monetary–fiscal crosswinds in the European Monetary Union," European Economic Review, Elsevier, vol. 151(C).
- Reichlin, Lucrezia & Ricco, Giovanni & Matthieu Tarbe, 2022. "Monetary-Fiscal Crosswinds in the European Monetary Union," The Warwick Economics Research Paper Series (TWERPS) 1432, University of Warwick, Department of Economics.
- Lucrezia Reichlin & Giovanni Ricco & Matthieu Tarbé, 2021. "Monetary-Fiscal Crosswinds in the European Monetary Union," SciencePo Working papers Main hal-03474950, HAL.
- Lucrezia Reichlin & Giovanni Ricco & Matthieu Tarbé, 2021. "Monetary-Fiscal Crosswinds in the European Monetary Union," Working Papers hal-03474950, HAL.
- Reichlin, Lucrezia & Ricco, Giovanni & Tarbé, Matthieu, 2021. "Monetary-Fiscal Crosswinds in the European Monetary Union," CEPR Discussion Papers 16138, C.E.P.R. Discussion Papers.
Cited by:
- Roben Kloosterman & Dennis Bonam & Koen van der Veer, 2022. "The effects of monetary policy across fiscal regimes," Working Papers 755, DNB.
- António Afonso & José Alves & Serena Ionta, 2023.
"The effects of monetary policy surprises and fiscal sustainability regimes in the Euro Area,"
Working Papers REM
2023/0281, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & José Alves & Serena Ionta, 2023. "The Effects of Monetary Policy Surprises and Fiscal Sustainability Regimes in the Euro Area," CESifo Working Paper Series 10558, CESifo.
- Bouabdallah, Othman & Jacquinot, Pascal & Patella, Valeria, 2023. "Monetary/fiscal policy regimes in post-war Europe," Working Paper Series 2871, European Central Bank.
- Reichlin, Lucrezia & Andreini, Paolo & Hasenzagl, Thomas & Senftleben-König, Charlotte & Strohsal, Till, 2020.
"Nowcasting German GDP,"
CEPR Discussion Papers
14323, C.E.P.R. Discussion Papers.
Cited by:
- Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele, 2024.
"Back to the present: Learning about the euro area through a now-casting model,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 661-686.
- Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021. "Back to the Present: Learning about the Euro Area through a Now-casting Model," International Finance Discussion Papers 1313, Board of Governors of the Federal Reserve System (U.S.).
- Rubio-Domingo, G. & Linares, P., 2021. "The future investment costs of offshore wind: An estimation based on auction results," Renewable and Sustainable Energy Reviews, Elsevier, vol. 148(C).
- Keßler, Daniela & Zerres, Thomas, 2020. "Rechtsrahmen der Geldwäschebekämpfung," Working Papers for Marketing & Management 48, Offenburg University, Department of Media and Information.
- Konstantin Kuck & Karsten Schweikert, 2021. "Forecasting Baden‐Württemberg's GDP growth: MIDAS regressions versus dynamic mixed‐frequency factor models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 861-882, August.
- Schulhof, Vera & van Vuuren, Detlef & Kirchherr, Julian, 2022. "The Belt and Road Initiative (BRI): What Will it Look Like in the Future?," Technological Forecasting and Social Change, Elsevier, vol. 175(C).
- Wyrwich, Michael & Steinberg, Philip J. & Noseleit, Florian & de Faria, Pedro, 2022. "Is open innovation imprinted on new ventures? The cooperation-inhibiting legacy of authoritarian regimes," Research Policy, Elsevier, vol. 51(1).
- Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele, 2024.
"Back to the present: Learning about the euro area through a now-casting model,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 661-686.
- Agnès Bénassy-Quéré & Ramon Marimon & Jean Pisani-Ferry & Lucrezia Reichlin & Dirk Schoenmaker & Beatrice Weder Di Mauro, 2020.
"COVID-19: Europe needs a catastrophe relief plan,"
Post-Print
halshs-03230045, HAL.
- AgneÌ€s BeÌ nassy-QueÌ reÌ & Ramon Marimon & Jean Pisani- Ferry & Lucrezia Reichlin & Dirk Schoenmaker & Beatrice Weder di Mauro, 2020. "COVID-19: Europe needs a catastrophe relief plan," Vox eBook Chapters, in: AgneÌ€s BeÌ nassy-QueÌ reÌ & Beatrice Weder di Mauro (ed.), Europe in the Time of Covid-19, edition 1, volume 1, chapter 1, pages 109-112, Centre for Economic Policy Research.
- Agnès Bénassy-Quéré & Ramon Marimon & Jean Pisani-Ferry & Lucrezia Reichlin & Dirk Schoenmaker & Beatrice Weder Di Mauro, 2020. "COVID-19: Europe needs a catastrophe relief plan," PSE-Ecole d'économie de Paris (Postprint) halshs-03230045, HAL.
Cited by:
- Mihaela Onofrei & Anca Florentina Vatamanu & Elena Cigu & Florin Oprea, 2020. "Fiscal-budgetary responsibility and implications on the European budgetary framework in the context of the COVID-19 crisis," Journal of Financial Studies, Institute of Financial Studies, vol. 9(5), pages 24-34, November.
- Andrea Boitani & Salvatore Perdichizzi & Chiara Punzo, 2020.
"Nonlinearities and expenditure multipliers in the Eurozone,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def089, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Andrea Boitani & Salvatore Perdichizzi & Chiara Punzo, 2022. "Nonlinearities and expenditure multipliers in the Eurozone [Tales of fiscal adjustment]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 31(2), pages 552-575.
- Andreea-Emanuela Drăgoi, 2020. "Supporting the EU Economy through State Aid during COVID-19 Crisis. A Comparative Approach," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 8(1), pages 11-18, May.
- Julio López Laborda & Jorge Onrubia, 2020. "Consideraciones sobre finanzas públicas y COVID–19: Bastantes interrogantes y algunas certezas," Fedea Economy Notes 2020-05, FEDEA.
- Chirculescu Maria Felicia, 2022. "The Impact Of The Covid-19 Pandemic On Public Debt At National Level Compared To Other Member States Of The European Union," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 4, pages 165-172, August.
- Lilia A. Valitova & Elena R. Sharko & Marina Yu. Sheresheva, 2021. "Identifying industrial clusters based on the analysis of business ties: A case of the textile industry," Upravlenets, Ural State University of Economics, vol. 12(4), pages 59-74, September.
- Philipp Pfeiffer & Werner Roeger & Jan in ’t Veld, 2020. "The COVID19-Pandemic in the EU: Macroeconomic Transmission and Economic Policy Response," European Economy - Discussion Papers 127, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- McQuinn, Kieran & Varthalitis, Petros, 2020. "Debt sharing after Covid-19: How the direct involvement of EU institutions could impact the recovery path of a member state," Papers WP663, Economic and Social Research Institute (ESRI).
- Marina Sheresheva & Marina Efremova & Lilia Valitova & Anna Polukhina & Georgy Laptev, 2021. "Russian Tourism Enterprises’ Marketing Innovations to Meet the COVID-19 Challenges," Sustainability, MDPI, vol. 13(7), pages 1-17, March.
- Shaikh Md Mominul Alam & Shariful Islam, 2020. "The Implication of Textile Materials Applied in Preventing the Spread of COVID-19," Biomedical Journal of Scientific & Technical Research, Biomedical Research Network+, LLC, vol. 28(5), pages 22009-22018, July.
- Katarzyna Tworek, 2021. "IT Reliability for Ensuring Performance of IT Used in Organizations Operating under Covid-19 Epidemic Crisis," Central European Business Review, Prague University of Economics and Business, vol. 2021(1), pages 39-53.
- Šimek Libor & Cempírek Václav & Gross Patrik, 2021. "Can B2B Implementation Enhance Competitiveness of Logistic Companies in Coronavirus Economic Recession?," LOGI – Scientific Journal on Transport and Logistics, Sciendo, vol. 12(1), pages 1-12, May.
- Cristina PRUND, 2020. "The Abrupt Fall Of The Labor Market: The Case Of The European Labor Market And The Impact Generated By Covid-19," Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 14(1), pages 722-730, November.
- Pavel Morda, 2020. "Economic policy response to internal and external shocks [Reakce hospodářské politiky na vnitřní a vnější šoky]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2020(1), pages 41-62.
- Anand, Paul, 2020. "Economic Policies for COVID-19," IZA Policy Papers 156, Institute of Labor Economics (IZA).
- Ambrocio, Gene & Juselius, Mikael, 2020. "Dealing with the costs of the COVID-19 pandemic – what are the fiscal options?," BoF Economics Review 2/2020, Bank of Finland.
- Simona Lorena Comi & Elena Cottini & Claudio Lucifora, 2020. "The effect of retirement on social relationships: new evidence from SHARE," DISCE - Working Papers del Dipartimento di Economia e Finanza def088, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Đukić Aleksandar & Štaka Mirjana & Drašković Dajana, 2021. "The Impact of the COVID-19 Pandemic on the Macroeconomic Aggregates of the European Union," Economics, Sciendo, vol. 9(2), pages 91-108, December.
- Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020.
"Financial Variables as Predictors of Real Growth Vulnerability,"
CEPR Discussion Papers
14322, C.E.P.R. Discussion Papers.
- Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Working Papers hal-03403077, HAL.
- Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial variables as predictors of real growth vulnerability," Discussion Papers 05/2020, Deutsche Bundesbank.
- Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Sciences Po publications 06/2020, Sciences Po.
- Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," SciencePo Working papers Main hal-03403077, HAL.
- Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Documents de Travail de l'OFCE 2020-06, Observatoire Francais des Conjonctures Economiques (OFCE).
Cited by:
- Aaron J. Amburgey & Michael W. McCracken, 2023.
"On the real‐time predictive content of financial condition indices for growth,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 137-163, March.
- Aaron Amburgey & Michael W. McCracken, 2022. "On the Real-Time Predictive Content of Financial Conditions Indices for Growth," Working Papers 2022-003, Federal Reserve Bank of St. Louis, revised 03 Jun 2022.
- David Kohns & Tibor Szendrei, 2021. "Decoupling Shrinkage and Selection for the Bayesian Quantile Regression," Papers 2107.08498, arXiv.org.
- Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2023.
"Reassessing the dependence between economic growth and financial conditions since 1973,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 260-267, March.
- Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2022. "Reassessing the dependence between economic growth and financial conditions since 1973," CAMA Working Papers 2022-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- James Mitchell & Aubrey Poon & Dan Zhu, 2022. "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers 22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.
- Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2021.
"The simpler, the better: Measuring financial conditions for monetary policy and financial stability,"
EIB Working Papers
2021/10, European Investment Bank (EIB).
- Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2020. "The simpler the better: measuring financial conditions for monetary policy and financial stability," Working Paper Series 2451, European Central Bank.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022.
"Nowcasting tail risk to economic activity at a weekly frequency,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 843-866, August.
- Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea, 2021. "Nowcasting Tail Risk to Economic Activity at a Weekly Frequency," CEPR Discussion Papers 16496, C.E.P.R. Discussion Papers.
- Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021.
"Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model,"
Working Papers
2307, University of Strathclyde Business School, Department of Economics.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Papers 2110.03411, arXiv.org.
- Figueres, Juan Manuel & Jarociński, Marek, 2020.
"Vulnerable growth in the Euro Area: Measuring the financial conditions,"
Working Paper Series
2458, European Central Bank.
- Figueres, Juan Manuel & Jarociński, Marek, 2020. "Vulnerable growth in the euro area: Measuring the financial conditions," Economics Letters, Elsevier, vol. 191(C).
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021.
"Tail Forecasting with Multivariate Bayesian Additive Regression Trees,"
Working Papers
21-08R, Federal Reserve Bank of Cleveland, revised 12 Jul 2022.
- Marcellino, Massimiliano & Clark, Todd & Huber, Florian & Koop, Gary & Pfarrhofer, Michael, 2022. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," CEPR Discussion Papers 17461, C.E.P.R. Discussion Papers.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2023. "Tail Forecasting With Multivariate Bayesian Additive Regression Trees," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 979-1022, August.
- Ricco, Giovanni & Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia, 2022.
"Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices,"
CEPR Discussion Papers
17111, C.E.P.R. Discussion Papers.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers 2023-06, Center for Research in Economics and Statistics.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers hal-03573080, HAL.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Papers 2201.05556, arXiv.org, revised Mar 2023.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," SciencePo Working papers Main hal-03573080, HAL.
- Petrella, Ivan & Delle Monache, Davide & De Polis, Andrea, 2022.
"Modeling and Forecasting Macroeconomic Downside Risk,"
CEPR Discussion Papers
15109, C.E.P.R. Discussion Papers.
- Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2021. "Modeling and forecasting macroeconomic downside risk," Temi di discussione (Economic working papers) 1324, Bank of Italy, Economic Research and International Relations Area.
- Delle-Monache, Davide & De-Polis, Andrea & Petrella, Ivan, 2020. "Modelling and Forecasting Macroeconomic Downside Risk," EMF Research Papers 34, Economic Modelling and Forecasting Group.
- Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2020. "Nowcasting Tail Risks to Economic Activity with Many Indicators," Working Papers 20-13R2, Federal Reserve Bank of Cleveland, revised 22 Sep 2020.
- Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2021.
"Expecting the unexpected: economic growth under stress,"
Working Papers
202106, University of California at Riverside, Department of Economics.
- Gonzalez Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2021. "Expecting the unexpected: economic growth under stress," DES - Working Papers. Statistics and Econometrics. WS 32148, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Gloria González-Rivera & Carlos Vladimir Rodríguez-Caballero & Esther Ruiz Ortega, 2021. "Expecting the unexpected: economic growth under stress," CREATES Research Papers 2021-06, Department of Economics and Business Economics, Aarhus University.
- Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023. "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 236(2).
- Iseringhausen, Martin, 2024.
"A time-varying skewness model for Growth-at-Risk,"
International Journal of Forecasting, Elsevier, vol. 40(1), pages 229-246.
- Martin Iseringhausen, 2021. "A time-varying skewness model for Growth-at-Risk," Working Papers 49, European Stability Mechanism.
- Lang, Jan Hannes & Rusnák, Marek & Greiwe, Moritz, 2023. "Medium-term growth-at-risk in the euro area," Working Paper Series 2808, European Central Bank.
- Simone Arrigoni & Alina Bobasu & Fabrizio Venditti, 2022. "Measuring Financial Conditions using Equal Weights Combination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 668-697, December.
- Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.
- Behera, Harendra & Gunadi, Iman & Rath, Badri Narayan, 2023. "COVID-19 uncertainty, financial markets and monetary policy effects in case of two emerging Asian countries," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 173-189.
- Deng, Chuang & Wu, Jian, 2023. "Macroeconomic downside risk and the effect of monetary policy," Finance Research Letters, Elsevier, vol. 54(C).
- Diego Chicana & Rafael Nivin, 2021. "Evaluating Growth-at-Risk as a tool for monitoring macro-financial risks in the Peruvian economy," IHEID Working Papers 07-2021, Economics Section, The Graduate Institute of International Studies.
- Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2019.
"Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?,"
Working Paper Series
2226, European Central Bank.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019. "Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 137-173, December.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019. "Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?," Staff Reports 885, Federal Reserve Bank of New York.
Cited by:
- Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea, 2020.
"What’s up with the Phillips Curve?,"
Working Paper Series
2435, European Central Bank.
- Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea, 2020. "What's up with the Phillips Curve?," CEPR Discussion Papers 14583, C.E.P.R. Discussion Papers.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What's Up with the Phillips Curve?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 301-373.
- William Chen & Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s Up with the Phillips Curve?," Liberty Street Economics 20200918a, Federal Reserve Bank of New York.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s up with the Phillips Curve?," NBER Working Papers 27003, National Bureau of Economic Research, Inc.
- Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2021. "A Large Bayesian VAR of the United States Economy," Staff Reports 976, Federal Reserve Bank of New York.
- Guido Ascari & Luca Fosso, 2021.
"The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve,"
Working Paper
2021/17, Norges Bank.
- Guido Ascari & Luca Fosso, 2021. "The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve," Working Papers 733, DNB.
- Guido Ascari & Luca Fosso, 2021. "The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve," Discussion Papers 2113, Centre for Macroeconomics (CFM).
- Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021.
"Nowcasting with Large Bayesian Vector Autoregressions,"
CEPR Discussion Papers
15854, C.E.P.R. Discussion Papers.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022. "Nowcasting with large Bayesian vector autoregressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
- Petrella, Ivan & Antolin-Diaz, Juan & Rubio-RamÃrez, Juan Francisco, 2018.
"Structural Scenario Analysis with SVARs,"
CEPR Discussion Papers
12579, C.E.P.R. Discussion Papers.
- Antolín-Díaz, Juan & Petrella, Ivan & Rubio-Ramírez, Juan F., 2021. "Structural scenario analysis with SVARs," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 798-815.
- Antolin-Diaz, Juan & Petrella, Ivan & Rubio-Ramirez, Juan F., 2020. "Structural Scenario Analysis with SVARs," EMF Research Papers 32, Economic Modelling and Forecasting Group.
- Angela Capolongo & Claudia Pacella, 2019.
"Forecasting inflation in the euro area: countries matter!,"
Temi di discussione (Economic working papers)
1224, Bank of Italy, Economic Research and International Relations Area.
- Angela Capolongo & Claudia Pacella, 2021. "Forecasting inflation in the euro area: countries matter!," Empirical Economics, Springer, vol. 61(5), pages 2477-2499, November.
- Dajčman Silvo & Kavkler Alenka & Levenko Natalia & Romih Dejan, 2022. "Spillover effects of economic policy uncertainty on adult and youth unemployment," Review of Economic Perspectives, Sciendo, vol. 23(1), pages 47-70, December.
- Elena Afanasyeva, 2020. "Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap," Finance and Economics Discussion Series 2020-045, Board of Governors of the Federal Reserve System (U.S.).
- Pedro J. Gutiérrez-Diez & Tibor Pàl, 2023. "Monetary policy models: lessons from the Eurozone crisis," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-19, December.
- Matteo Barigozzi, 2023. "Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review," Papers 2303.11777, arXiv.org, revised Dec 2023.
- Chavleishvili, Sulkhan & Kremer, Manfred & Lund-Thomsen, Frederik, 2023. "Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach," Working Paper Series 2833, European Central Bank.
- Gianluca Cafiso, 2022. "Loans to Different Groups and Economic Activity at Times of Crisis and Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 594-623, June.
- Reichlin, Lucrezia & Caruso, Alberto & Ricco, Giovanni, 2018.
"Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different,"
CEPR Discussion Papers
13016, C.E.P.R. Discussion Papers.
- Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," European Economic Review, Elsevier, vol. 119(C), pages 333-355.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," Sciences Po publications info:hdl:2441/4u5amfvji89, Sciences Po.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," Post-Print hal-03403613, HAL.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis: this time was different," Sciences Po publications 11, Sciences Po.
- Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2018. "Financial and Fiscal Interaction in the Euro Area Crisis : This Time was Different," The Warwick Economics Research Paper Series (TWERPS) 1167, University of Warwick, Department of Economics.
- Albert Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis : this time was different," Documents de Travail de l'OFCE 2019-11, Observatoire Francais des Conjonctures Economiques (OFCE).
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis: this time was different," SciencePo Working papers Main hal-03403269, HAL.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," SciencePo Working papers Main hal-03403613, HAL.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis: this time was different," Working Papers hal-03403269, HAL.
Cited by:
- Stoupos, Nikolaos & Kiohos, Apostolos, 2022. "Euro area stock markets integration: Empirical evidence after the end of 2010 debt crisis," Finance Research Letters, Elsevier, vol. 46(PB).
- Petar Sorić & Ivana Lolić & Marija Logarušić, 2022. "Economic Sentiment and Aggregate Activity: A Tale of Two European Cycles," Journal of Common Market Studies, Wiley Blackwell, vol. 60(2), pages 445-462, March.
- Jollès, Maya & Meyermans, Eric & Vašíček, Bořek, 2023. "Determinants of macroeconomic resilience in the euro area: An empirical assessment of national policy levers," Economic Systems, Elsevier, vol. 47(3).
- Meier, Samira & Rodriguez Gonzalez, Miguel & Kunze, Frederik, 2021. "The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review," International Review of Law and Economics, Elsevier, vol. 65(C).
- Shifu Jiang, 2022. "Optimal Credit, Monetary, and Fiscal Policy under Occasional Financial Frictions and the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, vol. 18(1), pages 151-197, March.
- Ingrid-Mihaela Dragotă & Andreea Curmei-Semenescu & Raluca Moscu, 2020. "CEO Diversity, Political Influences, and CEO Turnover in Unstable Environments: The Romanian Case," JRFM, MDPI, vol. 13(3), pages 1-22, March.
- Walid Mansour & Hechem Ajmi & Karima Saci, 2022. "Regulatory policies in the global Islamic banking sector in the outbreak of COVID-19 pandemic," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(3), pages 265-287, September.
- Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017.
"A Model of the Fed’s View on Inflation,"
Economic Research Papers
269087, University of Warwick - Department of Economics.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 686-704, October.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2020. "A Model of the Fed's View on Inflation," Papers 2006.14110, arXiv.org.
- Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of the FED's view on inflation," Working Papers hal-03458456, HAL.
- Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of the FED's view on inflation," Sciences Po publications 03, Sciences Po.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of FED'S view on inflation," Documents de Travail de l'OFCE 2018-03, Observatoire Francais des Conjonctures Economiques (OFCE).
- Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS) 1145, University of Warwick, Department of Economics.
- Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018. "A Model of the Fed's View on Inflation," CEPR Discussion Papers 12564, C.E.P.R. Discussion Papers.
Cited by:
- Hahn, Elke & Zekaite, Zivile & de Bondt, Gabe, 2018.
"ALICE: A new inflation monitoring tool,"
Working Paper Series
2175, European Central Bank.
- Zivile Zekaite & Gabe de Bondt & Elke Hahn, 2017. "Alice: A New Inflation Monitoring Tool," EcoMod2017 10414, EcoMod.
- Michael McLeay & Silvana Tenreyro, 2018.
"Optimal Inflation and the Identification of the Phillips Curve,"
Discussion Papers
1815, Centre for Macroeconomics (CFM).
- Tenreyro, Silvana & McLeay, Michael, 2018. "Optimal Inflation and the Identification of the Phillips Curve," CEPR Discussion Papers 12981, C.E.P.R. Discussion Papers.
- Michael McLeay & Silvana Tenreyro, 2019. "Optimal Inflation and the Identification of the Phillips Curve," NBER Working Papers 25892, National Bureau of Economic Research, Inc.
- Michael McLeay & Silvana Tenreyro, 2020. "Optimal Inflation and the Identification of the Phillips Curve," NBER Macroeconomics Annual, University of Chicago Press, vol. 34(1), pages 199-255.
- McLeay, Michael & Tenreyro, Silvana, 2018. "Optimal inflation and the identification of the Phillips Curve," LSE Research Online Documents on Economics 90373, London School of Economics and Political Science, LSE Library.
- McLeay, Michael & Tenreyro, Silvana, 2020. "Optimal inflation and the identification of the Phillips curve," LSE Research Online Documents on Economics 103080, London School of Economics and Political Science, LSE Library.
- Michael McLeay & Silvana Tenreyro, 2019. "Optimal Inflation and the Identification of the Phillips Curve," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 199-255, National Bureau of Economic Research, Inc.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
"Global trends in interest rates,"
Staff Reports
866, Federal Reserve Bank of New York.
- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Working Papers 25039, National Bureau of Economic Research, Inc.
- Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti, 2019. "Global Trends in Interest Rates," Liberty Street Economics 20190227, Federal Reserve Bank of New York.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," Working Papers 1812, Federal Reserve Bank of Dallas.
- Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019. "Global trends in interest rates," Journal of International Economics, Elsevier, vol. 118(C), pages 248-262.
- Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019. "Global Trends in Interest Rates," 2019 Meeting Papers 77, Society for Economic Dynamics.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 248-262, National Bureau of Economic Research, Inc.
- James McNeil & Gregor W. Smith, 2023.
"The All‐Gap Phillips Curve,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 269-282, April.
- James McNeil & Gregor W. Smith, 2022. "The All-Gap Phillips Curve," Working Paper 1488, Economics Department, Queen's University.
- Christophe Blot & Jérôme Creel & Paul Hubert, 2018.
"Why does the revovery show so little inflation,"
SciencePo Working papers Main
hal-03471719, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert, 2018. "Why does the revovery show so little inflation," Sciences Po publications info:hdl:2441/8m9642tnm9k, Sciences Po.
- Christophe Blot & Jérôme Creel & Paul Hubert, 2018. "Why does the revovery show so little inflation," Post-Print hal-03471719, HAL.
- Mohammad Asif & Vishal Sharma & Vinay Joshi Chandniwala & Parvez Alam Khan & Syed Mohd Muneeb, 2023. "Modelling the Dynamic Linkage Amidst Energy Prices and Twin Deficit in India: Empirical Investigation within Linear and Nonlinear Framework," Energies, MDPI, vol. 16(6), pages 1-23, March.
- Raïsa Basselier & David de Antonio Liedo & Jana Jonckheere & Geert Langenus, 2018. "Can inflation expectations in business or consumer surveys improve inflation forecasts?," Working Paper Research 348, National Bank of Belgium.
- Lutz Kilian & Xiaoqing Zhou, 2022. "Oil prices, gasoline prices, and inflation expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 867-881, August.
- Gern, Klaus-Jürgen & Hauber, Philipp & Kooths, Stefan & Mösle, Saskia & Stolzenburg, Ulrich, 2018. "Weltkonjunktur im Herbst 2018 - Stärker differenzierte Weltkonjunktur: Gegenwind für die Schwellenländer [World Economy Autumn 2018 - Less even growth in the world economy with significant downside," Kieler Konjunkturberichte 45, Kiel Institute for the World Economy (IfW Kiel).
- Kristin Forbes, 2019. "Has globalization changed the inflation process?," BIS Working Papers 791, Bank for International Settlements.
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- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2015.
"The Legacy Debt and the Joint Path of Public Deficit and Debt in the Euro Area,"
European Economy - Discussion Papers
010, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
Cited by:
- Michael W. McCracken & Joseph T. McGillicuddy, 2019.
"An empirical investigation of direct and iterated multistep conditional forecasts,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 181-204, March.
- Michael W. McCracken & Joseph McGillicuddy, 2017. "An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts," Working Papers 2017-40, Federal Reserve Bank of St. Louis.
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- Michael W. McCracken & Joseph T. McGillicuddy, 2019.
"An empirical investigation of direct and iterated multistep conditional forecasts,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 181-204, March.
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"Exploiting the monthly data flow in structural forecasting,"
Bank of England working papers
509, Bank of England.
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016. "Exploiting the monthly data flow in structural forecasting," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015. "Exploiting the monthly data flow in structural forecasting," Staff Reports 751, Federal Reserve Bank of New York.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," Discussion Papers 1416, Centre for Macroeconomics (CFM).
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
Cited by:
- David Kohns & Arnab Bhattacharjee, 2019. "Interpreting Big Data in the Macro Economy: A Bayesian Mixed Frequency Estimator," CEERP Working Paper Series 010, Centre for Energy Economics Research and Policy, Heriot-Watt University.
- Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021.
"Nowcasting with Large Bayesian Vector Autoregressions,"
CEPR Discussion Papers
15854, C.E.P.R. Discussion Papers.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022. "Nowcasting with large Bayesian vector autoregressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
- Todd E. Clark & Fabian Krueger & Francesco Ravazzolo, 2015.
"Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts,"
Working Papers (Old Series)
1439, Federal Reserve Bank of Cleveland.
- Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017. "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 470-485, July.
- Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113077, Verein für Socialpolitik / German Economic Association.
- Fabian Kr�ger & Todd E. Clark & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers No 8/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Boriss Siliverstovs, 2019.
"Assessing Nowcast Accuracy of US GDP Growth in Real Time: The Role of Booms and Busts,"
Working Papers
2019/01, Latvijas Banka.
- Boriss Siliverstovs, 2020. "Assessing nowcast accuracy of US GDP growth in real time: the role of booms and busts," Empirical Economics, Springer, vol. 58(1), pages 7-27, January.
- Norberto Rodríguez-Niño & Alejandra Ramírez-Ramírez, 2018. "Metodologías semi-estructurales para estimar la Inflación básica mensual en Colombia," Borradores de Economia 1040, Banco de la Republica de Colombia.
- Kohns, David & Bhattacharjee, Arnab, 2023. "Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1384-1412.
- Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo, 2023.
"A Bayesian DSGE Approach to Modelling Cryptocurrency","
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 1012-1035, December.
- Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo, 2023. "A Bayesian DSGE Approach to Modelling Cryptocurrency," Working Papers No 09/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo, 2023. "Code and data files for "A Bayesian DSGE Approach to Modelling Cryptocurrency"," Computer Codes 21-87, Review of Economic Dynamics.
- Christensen, Bent Jesper & Posch, Olaf & van der Wel, Michel, 2016.
"Estimating dynamic equilibrium models using mixed frequency macro and financial data,"
Journal of Econometrics, Elsevier, vol. 194(1), pages 116-137.
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- Boneva, Lena & Fawcett, Nicholas & Masolo, Riccardo M. & Waldron, Matt, 2019. "Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information," International Journal of Forecasting, Elsevier, vol. 35(1), pages 100-120.
- David Kohns & Arnab Bhattacharjee, 2020.
"Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model,"
Papers
2011.00938, arXiv.org, revised May 2022.
- Bhattacharjee, Arnab & Kohns, David, 2022. "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," National Institute of Economic and Social Research (NIESR) Discussion Papers 538, National Institute of Economic and Social Research.
- Meyer-Gohde, Alexander & Shabalina, Ekaterina, 2022. "Estimation and forecasting using mixed-frequency DSGE models," IMFS Working Paper Series 175, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Jack Fosten & Daniel Gutknecht, 2021. "Horizon confidence sets," Empirical Economics, Springer, vol. 61(2), pages 667-692, August.
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"Exceptional policies for exceptional times: The ECB's response to the rolling crises of the Euro Area, and how it has brought u,"
CEPR Discussion Papers
10193, C.E.P.R. Discussion Papers.
Cited by:
- Athanasios Orphanides, 2020.
"The fiscal–monetary policy mix in the euro area: challenges at the zero lower bound,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 35(103), pages 461-517.
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- Athanasios Orphanides, 2017. "The Fiscal-Monetary Policy Mix in the Euro Area: Challenges at the Zero Lower Bound," European Economy - Discussion Papers 060, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Pateiro-Rodríguez, Carlos & Freire-Seoane, María Jesús & López-Bermúdez, Beatriz & Pateiro-López, Carlos, 2020. "Análisis de la tendencia a la liquidez del agregado monetario M3 en la eurozona: 1997-2018," El Trimestre Económico, Fondo de Cultura Económica, vol. 87(345), pages 171-201, enero-mar.
- Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2020. "COVID-19 and the Future of Quantitative Easing in the Euro Area: Three Scenarios with a Trilemma," DEM Working Papers 2020/11, Department of Economics and Management.
- Hartmann, Philipp & Smets, Frank, 2018.
"The first twenty years of the European Central Bank: monetary policy,"
CEPR Discussion Papers
13411, C.E.P.R. Discussion Papers.
- Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," Working Paper Series 2219, European Central Bank.
- Ad Van Riet, 2017. "A New Era For Monetary Policy: Challenges For The European Central Bank," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(01), pages 57-86, March.
- Athanasios Orphanides, 2020.
"The fiscal–monetary policy mix in the euro area: challenges at the zero lower bound,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 35(103), pages 461-517.
- Lucrezia Reichlin, 2013.
"Monetary policy and banks in the euro area: the tale of two crises,"
Special Conference Papers
26, Bank of Greece.
- Reichlin, Lucrezia, 2014. "Monetary Policy and Banks in the Euro Area: The Tale of Two Crises," Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 387-400.
Cited by:
- Helen Louri & Petros M. Migiakis, 2019. "Bank lending margins in the euro area: Funding conditions, fragmentation and ECB's policies," Review of Financial Economics, John Wiley & Sons, vol. 37(4), pages 482-505, October.
- Whelan, Karl, 2014.
"Ireland’s Economic Crisis: The Good, the Bad and the Ugly,"
Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 424-440.
- Karl Whelan, 2013. "Ireland’s economic crisis - the good, the bad and the ugly," Working Papers 201306, School of Economics, University College Dublin.
- Karl Whelan, 2013. "Ireland’s economic crisis the good, the bad and the ugly," Special Conference Papers 19, Bank of Greece.
- Calluzzo, Paul & Dong, Gang Nathan, 2015. "Has the financial system become safer after the crisis? The changing nature of financial institution risk," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 233-248.
- Eichengreen, Barry & Jung, Naeun & Moch, Stephen & Mody, Ashoka, 2014.
"The Eurozone Crisis: Phoenix Miracle or Lost Decade?,"
Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 288-308.
- Barry Eichengreen & Naeun Jung & Stephen Moch & Ashoka Mody, 2013. "The eurozone crisis: phoenix miracle or lost decade?," Special Conference Papers 25, Bank of Greece.
- Christophe Blot & Fabien Labondance, 2021.
"Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound,"
Working Papers
2021-03, CRESE.
- Christophe Blot & Fabien Labondance, 2021. "Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound," SciencePo Working papers Main hal-04221606, HAL.
- Christophe Blot & Fabien Labondance, 2021. "Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound," Working Papers hal-04221606, HAL.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2013.
"Fundamentally Wrong: Market Pricing Of Sovereigns And The Greek Financial Crisis,"
Discussion Papers in Economics
13/20, Division of Economics, School of Business, University of Leicester.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2013. "Fundamentally wrong: market pricing of sovereigns and the Greek financial crisis," Special Conference Papers 20, Bank of Greece.
- Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2014. "Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis," Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 405-419.
- Theodoros S. Papaspyrou, 2015. "EMU 2.0 Drawing Lessons From the Crisis - a New Framework For Stability and Growth," Working Papers 192, Bank of Greece.
- A. Colangelo & D. Giannone & M. Lenza & H. Pill & L. Reichlin, 2017. "The national segmentation of euro area bank balance sheets during the financial crisis," Empirical Economics, Springer, vol. 53(1), pages 247-265, August.
- Piergiorgio Alessandri & Margherita Bottero, 2017.
"Bank lending in uncertain times,"
BCAM Working Papers
1703, Birkbeck Centre for Applied Macroeconomics.
- Alessandri, Piergiorgio & Bottero, Margherita, 2020. "Bank lending in uncertain times," European Economic Review, Elsevier, vol. 128(C).
- Piergiorgio Alessandri & Margherita Bottero, 2017. "Bank lending in uncertain times," Temi di discussione (Economic working papers) 1109, Bank of Italy, Economic Research and International Relations Area.
- Jörg Bibow, 2015.
"The euro's savior? Assessing the ECB's crisis management performance and potential for crisis resolution,"
IMK Studies
42-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Jorg Bibow, 2015. "The Euro's Savior? Assessing the ECB's Crisis Management Performance and Potential for Crisis Resolution," Economics Working Paper Archive wp_845, Levy Economics Institute.
- Thomas Brand & Fabien Tripier, 2021.
"Risk Shocks and Divergence between the Euro Area and the US in the Aftermath of the Great Recession,"
Annals of Economics and Statistics, GENES, issue 143, pages 137-163.
- Thomas Brand & Fabien Tripier, 2021. "Risk Shocks and Divergence between the Euro Area and the US in the aftermath of the Great Recession," Working Papers 2021-04, CEPII research center.
- Brand, Thomas & Tripier, Fabien, 2021. "Risk shocks and divergence between the Euro area and the US in the aftermath of the Great Recession," CEPREMAP Working Papers (Docweb) 2101, CEPREMAP.
- Polito, Vito & Wickens, Michael, 2014.
"How the Euro Crisis Evolved and how to Avoid Another: EMU, Fiscal Policy and Credit Ratings,"
Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 364-374.
- Vito Polito & Michael Wickens, 2013. "How the euro crisis evolved and how to avoid another: EMU, fiscal policy and credit ratings," Special Conference Papers 22, Bank of Greece.
- Wickens, Michael R. & Polito, Vito, 2013. "How the Euro Crisis Evolved and How to Avoid Another: EMU, Fiscal Policy and Credit Ratings," CEPR Discussion Papers 9521, C.E.P.R. Discussion Papers.
- Federico Steinberg & Mattias Vermeiren, 2016. "Germany's Institutional Power and the EMU Regime after the Crisis: Towards a Germanized Euro Area?," Journal of Common Market Studies, Wiley Blackwell, vol. 54(2), pages 388-407, March.
- Fernando Avalos & Emmanuel C Mamatzakis, 2018. "Euro area unconventional monetary policy and bank resilience," BIS Working Papers 754, Bank for International Settlements.
- Meier, Samira & Rodriguez Gonzalez, Miguel & Kunze, Frederik, 2021. "The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review," International Review of Law and Economics, Elsevier, vol. 65(C).
- Christian Pfister, Natacha Valla, 2018. "‘New Normal’ or ‘New Orthodoxy’? Elements of a Central Banking Framework for the After-Crisis," Working papers 680, Banque de France.
- Dimitris Kenourgios & Despoina Ntaikou, 2021. "ECB’s unconventional monetary policy and bank lending supply and performance in the euro area," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 211-224, April.
- Céline Antonin & Christophe Blot & Jérôme Creel & Fabien Labondance & Vincent Touze & Paul Hubert, 2014.
"Comment lutter contre la fragmentation du système bancaire de la zone euro,"
Sciences Po publications
info:hdl:2441/7986np0ssj9, Sciences Po.
- Céline Antonin & Christophe Blot & Jérôme Creel & Fabien Labondance & Vincent Touzé & Paul Hubert, 2014. "Comment lutter contre la fragmentation du système bancaire de la zone euro," SciencePo Working papers Main hal-01093021, HAL.
- Céline Antonin & Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Vincent Touzé, 2014. "Comment lutter contre la fragmentation du système bancaire de la zone euro ?," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 171-219.
- Céline Antonin & Christophe Blot & Jérôme Creel & Fabien Labondance & Vincent Touzé & Paul Hubert, 2014. "Comment lutter contre la fragmentation du système bancaire de la zone euro," Post-Print hal-01093021, HAL.
- Philipp Hartman & Frank Smets, 2018. "The European Central Bank’s Monetary Policy during Its First 20 Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 1-146.
- Pateiro-Rodríguez, Carlos & Freire-Seoane, María Jesús & López-Bermúdez, Beatriz & Pateiro-López, Carlos, 2020. "Análisis de la tendencia a la liquidez del agregado monetario M3 en la eurozona: 1997-2018," El Trimestre Económico, Fondo de Cultura Económica, vol. 87(345), pages 171-201, enero-mar.
- Honkapohja, Seppo, 2014.
"The Euro Area Crisis: A View from the North,"
Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 260-271.
- Seppo Honkapohja, 2013. "The euro area crisis: a view form the north," Special Conference Papers 16, Bank of Greece.
- Jan Brůha & Evžen Kočenda, 2018. "Bankovní sektor a státní riziko v Evropské unii [Banking Sector and Sovereign Risk in Euroepan Union]," Politická ekonomie, Prague University of Economics and Business, vol. 2018(3), pages 366-383.
- Simón Sosvilla-Rivero & Victor Echevarria Icaza, 2017.
"Systemic banks, capital composition and CoCo bonds issuance:The effects on bank risk,"
Working Papers
17-03, Asociación Española de Economía y Finanzas Internacionales.
- Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017. "Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk," IREA Working Papers 201707, University of Barcelona, Research Institute of Applied Economics, revised Apr 2017.
- Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017. "Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk," Working Papers del Instituto Complutense de Estudios Internacionales 1706, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
- Ivo J. M. Arnold, 2022. "Monetary overhang in times of covid: evidence from the euro area," Applied Economics, Taylor & Francis Journals, vol. 54(35), pages 4030-4042, July.
- Hlebik Sviatlana & Verga Giovanni, 2015. "The European Central Bank Quantitative Policy and Its Consistency with the Demand for Liquidity," Scientific Annals of Economics and Business, Sciendo, vol. 62(3), pages 425-451, November.
- Anabela Carneiro & Pedro Portugal & Jose Varejao, 2013.
"Catastrophic job destruction during the Portuguese economic crisis,"
Special Conference Papers
24, Bank of Greece.
- Carneiro, Anabela & Portugal, Pedro & Varejão, José, 2014. "Catastrophic job Destruction during the Portuguese Economic Crisis," Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 444-457.
- Arnold, Ivo J.M. & Soederhuizen, Beau, 2018. "Bank stability and refinancing operations during the crisis: Which way causality?," Research in International Business and Finance, Elsevier, vol. 43(C), pages 79-89.
- Hartmann, Philipp & Smets, Frank, 2018.
"The first twenty years of the European Central Bank: monetary policy,"
CEPR Discussion Papers
13411, C.E.P.R. Discussion Papers.
- Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," Working Paper Series 2219, European Central Bank.
- Thomas Brand & Fabien Tripier, 2014. "Risk shocks and divergence between the Euro area and the US," Working Papers 2014-11, CEPII research center.
- Fiordelisi, Franco & Girardone, Claudia & Minnucci, Federica & Ricci, Ornella, 2020. "On the nexus between sovereign risk and banking crises," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Helen Louri & Petros M. Migiakis, 2016. "Bank Lending Margins in the Euro Area: The Effects of Financial Fragmentation and ECB Policies," LEQS – LSE 'Europe in Question' Discussion Paper Series 105, European Institute, LSE.
- Arnold, Ivo J.M. & Soederhuizen, Beau, 2018. "The missing spillover of base expansion into monetary aggregates: Is there a puzzle?," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 64-76.
- Georgoutsos, Dimitris & Moratis, George, 2017. "Bank-sovereign contagion in the Eurozone: A panel VAR Approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 146-159.
- Hamill, Philip A. & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A. & Waterworth, James, 2021. "Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Mamatzakis, Emmanuel & Bermpei, Theodora, 2014.
"What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis,"
International Review of Financial Analysis, Elsevier, vol. 35(C), pages 102-117.
- Mamatzakis, E & bermpei, t, 2014. "What drives investment bank performance? the role of risk, liquidity and fees prior to and during the crisis," MPRA Paper 60196, University Library of Munich, Germany.
- Jan Bruha & Evžen Kocenda, 2017.
"Financial Stability in Europe: Banking and Sovereign Risk,"
CESifo Working Paper Series
6453, CESifo.
- Brůha, Jan & Kočenda, Evžen, 2018. "Financial stability in Europe: Banking and sovereign risk," Journal of Financial Stability, Elsevier, vol. 36(C), pages 305-321.
- Heryán, Tomáš & Tzeremes, Panayiotis G., 2017. "The bank lending channel of monetary policy in EU countries during the global financial crisis," Economic Modelling, Elsevier, vol. 67(C), pages 10-22.
- Helen Louri & Petros M. Migiakis, 2015. "Determinants of euro-area bank lending margins: financial fragmentation and ECB policies," Working Papers 198, Bank of Greece.
- Tomáš Heryán & Panayiotis G. Tzeremes & Roman Matousek, 2016. "European lending channel: differences in transmission mechanisms due to the global financial crisis," Working Papers 0027, Silesian University, School of Business Administration.
- Reichlin, Lucrezia, 2013.
"The ECB and the banks: the tale of two crises,"
CEPR Discussion Papers
9647, C.E.P.R. Discussion Papers.
Cited by:
- Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017.
"Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach,"
Working Papers del Instituto Complutense de Estudios Internacionales
1703, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
- Victor Echevarria Icaza & Simón Sosvilla-Rivero, 2017. "Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach," Working Papers 17-01, Asociación Española de Economía y Finanzas Internacionales.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014.
"“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”,"
IREA Working Papers
201407, University of Barcelona, Research Institute of Applied Economics, revised Mar 2014.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis," Working Papers 2014-04, Universitat de Barcelona, UB Riskcenter.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," Working Papers 14-07, Asociación Española de Economía y Finanzas Internacionales.
- Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Ramos-Herrera, María del Carmen, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 133-153.
- Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 137-164.
- Hobza, Alexandr & Zeugner, Stefan, 2014. "Current accounts and financial flows in the euro area," Journal of International Money and Finance, Elsevier, vol. 48(PB), pages 291-313.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015.
"Sovereigns and banks in the euro area: A tale of two crises,"
Working Papers
15-01, Asociación Española de Economía y Finanzas Internacionales.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015. "“Sovereigns and banks in the euro area: a tale of two crises”," IREA Working Papers 201504, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
- Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017.
"Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach,"
Working Papers del Instituto Complutense de Estudios Internacionales
1703, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
- Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2012.
"The ECB and the Interbank Market,"
CEPR Discussion Papers
8844, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin, 2012. "The ECB and the Interbank Market," Economic Journal, Royal Economic Society, vol. 122(564), pages 467-486, November.
- Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin, 2012. "The ECB and the Interbank Market," Working Papers ECARES ECARES 2012-005, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2012. "The ECB and the interbank market," Working Paper Series 1496, European Central Bank.
Cited by:
- Joanna Stawska & Katarzyna Miszczyńska, 2017. "The Impact of the European Central Bank’s Interest Rates on Investments in the Euro Area," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 51-72.
- Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015.
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"Assessing the Macroeconomic Effects of LTROs during the Great Recession,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(7), pages 1443-1482, October.
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- Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura, 2012.
"Nowcasting with Daily Data,"
2012 Meeting Papers
555, Society for Economic Dynamics.
Cited by:
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"Combining distributions of real-time forecasts: An application to U.S. growth,"
Research Memorandum
027, Maastricht University, Graduate School of Business and Economics (GSBE).
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"When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage,"
Post-Print
hal-03919944, HAL.
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- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
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- Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
- Bragoli, Daniela, 2017. "Now-casting the Japanese economy," International Journal of Forecasting, Elsevier, vol. 33(2), pages 390-402.
- Wieland, Volker & Wolters, Maik Hendrik, 2012.
"Forecasting and policy making,"
IMFS Working Paper Series
62, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Wolters, Maik, 2013. "Forecasting and Policy Making," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 239-325, Elsevier.
- Bragoli, Daniela & Modugno, Michele, 2017.
"A now-casting model for Canada: Do U.S. variables matter?,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 786-800.
- Daniela Bragoli & Michele Modugno, 2016. "A Nowcasting Model for Canada: Do U.S. Variables Matter?," Finance and Economics Discussion Series 2016-036, Board of Governors of the Federal Reserve System (U.S.).
- Davor Kunovac & Borna Špalat, 2014. "Nowcasting GDP Using Available Monthly Indicators," Working Papers 39, The Croatian National Bank, Croatia.
- Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J., 2014.
"Combining distributions of real-time forecasts: An application to U.S. growth,"
Research Memorandum
027, Maastricht University, Graduate School of Business and Economics (GSBE).
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012.
"Now-casting and the real-time data flow,"
CEPR Discussion Papers
9112, C.E.P.R. Discussion Papers.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
Cited by:
- Longo, Luigi & Riccaboni, Massimo & Rungi, Armando, 2022.
"A neural network ensemble approach for GDP forecasting,"
Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
- Luigi Longo & Massimo Riccaboni & Armando Rungi, 2021. "A Neural Network Ensemble Approach for GDP Forecasting," Working Papers 02/2021, IMT School for Advanced Studies Lucca, revised Mar 2021.
- Joshua C. C. Chan & Xuewen Yu, 2022.
"Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility,"
Papers
2206.08438, arXiv.org.
- Joshua C.C. Chan & Xuewen Yu, 2020. "Fast and accurate variational inference for large Bayesian VARs with stochastic volatility," CAMA Working Papers 2020-108, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chan, Joshua C.C. & Yu, Xuewen, 2022. "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Scott A. Brave & Charles S. Gascon & William Kluender & Thomas Walstrum, 2019.
"Predicting Benchmarked US State Employment Data in Real Time,"
Working Papers
2019-037, Federal Reserve Bank of St. Louis, revised 11 Mar 2021.
- Brave, Scott A. & Gascon, Charles & Kluender, William & Walstrum, Thomas, 2021. "Predicting benchmarked US state employment data in real time," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1261-1275.
- Scott Brave & Charles S. Gascon & William Kluender & Thomas Walstrum, 2019. "Predicting Benchmarked US State Employment Data in Realtime," Working Paper Series WP 2019-11, Federal Reserve Bank of Chicago.
- Edward S. Knotek & Saeed Zaman, 2017.
"Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting,"
Working Papers (Old Series)
1702, Federal Reserve Bank of Cleveland.
- Knotek, Edward S. & Zaman, Saeed, 2019. "Financial nowcasts and their usefulness in macroeconomic forecasting," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1708-1724.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012.
"Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility,"
Working Papers (Old Series)
1227, Federal Reserve Bank of Cleveland.
- Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2013. "Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility," CEPR Discussion Papers 9312, C.E.P.R. Discussion Papers.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(4), pages 837-862, October.
- Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017.
"The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey,"
Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
- Mogliani, M. & Brunhes-Lesage, V. & Darné, O. & Pluyaud, B., 2014. "New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the “blocking” approach," Working papers 473, Banque de France.
- Robert Ambrisko, 2022. "Nowcasting Macroeconomic Variables Using High-Frequency Fiscal Data," Working Papers 2022/5, Czech National Bank.
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"A survey of econometric methods for mixed-frequency data,"
Working Paper
2013/06, Norges Bank.
- Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Economics Working Papers ECO2013/02, European University Institute.
- Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022.
"Common factors of commodity prices,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
- Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2017. "Common factors of commodity prices," Working Paper Series 2112, European Central Bank.
- Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona, 2018. "Common Factors of Commodity Prices," CEPR Discussion Papers 12767, C.E.P.R. Discussion Papers.
- S. Delle Chiaie & L. Ferrara & D. Giannone, 2017. "Common Factors of Commodity Prices," Working papers 645, Banque de France.
- Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018. "Common factors of commodity prices," Research Bulletin, European Central Bank, vol. 51.
- Anesti, Nikoleta & Galvao, Ana Beatriz & Miranda-Agrippino, Silvia, 2018.
"Uncertain kingdom: nowcasting GDP and its revisions,"
LSE Research Online Documents on Economics
90382, London School of Economics and Political Science, LSE Library.
- Anesti, Nikoleta & Galvão, Ana & Miranda-Agrippino, Silvia, 2018. "Uncertain Kingdom: nowcasting GDP and its revisions," Bank of England working papers 764, Bank of England, revised 31 Jan 2020.
- Nikoleta Anesti & Ana Beatriz Galvao & Silvia Miranda-Agrippino, 2018. "Uncertain Kingdom: Nowcasting GDP and its Revisions," Discussion Papers 1824, Centre for Macroeconomics (CFM).
- Kyosuke Chikamatsu, Naohisa Hirakata, Yosuke Kido, Kazuki Otaka, 2018. "Nowcasting Japanese GDPs," Bank of Japan Working Paper Series 18-E-18, Bank of Japan.
- Alkhareif, Ryadh M. & Barnett, William A., 2020.
"Nowcasting Real GDP for Saudi Arabia,"
MPRA Paper
104278, University Library of Munich, Germany.
- Ryadh M. Alkhareif & William Barnett, 2020. "Nowcasting Real Gdp For Saudi Arabia," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202018, University of Kansas, Department of Economics, revised Nov 2020.
- Aastveit, Knut Are & Trovik, Tørres, 2014.
"Estimating the output gap in real time: A factor model approach,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 180-193.
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- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2017.
"Tracking the slowdown in long-run GDP growth,"
LSE Research Online Documents on Economics
81869, London School of Economics and Political Science, LSE Library.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2016. "Tracking the slowdown in long-run GDP growth," LSE Research Online Documents on Economics 86243, London School of Economics and Political Science, LSE Library.
- Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2014. "Tracking the Slowdown in Long-Run GDP Growth," Discussion Papers 1604, Centre for Macroeconomics (CFM), revised Jan 2016.
- Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2017. "Tracking the Slowdown in Long-Run GDP Growth," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 343-356, May.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2016. "Tracking the slowdown in long-run GDP growth," Bank of England working papers 587, Bank of England.
- Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese , Giovanni, 2015.
"Nowcasting Indonesia,"
ADB Economics Working Paper Series
471, Asian Development Bank.
- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2018. "Nowcasting Indonesia," Empirical Economics, Springer, vol. 55(2), pages 597-619, September.
- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2015. "Nowcasting Indonesia," Finance and Economics Discussion Series 2015-100, Board of Governors of the Federal Reserve System (U.S.).
- Tony Chernis & Calista Cheung & Gabriella Velasco, 2017.
"A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth,"
Discussion Papers
17-8, Bank of Canada.
- Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020. "A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth," International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
- Brum, Matias & De Rosa, Mauricio, 2021. "Too little but not too late: nowcasting poverty and cash transfers’ incidence during COVID-19’s crisis," World Development, Elsevier, vol. 140(C).
- Tuhkuri, Joonas, 2016. "Forecasting Unemployment with Google Searches," ETLA Working Papers 35, The Research Institute of the Finnish Economy.
- Aleksandra Riedl & Julia Wörz, 2018. "A simple approach to nowcasting GDP growth in CESEE economies," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/18, pages 56-74.
- Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020.
"Price dividend ratio and long-run stock returns: a score driven state space model,"
Temi di discussione (Economic working papers)
1296, Bank of Italy, Economic Research and International Relations Area.
- Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021. "Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1054-1065, October.
- Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio, 2019. "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," CEPR Discussion Papers 14107, C.E.P.R. Discussion Papers.
- Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2019. "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," EMF Research Papers 29, Economic Modelling and Forecasting Group.
- Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Working Paper Series 2369, European Central Bank.
- Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021.
"Nowcasting with Large Bayesian Vector Autoregressions,"
CEPR Discussion Papers
15854, C.E.P.R. Discussion Papers.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022. "Nowcasting with large Bayesian vector autoregressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
- Andrea Carriero & Galvao, Ana Beatriz & Kapetanios, George, 2016.
"A comprehensive evaluation of macroeconomic forecasting methods,"
EMF Research Papers
10, Economic Modelling and Forecasting Group.
- Carriero, Andrea & Galvão, Ana Beatriz & Kapetanios, George, 2019. "A comprehensive evaluation of macroeconomic forecasting methods," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1226-1239.
- Petrella, Ivan & Drechsel, Thomas & Antolin-Diaz, Juan, 2014. "Following the Trend: Tracking GDP when Long-Run Growth is Uncertain," CEPR Discussion Papers 10272, C.E.P.R. Discussion Papers.
- Matteo Luciani & Lorenzo Ricci, 2014.
"Nowcasting Norway,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 215-248, December.
- Matteo Luciani & Lorenzo Ricci, 2013. "Nowcasting Norway," Working Papers ECARES ECARES 2013-10, ULB -- Universite Libre de Bruxelles.
- Delle Monache, Davide & Petrella, Ivan, 2019.
"Efficient Matrix Approach for Classical Inference in State Space Models,"
EMF Research Papers
19, Economic Modelling and Forecasting Group.
- Delle Monache, Davide & Petrella, Ivan, 2019. "Efficient matrix approach for classical inference in state space models," Economics Letters, Elsevier, vol. 181(C), pages 22-27.
- Richiardi, Matteo & Lastunen, Jesse, 2021.
"Forecasting recovery from COVID-19 using financial data: an application to Viet Nam,"
Centre for Microsimulation and Policy Analysis Working Paper Series
CEMPA4/21, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research.
- Lastunen, Jesse & Richiardi, Matteo, 2023. "Forecasting recovery from COVID-19 using financial data: An application to Vietnam," World Development Perspectives, Elsevier, vol. 30(C).
- Jesse Lastunen & Matteo Richiardi, 2021. "Forecasting recovery from COVID-19 using financial data: An application to Viet Nam," WIDER Working Paper Series wp-2021-84, World Institute for Development Economic Research (UNU-WIDER).
- Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele, 2024.
"Back to the present: Learning about the euro area through a now-casting model,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 661-686.
- Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021. "Back to the Present: Learning about the Euro Area through a Now-casting Model," International Finance Discussion Papers 1313, Board of Governors of the Federal Reserve System (U.S.).
- Leif Anders Thorsrud, 2016.
"Nowcasting using news topics. Big Data versus big bank,"
Working Paper
2016/20, Norges Bank.
- Leif Anders Thorsrud, 2016. "Nowcasting using news topics Big Data versus big bank," Working Papers No 6/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Matías Brum & Mauricio de Rosa, 2020. "Too little but not too late. Nowcasting poverty and cash transfers' incidence in Uruguay during COVID-19's crisis," Documentos de Trabajo (working papers) 20-09, Instituto de EconomÃa - IECON.
- Katja Heinisch & Rolf Scheufele, 2018.
"Bottom-up or direct? Forecasting German GDP in a data-rich environment,"
Empirical Economics, Springer, vol. 54(2), pages 705-745, March.
- Katja Drechsel & Dr. Rolf Scheufele, 2012. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," Working Papers 2012-16, Swiss National Bank.
- Drechsel, Katja & Scheufele, Rolf, 2013. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," IWH Discussion Papers 7/2013, Halle Institute for Economic Research (IWH).
- Domenico Giannone, 2016. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 342-344, July.
- Beber, Alessandro & Brandt, Michael & Luisi, Maurizio, 2013.
"Distilling the Macroeconomic News Flow,"
CEPR Discussion Papers
9360, C.E.P.R. Discussion Papers.
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- Alessandro Beber & Michael W. Brandt & Maurizio Luisi, 2013. "Distilling the Macroeconomic News Flow," NBER Working Papers 19650, National Bureau of Economic Research, Inc.
- Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014.
"Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 483-500, October.
- Onorante, Luca & Alessi, Lucia & Ghysels, Eric & Potter, Simon & Peach, Richard, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Working Paper Series 1688, European Central Bank.
- Luci Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon M. Potter, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Staff Reports 680, Federal Reserve Bank of New York.
- Babii, Andrii & Ghysels, Eric & Striaukas, Jonas, 2021.
"Machine Learning Time Series Regressions With an Application to Nowcasting,"
LIDAM Reprints LFIN
2021010, Université catholique de Louvain, Louvain Finance (LFIN).
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2022. "Machine Learning Time Series Regressions With an Application to Nowcasting," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1094-1106, June.
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2020. "Machine Learning Time Series Regressions with an Application to Nowcasting," Papers 2005.14057, arXiv.org, revised Dec 2020.
- Babii, Andrii & Ghysels, Eric & Striaukas, Jonas, 2021. "Machine Learning Time Series Regressions With an Application to Nowcasting," LIDAM Discussion Papers LFIN 2021004, Université catholique de Louvain, Louvain Finance (LFIN).
- Gani Ramadani & Magdalena Petrovska & Vesna Bucevska, 2021. "Evaluation of mixed frequency approaches for tracking near-term economic developments in North Macedonia," Working Papers 2021-03, National Bank of the Republic of North Macedonia.
- Daniel Baquero & Manuel Gonzalez-Astudillo, 2018. "A Nowcasting Model for the Growth Rate of Real GDP of Ecuador : Implementing a Time-Varying Intercept," Finance and Economics Discussion Series 2018-044, Board of Governors of the Federal Reserve System (U.S.).
- Laura Coroneo & Domenico Giannone & Michele Modugno, 2016.
"Unspanned Macroeconomic Factors in the Yield Curve,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 472-485, July.
- Laura Coroneo & Domenico Giannone & Michele Modugno, 2014. "Unspanned macroeconomic factors in the yield curve," Finance and Economics Discussion Series 2014-57, Board of Governors of the Federal Reserve System (U.S.).
- Laura Coroneo & Domenico Giannone & Michèle Modugno, 2013. "Unspanned Macroeconomic Factors in the Yields Curve," Working Papers ECARES ECARES 2013-07, ULB -- Universite Libre de Bruxelles.
- Dr. Alain Galli & Dr. Christian Hepenstrick & Dr. Rolf Scheufele, 2017.
"Mixed-frequency models for tracking short-term economic developments in Switzerland,"
Working Papers
2017-02, Swiss National Bank.
- Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2019. "Mixed-Frequency Models for Tracking Short-Term Economic Developments in Switzerland," International Journal of Central Banking, International Journal of Central Banking, vol. 15(2), pages 151-178, June.
- Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith, 2019. "Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 12-45, September.
- Santiago Etchegaray Alvarez, 2022. "Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay," Documentos de trabajo 2022004, Banco Central del Uruguay.
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"Short-term forecasting GDP with a DSGE model augmented by monthly indicators,"
Working Papers
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"Real-Time Nowcasting Nominal GDP Under Structural Break,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
201313, University of Kansas, Department of Economics, revised Feb 2014.
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- Susan Athey, 2018. "The Impact of Machine Learning on Economics," NBER Chapters, in: The Economics of Artificial Intelligence: An Agenda, pages 507-547, National Bureau of Economic Research, Inc.
- Todd E. Clark & Fabian Krueger & Francesco Ravazzolo, 2015.
"Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts,"
Working Papers (Old Series)
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- Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017. "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 470-485, July.
- Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113077, Verein für Socialpolitik / German Economic Association.
- Fabian Kr�ger & Todd E. Clark & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers No 8/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Bańbura, Marta & Belousova, Irina & Bodnár, Katalin & Tóth, Máté Barnabás, 2023. "Nowcasting employment in the euro area," Working Paper Series 2815, European Central Bank.
- Pradeep Mishra & Khder Alakkari & Mostafa Abotaleb & Pankaj Kumar Singh & Shilpi Singh & Monika Ray & Soumitra Sankar Das & Umme Habibah Rahman & Ali J. Othman & Nazirya Alexandrovna Ibragimova & Gulf, 2021. "Nowcasting India Economic Growth Using a Mixed-Data Sampling (MIDAS) Model (Empirical Study with Economic Policy Uncertainty–Consumer Prices Index)," Data, MDPI, vol. 6(11), pages 1-15, November.
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"Nowcasting the output gap,"
CAMA Working Papers
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"Minnesota-type adaptive hierarchical priors for large Bayesian VARs,"
CAMA Working Papers
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- Sandra Bilek-Steindl & Thomas Url, 2022. "Nowcasting and monitoring SDG 8," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(2), pages 313-345, May.
- Ryadh M. Alkhareif & William A. Barnett, 2022. "Nowcasting Real GDP for Saudi Arabia1," Open Economies Review, Springer, vol. 33(2), pages 333-345, April.
- Philip ME Garboden, 2019. "Sources and Types of Big Data for Macroeconomic Forecasting," Working Papers 2019-3, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
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- Franz Ramsauer & Aleksey Min & Michael Lingauer, 2019. "Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components," Econometrics, MDPI, vol. 7(3), pages 1-43, July.
- Christophe Piette, 2016. "Predicting Belgium’s GDP using targeted bridge models," Working Paper Research 290, National Bank of Belgium.
- Andreini, Paolo & Hasenzagl, Thomas & Reichlin, Lucrezia & Senftleben-König, Charlotte & Strohsal, Till, 2023. "Nowcasting German GDP: Foreign factors, financial markets, and model averaging," International Journal of Forecasting, Elsevier, vol. 39(1), pages 298-313.
- Marcellino, Massimiliano & Foroni, Claudia, 2014.
"Markov-Switching Mixed-Frequency VAR Models,"
CEPR Discussion Papers
9815, C.E.P.R. Discussion Papers.
- Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2015. "Markov-switching mixed-frequency VAR models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 692-711.
- Serena Ng & Susannah Scanlan, 2023. "Constructing High Frequency Economic Indicators by Imputation," Papers 2303.01863, arXiv.org, revised Oct 2023.
- Krüger, Fabian & Nolte, Ingmar, 2016. "Disagreement versus uncertainty: Evidence from distribution forecasts," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 172-186.
- Caruso, Alberto, 2018. "Nowcasting with the help of foreign indicators: The case of Mexico," Economic Modelling, Elsevier, vol. 69(C), pages 160-168.
- Cristea, R. G., 2020. "Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?," Cambridge Working Papers in Economics 20108, Faculty of Economics, University of Cambridge.
- Alberto Caruso, 2015. "Nowcasting Mexican GDP," Working Papers ECARES ECARES 2015-40, ULB -- Universite Libre de Bruxelles.
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- Heinisch, Katja, 2016. "A real-time analysis on the importance of hard and soft data for nowcasting German GDP," VfS Annual Conference 2016 (Augsburg): Demographic Change 145864, Verein für Socialpolitik / German Economic Association.
- Yi-Ting Chen, 2021. "A mixed-frequency smooth measure for business conditions," Empirical Economics, Springer, vol. 61(4), pages 1699-1724, October.
- Kirstin Hubrich & Simone Manganelli, 2014. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 506-509, October.
- Abdalla, Ahmed M. & Carabias, Jose M. & Patatoukas, Panos N., 2021. "The real-time macro content of corporate financial reports: A dynamic factor model approach," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 260-280.
- Kitlinski, Tobias, 2015. "With or without you: Do financial data help to forecast industrial production?," Ruhr Economic Papers 558, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ademmer, Martin & Boysen-Hogrefe, Jens & Fiedler, Salomon & Groll, Dominik & Hauber, Philipp & Jannsen, Nils & Kooths, Stefan & Potjagailo, Galina, 2018. "Deutsche Konjunktur im Frühjahr 2018 - Deutsche Wirtschaft näher am Limit [German Economy Spring 2018 - German economy closer to its limit]," Kieler Konjunkturberichte 41, Kiel Institute for the World Economy (IfW Kiel).
- Paul Labonne, 2020. "Capturing GDP nowcast uncertainty in real time," Papers 2012.02601, arXiv.org, revised Oct 2021.
- Wichitaksorn, Nuttanan, 2022. "Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach," Journal of Asian Economics, Elsevier, vol. 78(C).
- Joseph, Andreas & Kalamara, Eleni & Kapetanios, George & Potjagailo, Galina & Chakraborty, Chiranjit, 2021. "Forecasting UK inflation bottom up," Bank of England working papers 915, Bank of England, revised 27 Sep 2022.
- Urasawa, Satoshi, 2014. "Real-time GDP forecasting for Japan: A dynamic factor model approach," Journal of the Japanese and International Economies, Elsevier, vol. 34(C), pages 116-134.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2012.
"Money, credit, monetary policy and the business cycle in the euro area,"
CEPR Discussion Papers
8944, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2012. "Money, Credit, Monetary Policy and the Business Cycle in the Euro Area," Working Papers ECARES ECARES 2012-008, ULB -- Universite Libre de Bruxelles.
Cited by:
- Leroi RAPUTSOANE, 2015.
"Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa,"
Turkish Economic Review, KSP Journals, vol. 2(4), pages 210-221, December.
- Raputsoane, Leroi, 2015. "Alternative measures of credit extension for countercyclical buffer decisions in South Africa," MPRA Paper 67453, University Library of Munich, Germany.
- Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017.
"Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach,"
Working Papers del Instituto Complutense de Estudios Internacionales
1703, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
- Victor Echevarria Icaza & Simón Sosvilla-Rivero, 2017. "Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach," Working Papers 17-01, Asociación Española de Economía y Finanzas Internacionales.
- Ragna Alstadheim & Ørjan Robstad & Nikka Husom Vonen, 2017. "Financial imbalances, crisis probability and monetary policy in Norway," Working Paper 2017/21, Norges Bank.
- Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015.
"Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
- Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers 9931, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Michèle Lenza, 2014. "Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections," Working Papers ECARES ECARES 2014-15, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," Working Paper Series 1733, European Central Bank.
- Antonio M. Conti & Andrea Nobili & Federico M. Signoretti, 2018. "Bank capital constraints, lending supply and economic activity," Temi di discussione (Economic working papers) 1199, Bank of Italy, Economic Research and International Relations Area.
- Bartoletto, Silvana & Chiarini, Bruno & Marzano, Elisabetta & Piselli, Paolo, 2019. "Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Gertrud Errit & Lenno Uuskula, 2013.
"Euro Area monetary policy transmission in Estonia,"
Bank of Estonia Working Papers
wp2013-7, Bank of Estonia, revised 09 Dec 2013.
- Gertrud Errit & Lenno Uusküla, 2014. "Euro area monetary policy transmission in Estonia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 14(1-2), pages 55-77, December.
- Marcellino, Massimiliano & Aastveit, Knut Are & Carriero, Andrea & Clark, Todd, 2016.
"Have Standard VARs Remained Stable Since the Crisis?,"
CEPR Discussion Papers
11558, C.E.P.R. Discussion Papers.
- Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2017. "Have Standard VARS Remained Stable Since the Crisis?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 931-951, August.
- Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014. "Have Standard VARs Remained Stable since the Crisis?," Working Papers (Old Series) 1411, Federal Reserve Bank of Cleveland.
- Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014. "Have standard VARs remained stable since the crisis?," Working Paper 2014/13, Norges Bank.
- Martin Mandler & Michael Scharnagl & Ute Volz, 2022.
"Heterogeneity in Euro Area Monetary Policy Transmission: Results from a Large Multicountry BVAR Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 627-649, March.
- Scharnagl, Michael & Mandler, Martin & Volz, Ute, 2016. "Heterogeneity in euro area monetary policy transmission: results from a large multi-country BVAR model," VfS Annual Conference 2016 (Augsburg): Demographic Change 145847, Verein für Socialpolitik / German Economic Association.
- Mandler, Martin & Scharnagl, Michael & Volz, Ute, 2016. "Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model," Discussion Papers 03/2016, Deutsche Bundesbank.
- Gert Peersman, 2011.
"Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area,"
CESifo Working Paper Series
3589, CESifo.
- Peersman, Gert, 2011. "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," CEPR Discussion Papers 8348, C.E.P.R. Discussion Papers.
- Peersman, Gert, 2011. "Macroeconomic effects of unconventional monetary policy in the euro area," Working Paper Series 1397, European Central Bank.
- G. Peersman, 2011. "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/734, Ghent University, Faculty of Economics and Business Administration.
- David Cobham & Yue Kang, 2012.
"Financial Crisis And Quantitative Easing: Can Broad Money Tell Us Anything?,"
Manchester School, University of Manchester, vol. 80, pages 54-76, September.
- Cobham, David & Kang, Yue, 2012. "Financial crisis and quantitative easing: can broad money tell us anything?," SIRE Discussion Papers 2012-55, Scottish Institute for Research in Economics (SIRE).
- David Cobham & Yue Kang, 2012. "Financial crisis and quantitative easing: can broad money tell us anything?," Heriot-Watt University Economics Discussion Papers 1206, Department of Economics, School of Management and Languages, Heriot Watt University.
- Afanasyeva, Elena, 2012. "Atypical Behavior of Money and Credit: Evidence From Conditional Forecasts," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 65405, Verein für Socialpolitik / German Economic Association.
- Reichlin, Lucrezia, 2014.
"Monetary Policy and Banks in the Euro Area: The Tale of Two Crises,"
Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 387-400.
- Lucrezia Reichlin, 2013. "Monetary policy and banks in the euro area: the tale of two crises," Special Conference Papers 26, Bank of Greece.
- Breitenlechner, Maximilian & Scharler, Johann, 2016. "The Bank Lending Channel and the Market for Banks' Wholesale Funding," VfS Annual Conference 2016 (Augsburg): Demographic Change 145679, Verein für Socialpolitik / German Economic Association.
- Darracq-Paries, Matthieu & De Santis, Roberto A., 2015.
"A non-standard monetary policy shock: The ECB's 3-year LTROs and the shift in credit supply,"
Journal of International Money and Finance, Elsevier, vol. 54(C), pages 1-34.
- De Santis, Roberto A. & Darracq Pariès, Matthieu, 2013. "A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply," Working Paper Series 1508, European Central Bank.
- Barigozzi, Matteo, 2018.
"On the stability of euro area money demand and its implications for monetary policy,"
LSE Research Online Documents on Economics
87283, London School of Economics and Political Science, LSE Library.
- Matteo Barigozzi & Antonio Conti, 2013. "On the Stability of Euro Area Money Demand and its Implications for Monetary Policy," LEM Papers Series 2013/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Matteo Barigozzi & Antonio M. Conti, 2018. "On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(4), pages 755-787, August.
- Mercè Sala-Rios & Teresa Torres-Solé & Mariona Farré-Perdiguer, 2016. "Credit and business cycles’ relationship: evidence from Spain," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(3), pages 149-171, December.
- Elena Deryugina & Alexey Ponomarenko, 2015.
"A large Bayesian vector autoregression model for Russia,"
Bank of Russia Working Paper Series
wps1, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey, 2014. "A large Bayesian vector autoregression model for Russia," BOFIT Discussion Papers 22/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Sandra Eickmeier & Leonardo Gambacorta & Boris Hofmann, 2013.
"Understanding Global Liquidity,"
BIS Working Papers
402, Bank for International Settlements.
- Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2014. "Understanding global liquidity," European Economic Review, Elsevier, vol. 68(C), pages 1-18.
- Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2013. "Understanding global liquidity," Discussion Papers 03/2013, Deutsche Bundesbank.
- Philip Liu & Konstantinos Theodoridis & Haroon Mumtaz & Francesco Zanetti, 2019.
"Changing Macroeconomic Dynamics at the Zero Lower Bound,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(3), pages 391-404, July.
- Francesco Zanetti & Philip Liu & Haroon Mumtaz and Konstantinos Theodoridis, 2017. "Changing Macroeconomic Dynamics at the Zero Lower Bound," Economics Series Working Papers 824, University of Oxford, Department of Economics.
- Stefan Behrendt, 2016. "Taking Stock - Credit Measures in Monetary Transmission," Jena Economics Research Papers 2016-002, Friedrich-Schiller-University Jena.
- Gert Peersman, 2011.
"Macroeconomic consequences of different types of credit market disturbances and non-conventional monetary policy in the euro area,"
2011 Meeting Papers
333, Society for Economic Dynamics.
- G. Peersman, 2011. "Bank Lending Shocks and the Euro Area Business Cycle," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/766, Ghent University, Faculty of Economics and Business Administration.
- Fiorelli, Cristiana & Meliciani, Valentina, 2019. "Economic growth in the era of unconventional monetary instruments: A FAVAR approach," Journal of Macroeconomics, Elsevier, vol. 62(C).
- Alvaro Ortiz Vidal-Abarca & Alfonso Ugarte Ruiz, 2015. "Introducing a New Early Warning System Indicator (EWSI) of banking crises," Working Papers 1502, BBVA Bank, Economic Research Department.
- Carlo Altavilla & Domenico Giannone & Michele Lenza, 2014.
"The Financial and Macroeconomic Effects of the OMT Announcements,"
CSEF Working Papers
352, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Giannone, Domenico & Lenza, Michele & Altavilla, Carlo, 2014. "The Financial and Macroeconomic Effects of OMT Announcements," CEPR Discussion Papers 10025, C.E.P.R. Discussion Papers.
- Michele Lenza, 2015. "The financial and macroeconomic effects of OMT announcements," Research Bulletin, European Central Bank, vol. 22, pages 12-16.
- Carlo Altavilla & Domenico Giannone & Michèle Lenza, 2014. "The Financial and Macroeconomic Effects of OMT Announcements," Working Papers ECARES ECARES 2014-31, ULB -- Universite Libre de Bruxelles.
- Carlo Altavilla & Domenico Giannone & Michele Lenza, 2016. "The Financial and Macroeconomic Effects of the OMT Announcements," International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 29-57, September.
- Giannone, Domenico & Altavilla, Carlo & Lenza, Michele, 2014. "The financial and macroeconomic effects of OMT announcements," Working Paper Series 1707, European Central Bank.
- Leroy, Aurélien, 2014. "Competition and the bank lending channel in Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 296-314.
- Afanasyeva, Elena, 2013. "Atypical behavior of credit: Evidence from a monetary VAR," IMFS Working Paper Series 70, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Reichlin, Lucrezia & Pill, Huw, 2014. "Exceptional policies for exceptional times: The ECB's response to the rolling crises of the Euro Area, and how it has brought u," CEPR Discussion Papers 10193, C.E.P.R. Discussion Papers.
- Samarina, Anna & Zhang, Lu & Bezemer, Dirk, 2017. "Credit cycle coherence in the eurozone: Was there a euro effect?," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 77-98.
- Ciccarelli, Matteo & Ortega, Eva & Valderrama, Maria Teresa, 2012.
"Heterogeneity and cross-country spillovers in macroeconomic-financial linkages,"
Working Paper Series
1498, European Central Bank.
- Matteo Ciccarelli & Eva Ortega & Maria Teresa Valderrama, 2012. "Heterogeneity and cross-country spillovers in macroeconomic-financial linkages," Working Papers 1241, Banco de España.
- João Tovar Jalles, 2019.
"Monetary Aggregates and Macroeconomic Performance: The Portuguese Escudo, 1911–1999,"
International Economic Journal, Taylor & Francis Journals, vol. 33(4), pages 719-740, October.
- João Tovar Jalles, 2019. "Monetary Aggregates and Macroeconomic Performance: the Portuguese Escudo, 1911-1999," Working Papers REM 2019/0102, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Anton, Roman, 2015. "Monetary Development and Transmission in the Eurosystem," MPRA Paper 67323, University Library of Munich, Germany, revised 08 Oct 2015.
- International Monetary Fund, 2014. "Former Yugoslav Republic of Macedonia: Selected Issues," IMF Staff Country Reports 2014/232, International Monetary Fund.
- Stefan Behrendt, 2017. "Unconventional Monetary Policy Effects on Bank Lending in the Euro Area," Jena Economics Research Papers 2017-002, Friedrich-Schiller-University Jena.
- Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
- Iñaki Aldasoro & Robert Unger, 2017.
"External financing and economic activity in the euro area - why are bank loans special?,"
BIS Working Papers
622, Bank for International Settlements.
- Aldasoro, Iñaki & Unger, Robert, 2017. "External financing and economic activity in the euro area: Why are bank loans special?," Discussion Papers 04/2017, Deutsche Bundesbank.
- Giulia RIVOLTA, 2014. "An Event Study Analysis of ECB Unconventional Monetary Policy," Departmental Working Papers 2014-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Nikolay Hristov & Oliver Hülsewig & Thomas Siemsen & Timo Wollmershäuser, 2019.
"Restoring euro area monetary transmission: Which role for government bond rates?,"
Empirical Economics, Springer, vol. 57(3), pages 991-1021, September.
- Hristov, Nikolay & Huelsewig, Oliver & Siemsen, Thomas & Wollmershaeuser, Timo, 2019. "Restoring euro area monetary transmission: Which role for government bond rates?," Munich Reprints in Economics 78269, University of Munich, Department of Economics.
- Marzie Taheri Sanjani, 2014. "Financial Frictions in Data: Evidence and Impact," IMF Working Papers 2014/238, International Monetary Fund.
- G. Peersman, 2014.
"The Effectiveness of Unconventional Monetary Policies,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
14/875, Ghent University, Faculty of Economics and Business Administration.
- Peersman, Gert, 2011. "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," CEPR Discussion Papers 8348, C.E.P.R. Discussion Papers.
- Guglielmo Forges Davanzati & Rosario Patalano & Guido Traficante, 2019. "The Italian economic stagnation in a Kaldorian theoretical perspective," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 36(3), pages 841-861, October.
- António Afonso & António Jorge Silva, 2014. "The Monetary Transmission Mechanism in the Euro Area: has it changed with the EMU? A VAR approach, with fiscal policy and financial stress considerations," Working Papers Department of Economics 2014/10, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Matteo Farn'e & Angela Montanari, 2018. "A bootstrap test to detect prominent Granger-causalities across frequencies," Papers 1803.00374, arXiv.org, revised Oct 2018.
- Ute Volz & Martin Mandler & Michael Scharnagl, 2016. "Heterogeneity in Euro Area Monetary Policy Transmission: Results from a large Multi-Country BVAR," EcoMod2016 9609, EcoMod.
- James H. Stock & Mark W. Watson, 2012. "Disentangling the Channels of the 2007-2009 Recession," NBER Working Papers 18094, National Bureau of Economic Research, Inc.
- Reichlin, Lucrezia & Pill, Huw & Lenza, Michele, 2010.
"Monetary policy in exceptional times,"
CEPR Discussion Papers
7669, C.E.P.R. Discussion Papers.
- Michele Lenza & Huw Pill & Lucrezia Reichlin, 2010. "Monetary policy in exceptional times [Preventing deflation: Lessons from Japan’s experience in the 1990s]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 25(62), pages 295-339.
- Lenza, Michele & Pill, Huw & Reichlin, Lucrezia, 2010. "Monetary policy in exceptional times," Working Paper Series 1253, European Central Bank.
Cited by:
- christiaan Pattipeilohy, 2016. "A comparative analysis of developments in central bank balance sheet composition," BIS Working Papers 559, Bank for International Settlements.
- Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013.
"Risk, uncertainty and monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 60(7), pages 771-788.
- Geert Bekaert & Marie Hoerova, 2010. "Risk, uncertainty and monetary policy," Research Bulletin, European Central Bank, vol. 10, pages 11-13.
- Lo Duca, Marco & Hoerova, Marie & Bekaert, Geert, 2013. "Risk, uncertainty and monetary policy," Working Paper Series 1565, European Central Bank.
- Bekaert, Geert & Lo Duca, Marco & Hoerova, Marie, 2010. "Risk, Uncertainty and Monetary Policy," CEPR Discussion Papers 8154, C.E.P.R. Discussion Papers.
- Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2010. "Risk, Uncertainty and Monetary Policy," NBER Working Papers 16397, National Bureau of Economic Research, Inc.
- Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2012. "Risk, uncertainty and monetary policy," Working Paper Research 229, National Bank of Belgium.
- Haldane, Andrew & Roberts-Sklar, Matt & Wieladek, Tomasz & Young, Chris, 2016.
"QE: The Story so far,"
Bank of England working papers
624, Bank of England.
- Wieladek, Tomasz & Haldane, Andrew & Roberts-Sklar, Matt & Young, Chris, 2016. "QE: the story so far," CEPR Discussion Papers 11691, C.E.P.R. Discussion Papers.
- Bucher, Monika & Hauck, Achim & Neyer, Ulrike, 2014.
"Frictions in the interbank market and uncertain liquidity needs: Implications for monetary policy implementation,"
DICE Discussion Papers
134 [rev.], Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Bucher, Monika & Hauck, Achim & Neyer, Ulrike, 2014. "Frictions in the interbank market and uncertain liquidity needs: Implications for monetary policy implementation," DICE Discussion Papers 134, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015.
"Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
- Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers 9931, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Michèle Lenza, 2014. "Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections," Working Papers ECARES ECARES 2014-15, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," Working Paper Series 1733, European Central Bank.
- Eleni Zafeiriou & Spyridon Galatsidas & Garyfallos Arabatzis & Stavros Tsiantikoudis & Athanasios Batzios, 2023. "Environmental Degradation by Energy–Economic Growth Interlinkages in EU Agriculture," Energies, MDPI, vol. 16(9), pages 1-14, May.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015.
"The QE experience: worth a try?,"
SciencePo Working papers Main
hal-03470201, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "The QE experience: worth a try?," Sciences Po publications info:hdl:2441/4qb2og10r48, Sciences Po.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "The QE experience : Worth a try ?," SciencePo Working papers Main hal-03459951, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "The QE experience: Worth a try?," Post-Print hal-03568216, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "The QE experience : Worth a try ?," Sciences Po publications info:hdl:2441/166ip2fse39, Sciences Po.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "The QE experience : Worth a try ?," Post-Print hal-03459951, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "The QE experience: Worth a try?," Sciences Po publications info:hdl:2441/76n8jifalu9, Sciences Po.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "The QE experience: worth a try?," Working Papers hal-03470201, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "The QE experience: Worth a try?," SciencePo Working papers Main hal-03568216, HAL.
- Villa, Stefania, 2013. "Financial frictions in the euro area: a Bayesian assessment," Working Paper Series 1521, European Central Bank.
- Florian Huber & Maria Teresa Punzi, 2016.
"International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound,"
Department of Economics Working Papers
wuwp216, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Punzi, Maria Teresa, 2020. "International Housing Markets, Unconventional Monetary Policy, And The Zero Lower Bound," Macroeconomic Dynamics, Cambridge University Press, vol. 24(4), pages 774-806, June.
- Huber, Florian & Punzi, Maria Teresa, 2016. "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Paper Series 216, WU Vienna University of Economics and Business.
- Huber, Florian & Punzi, Maria Teresa, 2016. "International housing markets, unconventional monetary policy and the zero lower bound," FinMaP-Working Papers 58, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Lior Cohen & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2019.
"“Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?”,"
IREA Working Papers
201901, University of Barcelona, Research Institute of Applied Economics, revised Jan 2019.
- Lior Cohen & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2019. "Has the ECB’s monetary policy prompted companies to invest, or pay dividends?," Applied Economics, Taylor & Francis Journals, vol. 51(45), pages 4920-4938, September.
- Christopher Martin & Costas Milas, 2012.
"Quantitative Easing: A Sceptical Survey,"
Working Paper series
73_12, Rimini Centre for Economic Analysis.
- Christopher Martin & Costas Milas, 2012. "Quantitative Easing: a Sceptical Survey," Department of Economics Working Papers 2/12, University of Bath, Department of Economics.
- Christopher Martin & Costas Milas, 2012. "Quantitative easing: a sceptical survey," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 28(4), pages 750-764, WINTER.
- Jäger, Jannik & Grigoriadis, Theocharis, 2016. "Soft budget constraints, European Central Banking and the financial crisis," Discussion Papers 2016/7, Free University Berlin, School of Business & Economics.
- Ivan Hajdukovic, 2022.
"Transmission mechanisms of conventional and unconventional monetary policies in open economies,"
Post-Print
hal-03912666, HAL.
- Ivan Hajdukovic, 2022. "Transmission mechanisms of conventional and unconventional monetary policies in open economies," International Economics and Economic Policy, Springer, vol. 19(3), pages 491-536, July.
- Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014.
"An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?,"
Borradores de Economia
11311, Banco de la Republica.
- Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(74), pages 68-86, June.
- Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 68-86, June.
- Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 129-158, Bank for International Settlements.
- Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Borradores de Economia 822, Banco de la Republica de Colombia.
- Malovaná, Simona & Frait, Jan, 2017.
"Monetary policy and macroprudential policy: Rivals or teammates?,"
Journal of Financial Stability, Elsevier, vol. 32(C), pages 1-16.
- Simona Malovana & Jan Frait, 2016. "Monetary Policy and Macroprudential Policy: Rivals or Teammates?," Working Papers 2016/06, Czech National Bank.
- Simona Malovana & Jan Frait, 2016. "Monetary Policy and Macroprudential Policy: Rivals or Teammates?," Working Papers IES 2016/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2016.
- Zaleska, Małgorzata, 2014. "The Polish banking sector – per aspera ad astra," Studia z Polityki Publicznej / Public Policy Studies, Warsaw School of Economics, vol. 1(4), pages 1-30, December.
- Darracq Pariès, Matthieu & Maurin, Laurent & Moccero, Diego, 2014. "Financial conditions index and credit supply shocks for the euro area," Working Paper Series 1644, European Central Bank.
- John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2014. "Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison," International Finance Discussion Papers 1101, Board of Governors of the Federal Reserve System (U.S.).
- Jérôme Creel & Paul Hubert & Mathilde Viennot, 2016.
"The effect of ECB monetary policies on interest rates and volumes,"
Applied Economics, Taylor & Francis Journals, vol. 48(47), pages 4477-4501, October.
- Jérôme Creel & Paul Hubert & Mathilde Viennot, 2015. "The effect of ECB monetary policies on interest rates and volumes," Documents de Travail de l'OFCE 2015-26, Observatoire Francais des Conjonctures Economiques (OFCE).
- Jérôme Creel & Paul Hubert & Mathilde Viennot, 2015. "The Effect of ECB Monetary Policies on Interest Rates and Volumes," SciencePo Working papers Main hal-03459679, HAL.
- Jérôme Creel & Paul Hubert & Mathilde Viennot, 2015. "The Effect of ECB Monetary Policies on Interest Rates and Volumes," Sciences Po publications 2015-26, Sciences Po.
- Jérôme Creel & Paul Hubert & Mathilde Viennot, 2015. "The Effect of ECB Monetary Policies on Interest Rates and Volumes," Working Papers hal-03459679, HAL.
- Fratzscher, Marcel, 2016.
"Rules versus Human Beings, and the Mandate of the ECB,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 62(1), pages 68-87.
- Marcel Fratzscher, 2016. "Rules Versus Human Beings, and the Mandate of the ECB," CESifo Economic Studies, CESifo Group, vol. 62(1), pages 68-87.
- Antonio M. Conti & Andrea Nobili & Federico M. Signoretti, 2018. "Bank capital constraints, lending supply and economic activity," Temi di discussione (Economic working papers) 1199, Bank of Italy, Economic Research and International Relations Area.
- Fabo, Brian & Jančoková, Martina & Kempf, Elisabeth & Pástor, Ľuboš, 2024.
"Fifty shades of QE: Robust evidence,"
Journal of Banking & Finance, Elsevier, vol. 159(C).
- Pástor, Luboš & Fabo, Brian & Jancokova, Martina & Kempf, Elisabeth, 2023. "Fifty Shades of QE: Robust Evidence," CEPR Discussion Papers 17998, C.E.P.R. Discussion Papers.
- Fabo, Brian & Jancoková, Martina & Kempf, Elisabeth & Pástor, éLuboés, 2023. "Fifty shades of QE: Robust evidence," IMFS Working Paper Series 181, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Brian Fabo & Martina Jancokova & Elisabeth Kempf & Lubos Pastor, 2023. "Fifty Shades of QE: Robust Evidence," Working and Discussion Papers WP 4/2023, Research Department, National Bank of Slovakia.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015.
"Que peut-on attendre de l'assouplissement quantitatif de la BCE ?,"
Post-Print
hal-03459898, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "Que peut-on attendre de l'assouplissement quantitatif de la BCE ?," SciencePo Working papers Main hal-03459898, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "Que peut-on attendre de l’assouplissement quantitatif de la BCE ?," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(2), pages 265-290.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "Que peut-on attendre de l'assouplissement quantitatif de la BCE ?," Sciences Po publications info:hdl:2441/3t12lkolqm8, Sciences Po.
- C. Liberati & M. Marzo & P. Zagaglia & P. Zappa, 2012.
"Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil,"
Working Papers
wp841, Dipartimento Scienze Economiche, Universita' di Bologna.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil," Papers 1207.5269, arXiv.org.
- Liberati, Caterina & Marzo, Massimiliano & Zagaglia, Paolo & Zappa, Paola, 2012. "Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil," MPRA Paper 40223, University Library of Munich, Germany.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil," Working Paper series 57_12, Rimini Centre for Economic Analysis.
- Canova, Fabio & Bluwstein, Kristina, 2015.
"Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures,"
CEPR Discussion Papers
10856, C.E.P.R. Discussion Papers.
- Kristina Bluwstein & Fabio Canova, 2016. "Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures," International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 69-120, September.
- Hoelle, Matthew, 2015. "On the Pareto efficiency of term structure targeting policies," Mathematical Social Sciences, Elsevier, vol. 77(C), pages 62-69.
- L. Gambacorta & B. Hofmann & G. Peersman, 2011.
"The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
11/765, Ghent University, Faculty of Economics and Business Administration.
- Leonardo Gambacorta & Boris Hofmann & Gert Peersman, 2014. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 615-642, June.
- Leonardo Gambacorta & Boris Hofmann & Gert Peersman, 2012. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis," BIS Working Papers 384, Bank for International Settlements.
- Andreas Beyer & Benoît Coeuré & Caterina Mendicino, 2017. "Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 494-495-4, pages 45-64.
- Michael Joyce & David Miles & Andrew Scott & Dimitri Vayanos, 2012. "Quantitative Easing and Unconventional Monetary Policy – an Introduction," Economic Journal, Royal Economic Society, vol. 122(564), pages 271-288, November.
- Budnik, Katarzyna & Bochmann, Paul, 2017. "Capital and liquidity buffers and the resilience of the banking system in the euro area," Working Paper Series 2120, European Central Bank.
- Heike Schenkelberg & Sebastian Watzka, 2011.
"Real Effects of Quantitative Easing at the Zero-Lower Bound: Structural VAR-based Evidence from Japan,"
CESifo Working Paper Series
3486, CESifo.
- Watzka, Sebastian & Schenkelberg, Heike, 2011. "Real effects of Quantitative Easing at the Zero-Lower Bound: Structural VAR-based evidence from Japan," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48687, Verein für Socialpolitik / German Economic Association.
- Schenkelberg, Heike & Watzka, Sebastian, 2013. "Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 327-357.
- Schenkelberg, Heike & Watzka, Sebastian, 2013. "Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan," Munich Reprints in Economics 19757, University of Munich, Department of Economics.
- David ARISTEI & Manuela Gallo, 2012.
"Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach,"
Quaderni del Dipartimento di Economia, Finanza e Statistica
107/2012, Università di Perugia, Dipartimento Economia.
- Aristei, David & Gallo, Manuela, 2014. "Interest rate pass-through in the Euro area during the financial crisis: A multivariate regime-switching approach," Journal of Policy Modeling, Elsevier, vol. 36(2), pages 273-295.
- Piotr Fiszeder & Ilona Pietryka, 2018. "Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis," Empirical Economics, Springer, vol. 55(2), pages 445-470, September.
- A. Colangelo & D. Giannone & M. Lenza & H. Pill & L. Reichlin, 2017. "The national segmentation of euro area bank balance sheets during the financial crisis," Empirical Economics, Springer, vol. 53(1), pages 247-265, August.
- Radosław Ciukaj, 2016. "Managing Financial Stability By The European Central Bank In The Period 2008–2012," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 5(2), pages 57-72.
- Jef Boeckx & Maarten Dossche & Gert Peersman, 2014.
"Effectiveness and Transmission of the ECB's Balance Sheet Policies,"
CESifo Working Paper Series
4907, CESifo.
- Jef Boeckx & Maarten Dossche & Gert Peersman, 2014. "Effectiveness and Transmission of the ECB’s Balance Sheet Policies," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/887, Ghent University, Faculty of Economics and Business Administration.
- Jef Boeckx & Maarten Dossche & Gert Peersman, 2014. "Effectiveness and transmission of the ECB’s balance sheet policies," Working Paper Research 275, National Bank of Belgium.
- Jef Boeckx & Maarten Dossche & Gert Peersman, 2017. "Effectiveness and Transmission of the ECB's Balance Sheet Policies," International Journal of Central Banking, International Journal of Central Banking, vol. 13(1), pages 297-333, February.
- Haroon Mumtaz & Angeliki Theophilopoulou, 2016.
"The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis,"
Working Papers
783, Queen Mary University of London, School of Economics and Finance.
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2017. "The impact of monetary policy on inequality in the UK. An empirical analysis," European Economic Review, Elsevier, vol. 98(C), pages 410-423.
- Phil Molyneux & Rue Xie & John Thornton & Alessio Reghezza, 2017. "Did Negative Interest Rates Impact Bank Lending?," Working Papers 17002, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Gert Peersman, 2011.
"Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area,"
CESifo Working Paper Series
3589, CESifo.
- Peersman, Gert, 2011. "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," CEPR Discussion Papers 8348, C.E.P.R. Discussion Papers.
- Peersman, Gert, 2011. "Macroeconomic effects of unconventional monetary policy in the euro area," Working Paper Series 1397, European Central Bank.
- G. Peersman, 2011. "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/734, Ghent University, Faculty of Economics and Business Administration.
- Ugo Albertazzi & Andrea Nobili & Federico M. Signoretti, 2021.
"The Bank Lending Channel of Conventional and Unconventional Monetary Policy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 261-299, March.
- Ugo Albertazzi & Andrea Nobili & Federico M. Signoretti, 2016. "The bank lending channel of conventional and unconventional monetary policy," Temi di discussione (Economic working papers) 1094, Bank of Italy, Economic Research and International Relations Area.
- Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin, 2010.
"Non‐Standard Monetary Policy Measures,"
Working Papers ECARES
ECARES 2010-040, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2010. "Non-standard Monetary Policy Measures and Monetary Developments," CEPR Discussion Papers 8125, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Lenza, Michele & Pill, Huw & Reichlin, Lucrezia, 2011. "Non-standard monetary policy measures and monetary developments," Working Paper Series 1290, European Central Bank.
- Tristani, Oreste & De Fiore, Fiorella, 2019.
"(Un)conventional policy and the effective lower bound,"
Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
- Fiorella De Fiore & Oreste Tristani, 2019. "(Un)conventional policy and the effective lower bound," BIS Working Papers 804, Bank for International Settlements.
- Tristani, Oreste & De Fiore, Fiorella, 2019. "(Un)conventional Policy and the Effective Lower Bound," CEPR Discussion Papers 13585, C.E.P.R. Discussion Papers.
- De Fiore, Fiorella & Tristani, Oreste, 2018. "(Un)conventional policy and the effective lower bound," Working Paper Series 2183, European Central Bank.
- Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin, 2010.
"Non standard Monetary Policy measures and monetary developments,"
Working Papers ECARES
2010-040, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2010. "Non-standard Monetary Policy Measures and Monetary Developments," CEPR Discussion Papers 8125, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Lenza, Michele & Pill, Huw & Reichlin, Lucrezia, 2011. "Non-standard monetary policy measures and monetary developments," Working Paper Series 1290, European Central Bank.
- Dumitriu, Ramona & Stefanescu, Razvan, 2014. "Perspective ale ţintirii inflaţiei [Perspectives of the Inflation Targeting]," MPRA Paper 52943, University Library of Munich, Germany, revised 14 Jan 2014.
- Martin, Feldkircher & Thomas, Gruber & Florian, Huber, 2019.
"International effects of a compression of euro area yield curves,"
Working Papers in Economics
2019-1, University of Salzburg.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Paper Series 248, WU Vienna University of Economics and Business.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168111, Verein für Socialpolitik / German Economic Association.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2020. "International effects of a compression of euro area yield curves," Journal of Banking & Finance, Elsevier, vol. 113(C).
- Martin Feldkircher & Thomas Gruber & Florian Huber, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Papers wuwp248, Vienna University of Economics and Business, Department of Economics.
- Ana Lamo & Frank Smets, 2010. "Wage dynamics in Europe: some new findings," Research Bulletin, European Central Bank, vol. 10, pages 2-5.
- Reichlin, Lucrezia, 2014.
"Monetary Policy and Banks in the Euro Area: The Tale of Two Crises,"
Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 387-400.
- Lucrezia Reichlin, 2013. "Monetary policy and banks in the euro area: the tale of two crises," Special Conference Papers 26, Bank of Greece.
- Ewald Nowotny, 2012. "Der Euro - Vergangenheit, Gegenwart, Zukunft," Wirtschaft und Gesellschaft - WuG, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik, vol. 38(2), pages 273-284.
- Carsten M. Stann & Theocharis N. Grigoriadis, 2020. "Monetary Policy Transmission to Russia and Eastern Europe," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(2), pages 303-353, June.
- Jäger, Jannik & Grigoriadis, Theocharis, 2017. "The effectiveness of the ECB’s unconventional monetary policy: Comparative evidence from crisis and non-crisis Euro-area countries," Journal of International Money and Finance, Elsevier, vol. 78(C), pages 21-43.
- Ugo Panizza & Charles Wyplosz, 2018. "The Folk Theorem of Decreasing Effectiveness of Monetary Policy: What Do the Data Say?," Russian Journal of Money and Finance, Bank of Russia, vol. 77(1), pages 71-107, March.
- Leo Krippner & Sandra Eickmeier & Julia von Borstel, 2015.
"The interest rate pass-through in the euro area during the sovereign debt crisis,"
Reserve Bank of New Zealand Discussion Paper Series
DP2015/03, Reserve Bank of New Zealand.
- von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," Discussion Papers 10/2015, Deutsche Bundesbank.
- von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113035, Verein für Socialpolitik / German Economic Association.
- von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2016. "The interest rate pass-through in the euro area during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 386-402.
- Julia von Borstel & Sandra Eickmeier & Leo Krippner, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," CAMA Working Papers 2015-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jérôme Creel & Mathilde Viennot & Paul Hubert, 2013.
"Assessing the Interest Rate and Bank Lending Channels of ECB Monetary Policies,"
SciencePo Working papers Main
hal-01064261, HAL.
- Jérôme Creel & Paul Hubert & Mathilde Viennot, 2013. "Assessing the interest rate and bank lending channels of ECB monetary policies," Documents de Travail de l'OFCE 2013-25, Observatoire Francais des Conjonctures Economiques (OFCE).
- Jérôme Creel & Mathilde Viennot & Paul Hubert, 2013. "Assessing the Interest Rate and Bank Lending Channels of ECB Monetary Policies," Sciences Po publications 2013-25, Sciences Po.
- Jerome Creel & Paul Hubert & Mathilde Viennot, 2013. "Assessing the Interest Rate and Bank Lending Channels of ECB Monetary Policies," Working papers wpaper34, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- Jérôme Creel & Mathilde Viennot & Paul Hubert, 2013. "Assessing the Interest Rate and Bank Lending Channels of ECB Monetary Policies," Working Papers hal-01064261, HAL.
- Jan Willem End & Christiaan Pattipeilohy, 2017. "Central Bank Balance Sheet Policies and Inflation Expectations," Open Economies Review, Springer, vol. 28(3), pages 499-522, July.
- Quint, Dominic & Tristani, Oreste, 2017.
"Liquidity provision as a monetary policy tool: the ECB’s non-standard measures after the financial crisis,"
Working Paper Series
2113, European Central Bank.
- Quint, Dominic & Tristani, Oreste, 2018. "Liquidity provision as a monetary policy tool: The ECB’s non-standard measures after the financial crisis," Journal of International Money and Finance, Elsevier, vol. 80(C), pages 15-34.
- Quint, Dominic & Tristani, Oreste, 2017. "Liquidity provision as a monetary policy tool: The ECB's non-standard measures after the financial crisis," Discussion Papers 36/2017, Deutsche Bundesbank.
- Hartwell Christopher A., 2019. "Complexity, Uncertainty, and Monetary Policy: Can the ECB Avoid the Unconventional Becoming the ‘New Normal’?," The Economists' Voice, De Gruyter, vol. 16(1), pages 1-13, December.
- Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin, 2012.
"The ECB and the Interbank Market,"
Economic Journal, Royal Economic Society, vol. 122(564), pages 467-486, November.
- Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin, 2012. "The ECB and the Interbank Market," Working Papers ECARES ECARES 2012-005, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2012. "The ECB and the Interbank Market," CEPR Discussion Papers 8844, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2012. "The ECB and the interbank market," Working Paper Series 1496, European Central Bank.
- Claudio Borio & Anna Zabai, 2016.
"Unconventional monetary policies: a re-appraisal,"
BIS Working Papers
570, Bank for International Settlements.
- Claudio Borio & Anna Zabai, 2018. "Unconventional monetary policies: a re-appraisal," Chapters, in: Peter Conti-Brown & Rosa M. Lastra (ed.), Research Handbook on Central Banking, chapter 20, pages 398-444, Edward Elgar Publishing.
- Claudio Borio & Piti Disyatat, 2010. "Unconventional Monetary Policies: An Appraisal," Manchester School, University of Manchester, vol. 78(s1), pages 53-89, September.
- Claudio Borio & Piti Disyatat, 2009. "Unconventional monetary policies: an appraisal," BIS Working Papers 292, Bank for International Settlements.
- Kim, Kyungmin & Lee, Joo Yong, 2017. "Estimating the effects of FX-related macroprudential policies in Korea," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 23-48.
- Serag Masoud & Murad A. Bein & Wagdi Khalifa, 2022. "Examining the relationship between unconventional monetary policy and exchange rate movements: Empirical evidence from United States quantitative easing," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3444-3458, July.
- Darracq-Paries, Matthieu & De Santis, Roberto A., 2015.
"A non-standard monetary policy shock: The ECB's 3-year LTROs and the shift in credit supply,"
Journal of International Money and Finance, Elsevier, vol. 54(C), pages 1-34.
- De Santis, Roberto A. & Darracq Pariès, Matthieu, 2013. "A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply," Working Paper Series 1508, European Central Bank.
- Fernando Avalos & Emmanuel C Mamatzakis, 2018. "Euro area unconventional monetary policy and bank resilience," BIS Working Papers 754, Bank for International Settlements.
- Manfred Kremer, 2016.
"Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area,"
International Economics and Economic Policy, Springer, vol. 13(1), pages 105-138, January.
- Manfred Kremer, 2016. "Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area," International Economics and Economic Policy, Springer, vol. 13(1), pages 105-138, January.
- Barigozzi, Matteo, 2018.
"On the stability of euro area money demand and its implications for monetary policy,"
LSE Research Online Documents on Economics
87283, London School of Economics and Political Science, LSE Library.
- Matteo Barigozzi & Antonio Conti, 2013. "On the Stability of Euro Area Money Demand and its Implications for Monetary Policy," LEM Papers Series 2013/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Matteo Barigozzi & Antonio M. Conti, 2018. "On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(4), pages 755-787, August.
- Reichlin, Lucrezia, 2013. "The ECB and the banks: the tale of two crises," CEPR Discussion Papers 9647, C.E.P.R. Discussion Papers.
- Camba-Méndez, Gonzalo & Durré, Alain & Mongelli, Francesco Paolo, 2016. "Bank interest rate setting in the euro area during the Great Recession," Working Paper Series 1965, European Central Bank.
- Baumann, Ursel & Lodge, David & Miescu, Mirela S., 2019. "Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis," Working Paper Series 2248, European Central Bank.
- Matthieu Darracq-Pariès & Niki Papadopoulou, 2020. "Balance Sheet Policies in a Large Currency Union: A Primer on ECB Non-Standard Measures since 2014," Revue d'économie politique, Dalloz, vol. 130(2), pages 171-230.
- Churm, Rohan & Joyce, Michael & Kapetanios, George & Theodoridis, Konstantinos, 2021. "Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 721-736.
- Bernhard, Severin & Ebner, Till, 2017.
"Cross-border spillover effects of unconventional monetary policies on Swiss asset prices,"
Journal of International Money and Finance, Elsevier, vol. 75(C), pages 109-127.
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"Spillover of the ECB's monetary policy outside the euro area: How different is conventional from unconventional policy?,"
Journal of Policy Modeling, Elsevier, vol. 38(2), pages 199-225.
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"International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada,"
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"The conundrum of profitability versus soundness for banks by ownership type: Evidence from the Indian banking sector,"
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"Stories of the Twentieth Century for the Twenty-First,"
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"Financial Crisis And Quantitative Easing: Can Broad Money Tell Us Anything?,"
Manchester School, University of Manchester, vol. 80, pages 54-76, September.
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- David Cobham & Yue Kang, 2012. "Financial crisis and quantitative easing: can broad money tell us anything?," Heriot-Watt University Economics Discussion Papers 1206, Department of Economics, School of Management and Languages, Heriot Watt University.
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"International effects of a compression of euro area yield curves,"
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- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168111, Verein für Socialpolitik / German Economic Association.
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"Monetary Policy and Banks in the Euro Area: The Tale of Two Crises,"
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- Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin, 2012.
"The ECB and the Interbank Market,"
Economic Journal, Royal Economic Society, vol. 122(564), pages 467-486, November.
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- Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2012. "The ECB and the Interbank Market," CEPR Discussion Papers 8844, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2012. "The ECB and the interbank market," Working Paper Series 1496, European Central Bank.
- Carlo Altavilla & Miguel Boucinha & José-Luis Peydró, 2019.
"Monetary Policy and Bank Profitability in a Low Interest Rate Environment,"
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- Carlo Altavilla & Miguel Boucinha & José-Luis Peydró, 2017. "Monetary policy and bank profitability in a low interest rate environment," Economics Working Papers 1655, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2018.
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- Carlo Altavilla & Miguel Boucinha & José-Luis Peydró & Thorsten BeckManaging Editor, 2018. "Monetary policy and bank profitability in a low interest rate environment," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 33(96), pages 531-586.
- Carlo Altavilla & Miguel Boucinha & José-Luis Peydró, 2017. "Monetary Policy and Bank Profitability in a Low Interest Rate Environment," CSEF Working Papers 486, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Reichlin, Lucrezia, 2013. "The ECB and the banks: the tale of two crises," CEPR Discussion Papers 9647, C.E.P.R. Discussion Papers.
- Sophocles Brissimis & Eugenie Garganas & Stephen G. Hall, 2012.
"Consumer credit in an era of financial liberalisation: an overreaction to repressed demand?,"
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148, Bank of Greece.
- Sophocles N. Brissimis & Eugenie N. Garganas & Stephen G. Hall, 2014. "Consumer credit in an era of financial liberalization: an overreaction to repressed demand?," Applied Economics, Taylor & Francis Journals, vol. 46(2), pages 139-152, January.
- Brissimis, Sophocles N. & Garganas, Eugenie N. & Hall, Stephen G., 2012. "Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?," MPRA Paper 41819, University Library of Munich, Germany.
- Carlo Altavilla & Domenico Giannone & Michele Lenza, 2014.
"The Financial and Macroeconomic Effects of the OMT Announcements,"
CSEF Working Papers
352, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Giannone, Domenico & Lenza, Michele & Altavilla, Carlo, 2014. "The Financial and Macroeconomic Effects of OMT Announcements," CEPR Discussion Papers 10025, C.E.P.R. Discussion Papers.
- Michele Lenza, 2015. "The financial and macroeconomic effects of OMT announcements," Research Bulletin, European Central Bank, vol. 22, pages 12-16.
- Carlo Altavilla & Domenico Giannone & Michèle Lenza, 2014. "The Financial and Macroeconomic Effects of OMT Announcements," Working Papers ECARES ECARES 2014-31, ULB -- Universite Libre de Bruxelles.
- Carlo Altavilla & Domenico Giannone & Michele Lenza, 2016. "The Financial and Macroeconomic Effects of the OMT Announcements," International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 29-57, September.
- Giannone, Domenico & Altavilla, Carlo & Lenza, Michele, 2014. "The financial and macroeconomic effects of OMT announcements," Working Paper Series 1707, European Central Bank.
- Kotaro Ishi & Mr. Kenji Fujita & Mr. Mark R. Stone, 2011. "Should Unconventional Balance Sheet Policies Be Added to the Central Bank toolkit? a Review of the Experience so Far," IMF Working Papers 2011/145, International Monetary Fund.
- Afanasyeva, Elena, 2013. "Atypical behavior of credit: Evidence from a monetary VAR," IMFS Working Paper Series 70, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Leila Simona TALANI, 2014. "The Political Economy of Italy in the EMU: What Went Wrong?," Journal of Economics and Political Economy, KSP Journals, vol. 1(2), pages 133-149, December.
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"Reinforcement learning policy recommendation for interbank network stability,"
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- Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators," CSEF Working Papers 240, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
Cited by:
- Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura, 2012. "Nowcasting with Daily Data," 2012 Meeting Papers 555, Society for Economic Dynamics.
- Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015.
"Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models,"
Finance and Economics Discussion Series
2015-66, Board of Governors of the Federal Reserve System (U.S.).
- Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2016. "Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 569-594, Emerald Group Publishing Limited.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012.
"Now-casting and the real-time data flow,"
CEPR Discussion Papers
9112, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
- Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J., 2014.
"Combining distributions of real-time forecasts: An application to U.S. growth,"
Research Memorandum
027, Maastricht University, Graduate School of Business and Economics (GSBE).
- Hecq, A.W. & Götz, T.B. & Urbain, J.R.Y.J., 2012. "Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data)," Research Memorandum 021, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021.
"Nowcasting with Large Bayesian Vector Autoregressions,"
CEPR Discussion Papers
15854, C.E.P.R. Discussion Papers.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022. "Nowcasting with large Bayesian vector autoregressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
- David de Antonio Liedo, 2014. "Nowcasting Belgium," Working Paper Research 256, National Bank of Belgium.
- Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele, 2024.
"Back to the present: Learning about the euro area through a now-casting model,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 661-686.
- Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021. "Back to the Present: Learning about the Euro Area through a Now-casting Model," International Finance Discussion Papers 1313, Board of Governors of the Federal Reserve System (U.S.).
- Stelios Bekiros & Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Mobeen Ur Rehman, 2018.
"Directional predictability and time-varying spillovers between stock markets and economic cycles,"
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- Raïsa Basselier & David Antonio Liedo & Geert Langenus, 2018. "Nowcasting Real Economic Activity in the Euro Area: Assessing the Impact of Qualitative Surveys," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 1-46, April.
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- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Nowcasting,"
Working Papers ECARES
ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010. "Nowcasting," Working Paper Series 1275, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010. "Nowcasting," CEPR Discussion Papers 7883, C.E.P.R. Discussion Papers.
- Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting the French index of industrial production: A comparison from bridge and factor models," Economic Modelling, Elsevier, vol. 29(6), pages 2174-2182.
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"What is the linkage between real growth in the Euro area and global financial market conditions?,"
Economics Bulletin, AccessEcon, vol. 32(3), pages 2464-2480.
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"EU consumers’ quantitative inflation perceptions and expectations: an evaluation,"
Occasional Paper Series
186, European Central Bank.
- Rodolfo Arioli & Colm Bates & Heinz Dieden & Ioana Duca & Roberta Friz & Christian Gayer & Geoff Kenny & Aidan Meyler & Iskra Pavlova, 2016. "EU Consumers’ Quantitative Inflation Perceptions and Expectations: An Evaluation," European Economy - Discussion Papers 038, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017.
"The role of indicator selection in nowcasting euro-area GDP in pseudo-real time,"
Empirical Economics, Springer, vol. 53(1), pages 79-99, August.
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- Marco Rubilar-González & Gabriel Pino, 2018. "Are Euro-Area expectations about recession phases effective to anticipate consequences of economic crises?," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 9(2), pages 141-161, June.
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- Aaron G. Grech & Reuben Ellul, 2021. "Are the European Commission’s Business and Consumer Survey Results Coincident Indicators for Maltese Economic Activity?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(1), pages 91-108, April.
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"Can news help measure economic sentiment? An application in COVID-19 times,"
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2027, Banco de España.
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"Monthly pass-through ratios,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1202-1213, July.
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- Aaron G. Grech, "undated". "The European Commission’s business and consumer surveys and Maltese macroeconomic trends," CBM Policy Papers PP/05/2019, Central Bank of Malta.
- George Kapetanios & Fotis Papailias, 2018. "Big Data & Macroeconomic Nowcasting: Methodological Review," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-12, Economic Statistics Centre of Excellence (ESCoE).
- Daniel Kaufmann & Rolf Scheufele, 2015.
"Business tendency surveys and macroeconomic fluctuations,"
KOF Working papers
15-378, KOF Swiss Economic Institute, ETH Zurich.
- Kaufmann, Daniel & Scheufele, Rolf, 2017. "Business tendency surveys and macroeconomic fluctuations," International Journal of Forecasting, Elsevier, vol. 33(4), pages 878-893.
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"Macroeconomic news and market reaction: Surprise indexes meet nowcasting,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1725-1734.
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- Caruso, Alberto, 2018. "Nowcasting with the help of foreign indicators: The case of Mexico," Economic Modelling, Elsevier, vol. 69(C), pages 160-168.
- Cristea, R. G., 2020. "Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?," Cambridge Working Papers in Economics 20108, Faculty of Economics, University of Cambridge.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008.
"Large Bayesian VARs,"
Working Paper Series
966, European Central Bank.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
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Cited by:
- Koop, Gary & Korobilis, Dimitris, 2016.
"Model uncertainty in Panel Vector Autoregressive models,"
European Economic Review, Elsevier, vol. 81(C), pages 115-131.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 2014_10, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
- Joshua C.C. Chan & Angelia L. Grant, 2016.
"Reconciling output gaps: unobserved components model and Hodrick-Prescott filter,"
CAMA Working Papers
2016-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Grant, Angelia L. & Chan, Joshua C.C., 2017. "Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter," Journal of Economic Dynamics and Control, Elsevier, vol. 75(C), pages 114-121.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019.
"Financial and fiscal interaction in the euro area crisis: this time was different,"
SciencePo Working papers Main
hal-03403269, HAL.
- Reichlin, Lucrezia & Caruso, Alberto & Ricco, Giovanni, 2018. "Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different," CEPR Discussion Papers 13016, C.E.P.R. Discussion Papers.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," Sciences Po publications info:hdl:2441/4u5amfvji89, Sciences Po.
- Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," European Economic Review, Elsevier, vol. 119(C), pages 333-355.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," Post-Print hal-03403613, HAL.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis: this time was different," Sciences Po publications 11, Sciences Po.
- Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2018. "Financial and Fiscal Interaction in the Euro Area Crisis : This Time was Different," The Warwick Economics Research Paper Series (TWERPS) 1167, University of Warwick, Department of Economics.
- Albert Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis : this time was different," Documents de Travail de l'OFCE 2019-11, Observatoire Francais des Conjonctures Economiques (OFCE).
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," SciencePo Working papers Main hal-03403613, HAL.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis: this time was different," Working Papers hal-03403269, HAL.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2017.
"Common and country specific economic uncertainty,"
Journal of International Economics, Elsevier, vol. 105(C), pages 205-216.
- Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Common and Country Specific Economic Uncertainty," Working Papers 752, Queen Mary University of London, School of Economics and Finance.
- Haroon Mumtaz & Alexandra Solovyeva & Elena Vasilieva, 2012. "Asset prices, credit and the Russian economy," Joint Research Papers 1, Centre for Central Banking Studies, Bank of England.
- Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2020.
"Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 934-943, September.
- Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019. "Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation," CAMA Working Papers 2019-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Henzel, Steffen R. & Mayr, Johannes, 2013. "The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 1-24.
- Mackowiak, Bartosz & Jarocinski, Marek, 2013.
"Granger-Causal-Priority and Choice of Variables in Vector Autoregressions,"
CEPR Discussion Papers
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- Marek Jarociński & Bartosz Maćkowiak, 2017. "Granger Causal Priority and Choice of Variables in Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 319-329, May.
- Jarociński, Marek & Maćkowiak, Bartosz, 2013. "Granger-causal-priority and choice of variables in vector autoregressions," Working Paper Series 1600, European Central Bank.
- Bartosz Mackowiak, 2015. "Granger-Causal-Priority and Choice of Variables in Vector Autoregressions," 2015 Meeting Papers 66, Society for Economic Dynamics.
- Joshua C. C. Chan & Gary Koop & Xuewen Yu, 2024.
"Large Order-Invariant Bayesian VARs with Stochastic Volatility,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 825-837, April.
- Joshua C. C. Chan & Gary Koop & Xuewen Yu, 2021. "Large Order-Invariant Bayesian VARs with Stochastic Volatility," Papers 2111.07225, arXiv.org.
- Fornaro, Paolo, 2015. "Forecasting U.S. Recessions with a Large Set of Predictors," MPRA Paper 62973, University Library of Munich, Germany.
- Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016.
"Nonlinear forecasting with many predictors using kernel ridge regression,"
International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
- Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2013. "Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression," CREATES Research Papers 2013-16, Department of Economics and Business Economics, Aarhus University.
- Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2011. "Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression," Tinbergen Institute Discussion Papers 11-007/4, Tinbergen Institute.
- Joshua C. C. Chan & Xuewen Yu, 2022.
"Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility,"
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- Joshua C.C. Chan & Xuewen Yu, 2020. "Fast and accurate variational inference for large Bayesian VARs with stochastic volatility," CAMA Working Papers 2020-108, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chan, Joshua C.C. & Yu, Xuewen, 2022. "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2020.
"Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 124-136, January.
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- Gary Koop, 2011.
"Forecasting with Medium and Large Bayesian VARs,"
Working Papers
1117, University of Strathclyde Business School, Department of Economics.
- Gary Koop, 2010. "Forecasting with Medium and Large Bayesian VARs," Working Paper series 43_10, Rimini Centre for Economic Analysis.
- Gary M. Koop, 2013. "Forecasting with Medium and Large Bayesian VARS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 177-203, March.
- Koop, Gary, 2011. "Forecasting with Medium and Large Bayesian VARs," SIRE Discussion Papers 2011-38, Scottish Institute for Research in Economics (SIRE).
- Ferrari Minesso, Massimo & Pagliari, Maria Sole, 2023.
"No country is an island. International cooperation and climate change,"
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- Pagliari, Maria Sole & Ferrari Minesso, Massimo, 2021. "No country is an island: international cooperation and climate change," Working Paper Series 2568, European Central Bank.
- Tallman, Ellis W. & Zaman, Saeed, 2020.
"Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy,"
International Journal of Forecasting, Elsevier, vol. 36(2), pages 373-398.
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- Salzmann, Leonard, 2020. "The Impact of Uncertainty and Financial Shocks in Recessions and Booms," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224588, Verein für Socialpolitik / German Economic Association.
- Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2023. "Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage," International Journal of Forecasting, Elsevier, vol. 39(1), pages 346-363.
- García, Javier Sánchez & Rambaud, Salvador Cruz, 2023. "Macrofinancial determinants of volatility transmission in a network of European sovereign debt markets," Finance Research Letters, Elsevier, vol. 53(C).
- Gary Koop & Dimitris Korobilis, 2018.
"Forecasting with High-Dimensional Panel VARs,"
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- Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
- Gary Koop & Dimitris Korobilis, 2019. "Forecasting with High‐Dimensional Panel VARs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
- Koop, Gary & Korobilis, Dimitris, 2015. "Forecasting with High-Dimensional Panel VARs," MPRA Paper 84275, University Library of Munich, Germany, revised 31 Jan 2018.
- Gary Koop & Dimitris Korobilis, 2015. "Forecasting With High Dimensional Panel VARs," Working Papers 2015_25, Business School - Economics, University of Glasgow.
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- Francesco Zanetti & Konstantinos Theodoridis, 2018. "State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications," Economics Series Working Papers 856, University of Oxford, Department of Economics.
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- Scott Brave & R. Andrew Butters & Alejandro Justiniano, 2016. "Forecasting Economic Activity with Mixed Frequency Bayesian VARs," Working Paper Series WP-2016-5, Federal Reserve Bank of Chicago.
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- Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 760, Queen Mary University of London, School of Economics and Finance.
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"Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage,"
CAMA Working Papers
2019-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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"Are Daily Financial Data Useful for Forecasting GDP? Evidence from Mexico,"
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- Mokinski, Frieder, 2017. "A severity function approach to scenario selection," Discussion Papers 34/2017, Deutsche Bundesbank.
- Alex Bara & Pierre Le Roux, 2017. "South Africa's Financial Spillover Effects on Growth and Financial Development in the Southern African Development Community," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 400-412.
- Raputsoane, Leroi, 2018. "Monetary policy reaction function pre and post the global financial crisis," MPRA Paper 84866, University Library of Munich, Germany.
- Gary Koop & Stuart McIntyre & James Mitchell, 2020. "UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(1), pages 91-119, January.
- Bańbura, Marta & Bobeica, Elena & Martínez Hernández, Catalina, 2023. "What drives core inflation? The role of supply shocks," Working Paper Series 2875, European Central Bank.
- Nguyen, Bao & Sum, Dek, 2019. "Macroeconomic Shocks and Trade Balance Adjustments in Papua New Guinea," MPRA Paper 93033, University Library of Munich, Germany.
- Bańbura, Marta & Brenna, Federica & Paredes, Joan & Ravazzolo, Francesco, 2021. "Combining Bayesian VARs with survey density forecasts: does it pay off?," Working Paper Series 2543, European Central Bank.
- Stefan Sauer & Klaus Wohlrabe, 2020. "ifo Handbuch der Konjunkturumfragen," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 88.
- Mihaela Simionescu, 2016. "Foreign Direct Investment and Sustainable Development. A Regional Approach for Romania," Working Papers of Macroeconomic Modelling Seminar 162702, Institute for Economic Forecasting.
- Gefang, Deborah, 2014. "Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage," International Journal of Forecasting, Elsevier, vol. 30(1), pages 1-11.
- Jürgen Antony & D. Broer, 2015. "Euro area financial shocks and economic activity in The Netherlands," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(3), pages 571-595, August.
- Michele Campolieti & Deborah Gefang & Gary Koop, 2013. "A new look at variation in employment growth in Canada," Working Papers 26145565, Lancaster University Management School, Economics Department.
- Jiahe Lin & George Michailidis, 2019. "Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models," Papers 1912.04146, arXiv.org, revised May 2020.
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- Karau, Sören, 2023. "Monetary policy and Bitcoin," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013. "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series 1536, European Central Bank.
- Domit, Sílvia & Monti, Francesca & Sokol, Andrej, 2016. "A Bayesian VAR benchmark for COMPASS," Bank of England working papers 583, Bank of England.
- Cobb, Marcus P A, 2017. "Aggregate Density Forecasting from Disaggregate Components Using Large VARs," MPRA Paper 76849, University Library of Munich, Germany.
- Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2014. "Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors," Working Papers 189, Oesterreichische Nationalbank (Austrian Central Bank).
- Borus Jungbacker & Siem Jan Koopman, 2008. "Likelihood-based Analysis for Dynamic Factor Models," Tinbergen Institute Discussion Papers 08-007/4, Tinbergen Institute, revised 20 Mar 2014.
- Elton Beqiraj & Massimiliano Tancioni, 2014. "Fiscal Consolidation and Sovereign Risk in the Euro-zone Periphery," Working Papers in Public Economics 167, University of Rome La Sapienza, Department of Economics and Law.
- Ute Volz & Martin Mandler & Michael Scharnagl, 2016. "Heterogeneity in Euro Area Monetary Policy Transmission: Results from a large Multi-Country BVAR," EcoMod2016 9609, EcoMod.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008.
"Opening the Black Box: Structural Factor Models with Large Cross-Sections,"
Working Papers ECARES
2008_036, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009. "Opening The Black Box: Structural Factor Models With Large Cross Sections," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1319-1347, October.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007. "Opening the black box: structural factor models with large cross-sections," Working Paper Series 712, European Central Bank.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Center for Economic Research (RECent) 008, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
Cited by:
- Juan José Echavarría & Andrés gonzález & Enrique López & Norberto Rodríguez, 2012.
"Choques internacionales reales y financieros y su impacto sobre la economía colombiana,"
Borradores de Economia
9884, Banco de la Republica.
- Juan José Echavarría & Andrés González & Enrique López & Norberto Rodíguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia 728, Banco de la Republica de Colombia.
- Juan José Echavarría & Andrés González & Enrique López & Norberto Rodríguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(69), pages 14-66, December.
- Juan José Echavarría & Andrés González, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(69), pages 14-66, December.
- Mario Forni & Luca Gambetti & Luca Sala, 2011.
"No News in Business Cycles,"
Working Papers
535, Barcelona School of Economics.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No news in business cycles," Center for Economic Research (RECent) 063, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Luca Gambetti & Luca Sala, 2013. "No News in Business Cycles," Working Papers 491, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Mario Forni & Luca Gambetti & Luca Sala, 2014. "No News in Business Cycles," Economic Journal, Royal Economic Society, vol. 124(581), pages 1168-1191, December.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No News in Business Cycles," UFAE and IAE Working Papers 862.11, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Forni, Mario & Sala, Luca & Gambetti, Luca, 2011. "No News in Business Cycles," CEPR Discussion Papers 8274, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No News in Business Cycles," Working Papers 383, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2017.
"Noise Bubbles,"
Economic Journal, Royal Economic Society, vol. 127(604), pages 1940-1976, September.
- Lippi, Marco & Forni, Mario & Sala, Luca & Gambetti, Luca, 2013. "Noise Bubbles," CEPR Discussion Papers 9532, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noise Bubbles," Center for Economic Research (RECent) 096, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noise Bubbles," Working Papers 532, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Moench, Emanuel & Soofi-Siavash, Soroosh, 2022.
"What moves treasury yields?,"
Journal of Financial Economics, Elsevier, vol. 146(3), pages 1016-1043.
- Soroosh Soofi-Siavash & Emanuel Moench, 2021. "What Moves Treasury Yields?," Bank of Lithuania Working Paper Series 88, Bank of Lithuania.
- Moench, Emanuel & Soofi Siavash, Soroosh, 2022. "What Moves Treasury Yields?," CEPR Discussion Papers 15978, C.E.P.R. Discussion Papers.
- GUO-FITOUSSI, Liang, 2013. "A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets," MPRA Paper 50005, University Library of Munich, Germany.
- Marcellino, Massimiliano & Sivec, Vasja, 2016.
"Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs,"
Journal of Econometrics, Elsevier, vol. 193(2), pages 335-348.
- Marcellino, Massimiliano & Sivec, Vasja, 2015. "Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs," CEPR Discussion Papers 10610, C.E.P.R. Discussion Papers.
- Davide Brignone & Alessandro Franconi & Marco Mazzali, 2023. "Robust Impulse Responses using External Instruments: the Role of Information," Papers 2307.06145, arXiv.org.
- Barigozzi, Matteo & Conti, Antonio & Luciani, Matteo, 2012.
"Do Euro area countries respond asymmetrically to the common monetary policy?,"
LSE Research Online Documents on Economics
43344, London School of Economics and Political Science, LSE Library.
- Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2013. "Do euro area countries respond asymmetrically to the common monetary policy?," Temi di discussione (Economic working papers) 923, Bank of Italy, Economic Research and International Relations Area.
- Matteo Luciani & Antoniomaria Conti & Matteo Barigozzi, 2013. "Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?," ULB Institutional Repository 2013/153330, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2014. "Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(5), pages 693-714, October.
- Hubrich, Kirstin & Marcellino, Massimiliano & Beck, Günter W., 2006.
"Regional inflation dynamics within and across euro area countries and a comparison with the US,"
Working Paper Series
681, European Central Bank.
- Kirstin Hubrich & Guenter Beck & Massimiliano Marcellino, 2000. "Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US," Regional and Urban Modeling 283600037, EcoMod.
- Beck, Günter W. & Hubrich, Kirstin & Marcellino, Massimiliano, 2006. "Regional inflation dynamics within and across euro area countries and a comparison with the US," CFS Working Paper Series 2007/01, Center for Financial Studies (CFS).
- Mario Forni & Luca Gambetti, 2010.
"Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model,"
Center for Economic Research (RECent)
040, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Luca Gambetti, 2010. "Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model," Working Papers 440, Barcelona School of Economics.
- Forni, Mario & Gambetti, Luca, 2010. "Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model," CEPR Discussion Papers 7692, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti, 2010. "Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model," UFAE and IAE Working Papers 850.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012.
"Now-casting and the real-time data flow,"
CEPR Discussion Papers
9112, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
- Matteo Barigozzi & Filippo Pellegrino, 2023. "Multidimensional dynamic factor models," Papers 2301.12499, arXiv.org.
- Matteo Luciani, 2013.
"Monetary Policy, and the Housing Market: A Structural Factor Analysis,"
ULB Institutional Repository
2013/153324, ULB -- Universite Libre de Bruxelles.
- Matteo LUCIANI, "undated". "Monetary Policy and the Housing Market: A Structural Factor Analysis," Working Papers wp2010-7, Department of the Treasury, Ministry of the Economy and of Finance.
- Matteo Luciani, 2015. "Monetary Policy and the Housing Market: A Structural Factor Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 199-218, March.
- Matteo Luciani, 2012. "Monetary Policy and the Housing Market: A Structural Factor Analysis," Working Papers ECARES ECARES 2012-035, ULB -- Universite Libre de Bruxelles.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2008.
"A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models,"
Working Papers ECARES
2008_034, ULB -- Universite Libre de Bruxelles.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," Post-Print hal-00638440, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00638440, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," PSE-Ecole d'économie de Paris (Postprint) hal-00638440, HAL.
- Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers 5724, C.E.P.R. Discussion Papers.
- Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "A quasi maximum likelihood approach for large approximate dynamic factor models," Working Paper Series 674, European Central Bank.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1014-1024, November.
- Lasse Bork & Hans Dewachter & Romain Houssa, 2009.
"Identification of Macroeconomic Factors in Large Panels,"
CREATES Research Papers
2009-43, Department of Economics and Business Economics, Aarhus University.
- Lasse BORK & Hans DEWACHTER & Romain HOUSSA, 2009. "Identification of macroeconomic factors in large panels," Working Papers of Department of Economics, Leuven ces09.18, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Romain Houssa & Lasse Bork & Hans Dewachter, 2008. "Identification of Macroeconomic Factors in Large Panels," Working Papers 1010, University of Namur, Department of Economics.
- Ms. Natalia T. Tamirisa & Alain N. Kabundi & Ms. Deniz O Igan & Mr. Francisco d Nadal De Simone & Marcelo Pinheiro, 2009. "Three Cycles: Housing, Credit, and Real Activity," IMF Working Papers 2009/231, International Monetary Fund.
- Potjagailo, Galina, 2017. "Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 127-147.
- Matteo Barigozzi & Giuseppe Cavaliere & Graziano Moramarco, 2022. "Factor Network Autoregressions," Papers 2208.02925, arXiv.org, revised Feb 2024.
- Mario Forni & Luca Gambetti & Luca Sala, 2017. "News, Uncertainty and Economic Fluctuations (No News is Good News)," Center for Economic Research (RECent) 132, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mirko Abbritti & Mr. Salvatore Dell'Erba & Mr. Antonio Moreno & Mr. Sergio Sola, 2013.
"Global Factors in the Term Structure of Interest Rates,"
IMF Working Papers
2013/223, International Monetary Fund.
- Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014. "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers 01/14, School of Economics and Business Administration, University of Navarra.
- Mirko Abbritti & Salvatore Dell’Erba & Antonio Moreno & Sergio Sola, 2018. "Global Factors in the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 301-340, March.
- Domenico Giannone & Troy Matheson, 2006.
"A new core inflation indicator for New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/02, Reserve Bank of New Zealand.
- Giannone, Domenico & Matheson, Troy, 2007. "A New Core Inflation Indicator for New Zealand," CEPR Discussion Papers 6469, C.E.P.R. Discussion Papers.
- Domenico Giannone & Troy Matheson, 2007. "A new core inflation indicator for New Zealand," ULB Institutional Repository 2013/6407, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Troy D. Matheson, 2007. "A New Core Inflation Indicator for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 145-180, December.
- Andrea Cipollini & George Kapetanios, 2005.
"Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis,"
Working Papers
538, Queen Mary University of London, School of Economics and Finance.
- Cipollini, A. & Kapetanios, G., 2009. "Forecasting financial crises and contagion in Asia using dynamic factor analysis," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 188-200, March.
- Andrea Cipollini & George Kapetanios, 2008. "Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis," Center for Economic Research (RECent) 014, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Andrea Cipollini & George Kapetanios, 2006. "Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis," Computing in Economics and Finance 2006 477, Society for Computational Economics.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2017.
"Tracking the slowdown in long-run GDP growth,"
LSE Research Online Documents on Economics
81869, London School of Economics and Political Science, LSE Library.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2016. "Tracking the slowdown in long-run GDP growth," LSE Research Online Documents on Economics 86243, London School of Economics and Political Science, LSE Library.
- Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2014. "Tracking the Slowdown in Long-Run GDP Growth," Discussion Papers 1604, Centre for Macroeconomics (CFM), revised Jan 2016.
- Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2017. "Tracking the Slowdown in Long-Run GDP Growth," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 343-356, May.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2016. "Tracking the slowdown in long-run GDP growth," Bank of England working papers 587, Bank of England.
- Matteo Barigozzi & Matteo Luciani, 2017. "Common Factors, Trends, and Cycles in Large Datasets," Finance and Economics Discussion Series 2017-111, Board of Governors of the Federal Reserve System (U.S.).
- Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese , Giovanni, 2015.
"Nowcasting Indonesia,"
ADB Economics Working Paper Series
471, Asian Development Bank.
- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2018. "Nowcasting Indonesia," Empirical Economics, Springer, vol. 55(2), pages 597-619, September.
- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2015. "Nowcasting Indonesia," Finance and Economics Discussion Series 2015-100, Board of Governors of the Federal Reserve System (U.S.).
- Matteo Barigozzi & Matteo Luciani, 2019. "Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models," Papers 1910.09841, arXiv.org.
- Gábor Pellényi, 2012. "The Sectoral Effects of Monetary Policy in Hungary: A Structural Factor Analysis," MNB Working Papers 2012/1, Magyar Nemzeti Bank (Central Bank of Hungary).
- Pellényi, Gábor, 2012. "A monetáris politika hatása a magyar gazdaságra. Elemzés strukturális, dinamikus faktormodellel [The sectoral effects of monetary policy in Hungary: a structural factor]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 263-284.
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"Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(3), pages 1-46, December.
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"Shocking language: Understanding the macroeconomic effects of central bank communication,"
Economic Research Papers
269727, University of Warwick - Department of Economics.
- Hansen, Stephen & McMahon, Michael, 2016. "Shocking language: Understanding the macroeconomic effects of central bank communication," Journal of International Economics, Elsevier, vol. 99(S1), pages 114-133.
- Stephen Hansen & Michael McMahon, 2016. "Shocking language: understanding the macroeconomic effects of central bank communication," CAMA Working Papers 2016-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hansen, Stephen & McMahon, Michael, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," LSE Research Online Documents on Economics 86247, London School of Economics and Political Science, LSE Library.
- Hansen, Stephen & McMahon, Michael, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," The Warwick Economics Research Paper Series (TWERPS) 1098, University of Warwick, Department of Economics.
- Stephen Hansen & Michael McMahon, 2015. "Shocking Language: Understanding the macroeconomic effects of central bank communication," Discussion Papers 1537, Centre for Macroeconomics (CFM).
- McMahon, Michael & Hansen, Stephen, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," CEPR Discussion Papers 11018, C.E.P.R. Discussion Papers.
- Hansen, Stephen & McMahon, Michael, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," CAGE Online Working Paper Series 258, Competitive Advantage in the Global Economy (CAGE).
- Stephen Hansen & Michael McMahon, 2016. "Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
- Amendola, Adalgiso & Di Serio, Mario & Fragetta, Matteo & Melina, Giovanni, 2020.
"The euro-area government spending multiplier at the effective lower bound,"
European Economic Review, Elsevier, vol. 127(C).
- Adalgiso Amendola & Mario di Serio & Matteo Fragetta & Mr. Giovanni Melina, 2019. "The Euro-Area Government Spending Multiplier at the Effective Lower Bound," IMF Working Papers 2019/133, International Monetary Fund.
- Ouysse, Rachida, 2016. "Bayesian model averaging and principal component regression forecasts in a data rich environment," International Journal of Forecasting, Elsevier, vol. 32(3), pages 763-787.
- Manganelli, Simone & Wolswijk, Guido, 2007. "Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market?," Working Paper Series 745, European Central Bank.
- Petrella, Ivan & Drechsel, Thomas & Antolin-Diaz, Juan, 2014. "Following the Trend: Tracking GDP when Long-Run Growth is Uncertain," CEPR Discussion Papers 10272, C.E.P.R. Discussion Papers.
- Marcellino, Massimiliano & Kapetanios, George, 2006.
"Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation,"
CEPR Discussion Papers
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"Evaluating the underlying inflation measures for Russia,"
Bank of Russia Working Paper Series
wps4, Bank of Russia.
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- Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015. "Evaluating underlying inflation measures for Russia," BOFIT Discussion Papers 24/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Matteo Luciani & Lorenzo Ricci, 2014.
"Nowcasting Norway,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 215-248, December.
- Matteo Luciani & Lorenzo Ricci, 2013. "Nowcasting Norway," Working Papers ECARES ECARES 2013-10, ULB -- Universite Libre de Bruxelles.
- Cipollini, Andrea & Missaglia, Giuseppe, 2007.
"Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling,"
MPRA Paper
3582, University Library of Munich, Germany.
- Andrea Cipollini & Giuseppe Missaglia, 2007. "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," Center for Economic Research (RECent) 007, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Chen, Liang, 2012. "Identifying observed factors in approximate factor models: estimation and hypothesis testing," MPRA Paper 37514, University Library of Munich, Germany.
- Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr, 2018.
"Simultaneous multiple change-point and factor analysis for high-dimensional time series,"
LSE Research Online Documents on Economics
88110, London School of Economics and Political Science, LSE Library.
- Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr, 2018. "Simultaneous multiple change-point and factor analysis for high-dimensional time series," Journal of Econometrics, Elsevier, vol. 206(1), pages 187-225.
- Jean Boivin & Marc Giannoni & Dalibor Stevanovic, 2013.
"Dynamic effects of credit shocks in a data-rich environment,"
Staff Reports
615, Federal Reserve Bank of New York.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers 2013s-11, CIRANO.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2016. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers 2016s-55, CIRANO.
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- Altavilla, Carlo & Giannone, Domenico, 2016. "The effectiveness of non-standard monetary policy measures: evidence from survey data," Working Paper Series 1951, European Central Bank.
- Giannone, Domenico & Altavilla, Carlo, 2014. "The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data," CEPR Discussion Papers 10001, C.E.P.R. Discussion Papers.
- Carlo Altavilla & Domenico Giannone, 2014. "The effectiveness of non-standard monetary policy measures: evidence from survey data," Working Papers CASMEF 1406, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Carlo Altavilla & Domenico Giannone, 2017. "The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 952-964, August.
- Carlo Altavilla & Domenico Giannone, 2015. "The effectiveness of nonstandard monetary policy measures: evidence from survey data," Staff Reports 752, Federal Reserve Bank of New York.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011.
"Nowcasting GDP in Real-Time: A Density Combination Approach,"
Working Papers
No 1/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in real-time: A density combination approach," Working Paper 2011/11, Norges Bank.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2014. "Nowcasting GDP in Real Time: A Density Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 48-68, January.
- Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014.
"Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 483-500, October.
- Onorante, Luca & Alessi, Lucia & Ghysels, Eric & Potter, Simon & Peach, Richard, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Working Paper Series 1688, European Central Bank.
- Luci Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon M. Potter, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Staff Reports 680, Federal Reserve Bank of New York.
- Evren Erdogan Cosar & Sevim Kosem & Cagri Sarikaya, 2013. "Do We Really Need Filters In Estimating Output Gap? : Evidence From Turkey," Working Papers 1333, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Peter Hördahl & Eli M Remolona & Giorgio Valente, 2015. "Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve," BIS Working Papers 527, Bank for International Settlements.
- Hilde C. Bj�rnland & Leif Anders Thorsrud & Sepideh K. Zahiri, 2016.
"Do central banks respond timely to developments in the global economy?,"
Working Papers
No 8/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Paper 2016/19, Norges Bank.
- Hilde C. Bj⊘rnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2020. "Do Central Banks Respond Timely to Developments in the Global Economy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 285-310, April.
- Hilde C. Bjornland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2017. "Do central banks respond timely to developments in the global economy?," CAMA Working Papers 2017-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian, 2009.
"Pooling versus model selection for nowcasting with many predictors: an application to German GDP,"
Discussion Paper Series 1: Economic Studies
2009,03, Deutsche Bundesbank.
- Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP," Economics Working Papers ECO2009/13, European University Institute.
- Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "Pooling versus model selection for nowcasting with many predictors: An application to German GDP," CEPR Discussion Papers 7197, C.E.P.R. Discussion Papers.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2020.
"A Suggestion for a Dynamic Multi Factor Model (DMFM),"
Working Papers
282, Bank of Greece.
- Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2022. "A Suggestion For A Dynamic Multifactor Model (Dmfm)," Macroeconomic Dynamics, Cambridge University Press, vol. 26(6), pages 1423-1443, September.
- Raïsa Basselier & David Antonio Liedo & Geert Langenus, 2018. "Nowcasting Real Economic Activity in the Euro Area: Assessing the Impact of Qualitative Surveys," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 1-46, April.
- Dr. Alain Galli & Dr. Christian Hepenstrick & Dr. Rolf Scheufele, 2017.
"Mixed-frequency models for tracking short-term economic developments in Switzerland,"
Working Papers
2017-02, Swiss National Bank.
- Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2019. "Mixed-Frequency Models for Tracking Short-Term Economic Developments in Switzerland," International Journal of Central Banking, International Journal of Central Banking, vol. 15(2), pages 151-178, June.
- James Chapman & Ajit Desai, 2021. "Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19," Staff Working Papers 21-2, Bank of Canada.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007.
"Bayesian VARs with Large Panels,"
CEPR Discussion Papers
6326, C.E.P.R. Discussion Papers.
- Domenico Giannone & Martha Banbura & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," ULB Institutional Repository 2013/13388, ULB -- Universite Libre de Bruxelles.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
- Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
- Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014.
"Combined Density Nowcasting in an uncertain economic environment,"
Working Paper
2014/17, Norges Bank.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an Uncertain Economic Environment," Tinbergen Institute Discussion Papers 14-152/III, Tinbergen Institute.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018. "Combined Density Nowcasting in an Uncertain Economic Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 131-145, January.
- Duarte, Pablo & Süßmuth, Bernd, 2018.
"Implementing an approximate dynamic factor model to nowcast GDP using sensitivity analysis,"
Working Papers
152, University of Leipzig, Faculty of Economics and Management Science.
- Pablo Duarte & Bernd Süssmuth, 2018. "Implementing an Approximate Dynamic Factor Model to Nowcast GDP Using Sensitivity Analysis," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 127-141, April.
- Lasse Bork, 2009.
"Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach,"
CREATES Research Papers
2009-11, Department of Economics and Business Economics, Aarhus University.
- Bork, Lasse, 2009. "Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach," Finance Research Group Working Papers F-2009-03, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Dimpfl, Thomas & Langen, Tobias, 2015. "A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112921, Verein für Socialpolitik / German Economic Association.
- Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith, 2019. "Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 12-45, September.
- Mr. Serhat Solmaz & Marzie Taheri Sanjani, 2015. "How External Factors Affect Domestic Economy: Nowcasting an Emerging Market," IMF Working Papers 2015/269, International Monetary Fund.
- Barnett, William A. & Tang, Biyan, 2015.
"Chinese Divisia monetary index and GDP nowcasting,"
MPRA Paper
67691, University Library of Munich, Germany.
- William A. Barnett & Biyan Tang, 2016. "Chinese Divisia Monetary Index and GDP Nowcasting," Open Economies Review, Springer, vol. 27(5), pages 825-849, November.
- William Barnett & Biyan Tang, 2015. "Chinese Divisia Monetary Index and GDP Nowcasting," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201506, University of Kansas, Department of Economics, revised Nov 2015.
- Daniel Hopp, 2021. "Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM)," Papers 2106.08901, arXiv.org.
- Laurent Ferrara & Dominique Guégan & Patrick Rakotomarolahy, 2010.
"GDP nowcasting with ragged-edge data: a semi-parametric modeling,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 186-199.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460461, HAL.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," PSE-Ecole d'économie de Paris (Postprint) halshs-00460461, HAL.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008. "GDP nowcasting with ragged-edge data: A semi-parametric modelling," Documents de travail du Centre d'Economie de la Sorbonne b08082, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2009. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344839, HAL.
- Scotti, Chiara, 2016.
"Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises,"
Journal of Monetary Economics, Elsevier, vol. 82(C), pages 1-19.
- Chiara Scotti, 2013. "Surprise and uncertainty indexes: real-time aggregation of real-activity macro surprises," International Finance Discussion Papers 1093, Board of Governors of the Federal Reserve System (U.S.).
- Marianna Cervená & Martin Schneider, 2010.
"Short-term forecasting GDP with a DSGE model augmented by monthly indicators,"
Working Papers
163, Oesterreichische Nationalbank (Austrian Central Bank).
- Červená, Marianna & Schneider, Martin, 2014. "Short-term forecasting of GDP with a DSGE model augmented by monthly indicators," International Journal of Forecasting, Elsevier, vol. 30(3), pages 498-516.
- Lorenzo Donadio & Rossano Schifanella & Claudia R Binder & Emanuele Massaro, 2021. "Leveraging insurance customer data to characterize socioeconomic indicators of Swiss municipalities," PLOS ONE, Public Library of Science, vol. 16(3), pages 1-23, March.
- George Monokroussos & Yongchen Zhao, 2020.
"Nowcasting in Real Time Using Popularity Priors,"
Working Papers
2020-01, Towson University, Department of Economics, revised Feb 2020.
- Monokroussos, George, 2015. "Nowcasting in Real Time Using Popularity Priors," MPRA Paper 68594, University Library of Munich, Germany.
- Monokroussos, George & Zhao, Yongchen, 2020. "Nowcasting in real time using popularity priors," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1173-1180.
- Troy Matheson, 2007.
"An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys,"
Reserve Bank of New Zealand Discussion Paper Series
DP2007/13, Reserve Bank of New Zealand.
- Matheson, Troy D., 2010. "An analysis of the informational content of New Zealand data releases: The importance of business opinion surveys," Economic Modelling, Elsevier, vol. 27(1), pages 304-314, January.
- Probst, Julius, 2019. "Global real interest rate dynamics from the late 19th century to today," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 522-547.
- Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018.
"Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty,"
Journal of Macroeconomics, Elsevier, vol. 57(C), pages 317-337.
- Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017. "Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty," Working Papers 201766, University of Pretoria, Department of Economics.
- Pirschel, Inske, 2016. "Forecasting euro area recessions in real-time," Kiel Working Papers 2020, Kiel Institute for the World Economy (IfW Kiel).
- Laurent Ferrara & Anna Simoni, 2023.
"When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage,"
Post-Print
hal-03919944, HAL.
- Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
- Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers 717, Banque de France.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
- Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
- Knut Are Aastveit & Andr� K. Anundsen & Eyo I. Herstad, 2017.
"Residential investment and recession predictability,"
Working Papers
No 8/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & André K. Anundsen & Eyo I. Herstad, 2017. "Residential investment and recession predictability," Working Paper 2017/24, Norges Bank.
- Aastveit, Knut Are & Anundsen, André K. & Herstad, Eyo I., 2019. "Residential investment and recession predictability," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1790-1799.
- Reichlin, Lucrezia & Andreini, Paolo & Hasenzagl, Thomas & Senftleben-König, Charlotte & Strohsal, Till, 2020. "Nowcasting German GDP," CEPR Discussion Papers 14323, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Nowcasting,"
Working Papers ECARES
ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010. "Nowcasting," Working Paper Series 1275, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010. "Nowcasting," CEPR Discussion Papers 7883, C.E.P.R. Discussion Papers.
- William Barnett & Marcelle Chauvetz & Danilo Leiva-Leonx, 2014.
"Real-Time Nowcasting Nominal GDP Under Structural Break,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
201313, University of Kansas, Department of Economics, revised Feb 2014.
- Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo, 2014. "Real-Time Nowcasting Nominal GDP Under Structural Break," MPRA Paper 53699, University Library of Munich, Germany.
- Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006.
"Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?,"
CEPR Discussion Papers
5829, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia & De Mol, Christine, 2006. "Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?," Working Paper Series 700, European Central Bank.
- De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies 2006,32, Deutsche Bundesbank.
- De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?," Journal of Econometrics, Elsevier, vol. 146(2), pages 318-328, October.
- Ankargren Sebastian & Unosson Måns & Yang Yukai, 2020.
"A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior,"
Journal of Time Series Econometrics, De Gruyter, vol. 12(2), pages 1-41, July.
- Ankargren Sebastian & Unosson Måns & Yang Yukai, 2020. "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior," Journal of Time Series Econometrics, De Gruyter, vol. 12(2), pages 1-41, July.
- Sebastian Ankargren & M{aa}ns Unosson & Yukai Yang, 2019. "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior," Papers 1911.09151, arXiv.org.
- Cimadomo, Jacopo, 2011.
"Real-time data and fiscal policy analysis: a survey of the literature,"
Working Paper Series
1408, European Central Bank.
- Jacopo Cimadomo, 2016. "Real-Time Data And Fiscal Policy Analysis: A Survey Of The Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 30(2), pages 302-326, April.
- Jacopo Cimadomo, 2011. "Real-time data and fiscal policy analysis: a survey of the literature," Working Papers 11-25, Federal Reserve Bank of Philadelphia.
- Jacopo Cimadomo, 2011. "Real-Time Data and Fiscal Policy Analysis: a Survey of the Literature," Working Papers 2011-20, CEPII research center.
- Mehrotra, Aaron & Sánchez-Fung, José R., 2009.
"Assessing McCallum and Taylor rules in a cross-section of emerging market economies,"
BOFIT Discussion Papers
23/2009, Bank of Finland Institute for Emerging Economies (BOFIT).
- Mehrotra, Aaron & Sánchez-Fung, José R., 2011. "Assessing McCallum and Taylor rules in a cross-section of emerging market economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(2), pages 207-228, April.
- Robert Lehmann & Klaus Wohlrabe, 2015.
"Forecasting GDP at the Regional Level with Many Predictors,"
German Economic Review, Verein für Socialpolitik, vol. 16(2), pages 226-254, May.
- Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
- Lehmann Robert & Wohlrabe Klaus, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
- Robert Lehmann & Klaus Wohlrabe, 2012. "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series 3956, CESifo.
- Lehmann, Robert & Wohlrabe, Klaus, 2013. "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics 17104, University of Munich, Department of Economics.
- L. Ferrara & C. Marsilli, 2014.
"Nowcasting global economic growth: A factor-augmented mixed-frequency approach,"
Working papers
515, Banque de France.
- Laurent Ferrara & Clément Marsilli, 2019. "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Post-Print hal-01636761, HAL.
- Laurent Ferrara & Clément Marsilli, 2019. "Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach," The World Economy, Wiley Blackwell, vol. 42(3), pages 846-875, March.
- Maas, Benedikt, 2019.
"Short-term forecasting of the US unemployment rate,"
MPRA Paper
94066, University Library of Munich, Germany.
- Benedikt Maas, 2020. "Short‐term forecasting of the US unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 394-411, April.
- Ruiz Ortega, Esther & Poncela, Pilar, 2015.
"Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment,"
DES - Working Papers. Statistics and Econometrics. WS
ws1502, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Pilar Poncela & Esther Ruiz, 2016. "Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 401-434, Emerald Group Publishing Limited.
- France, Stephen L. & Shi, Yuying & Kazandjian, Brett, 2021. "Web Trends: A valuable tool for business research," Journal of Business Research, Elsevier, vol. 132(C), pages 666-679.
- Maximo Camacho & Jaime Martíinez-Martin, 2012.
"Real-time forecasting US GDP from small-scale factor models,"
Working Papers
1210, BBVA Bank, Economic Research Department.
- Maximo Camacho & Jaime Martinez-Martin, 2014. "Real-time forecasting US GDP from small-scale factor models," Empirical Economics, Springer, vol. 47(1), pages 347-364, August.
- Máximo Camacho & Jaime Martínez-Martín, 2014. "Real-time forecasting us GDP from small-scale factor models," Working Papers 1425, Banco de España.
- Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting the French index of industrial production: A comparison from bridge and factor models," Economic Modelling, Elsevier, vol. 29(6), pages 2174-2182.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014.
"Exploiting the monthly data-flow in structural forecasting,"
Discussion Papers
1416, Centre for Macroeconomics (CFM).
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015. "Exploiting the monthly data flow in structural forecasting," Staff Reports 751, Federal Reserve Bank of New York.
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016. "Exploiting the monthly data flow in structural forecasting," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
- Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014. "Exploiting the monthly data flow in structural forecasting," Bank of England working papers 509, Bank of England.
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
- Barış Soybilgen & Ege Yazgan, 2018.
"Nowcasting the New Turkish GDP,"
Economics Bulletin, AccessEcon, vol. 38(2), pages 1083-1089.
- Baris Soybilgen & Ege Yazgan, 2017. "Nowcasting The New Turkish Gdp," Working Papers 1702, The Center for Financial Studies (CEFIS), Istanbul Bilgi University.
- Leombroni, Matteo & Vedolin, Andrea & Venter, Gyuri & Whelan, Paul, 2021. "Central bank communication and the yield curve," Journal of Financial Economics, Elsevier, vol. 141(3), pages 860-880.
- Ricco, Giovanni & Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia, 2022.
"Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices,"
CEPR Discussion Papers
17111, C.E.P.R. Discussion Papers.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers 2023-06, Center for Research in Economics and Statistics.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers hal-03573080, HAL.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Papers 2201.05556, arXiv.org, revised Mar 2023.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," SciencePo Working papers Main hal-03573080, HAL.
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2014.
"Dynamic Factor Models, Cointegration and Error Correction Mechanisms,"
Working Papers ECARES
ECARES 2014-14, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2016. "Dynamic Factor Models, Cointegration, and Error Correction Mechanisms," Finance and Economics Discussion Series 2016-018, Board of Governors of the Federal Reserve System (U.S.).
- Wu, Ji & Yan, Yuanyun & Chen, Minghua & Jeon, Bang Nam, 2022. "Monetary policy, economic uncertainty and bank risk: Cross-country evidence," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014.
"Density forecasts with MIDAS models,"
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2014/10, Norges Bank.
- Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2017. "Density Forecasts With Midas Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 783-801, June.
- Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Papers No 3/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz, 2015. "Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-75.
- Patton, Andrew J. & Timmermann, Allan, 2010. "Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 803-820, October.
- Ruoxuan Xiong & Markus Pelger, 2019. "Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference," Papers 1910.08273, arXiv.org, revised Jan 2022.
- João Valle e Azevedo, 2013. "Macroeconomic Forecasting Using Low-Frequency Filters," Working Papers w201301, Banco de Portugal, Economics and Research Department.
- Michal Franta & David Havrlant & Marek Rusnak, 2014.
"Forecasting Czech GDP Using Mixed-Frequency Data Models,"
Working Papers
2014/08, Czech National Bank.
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- Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013.
"Determinants of Systemic Risk and Information Dissemination,"
Discussion Papers Series, Department of Economics, Tufts University
0776, Department of Economics, Tufts University.
- Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013. "Determinants of Systemic Risk and Information Dissemination," Working Paper series 67_13, Rimini Centre for Economic Analysis.
- Bianconi, Marcelo & Hua, Xiaxin & Tan, Chih Ming, 2015. "Determinants of systemic risk and information dissemination," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 352-368.
- Degiannakis, Stavros & Filis, George, 2018. "Forecasting oil prices: High-frequency financial data are indeed useful," Energy Economics, Elsevier, vol. 76(C), pages 388-402.
- Poncela Blanco, Maria Pilar & Ruiz Ortega, Esther & Miranda Gualdrón, Karen Alejandra, 2020.
"Factor extraction using Kalman filter and smoothing: this is not just another survey,"
DES - Working Papers. Statistics and Econometrics. WS
30644, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021. "Factor extraction using Kalman filter and smoothing: This is not just another survey," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
- Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Large Bayesian vector auto regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
- Domenico Giannone & Martha Banbura & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," ULB Institutional Repository 2013/13388, ULB -- Universite Libre de Bruxelles.
- Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
- Ma, Tao & Zhou, Zhou & Antoniou, Constantinos, 2018. "Dynamic factor model for network traffic state forecast," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 281-317.
- Tóth, Peter, 2017.
"Nowcasting Slovak GDP by a Small Dynamic Factor Model,"
MPRA Paper
77245, University Library of Munich, Germany.
- Tóth, Peter, 2014. "Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP]," MPRA Paper 63713, University Library of Munich, Germany.
- Daniela Bragoli & Jack Fosten, 2016.
"Nowcasting Indian GDP,"
University of East Anglia School of Economics Working Paper Series
2016-06, School of Economics, University of East Anglia, Norwich, UK..
- Daniela Bragoli & Jack Fosten, 2018. "Nowcasting Indian GDP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(2), pages 259-282, April.
- Peter Fuleky & Carl, 2013.
"Forecasting with Mixed Frequency Samples: The Case of Common Trends,"
Working Papers
2013-5, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
- Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201316, University of Hawaii at Manoa, Department of Economics.
- Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201305, University of Hawaii at Manoa, Department of Economics.
- Dias, Francisco & Pinheiro, Maximiano & Rua, António, 2015. "Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence," Economic Modelling, Elsevier, vol. 44(C), pages 266-272.
- Martínez-García, Enrique & Grossman, Valerie & Mack, Adrienne, 2015.
"A contribution to the chronology of turning points in global economic activity (1980–2012),"
Journal of Macroeconomics, Elsevier, vol. 46(C), pages 170-185.
- Valerie Grossman & Adrienne Mack & Enrique Martínez García, 2014. "A contribution to the chronology of turning points in global economic activity (1980-2012)," Globalization Institute Working Papers 169, Federal Reserve Bank of Dallas.
- Francisco Corona & Graciela Gonz'alez-Far'ias & Jes'us L'opez-P'erez, 2021. "A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19," Papers 2101.10383, arXiv.org.
- Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian, 2009. "MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area," Discussion Paper Series 1: Economic Studies 2009,07, Deutsche Bundesbank.
- Edward S. Knotek & Saeed Zaman, 2017.
"Nowcasting U.S. Headline and Core Inflation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(5), pages 931-968, August.
- Edward S. Knotek & Saeed Zaman, 2014. "Nowcasting U.S. Headline and Core Inflation," Working Papers (Old Series) 1403, Federal Reserve Bank of Cleveland.
- Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z., 2016. "Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 405-417.
- Philip Liu & Rafael Romeu, 2010.
"A Dynamic Factor Model of Quarterly Real Gross Domestic Product Growth in the Caribbean: The Case of Cuba and the Bahamas,"
Annual Proceedings, The Association for the Study of the Cuban Economy, vol. 20.
- Philip Liu & Rafael Romeu, 2011. "A Dynamic Factor Model of Quarterly Real Gross Domestic Product Growth in the Caribbean: The Case of Cuba and the Bahamas," Money Affairs, CEMLA, vol. 0(1), pages 77-95, January-J.
- Martyna Marczak & Víctor Gómez, 2017.
"Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter,"
Empirical Economics, Springer, vol. 52(4), pages 1379-1408, June.
- Marczak, Martyna & Gómez, Victor, 2013. "Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter," FZID Discussion Papers 64-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
- Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter, 2014. "Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components," Tinbergen Institute Discussion Papers 14-113/III, Tinbergen Institute.
- Henzel Steffen R. & Wohlrabe Klaus & Lehmann Robert, 2015.
"Nowcasting Regional GDP: The Case of the Free State of Saxony,"
Review of Economics, De Gruyter, vol. 66(1), pages 71-98, April.
- Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper 63714, University Library of Munich, Germany.
- Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series 5336, CESifo.
- Degiannakis, Stavros & Filis, George, 2017.
"Forecasting oil price realized volatility using information channels from other asset classes,"
MPRA Paper
96276, University Library of Munich, Germany.
- Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil price realized volatility using information channels from other asset classes," Journal of International Money and Finance, Elsevier, vol. 76(C), pages 28-49.
- Jonas Krampe & Luca Margaritella, 2021. "Factor Models with Sparse VAR Idiosyncratic Components," Papers 2112.07149, arXiv.org, revised May 2022.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006.
"A Two-step estimator for large approximate dynamic factor models based on Kalman filtering,"
THEMA Working Papers
2006-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00638009, HAL.
- Catherine Doz & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print hal-00844811, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print hal-00638009, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," PSE-Ecole d'économie de Paris (Postprint) hal-00638009, HAL.
- Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Journal of Econometrics, Elsevier, vol. 164(1), pages 188-205, September.
- Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2007. "A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering," CEPR Discussion Papers 6043, C.E.P.R. Discussion Papers.
- Kajal Lahiri & George Monokroussos, 2011.
"Nowcasting US GDP: The role of ISM Business Surveys,"
Discussion Papers
11-01, University at Albany, SUNY, Department of Economics.
- Lahiri, Kajal & Monokroussos, George, 2013. "Nowcasting US GDP: The role of ISM business surveys," International Journal of Forecasting, Elsevier, vol. 29(4), pages 644-658.
- Fornaro, Paolo & Luomaranta, Henri & Saarinen, Lauri, 2017. "Nowcasting Finnish Turnover Indexes Using Firm-Level Data," ETLA Working Papers 46, The Research Institute of the Finnish Economy.
- Falk Brauning & Siem Jan Koopman, 2012.
"Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis,"
Tinbergen Institute Discussion Papers
12-042/4, Tinbergen Institute.
- Bräuning, Falk & Koopman, Siem Jan, 2014. "Forecasting macroeconomic variables using collapsed dynamic factor analysis," International Journal of Forecasting, Elsevier, vol. 30(3), pages 572-584.
- Hindrayanto, Irma & Koopman, Siem Jan & de Winter, Jasper, 2016. "Forecasting and nowcasting economic growth in the euro area using factor models," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1284-1305.
- Antipa, P. & Barhoumi, K. & Brunhes-Lesage, V. & Darné, O., 2012.
"Nowcasting German GDP: A comparison of bridge and factor models,"
Working papers
401, Banque de France.
- Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 864-878.
- Franky Juliano Galeano-Ramírez & Nicolás Martínez-Cortés & Carlos D. Rojas-Martínez, 2021. "Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches," Borradores de Economia 1168, Banco de la Republica de Colombia.
- Knut Are Aastveit & Tuva Marie Fastbø & Eleonora Granziera & Kenneth Sæterhagen Paulsen & Kjersti Næss Torstensen, 2020. "Nowcasting Norwegian household consumption with debit card transaction data," Working Paper 2020/17, Norges Bank.
- Franco, Ray John Gabriel & Mapa, Dennis S., 2014. "The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach," MPRA Paper 55858, University Library of Munich, Germany.
- Ms. Sally Chen & Mr. Philip Liu & Andrea M. Maechler & Chris Marsh & Mr. Sergejs Saksonovs & Mr. Hyun S Shin, 2012. "Exploring the Dynamics of Global Liquidity," IMF Working Papers 2012/246, International Monetary Fund.
- Müller, Gernot & Enders, Zeno & Kleemann, Michael, 2016.
"Growth expectations, undue optimism, and short-run fluctuations,"
CEPR Discussion Papers
11521, C.E.P.R. Discussion Papers.
- Zeno Enders & Michael Kleemann & Gernot J. Muller, 2021. "Growth Expectations, Undue Optimism, and Short-Run Fluctuations," The Review of Economics and Statistics, MIT Press, vol. 103(5), pages 905-921, December.
- Michael Kleemann & Gernot Mueller & Zeno Enders, 2015. "Growth expectations, undue optimism, and short-run fluctuations," 2015 Meeting Papers 406, Society for Economic Dynamics.
- Zeno Enders & Michael Kleemann & Gernot Müller, 2013. "Growth Expectations, Undue Optimism, and Short-Run Fluctuations," CESifo Working Paper Series 4548, CESifo.
- Enders, Zeno & Kleemann, Michael & Müller, Gernot J., 2017. "Growth expectations, undue optimism, and short-run fluctuations," Discussion Papers 11/2017, Deutsche Bundesbank.
- Enders, Zeno & Kleemann, Michael & Müller, Gernot, 2013. "Growth expectations, undue optimism, and short-run fluctuations," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80009, Verein für Socialpolitik / German Economic Association.
- Francesca Monti, 2008. "Forecast with judgment and models," Working Paper Research 153, National Bank of Belgium.
- Issler, João Victor & Notini, Hilton Hostalácio, 2015.
"Estimating Brazilian monthly GDP: a state-space approach,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
774, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Notini, Hilton Hostalacio, 2016. "Estimating Brazilian Monthly GDP: a State-Space Approach," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 70(1), March.
- Issler, João Victor & Notini, Hilton Hostalácio, 2013. "Estimating Brazilian Monthly GDP: a State-Space Approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 740, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Notini, Hilton Hostalácio, 2014. "Estimating brazilian monthly GDP: a state-space approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 757, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Jorge Fornero & Markus Kirchner & Carlos Molina, 2021.
"Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors,"
Working Papers Central Bank of Chile
915, Central Bank of Chile.
- Fornero, Jorge & Kirchner, Markus & Molina, Carlos, 2024. "Estimating shadow policy rates in a small open economy and the role of foreign factors," Journal of International Money and Finance, Elsevier, vol. 140(C).
- Glocker, Christian & Kaniovski, Serguei, 2020. "Structural modeling and forecasting using a cluster of dynamic factor models," MPRA Paper 101874, University Library of Munich, Germany.
- Fornaro, Paolo, 2016. "Predicting Finnish economic activity using firm-level data," International Journal of Forecasting, Elsevier, vol. 32(1), pages 10-19.
- Romain Houssa & Jolan Mohimont & Christopher Otrok, 2015.
"Sources of Business Cycles in a Low Income Country,"
Pacific Economic Review, Wiley Blackwell, vol. 20(1), pages 125-148, February.
- Romain Houssa & Jolan Mohimont & Mr. Christopher Otrok, 2015. "The Sources of Business Cycles in a Low Income Country," IMF Working Papers 2015/040, International Monetary Fund.
- Foroni, Claudia & Marcellino, Massimiliano, 2014. "A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates," International Journal of Forecasting, Elsevier, vol. 30(3), pages 554-568.
- Knut Are Aastveit & Tørres G. Trovik, 2008.
"Nowcasting Norwegian GDP: The role of asset prices in a small open economy,"
Working Paper
2007/09, Norges Bank.
- Knut Aastveit & Tørres Trovik, 2012. "Nowcasting norwegian GDP: the role of asset prices in a small open economy," Empirical Economics, Springer, vol. 42(1), pages 95-119, February.
- Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020.
"Measuring Real Activity Using a Weekly Economic Index,"
Staff Reports
920, Federal Reserve Bank of New York.
- Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2022. "Measuring real activity using a weekly economic index," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 667-687, June.
- Daniel J. Lewis & Karel Mertens & James H. Stock, 2020. "Measuring Real Activity Using a Weekly Economic Index," Working Papers 2011, Federal Reserve Bank of Dallas, revised 02 Mar 2021.
- Liu, Philip & Matheson, Troy & Romeu, Rafael, 2012.
"Real-time forecasts of economic activity for Latin American economies,"
Economic Modelling, Elsevier, vol. 29(4), pages 1090-1098.
- Mr. Philip Liu & Rafael Romeu & Mr. Troy D Matheson, 2011. "Real-time Forecasts of Economic Activity for Latin American Economies," IMF Working Papers 2011/098, International Monetary Fund.
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2016. "Non-Stationary Dynamic Factor Models for Large Datasets," Finance and Economics Discussion Series 2016-024, Board of Governors of the Federal Reserve System (U.S.).
- Fondeur, Y. & Karamé, F., 2013.
"Can Google data help predict French youth unemployment?,"
Economic Modelling, Elsevier, vol. 30(C), pages 117-125.
- Y. Fondeur & F. Karamé, 2013. "Can Google data help predict French youth unemployment?," Post-Print hal-02297071, HAL.
- Frédéric Karamé & Yannick Fondeur, 2012. "Can Google Data Help Predict French Youth Unemployment?," Documents de recherche 12-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Bhaghoe, Sailesh & Ooft, Gavin, 2021. "Nowcasting Quarterly GDP Growth in Suriname with Factor-MIDAS and Mixed-Frequency VAR Models," Studies in Applied Economics 176, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith, 2014.
"Nowcasting Scottish GDP Growth,"
Working Paper series
41_14, Rimini Centre for Economic Analysis.
- Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith, 2014. "Nowcasting Scottish GDP growth," Working Papers 1411, University of Strathclyde Business School, Department of Economics.
- Allan, Grant & Koop, Gary & McIntyre, Stuart & Smith, Paul, 2014. "Nowcasting Scottish GDP Growth," SIRE Discussion Papers 2015-08, Scottish Institute for Research in Economics (SIRE).
- Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021.
"Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors,"
Energy Economics, Elsevier, vol. 96(C).
- Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019. "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers 2019-21, Department of Economics and Business Economics, Aarhus University.
- James Sampi, 2016. "High Dimensional Factor Models: An Empirical Bayes Approach," Working Papers 75, Peruvian Economic Association.
- Matheson, Troy D., 2012.
"Financial conditions indexes for the United States and euro area,"
Economics Letters, Elsevier, vol. 115(3), pages 441-446.
- Mr. Troy D Matheson, 2011. "Financial Conditions Indexes for the United States and Euro Area," IMF Working Papers 2011/093, International Monetary Fund.
- Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo, 2016. "Real-time nowcasting of nominal GDP with structural breaks," Journal of Econometrics, Elsevier, vol. 191(2), pages 312-324.
- Sánchez-Fung, José R., 2011. "Estimating monetary policy reaction functions for emerging market economies: The case of Brazil," Economic Modelling, Elsevier, vol. 28(4), pages 1730-1738, July.
- David Coble & Pablo Pincheira, 2021. "Forecasting building permits with Google Trends," Empirical Economics, Springer, vol. 61(6), pages 3315-3345, December.
- Pérez-Quirós, Gabriel & Camacho, Máximo, 2009.
"Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth,"
CEPR Discussion Papers
7343, C.E.P.R. Discussion Papers.
- Maximo Camacho & Gabriel Perez-Quiros, 2010. "Introducing the euro-sting: Short-term indicator of euro area growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 663-694.
- Maximo Camacho & Gabriel Perez-Quiros, 2008. "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Working Papers 0807, Banco de España.
- Pedro Galeano & Daniel Peña, 2019. "Data science, big data and statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 289-329, June.
- Korobilis, Dimitris, 2009.
"Assessing the transmission of monetary policy using dynamic factor models,"
MPRA Paper
27593, University Library of Munich, Germany, revised Nov 2010.
- Dimitris Korompilis, 2009. "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Papers 0914, University of Strathclyde Business School, Department of Economics.
- Dimitris Korobilis, 2009. "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Paper series 35_09, Rimini Centre for Economic Analysis.
- Dimitris Korobilis, 2013. "Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super-," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 157-179, April.
- Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017.
"The role of indicator selection in nowcasting euro-area GDP in pseudo-real time,"
Empirical Economics, Springer, vol. 53(1), pages 79-99, August.
- A. Girardi & R. Golinelli & C. Pappalardo, 2014. "The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time," Working Papers wp919, Dipartimento Scienze Economiche, Universita' di Bologna.
- Mahmut Gunay, 2018. "Nowcasting Annual Turkish GDP Growth with MIDAS," CBT Research Notes in Economics 1810, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Hauber, Philipp, 2022. "Real-time nowcasting with sparse factor models," EconStor Preprints 251551, ZBW - Leibniz Information Centre for Economics.
- Modugno, Michele, 2011.
"Nowcasting inflation using high frequency data,"
Working Paper Series
1324, European Central Bank.
- Modugno, Michele, 2013. "Now-casting inflation using high frequency data," International Journal of Forecasting, Elsevier, vol. 29(4), pages 664-675.
- Rocio Alvarez & Maximo Camacho & Gabriel Perez-Quiros, 2012.
"Finite sample performance of small versus large scale dynamic factor models,"
Working Papers
1204, Banco de España.
- Pérez-Quirós, Gabriel & Camacho, Máximo & Alvarez, Rocio, 2012. "Finite sample performance of small versus large scale dynamic factor models," CEPR Discussion Papers 8867, C.E.P.R. Discussion Papers.
- Michael Zhemkov, 2021.
"Nowcasting Russian GDP using forecast combination approach,"
International Economics, CEPII research center, issue 168, pages 10-24.
- Zhemkov, Michael, 2021. "Nowcasting Russian GDP using forecast combination approach," International Economics, Elsevier, vol. 168(C), pages 10-24.
- António Rua, 2016.
"A wavelet-based multivariate multiscale approach for forecasting,"
Working Papers
w201612, Banco de Portugal, Economics and Research Department.
- Rua, António, 2017. "A wavelet-based multivariate multiscale approach for forecasting," International Journal of Forecasting, Elsevier, vol. 33(3), pages 581-590.
- Monica Defend & Aleksey Min & Lorenzo Portelli & Franz Ramsauer & Francesco Sandrini & Rudi Zagst, 2021. "Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data," Forecasting, MDPI, vol. 3(1), pages 1-35, February.
- Chanont Banternghansa & Michael W. McCracken, 2010.
"Real-time forecast averaging with ALFRED,"
Working Papers
2010-033, Federal Reserve Bank of St. Louis.
- Chanont Banternghansa & Michael W. McCracken, 2011. "Real-time forecast averaging with ALFRED," Review, Federal Reserve Bank of St. Louis, vol. 93(Jan), pages 49-66.
- Jianqing Fan & Kunpeng Li & Yuan Liao, 2020. "Recent Developments on Factor Models and its Applications in Econometric Learning," Papers 2009.10103, arXiv.org.
- Filippo di Mauro & Filippo di Mauro, Fabio Fornari, 2014. "Going granular: The importance of firm-level equity information in anticipating economic activity," EcoMod2014 6809, EcoMod.
- Michelle T. Armesto & Kristie M. Engemann & Michael T. Owyang, 2010. "Forecasting with mixed frequencies," Review, Federal Reserve Bank of St. Louis, vol. 92(Nov), pages 521-536.
- Soybilgen, Baris, 2018. "Identifying US business cycle regimes using dynamic factors and neural network models," MPRA Paper 94715, University Library of Munich, Germany.
- Enrique A. López-Enciso, 2017. "Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia," Borradores de Economia 986, Banco de la Republica de Colombia.
- Samvel S. Lazaryan & Nikita E. German, 2018. "Forecasting Current GDP Dynamics With Google Search Data," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 83-94, December.
- Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega, 2015.
"Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?,"
Boston College Working Papers in Economics
874, Boston College Department of Economics, revised 23 Apr 2015.
- Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series 2015-46, Board of Governors of the Federal Reserve System (U.S.).
- Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016. "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series 1882, European Central Bank.
- Eraslan, Sercan & Schröder, Maximilian, 2019. "Nowcasting GDP with a large factor model space," Discussion Papers 41/2019, Deutsche Bundesbank.
- Paolo Fornaro & Henri Luomaranta, 2020. "Nowcasting Finnish real economic activity: a machine learning approach," Empirical Economics, Springer, vol. 58(1), pages 55-71, January.
- Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2016.
"A multi-country approach to forecasting output growth using PMIs,"
Journal of Econometrics, Elsevier, vol. 192(2), pages 349-365.
- Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014. "A Multi-Country Approach to Forecasting Output Growth Using PMIs," CESifo Working Paper Series 5100, CESifo.
- Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014. "A multi-country approach to forecasting output growth using PMIs," Globalization Institute Working Papers 213, Federal Reserve Bank of Dallas.
- Dimitra Lamprou, 2015. "Nowcasting GDP in Greece: A Note on Forecasting Improvements from the Use of Bridge Models," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 13(1), pages 85-100.
- Modugno, Michele & Soybilgen, Barış & Yazgan, Ege, 2016.
"Nowcasting Turkish GDP and news decomposition,"
International Journal of Forecasting, Elsevier, vol. 32(4), pages 1369-1384.
- Michele Modugno & Bariş Soybilgen & M. Ege Yazgan, 2016. "Nowcasting Turkish GDP and News Decomposition," Finance and Economics Discussion Series 2016-044, Board of Governors of the Federal Reserve System (U.S.).
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2012.
"Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations,"
Working Papers ECARES
ECARES 2012-046, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2015. "Dynamic factor models with infinite-dimensional factor spaces: One-sided representations," Journal of Econometrics, Elsevier, vol. 185(2), pages 359-371.
- Rünstler, Gerhard & Bańbura, Marta, 2007.
"A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP,"
Working Paper Series
751, European Central Bank.
- Banbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346, April.
- Bańbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346.
- Bragoli, Daniela & Modugno, Michele, 2017.
"A now-casting model for Canada: Do U.S. variables matter?,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 786-800.
- Daniela Bragoli & Michele Modugno, 2016. "A Nowcasting Model for Canada: Do U.S. Variables Matter?," Finance and Economics Discussion Series 2016-036, Board of Governors of the Federal Reserve System (U.S.).
- di Mauro, Filippo & Fornari, Fabio & Mannucci, Dario, 2011. "Stock market firm-level information and real economic activity," Working Paper Series 1366, European Central Bank.
- Tibor Szendrei & Katalin Varga, 2020. "FISS – A Factor-based Index of Systemic Stress in the Financial System," Russian Journal of Money and Finance, Bank of Russia, vol. 79(1), pages 3-34, March.
- Łukasz Lenart & Agnieszka Leszczyńska-Paczesna, 2016. "Do market prices improve the accuracy of inflation forecasting in Poland? A disaggregated approach," Bank i Kredyt, Narodowy Bank Polski, vol. 47(5), pages 365-394.
- Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016.
"Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model,"
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"Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models,"
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- Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2016. "Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 569-594, Emerald Group Publishing Limited.
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"Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland,"
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"Nowcasting Indonesia,"
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"A Review of Nonfundamentalness and Identification in Structural VAR Models,"
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Cited by:
- Oxana Babecka Kucharcukova & Jan Bruha, 2016. "Nowcasting the Czech Trade Balance," Working Papers 2016/11, Czech National Bank.
- Lamprou, Dimitra, 2016. "Nowcasting GDP in Greece: The impact of data revisions and forecast origin on model selection and performance," The Journal of Economic Asymmetries, Elsevier, vol. 14(PA), pages 93-102.
- Robert Lehmann, 2016. "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
- Heaton, Chris & Oslington, Paul, 2010.
"Micro vs macro explanations of post-war US unemployment movements,"
Economics Letters, Elsevier, vol. 106(2), pages 87-91, February.
- Chris Heaton & Paul Oslington, 2006. "Micro Vs Macro Explanations of Post-War US Unemployment Movements," Research Papers 0604, Macquarie University, Department of Economics.
- Claudio Morana, 2010. "Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks," ICER Working Papers - Applied Mathematics Series 36-2010, ICER - International Centre for Economic Research.
- Marcellino, Massimiliano & Sivec, Vasja, 2016.
"Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs,"
Journal of Econometrics, Elsevier, vol. 193(2), pages 335-348.
- Marcellino, Massimiliano & Sivec, Vasja, 2015. "Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs," CEPR Discussion Papers 10610, C.E.P.R. Discussion Papers.
- Claudio Morana, 2014. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks," Working Papers 273, University of Milano-Bicocca, Department of Economics, revised May 2014.
- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010.
"Should macroeconomic forecasters use daily financial data and how?,"
University of Cyprus Working Papers in Economics
09-2010, University of Cyprus Department of Economics.
- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
- Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012. "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers 1196, Society for Economic Dynamics.
- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series 42_10, Rimini Centre for Economic Analysis.
- Poncela, Pilar & Ruiz Ortega, Esther, 2012. "More is not always better : back to the Kalman filter in dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS ws122317, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
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2014-5, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
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- Schleer, Frauke & Semmler, Willi, 2015. "Financial sector and output dynamics in the euro area: Non-linearities reconsidered," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 235-263.
- Audrone Jakaitiene & Stephane Dees, 2012.
"Forecasting the World Economy in the Short Term,"
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- Jakaitiene, Audrone & Dées, Stéphane, 2009. "Forecasting the world economy in the short-term," Working Paper Series 1059, European Central Bank.
- Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2018.
"Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices,"
Working Paper Series of the Department of Economics, University of Konstanz
2018-07, Department of Economics, University of Konstanz.
- Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2020. "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Working Paper series 20-03, Rimini Centre for Economic Analysis.
- Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2019. "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Papers 1906.05545, arXiv.org.
- Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015.
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"Model uncertainty in Panel Vector Autoregressive models,"
European Economic Review, Elsevier, vol. 81(C), pages 115-131.
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- Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 2014_10, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
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"Reconciling output gaps: unobserved components model and Hodrick-Prescott filter,"
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hal-03403269, HAL.
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- Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," European Economic Review, Elsevier, vol. 119(C), pages 333-355.
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"Forecasting with Medium and Large Bayesian VARs,"
Working Papers
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- Gary Koop, 2010. "Forecasting with Medium and Large Bayesian VARs," Working Paper series 43_10, Rimini Centre for Economic Analysis.
- Gary M. Koop, 2013. "Forecasting with Medium and Large Bayesian VARS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 177-203, March.
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"No country is an island. International cooperation and climate change,"
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- Ferrari Massimo, & Pagliari Maria Sole,, 2021. "No country is an island. International cooperation and climate change," Working papers 815, Banque de France.
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"Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy,"
International Journal of Forecasting, Elsevier, vol. 36(2), pages 373-398.
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- García, Javier Sánchez & Rambaud, Salvador Cruz, 2023. "Macrofinancial determinants of volatility transmission in a network of European sovereign debt markets," Finance Research Letters, Elsevier, vol. 53(C).
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"Forecasting with High-Dimensional Panel VARs,"
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- Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
- Gary Koop & Dimitris Korobilis, 2019. "Forecasting with High‐Dimensional Panel VARs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
- Koop, Gary & Korobilis, Dimitris, 2015. "Forecasting with High-Dimensional Panel VARs," MPRA Paper 84275, University Library of Munich, Germany, revised 31 Jan 2018.
- Gary Koop & Dimitris Korobilis, 2015. "Forecasting With High Dimensional Panel VARs," Working Papers 2015_25, Business School - Economics, University of Glasgow.
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"Can a data-rich environment help identify the sources of model misspecification?,"
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- Maik H. Wolters, 2015. "Evaluating Point and Density Forecasts of DSGE Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, January.
- Wolters, Maik H., 2011. "Forecasting under Model Uncertainty," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48723, Verein für Socialpolitik / German Economic Association.
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"Optimal portfolio choice under decision-based model combinations,"
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"Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility,"
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"Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage,"
CAMA Working Papers
2019-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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Cited by:
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"Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models,"
Finance and Economics Discussion Series
2015-66, Board of Governors of the Federal Reserve System (U.S.).
- Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2016. "Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 569-594, Emerald Group Publishing Limited.
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"Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs,"
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- Claudio Morana, 2014. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks," Working Papers 273, University of Milano-Bicocca, Department of Economics, revised May 2014.
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"Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
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- Gobillon, Laurent & Magnac, Thierry, 2013. "Regional Policy Evaluation:Interactive Fixed Effects and Synthetic Controls," IDEI Working Papers 786, Institut d'Économie Industrielle (IDEI), Toulouse.
- Laurent Gobillon & Thierry Magnac, 2016. "Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls," The Review of Economics and Statistics, MIT Press, vol. 98(3), pages 535-551, July.
- Laurent Gobillon & Thierry Magnac, 2013. "Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00849071, HAL.
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- Magnac, Thierry & Gobillon, Laurent, 2014. "Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls," CEPR Discussion Papers 10253, C.E.P.R. Discussion Papers.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012.
"Now-casting and the real-time data flow,"
CEPR Discussion Papers
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- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
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"Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach,"
BEMPS - Bozen Economics & Management Paper Series
BEMPS83, Faculty of Economics and Management at the Free University of Bozen.
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- Davide Ferrari & Francesco Ravazzolo & Joaquin L. Vespignani, 2019. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," Globalization Institute Working Papers 376, Federal Reserve Bank of Dallas.
- Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2019. "Forecasting energy commodity prices: A large global dataset sparse approach," CAMA Working Papers 2019-90, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
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- Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona, 2018. "Common Factors of Commodity Prices," CEPR Discussion Papers 12767, C.E.P.R. Discussion Papers.
- S. Delle Chiaie & L. Ferrara & D. Giannone, 2017. "Common Factors of Commodity Prices," Working papers 645, Banque de France.
- Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018. "Common factors of commodity prices," Research Bulletin, European Central Bank, vol. 51.
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"Bayesian Compressed Vector Autoregressions,"
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"Nowcasting Indonesia,"
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- Berk, Jan Marc & Swank, Job, 2011. "Price level convergence and regional Phillips curves in the US and EMU," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 749-763, September.
- Pierucci, Eleonora & Ventura, Luigi, 2012. "International risk sharing and globalization," MPRA Paper 35869, University Library of Munich, Germany.
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- Ryan, Mary, 2009. "Investment in the Euro Area," Quarterly Bulletin Articles, Central Bank of Ireland, pages 64-80, July.
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- Assoc. Prof. Anca Tãnasie Ph.D & Lect. Rãzvan Tudor Tãnasie PhD, 2011. "An Algorithm Based Approach For Romania’S Road Towards The Euro-Area Membership Status. In Search Of A Suitable Example," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(17), pages 133-140, November.
- Katerina Arnostova & Tomas Adam & Oxana Babecka Kucharcukova & Jan Babecky & Vojtech Belling & Sona Benecka & Jan Bruha & Martin Gurtler & Tibor Hledik & Tomas Holub & Eva Hromadkova & Lubos Komarek &, 2017. "Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2017," Occasional Publications - Edited Volumes, Czech National Bank, number as17 edited by Katerina Arnostova & Lucie Matejkova, January.
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- Tomas Adam & Oxana Babecka Kucharcukova & Jan Babecky & Jan Bruha & Tomas Holub & Eva Hromadkova & David Kocourek & Lubos Komarek & Zlatuse Komarkova & Kamila Kulhava & Petr Kral & Ivana Kubicova & Ji, 2013. "Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2013," Occasional Publications - Edited Volumes, Czech National Bank, number as13 edited by Jakub Mateju & Kamila Kulhava, January.
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"The Real Effects of EMU,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp115, IIIS.
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- Tomas Adam & Robert Ambrisko & Oxana Babecka Kucharcukova & Jan Babecky & Sona Benecka & Jan Bruha & Vilma Dingova & Dana Hajkova & Tomas Holub & Eva Hromadkova & David Kocourek & Lubos Komarek & Zlat, 2014. "Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2014," Occasional Publications - Edited Volumes, Czech National Bank, number as14 edited by Kamila Kulhava & Jakub Mateju, January.
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- Alessandro Turrini, 2008. "Fiscal policy and the cycle in the Euro Area: The role of government revenue and expenditure," European Economy - Economic Papers 2008 - 2015 323, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Reichlin, Lucrezia & Giannone, Domenico, 2006.
"Does Information Help Recovering Structural Shocks from Past Observations?,"
CEPR Discussion Papers
5725, C.E.P.R. Discussion Papers.
- Domenico Giannone & Lucrezia Reichlin, 2006. "Does information help recovering structural shocks from past observations?," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 455-465, 04-05.
- Domenico Giannone & Lucrezia Reichlin, 2006. "Does information help recovering structural shocks from past observations?," ULB Institutional Repository 2013/166169, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia, 2006. "Does information help recovering structural shocks from past observations?," Working Paper Series 632, European Central Bank.
Cited by:
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2017.
"Noise Bubbles,"
Economic Journal, Royal Economic Society, vol. 127(604), pages 1940-1976, September.
- Lippi, Marco & Forni, Mario & Sala, Luca & Gambetti, Luca, 2013. "Noise Bubbles," CEPR Discussion Papers 9532, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noise Bubbles," Center for Economic Research (RECent) 096, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noise Bubbles," Working Papers 532, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Anastasios Evgenidis & Stephanos Papadamou, 2021. "The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5684-5703, October.
- Mackowiak, Bartosz & Jarocinski, Marek, 2013.
"Granger-Causal-Priority and Choice of Variables in Vector Autoregressions,"
CEPR Discussion Papers
9686, C.E.P.R. Discussion Papers.
- Marek Jarociński & Bartosz Maćkowiak, 2017. "Granger Causal Priority and Choice of Variables in Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 319-329, May.
- Jarociński, Marek & Maćkowiak, Bartosz, 2013. "Granger-causal-priority and choice of variables in vector autoregressions," Working Paper Series 1600, European Central Bank.
- Bartosz Mackowiak, 2015. "Granger-Causal-Priority and Choice of Variables in Vector Autoregressions," 2015 Meeting Papers 66, Society for Economic Dynamics.
- Francesca Monti, 2015.
"Can a data-rich environment help identify the sources of model misspecification?,"
Discussion Papers
1505, Centre for Macroeconomics (CFM).
- Monti, Francesca, 2015. "Can a data-rich environment help identify the sources of model misspecification?," LSE Research Online Documents on Economics 86320, London School of Economics and Political Science, LSE Library.
- Monti, Francesca, 2015. "Can a data-rich environment help identify the sources of model misspecification?," Bank of England working papers 527, Bank of England.
- Georgiadis, Georgios, 2017. "To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models," Journal of International Economics, Elsevier, vol. 107(C), pages 1-18.
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- Alfred A. Haug & Christie Smith, 2007.
"Local linear impulse responses for a small open economy,"
Working Papers
0707, University of Otago, Department of Economics, revised Apr 2007.
- Alfred A. Haug & Christie Smith, 2012. "Local Linear Impulse Responses for a Small Open Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(3), pages 470-492, June.
- Alfred A Haug & Christie Smith, 2007. "Local linear impulse responses for a small open economy," Reserve Bank of New Zealand Discussion Paper Series DP2007/09, Reserve Bank of New Zealand.
- Forni, Mario & Gambetti, Luca & Ricco, Giovanni, 2023.
"External Instrument SVAR Analysis for Noninvertible Shocks,"
CEPR Discussion Papers
17886, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & Giovanni Ricco, 2023. "External Instrument SVAR Analysis forNoninvertible Shocks," Working Papers 2023-03, Center for Research in Economics and Statistics.
- Forni, Mario & Gambetti, Luca & Ricco, Giovanni, 2022. "External Instrument SVAR Analysis for Noninvertible Shocks," The Warwick Economics Research Paper Series (TWERPS) 1444, University of Warwick, Department of Economics.
- Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2014.
"Estimating Fiscal Multipliers: News from a Nonlinear World,"
Melbourne Institute Working Paper Series
wp2014n26, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2015. "Estimating Fiscal Multipliers: News From A Non‐linear World," Economic Journal, Royal Economic Society, vol. 0(584), pages 746-776, May.
- Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2015. "Estimating Fiscal Multipliers:News From a Nonlinear World," Department of Economics - Working Papers Series 1196, The University of Melbourne.
- Mario Forni & Luca Gambetti & Luca Sala, 2017. "News, Uncertainty and Economic Fluctuations (No News is Good News)," Center for Economic Research (RECent) 132, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Bassam Fattouh, Lutz Kilian, and Lavan Mahadeva, 2013.
"The Role of Speculation in Oil Markets: What Have We Learned So Far?,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
- Kilian, Lutz & Fattouh, Bassam & Mahadeva, Lavan, 2012. "The Role of Speculation in Oil Markets: What Have We Learned So Far?," CEPR Discussion Papers 8916, C.E.P.R. Discussion Papers.
- Helmut Lütkepohl, 2012. "Fundamental Problems with Nonfundamental Shocks," Discussion Papers of DIW Berlin 1230, DIW Berlin, German Institute for Economic Research.
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"Speculation in the oil market,"
Working Papers
2011-027, Federal Reserve Bank of St. Louis.
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- Luciana Juvenal & Ivan Petrella, 2015. "Speculation in the Oil Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 621-649, June.
- Petrella, Ivan & Juvenal, Luciana, 2014. "Speculation in the Oil Market," CEPR Discussion Papers 9808, C.E.P.R. Discussion Papers.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007.
"Bayesian VARs with Large Panels,"
CEPR Discussion Papers
6326, C.E.P.R. Discussion Papers.
- Domenico Giannone & Martha Banbura & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," ULB Institutional Repository 2013/13388, ULB -- Universite Libre de Bruxelles.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
- Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
- Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
- Ray Barrell & Sylvia Gottschalk & Dawn Holland & Ehsan Khoman & Iana Liadze & Olga Pomerantz, 2008. "The impact of EMU on growth and employment," European Economy - Economic Papers 2008 - 2015 318, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014.
"Noisy News in Business Cycles,"
Working Papers
531, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2017. "Noisy News in Business Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(4), pages 122-152, October.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noisy News in Business Cycles," Center for Economic Research (RECent) 097, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Luca Gambetti, 2014. "Noisy News in Business Cycles," 2014 Meeting Papers 1406, Society for Economic Dynamics.
- Lippi, Marco & Forni, Mario & Sala, Luca & Gambetti, Luca, 2013. "Noisy News in Business cycles," CEPR Discussion Papers 9601, C.E.P.R. Discussion Papers.
- Kilian, Lutz & Lee, Thomas K., 2014.
"Quantifying the speculative component in the real price of oil: The role of global oil inventories,"
Journal of International Money and Finance, Elsevier, vol. 42(C), pages 71-87.
- Kilian, Lutz & Lee, Thomas K, 2013. "Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories," CEPR Discussion Papers 9297, C.E.P.R. Discussion Papers.
- Christiane Baumeister & Lutz Kilian, 2011.
"Real-Time Forecasts of the Real Price of Oil,"
Staff Working Papers
11-16, Bank of Canada.
- Kilian, Lutz & Baumeister, Christiane, 2011. "Real-Time Forecasts of the Real Price of Oil," CEPR Discussion Papers 8414, C.E.P.R. Discussion Papers.
- Christiane Baumeister & Lutz Kilian, 2011. "Real-Time Forecasts of the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 326-336, September.
- Elmar Mertens, 2010.
"Are spectral estimators useful for implementing long-run restrictions in SVARs?,"
Finance and Economics Discussion Series
2010-09, Board of Governors of the Federal Reserve System (U.S.).
- Elmar Mertens, 2008. "Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?," Working Papers 08.01, Swiss National Bank, Study Center Gerzensee.
- Hamidi Sahneh, Mehdi, 2015. "Are the shocks obtained from SVAR fundamental?," MPRA Paper 65126, University Library of Munich, Germany.
- Corona, Francisco & Poncela, Pilar & Ruiz Ortega, Esther, 2017.
"Estimating non-stationary common factors : Implications for risk sharing,"
DES - Working Papers. Statistics and Econometrics. WS
24585, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Francisco Corona & Pilar Poncela & Esther Ruiz, 2020. "Estimating Non-stationary Common Factors: Implications for Risk Sharing," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 37-60, January.
- Alho, Kari & Nikula, Nuutti, 2007. "Productivity, Employment and Taxes - A SVAR Analysis of Trade-offs and Impacts," Discussion Papers 1074, The Research Institute of the Finnish Economy.
- Forni, Mario & Gambetti, Luca & Sala, Luca, 2017. "News, Uncertainty and Economic Fluctuations," CEPR Discussion Papers 12139, C.E.P.R. Discussion Papers.
- Lanne, Markku & Saikkonen, Pentti, 2009.
"Noncausal vector autoregression,"
Bank of Finland Research Discussion Papers
18/2009, Bank of Finland.
- Lanne, Markku & Saikkonen, Pentti, 2013. "Noncausal Vector Autoregression," Econometric Theory, Cambridge University Press, vol. 29(3), pages 447-481, June.
- Lanne, Markku & Saikkonen, Pentti, 2010. "Noncausal Vector Autoregression," MPRA Paper 23717, University Library of Munich, Germany.
- Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Large Bayesian vector auto regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
- Domenico Giannone & Martha Banbura & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," ULB Institutional Repository 2013/13388, ULB -- Universite Libre de Bruxelles.
- Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
- Kilian, Lutz, 2011.
"Structural Vector Autoregressions,"
CEPR Discussion Papers
8515, C.E.P.R. Discussion Papers.
- Lutz Kilian, 2013. "Structural vector autoregressions," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 22, pages 515-554, Edward Elgar Publishing.
- Ravn, Morten & Mertens, Karel, 2009.
"Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach,"
CEPR Discussion Papers
7423, C.E.P.R. Discussion Papers.
- Karel Mertens & MortenO. Ravn, 2010. "Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach," Economic Journal, Royal Economic Society, vol. 120(544), pages 393-413, May.
- Alho, Kari O.E. & Nikula, Nuutti, 2006. "Productivity, Empoyment and Taxes - Evidence on the Potential Trade-offs and Impacts in the EU," Discussion Papers 1054, The Research Institute of the Finnish Economy.
- Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008.
"Explaining the Great Moderation: it is not the shocks,"
Working Paper Series
865, European Central Bank.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Explaining the great moderation: it is not the shocks," ULB Institutional Repository 2013/6413, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Explaining The Great Moderation: It Is Not The Shocks," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 621-633, 04-05.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers 6600, C.E.P.R. Discussion Papers.
- Luca GATTINI & Paul HIEBERT, 2010.
"Forecasting and Assessing Euro Area House Prices Through the Lens of Key Fundamentals,"
EcoMod2010
259600061, EcoMod.
- Gattini, Luca & Hiebert, Paul, 2010. "Forecasting and assessing Euro area house prices through the lens of key fundamentals," Working Paper Series 1249, European Central Bank.
- Miranda-Agrippino, Silvia & Hacıoğlu Hoke, Sinem & Bluwstein, Kristina, 2020. "Patents, News, and Business Cycles," CEPR Discussion Papers 15062, C.E.P.R. Discussion Papers.
- Valenti, Daniele & Bastianin, Andrea & Manera, Matteo, "undated".
"A weekly structural VAR model of the US crude oil market,"
FEEM Working Papers
324040, Fondazione Eni Enrico Mattei (FEEM).
- Daniele Valenti & Andrea Bastianin & Matteo Manera, 2022. "A weekly structural VAR model of the US crude oil market," Working Papers 2022.11, Fondazione Eni Enrico Mattei.
- Valenti, Daniele & Bastianin, Andrea & Manera, Matteo, 2023. "A weekly structural VAR model of the US crude oil market," Energy Economics, Elsevier, vol. 121(C).
- Ms. Adina Popescu & Ms. Alina Carare, 2011. "Monetary Policy and Risk-Premium Shocks in Hungary: Results from a Large Bayesian VAR," IMF Working Papers 2011/259, International Monetary Fund.
- Fabio Canova & Mehdi Hamidi Sahneh, 2018.
"Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Nonfundamentalness,"
Journal of the European Economic Association, European Economic Association, vol. 16(4), pages 1069-1093.
- Canova, Fabio & Hamidi Sahneh, Mehdi, 2016. "Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness," CEPR Discussion Papers 11041, C.E.P.R. Discussion Papers.
- Fabio Canova, 2016. "Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness," Working Papers No 2/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007.
"Opening the Black Box: Structural Factor Models with Large Cross-Sections,"
Center for Economic Research (RECent)
008, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009. "Opening The Black Box: Structural Factor Models With Large Cross Sections," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1319-1347, October.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Working Papers ECARES 2008_036, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007. "Opening the black box: structural factor models with large cross-sections," Working Paper Series 712, European Central Bank.
- Ricco, Giovanni, 2015. "A new identification of fiscal shocks based on the information flow," Working Paper Series 1813, European Central Bank.
- Miranda-Agrippino, Silvia & Hacioglu Hoke, Sinem & Bluwstein, Kristina, 2019.
"When creativity strikes: news shocks and business cycle fluctuations,"
Bank of England working papers
788, Bank of England.
- Silvia Miranda-Agrippino & Sinem Hacioglu Hoke & Kristina Bluwstein, 2018. "When Creativity Strikes: News Shocks and Business Cycle Fluctuations," Discussion Papers 1823, Centre for Macroeconomics (CFM).
- Miranda-Agrippino, Silvia & Hacıoglu Hoke, Sinem, 2018. "When creativity strikes: news shocks and business cycle fluctuations," LSE Research Online Documents on Economics 90381, London School of Economics and Political Science, LSE Library.
- Yuefeng Han & Rong Chen & Cun-Hui Zhang, 2020. "Rank Determination in Tensor Factor Model," Papers 2011.07131, arXiv.org, revised May 2022.
- Agrippino, Silvia Miranda & Ricco, Giovanni, 2022.
"Identification with external instruments in structural VARs,"
Bank of England working papers
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- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2023. "Identification with External Instruments in Structural VARs," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 1-19.
- Forni, Mario & Gambetti, Luca, 2011.
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"Bayesian Dynamic Variable Selection In High Dimensions,"
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"Economic Predictions with Big Data: The Illusion Of Sparsity,"
CEPR Discussion Papers
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"Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals,"
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"Large time‐varying parameter VARs: A nonparametric approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1027-1049, November.
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"An approach to increasing forecast-combination accuracy through VAR error modeling,"
CQE Working Papers
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"Dynamic Factor Models: a Genealogy,"
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"Prior Selection for Vector Autoregressions,"
NBER Working Papers
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"Global commodity cycles and linkages a FAVAR approach,"
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"Pooling versus model selection for nowcasting with many predictors: an application to German GDP,"
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"Non standard Monetary Policy measures and monetary developments,"
Working Papers ECARES
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"Forecasting Exchange Rates with a Large Bayesian VAR,"
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"Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey,"
SFB 649 Discussion Papers
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"A network analysis of the volatility of high-dimensionalfinancial series,"
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"When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage,"
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"Macroeconomic Nowcasting and Forecasting with Big Data,"
Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
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- Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers 12589, C.E.P.R. Discussion Papers.
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"Targeting predictors in random forest regression,"
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"The ECB and the Interbank Market,"
Economic Journal, Royal Economic Society, vol. 122(564), pages 467-486, November.
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"Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso,"
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"Monetary Policy and Bank Profitability in a Low Interest Rate Environment,"
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Cited by:
- Mario Forni & Luca Gambetti & Luca Sala, 2011.
"No News in Business Cycles,"
Working Papers
535, Barcelona School of Economics.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No news in business cycles," Center for Economic Research (RECent) 063, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Luca Gambetti & Luca Sala, 2013. "No News in Business Cycles," Working Papers 491, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Mario Forni & Luca Gambetti & Luca Sala, 2014. "No News in Business Cycles," Economic Journal, Royal Economic Society, vol. 124(581), pages 1168-1191, December.
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"A Review of Nonfundamentalness and Identification in Structural VAR Models,"
LEM Papers Series
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"The Euro area business cycle: stylized facts and measurement issues,"
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"The Effect of Financial Crises on Potential Output: New Empirical Evidence from OECD Countries,"
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"Business Cycles in the Euro Area,"
CEPR Discussion Papers
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- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010. "Business Cycles in the Euro Area," NBER Chapters, in: Europe and the Euro, pages 141-167, National Bureau of Economic Research, Inc.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the Euro Area," NBER Working Papers 14529, National Bureau of Economic Research, Inc.
- Domenico Giannone & Michele Lenza, 2009. "Business cycles in the euro area," Research Bulletin, European Central Bank, vol. 8, pages 5-7.
- Josef Baumgartner & Serguei Kaniovski & Hans Pitlik, 2019. "Update der mittelfristigen Prognose der österreichischen Wirtschaft 2019 bis 2023," WIFO Monatsberichte (monthly reports), WIFO, vol. 92(4), pages 221-230, April.
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- Reichlin, Lucrezia, 2014.
"Monetary Policy and Banks in the Euro Area: The Tale of Two Crises,"
Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 387-400.
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CBM Working Papers
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"The Hidden Cost of Globalization: Import Competition and Mental Distress,"
BAFFI CAREFIN Working Papers
1511, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
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"Has the Euro‐Mediterranean Partnership Affected Mediterranean Business Cycles?,"
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- Jean-Philippe Cotis & Jonathan Coppel, 2005. "Business Cycle Dynamics in OECD Countries: Evidence, Causes and Policy Implications," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & David Norman (ed.),The Changing Nature of the Business Cycle, Reserve Bank of Australia.
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"The production function approach to the Belgian output gap, Estimation of a Multivariate Structural Time Series Model,"
Working Paper Research
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- David Marqués Ibañez, 2009. "Banks, credit and the transmission mechanism of monetary policy," Research Bulletin, European Central Bank, vol. 8, pages 2-4.
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"A revision of the US business-cycles chronology 1790-1928,"
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"The Effect of Financial Crises on Potential Output: New Empirical Evidence from OECD Countries,"
OECD Economics Department Working Papers
699, OECD Publishing.
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"Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases,"
CEPR Discussion Papers
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"Flow of conjunctural information and forecast of euro area economic activity,"
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"The yield spread puzzle and the information content of SPF forecasts,"
Economics Letters, Elsevier, vol. 118(1), pages 219-221.
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- Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012. "The Yield Spread Puzzle and the Information Content of SPF Forecasts," CESifo Working Paper Series 3949, CESifo.
- Lamprou, Dimitra, 2016. "Nowcasting GDP in Greece: The impact of data revisions and forecast origin on model selection and performance," The Journal of Economic Asymmetries, Elsevier, vol. 14(PA), pages 93-102.
- Robert Lehmann, 2016. "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
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"A neural network ensemble approach for GDP forecasting,"
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- Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura, 2012. "Nowcasting with Daily Data," 2012 Meeting Papers 555, Society for Economic Dynamics.
- Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015.
"Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models,"
Finance and Economics Discussion Series
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- Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2016. "Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 569-594, Emerald Group Publishing Limited.
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"Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs,"
Journal of Econometrics, Elsevier, vol. 193(2), pages 335-348.
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"Should macroeconomic forecasters use daily financial data and how?,"
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- Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012. "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers 1196, Society for Economic Dynamics.
- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series 42_10, Rimini Centre for Economic Analysis.
- João Victor Issler & Hilton Hostalacio Notini & Claudia Fontoura Rodrigues, 2013.
"Constructing coincident and leading indices of economic activity for the Brazilian economy,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 43-65.
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- Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2009. "Constructing coincident and leading indices of economic activity for the brazilian economy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 694, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2011. "Constructing coincident and leading indices of economic activity for the brazilian economy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 714, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
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"Real-time measurement of business conditions,"
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- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009. "Real-Time Measurement of Business Conditions," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
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"Forecasting the World Economy in the Short Term,"
The World Economy, Wiley Blackwell, vol. 35(3), pages 331-350, March.
- Jakaitiene, Audrone & Dées, Stéphane, 2009. "Forecasting the world economy in the short-term," Working Paper Series 1059, European Central Bank.
- Inske Pirschel & Maik H. Wolters, 2018. "Forecasting with large datasets: compressing information before, during or after the estimation?," Empirical Economics, Springer, vol. 55(2), pages 573-596, September.
- Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015.
"Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
- Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers 9931, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Michèle Lenza, 2014. "Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections," Working Papers ECARES ECARES 2014-15, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," Working Paper Series 1733, European Central Bank.
- Maximo Camacho & Rafael Domenech, 2010.
"MICA-BBVA: A Factor Model of Economic and Financial Indicators for Short-term GDP Forecasting,"
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"Predicting Benchmarked US State Employment Data in Real Time,"
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- Scott Brave & Charles S. Gascon & William Kluender & Thomas Walstrum, 2019. "Predicting Benchmarked US State Employment Data in Realtime," Working Paper Series WP 2019-11, Federal Reserve Bank of Chicago.
- Marina Diakonova & Luis Molina & Hannes Mueller & Javier J. Pérez & Cristopher Rauh, 2022. "The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting," Working Papers 2232, Banco de España.
- Edward S. Knotek & Saeed Zaman, 2017.
"Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting,"
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"Short-term forecasts of French GDP: A dynamic factor model with targeted predictors,"
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"Real-Time Forecasting With a Mixed-Frequency VAR,"
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- Frank Schorfheide & Dongho Song, 2012. "Real-time forecasting with a mixed-frequency VAR," Working Papers 701, Federal Reserve Bank of Minneapolis.
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"Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility,"
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- Boivin, J. & Giannoni, M., 2007.
"DSGE Models in a Data-Rich Environment,"
Working papers
162, Banque de France.
- Marc P. Giannoni & Jean Boivin, 2005. "DSGE Models in a Data-Rich Environment," Computing in Economics and Finance 2005 431, Society for Computational Economics.
- Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Technical Working Papers 0332, National Bureau of Economic Research, Inc.
- Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Working Papers 12772, National Bureau of Economic Research, Inc.
- Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction," LEM Papers Series 2006/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2016. "Non-Stationary Dynamic Factor Models for Large Datasets," Finance and Economics Discussion Series 2016-024, Board of Governors of the Federal Reserve System (U.S.).
- Sandra Eickmeier, 2009. "Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 933-959.
- François Lescaroux & Valérie Mignon, 2009. "Measuring The Effects Of Oil Prices On China'S Economy: A Factor‐Augmented Vector Autoregressive Approach," Pacific Economic Review, Wiley Blackwell, vol. 14(3), pages 410-425, August.
- Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising, 2006.
"Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach - The Case of Developing Asia,"
Working Papers
565, Queen Mary University of London, School of Economics and Finance.
- Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas Quising, 2007. "Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach: The Case of Developing Asia," EcoMod2007 23900071, EcoMod.
- Rafiq, M.S., 2011. "The optimality of a gulf currency union: Commonalities and idiosyncrasies," Economic Modelling, Elsevier, vol. 28(1-2), pages 728-740, January.
- Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018.
"The Forecasting Performance of Dynamic Factor Models with Vintage Data,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
0070, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018. "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Center for Economic Research (RECent) 138, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Forni, Mario & Di Bonaventura, Luca & Pattarin, Francesco, 2018. "The Forcasting Performance of Dynamic Factor Models with Vintage Data," CEPR Discussion Papers 13034, C.E.P.R. Discussion Papers.
- Vansteenkiste, Isabel, 2009. "How important are common factors in driving non-fuel commodity prices? A dynamic factor analysis," Working Paper Series 1072, European Central Bank.
- Eickmeier, Sandra, 2005. "Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model," Discussion Paper Series 1: Economic Studies 2005,02, Deutsche Bundesbank.
- Romain Houssa, 2004.
"Monetary Union in West Africa and Asymmetric Shocks: A Dynamic Structural Factor Model Approach,"
Development and Comp Systems
0409063, University Library of Munich, Germany.
- Houssa, Romain, 2008. "Monetary union in West Africa and asymmetric shocks: A dynamic structural factor model approach," Journal of Development Economics, Elsevier, vol. 85(1-2), pages 319-347, February.
- Rafiq, M.S., 2011. "The optimality of a gulf currency union: Commonalities and idiosyncrasies," Economic Modelling, Elsevier, vol. 28(1), pages 728-740.
- Qin, Duo, 2007.
"Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from five OECD countries,"
Economics Discussion Papers
2007-29, Kiel Institute for the World Economy (IfW Kiel).
- Duo Qin, 2006. "Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries," Working Papers 575, Queen Mary University of London, School of Economics and Finance.
- Qin, Duo, 2008. "Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-26.
- Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Quising, Pilipinas F., 2007. "Measuring Regional Market Integration in Developing Asia: a Dynamic Factor Error Correction Model (DF-ECM) Approach," Working Papers on Regional Economic Integration 8, Asian Development Bank.
- Agnello, Luca & Schuknecht, Ludger, 2011.
"Booms and busts in housing markets: Determinants and implications,"
Journal of Housing Economics, Elsevier, vol. 20(3), pages 171-190, September.
- Agnello, Luca & Schuknecht, Ludger, 2009. "Booms and busts in housing markets: determinants and implications," Working Paper Series 1071, European Central Bank.
- Antonio Acconcia & Saverio Simonelli, 2005. "Revisiting the one type permanent shocks hypothesis: Aggregate fluctuations in a multi-sector economy," CSEF Working Papers 137, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Sep 2006.
- Nektarios Aslanidis & Andrea Cipollini, 2007. "Leading indicator properties of the US corporate spreads," Money Macro and Finance (MMF) Research Group Conference 2006 115, Money Macro and Finance Research Group.
- Gregor B urle, 2008. "Priors from DSGE Models for Dynamic Factor Analysis," Diskussionsschriften dp0803, Universitaet Bern, Departement Volkswirtschaft.
- G. Peersman, 2005. "The relative importance of symmetric and asymmetric shocks and the determination of the exchange rate," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/286, Ghent University, Faculty of Economics and Business Administration.
- Marco Lippi & Daniel L. Thornton, 2004.
"A Dynamic Factor Analysis of the Response of U.S. Interest Rates to News,"
LEM Papers Series
2004/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Marco Lippi & Daniel L. Thornton, 2004. "A dynamic factor analysis of the response of U. S. interest rates to news," Working Papers 2004-013, Federal Reserve Bank of St. Louis.
- Christian Schulz, 2008. "Forecasting economic activity for Estonia : The application of dynamic principal component analyses," Bank of Estonia Working Papers 2008-02, Bank of Estonia, revised 30 Oct 2008.
- Akbari Dehbaghi, Simin & Arman, Seyed Aziz & Ahangari, Majid, 2020. "The Impact of Domestic and Foreign Monetary Policy on Iran\'s economy: Global Modeling," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(2), pages 151-180, April.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008.
"Large Bayesian VARs,"
Working Paper Series
966, European Central Bank.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
- Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
- rea cipollini & giuseppe missaglia, 2005. "Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis," Finance 0502010, University Library of Munich, Germany.
- Martin Fukac & Adrian Pagan, 2006.
"Issues in Adopting DSGE Models for Use in the Policy Process,"
Working Papers
2006/6, Czech National Bank.
- Martin Fukac & Adrian Pagan, 2006. "Issues In Adopting Dsge Models For Use In The Policy Process," CAMA Working Papers 2006-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francesca Marino, 2013. "Regional fluctuations and national cohesion in the EU12: a pre-Maastricht assessment," SERIES 0048, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Aug 2013.
- Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas Quising, 2006. "Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs)," Working Papers 554, Queen Mary University of London, School of Economics and Finance.
- Alain Kabundi & Andrew S. Duncan, 2011. "Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets," Working Papers 253, Economic Research Southern Africa.
- Matteo Luciani, 2013.
"Monetary Policy, and the Housing Market: A Structural Factor Analysis,"
ULB Institutional Repository
2013/153324, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002.
"Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?,"
CEPR Discussion Papers
3146, C.E.P.R. Discussion Papers.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2003. "Do financial variables help forecasting inflation and real activity in the euro area?," Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1243-1255, September.
- Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin, 2003. "Do financial variables help forecasting inflation and real activity in the Euro area ?," ULB Institutional Repository 2013/2123, ULB -- Universite Libre de Bruxelles.
Cited by:
- Robert Lehmann, 2016. "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
- Lamprou, Dimitra, 2016. "Nowcasting GDP in Greece: The impact of data revisions and forecast origin on model selection and performance," The Journal of Economic Asymmetries, Elsevier, vol. 14(PA), pages 93-102.
- Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura, 2012. "Nowcasting with Daily Data," 2012 Meeting Papers 555, Society for Economic Dynamics.
- Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003.
"Business Survey Data: Do They Help in Forecasting the Macro Economy?,"
Working Paper Series
151, Sveriges Riksbank (Central Bank of Sweden).
- Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003. "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Papers 84, National Institute of Economic Research.
- Gary Koop, 2011.
"Forecasting with Medium and Large Bayesian VARs,"
Working Papers
1117, University of Strathclyde Business School, Department of Economics.
- Gary Koop, 2010. "Forecasting with Medium and Large Bayesian VARs," Working Paper series 43_10, Rimini Centre for Economic Analysis.
- Gary M. Koop, 2013. "Forecasting with Medium and Large Bayesian VARS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 177-203, March.
- Koop, Gary, 2011. "Forecasting with Medium and Large Bayesian VARs," SIRE Discussion Papers 2011-38, Scottish Institute for Research in Economics (SIRE).
- Poncela, Pilar & Ruiz Ortega, Esther, 2012. "More is not always better : back to the Kalman filter in dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS ws122317, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Hahn, Elke & Zekaite, Zivile & de Bondt, Gabe, 2018.
"ALICE: A new inflation monitoring tool,"
Working Paper Series
2175, European Central Bank.
- Zivile Zekaite & Gabe de Bondt & Elke Hahn, 2017. "Alice: A New Inflation Monitoring Tool," EcoMod2017 10414, EcoMod.
- Wolters, Maik H., 2013.
"Evaluating point and density forecasts of DSGE models,"
Economics Working Papers
2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series 59, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
- Maik H. Wolters, 2015. "Evaluating Point and Density Forecasts of DSGE Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, January.
- Wolters, Maik H., 2011. "Forecasting under Model Uncertainty," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48723, Verein für Socialpolitik / German Economic Association.
- Inske Pirschel & Maik H. Wolters, 2018. "Forecasting with large datasets: compressing information before, during or after the estimation?," Empirical Economics, Springer, vol. 55(2), pages 573-596, September.
- Inoue, Atsushi & Kilian, Lutz, 2003.
"On the selection of forecasting models,"
Working Paper Series
214, European Central Bank.
- Kilian, Lutz & Inoue, Atsushi, 2003. "On the Selection of Forecasting Models," CEPR Discussion Papers 3809, C.E.P.R. Discussion Papers.
- Inoue, Atsushi & Kilian, Lutz, 2006. "On the selection of forecasting models," Journal of Econometrics, Elsevier, vol. 130(2), pages 273-306, February.
- Christina Ziegler, 2009. "Testing Predicitive Ability of Business Cycle Indicators for the Euro Area," ifo Working Paper Series 69, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Poghosyan, K. & Magnus, J.R., 2011.
"WALS estimation and forecasting in factor-based dynamic models with an application to Armenia,"
Other publications TiSEM
419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
- Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper 2011-054, Tilburg University, Center for Economic Research.
- Karen Poghosyan & Jan R. Magnus, 2012. "WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia," International Econometric Review (IER), Econometric Research Association, vol. 4(1), pages 40-58, April.
- Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017.
"The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey,"
Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
- Mogliani, M. & Brunhes-Lesage, V. & Darné, O. & Pluyaud, B., 2014. "New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the “blocking” approach," Working papers 473, Banque de France.
- Andreas Fischer & Marlene Amstad, 2004. "Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment," Working Papers 04.06, Swiss National Bank, Study Center Gerzensee.
- Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011.
"The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields,"
PLOS ONE, Public Library of Science, vol. 6(8), pages 1-9, August.
- Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011. "The US stock market leads the Federal funds rate and Treasury bond yields," Papers 1102.2138, arXiv.org.
- Kun GUO & Wei-Xing ZHOU & Si-Wei CHENG & Didier SORNETTE, 2011. "The US stock market leads the Federal funds rate and Treasury bond yields," Swiss Finance Institute Research Paper Series 11-05, Swiss Finance Institute.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012.
"Now-casting and the real-time data flow,"
CEPR Discussion Papers
9112, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
- Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017.
"Forecasting the U.S. Real House Price Index,"
Papers
1707.04868, arXiv.org.
- Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos, 2015. "Forecasting the U.S. real house price index," Economic Modelling, Elsevier, vol. 45(C), pages 259-267.
- Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Paper series 30_14, Rimini Centre for Economic Analysis.
- Plakandaras, Vasilios & Gupta, Rangan & Papadimitriou, Theophilos & Gogas, Periklis, 2014. "Forecasting the U.S. Real House Price Index," DUTH Research Papers in Economics 10-2014, Democritus University of Thrace, Department of Economics.
- Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Papers 201418, University of Pretoria, Department of Economics.
- Matteo Luciani, 2013.
"Monetary Policy, and the Housing Market: A Structural Factor Analysis,"
ULB Institutional Repository
2013/153324, ULB -- Universite Libre de Bruxelles.
- Matteo LUCIANI, "undated". "Monetary Policy and the Housing Market: A Structural Factor Analysis," Working Papers wp2010-7, Department of the Treasury, Ministry of the Economy and of Finance.
- Matteo Luciani, 2015. "Monetary Policy and the Housing Market: A Structural Factor Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 199-218, March.
- Matteo Luciani, 2012. "Monetary Policy and the Housing Market: A Structural Factor Analysis," Working Papers ECARES ECARES 2012-035, ULB -- Universite Libre de Bruxelles.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012.
"The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US,"
Working Papers
1209, University of Nevada, Las Vegas , Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers 201226, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working papers 2012-12, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers 15-27, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2015. "The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US," Applied Economics, Taylor & Francis Journals, vol. 47(22), pages 2259-2277, May.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2017.
"Tracking the slowdown in long-run GDP growth,"
LSE Research Online Documents on Economics
81869, London School of Economics and Political Science, LSE Library.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2016. "Tracking the slowdown in long-run GDP growth," LSE Research Online Documents on Economics 86243, London School of Economics and Political Science, LSE Library.
- Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2014. "Tracking the Slowdown in Long-Run GDP Growth," Discussion Papers 1604, Centre for Macroeconomics (CFM), revised Jan 2016.
- Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2017. "Tracking the Slowdown in Long-Run GDP Growth," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 343-356, May.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2016. "Tracking the slowdown in long-run GDP growth," Bank of England working papers 587, Bank of England.
- Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese , Giovanni, 2015.
"Nowcasting Indonesia,"
ADB Economics Working Paper Series
471, Asian Development Bank.
- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2018. "Nowcasting Indonesia," Empirical Economics, Springer, vol. 55(2), pages 597-619, September.
- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2015. "Nowcasting Indonesia," Finance and Economics Discussion Series 2015-100, Board of Governors of the Federal Reserve System (U.S.).
- Tomas Havranek & Roman Horvath & Jakub Mateju, 2010. "Do Financial Variables Help Predict Macroeconomic Environment? The Case of the Czech Republic," Working Papers 2010/06, Czech National Bank.
- Cristina Fuentes-Albero & Leonardo Melosi, 2011.
"Methods for Computing Marginal Data Densities from the Gibbs Output,"
Departmental Working Papers
201131, Rutgers University, Department of Economics.
- Fuentes-Albero, Cristina & Melosi, Leonardo, 2013. "Methods for computing marginal data densities from the Gibbs output," Journal of Econometrics, Elsevier, vol. 175(2), pages 132-141.
- Lillian Kamal, 2014. "Do GAP Models Still have a Role to Play in Forecasting Inflation?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(3), pages 1-12.
- Gupta, Rangan & Modise, Mampho P., 2013.
"Macroeconomic Variables and South African Stock Return Predictability,"
Economic Modelling, Elsevier, vol. 30(C), pages 612-622.
- Rangan Gupta & Mampho P. Modise, 2011. "Macroeconomic Variables and South African Stock Return Predictability," Working Papers 201107, University of Pretoria, Department of Economics.
- an de Meulen, Philipp, 2015. "Das RWI-Kurzfristprognosemodell," RWI Konjunkturberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, vol. 66(2), pages 25-46.
- Chauvet, Marcelle & Potter, Simon, 2013. "Forecasting Output," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 141-194, Elsevier.
- Matteo Luciani & Lorenzo Ricci, 2014.
"Nowcasting Norway,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 215-248, December.
- Matteo Luciani & Lorenzo Ricci, 2013. "Nowcasting Norway," Working Papers ECARES ECARES 2013-10, ULB -- Universite Libre de Bruxelles.
- Raul Ibarra & Luis M. Gomez-Zamudio, 2017.
"Are Daily Financial Data Useful for Forecasting GDP? Evidence from Mexico,"
Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 173-203, April.
- Ibarra-Ramírez Raúl & Gómez-Zamudio Luis M., 2017. "Are daily financial data useful for forecasting GDP? Evidence from Mexico," Working Papers 2017-17, Banco de México.
- Xisong Jin & Francisco Nadal De Simone, 2013.
"Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach,"
BCL working papers
82, Central Bank of Luxembourg.
- Jin, Xisong & Nadal De Simone, Francisco de A., 2014. "Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach," Journal of Financial Stability, Elsevier, vol. 14(C), pages 81-101.
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Macias, Paweł & Stelmasiak, Damian & Szafranek, Karol, 2023. "Nowcasting food inflation with a massive amount of online prices," International Journal of Forecasting, Elsevier, vol. 39(2), pages 809-826.
- Gianluca Lagana, 2004. "Measuring monetary policy in the UK: a factor augmented vector autoregressive approach," Money Macro and Finance (MMF) Research Group Conference 2004 64, Money Macro and Finance Research Group.
- Jörg Breitung & Sandra Eickmeier, 2006.
"Dynamic factor models,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 27-42, March.
- Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank.
- Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic Factor Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 3, pages 25-40, Springer.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009.
"Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals,"
Working papers
2009-42, University of Connecticut, Department of Economics.
- Gupta, Rangan & Kabundi, Alain & Miller, Stephen M., 2011. "Forecasting the US real house price index: Structural and non-structural models with and without fundamentals," Economic Modelling, Elsevier, vol. 28(4), pages 2013-2021, July.
- Rangan Gupta & Alan Kabundi & Stephen M. Miller, 2010. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 1001, University of Nevada, Las Vegas , Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 200927, University of Pretoria, Department of Economics.
- Iyer , Tara & Sen Gupta, Abhijit, 2019. "Nowcasting Economic Growth in India: The Role of Rainfall," ADB Economics Working Paper Series 593, Asian Development Bank.
- Tomáš Havránek & Roman Horváth & Jakub Matějů, 2012. "Monetary transmission and the financial sector in the Czech Republic," Economic Change and Restructuring, Springer, vol. 45(3), pages 135-155, August.
- Massimiliano Serati & Matteo Manera & Michele Plotegher, 2008.
"Modelling electricity prices: from the state of the art to a draft of a new proposal,"
LIUC Papers in Economics
210, Cattaneo University (LIUC).
- Matteo Manera & Massimiliano Serati & Michele Plotegher, 2008. "Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal," Working Papers 2008.9, Fondazione Eni Enrico Mattei.
- Serati, Massimiliano & Manera, Matteo & Plotegher, Michele, 2008. "Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal," International Energy Markets Working Papers 44426, Fondazione Eni Enrico Mattei (FEEM).
- Drechsel, Katja & Scheufele, Rolf, 2010. "Should We Trust in Leading Indicators? Evidence from the Recent Recession," IWH Discussion Papers 10/2010, Halle Institute for Economic Research (IWH).
- Nathan Bedock & Dalibor Stevanović, 2017.
"An empirical study of credit shock transmission in a small open economy,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(2), pages 541-570, May.
- Nathan Bedock & Dalibor Stevanovic, 2017. "An empirical study of credit shock transmission in a small open economy," Canadian Journal of Economics, Canadian Economics Association, vol. 50(2), pages 541-570, May.
- Nathan Bedock & Dalibor Stevanovic, 2012. "An Empirical Study of Credit Shock Transmission in a Small Open Economy," CIRANO Working Papers 2012s-16, CIRANO.
- Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian, 2009.
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"New Eurocoin: Tracking Economic Growth in Real Time,"
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- Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008. "New Eurocoin: Tracking Economic Growth in Real Time," Center for Economic Research (RECent) 020, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
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European Economic Review, Elsevier, vol. 51(3), pages 521-551, April.
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"Assessing Aggregate Comovements in France, Germany and Italy Using a Non Stationary Factor Model of the Euro Area,"
Springer Books, in: Convergence or Divergence in Europe?, pages 95-120,
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"Are More Data Always Better for Factor Analysis?,"
NBER Working Papers
9829, National Bureau of Economic Research, Inc.
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"Factor models in large cross sections of time series,"
ULB Institutional Repository
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"France in the global economy: a structural approximate dynamic factor model analysis,"
Empirical Economics, Springer, vol. 41(2), pages 311-342, October.
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- Fabio Bagliano & Claudio Morana, 2008. "Factor vector autoregressive estimation: a new approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 15-23, June.
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"A Multilevel Factor Model: Identification, Asymptotic Theory and Applications,"
Working Papers
1609, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
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"Dimensions of macroeconomic uncertainty: A common factor analysis,"
ifo Working Paper Series
167, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Steffen Henzel & Malte Rengel, 2014. "Dimensions of Macroeconomic Uncertainty: A Common Factor Analysis," CESifo Working Paper Series 4991, CESifo.
- Henzel, Steffen R. & Rengel, Malte, 2017. "Dimensions of macroeconomic uncertainty: a common factor analysis," Munich Reprints in Economics 49932, University of Munich, Department of Economics.
- Steffen R. Henzel & Malte Rengel, 2017. "Dimensions Of Macroeconomic Uncertainty: A Common Factor Analysis," Economic Inquiry, Western Economic Association International, vol. 55(2), pages 843-877, April.
- Abdullah Al-Hassan, 2009. "A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle," IMF Working Papers 2009/073, International Monetary Fund.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007.
"Opening the Black Box: Structural Factor Models with Large Cross-Sections,"
Center for Economic Research (RECent)
008, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009. "Opening The Black Box: Structural Factor Models With Large Cross Sections," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1319-1347, October.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Working Papers ECARES 2008_036, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007. "Opening the black box: structural factor models with large cross-sections," Working Paper Series 712, European Central Bank.
- Sandra Eickmeier, 2009. "Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 933-959.
- In Choi, 2011. "Efficient Estimation of Nonstationary Factor Models," Working Papers 1101, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), revised Jun 2011.
- Fladung, Michael, 2007. "Spill-over effects of monetary policy: a progress report on interest rate convergence in Europe," Discussion Paper Series 1: Economic Studies 2007,27, Deutsche Bundesbank.
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"Factor-GMM Estimation with Large Sets of Possibly Weak Instruments,"
Working Papers
577, Queen Mary University of London, School of Economics and Finance.
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- Sandra Eickmeier & Christina Ziegler, 2008. "How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 237-265.
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"How the ECB and the US Fed set interest rates,"
Applied Economics, Taylor & Francis Journals, vol. 39(17), pages 2197-2209.
- Ansgar Belke & Thorsten Polleit, 2006. "How the ECB and the US Fed Set Interest Rates," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 269/2006, Department of Economics, University of Hohenheim, Germany.
- Belke, Ansgar & Polleit, Thorsten, 2006. "How the ECB and US Fed set interest rates," Frankfurt School - Working Paper Series 72, Frankfurt School of Finance and Management.
- McCallum, Andrew & Smets, Frank, 2007. "Real wages and monetary policy transmission in the euro area," Kiel Working Papers 1360, Kiel Institute for the World Economy (IfW Kiel).
- Alain Kabundi & Elsabé Loots, 2010. "Patterns Of Co‐Movement Between South Africa And Germany: Evidence From The Period 1985 To 2006," South African Journal of Economics, Economic Society of South Africa, vol. 78(4), pages 383-399, December.
- Eickmeier, Sandra, 2005. "Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model," Discussion Paper Series 1: Economic Studies 2005,02, Deutsche Bundesbank.
- Romain Houssa, 2004.
"Monetary Union in West Africa and Asymmetric Shocks: A Dynamic Structural Factor Model Approach,"
Development and Comp Systems
0409063, University Library of Munich, Germany.
- Houssa, Romain, 2008. "Monetary union in West Africa and asymmetric shocks: A dynamic structural factor model approach," Journal of Development Economics, Elsevier, vol. 85(1-2), pages 319-347, February.
- Eickmeier, Sandra, 2006. "Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model," Discussion Paper Series 1: Economic Studies 2006,31, Deutsche Bundesbank.
- Erdemlioglu, Deniz, 2009. "Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach," MPRA Paper 28895, University Library of Munich, Germany.
- Sandra Eickmeier & Joerg Breitung, 2006. "Business cycle transmission from the euro area to CEECs," Computing in Economics and Finance 2006 229, Society for Computational Economics.
- Lippi, Marco & Reichlin, Lucrezia & Forni, Mario, 2003. "Opening the Black Box: Structural Factor Models versus Structural VARs," CEPR Discussion Papers 4133, C.E.P.R. Discussion Papers.
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"The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach,"
CEPR Discussion Papers
12541, C.E.P.R. Discussion Papers.
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- David Navrátil, 2004. "Systematická složka měnové politiky ČNB v režimu cílování inflace [Systematic part of CNB's monetary policy in inflation targeting regime]," Politická ekonomie, Prague University of Economics and Business, vol. 2004(5), pages 623-636.
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- Andrea Beltratti & Claudio Morana, 2008. "International shocks and national house prices," ICER Working Papers - Applied Mathematics Series 14-2008, ICER - International Centre for Economic Research.
- Ansgar Belke & Wim Kösters & Martin Leschke & Thorsten Polleit, 2005. "Back to the rules," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 268/2005, Department of Economics, University of Hohenheim, Germany.
- Alain Kabundi, 2009. "Synchronisation Between South Africa And The U.S.: A Structural Dynamic Factor Analysis," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 1-27, March.
- Alain Kabundi & Elsabé Loots, 2009. "Patterns of co-movement between a developed and emerging market economy: The case of South Africa and Germany," Working Papers 159, Economic Research Southern Africa.
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"Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons,"
Working Papers
1209, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
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"International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach,"
ICER Working Papers
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"Factor Models in Large Cross-Sections of Time Series,"
CEPR Discussion Papers
3285, C.E.P.R. Discussion Papers.
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Cited by:
- Mr. Thomas Helbling & Mr. Tamim Bayoumi, 2003. "Are they All in the Same Boat? the 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages," IMF Working Papers 2003/046, International Monetary Fund.
- Daniel Grenouilleau, 2004. "A sorted leading indicators dynamic (SLID) factor model for short-run euro-area GDP forecasting," European Economy - Economic Papers 2008 - 2015 219, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021.
"Nowcasting with Large Bayesian Vector Autoregressions,"
CEPR Discussion Papers
15854, C.E.P.R. Discussion Papers.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022. "Nowcasting with large Bayesian vector autoregressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
- Lasse Bork, 2009.
"Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach,"
CREATES Research Papers
2009-11, Department of Economics and Business Economics, Aarhus University.
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- Francis X. Diebold, 2020. ""Big Data" and its Origins," Papers 2008.05835, arXiv.org, revised Jan 2021.
- Ioannides, Yannis M. & Soetevent, Adriaan R., 2007.
"Social networking and individual outcomes beyond the mean field case,"
Journal of Economic Behavior & Organization, Elsevier, vol. 64(3-4), pages 369-390.
- Yannis M. Ioannides & Adriaan R. Soetevent, 2005. "Social Networking and Individual Outcomes Beyond the Mean Field Case," Discussion Papers Series, Department of Economics, Tufts University 0521, Department of Economics, Tufts University.
- Damiana Giuseppina Costanzo & Damiano Bruno Silipo & Marianna Succurro, 2013. "Over-Indebtedness And Innovation: Some Preliminary Results," Working Papers 201304, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012.
"Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US,"
PSE-Ecole d'économie de Paris (Postprint)
hal-00966144, HAL.
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- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012. "Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US," PSE - Labex "OSE-Ouvrir la Science Economique" hal-00966144, HAL.
- Cimadomo, Jacopo & Bénassy-Quéré, Agnès, 2012. "Changing patterns of fiscal policy multipliers in Germany, the UK and the US," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 845-873.
- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012. "Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US," Post-Print hal-00966144, HAL.
- YANNIS M. IOANNIDES & Adriaan R. Soetevent, 2005. "Social Networking And Individual Outcomes: Individual Decisions And Market Context," Working Papers 05-16, NET Institute, revised Oct 2005.
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"Shock Identification of Macroeconomic Forecasts based on Daily Panels,"
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- Marlene Amstad & Andreas M. Fischer, 2005. "Shock identification of macroeconomic forecasts based on daily panels," Staff Reports 206, Federal Reserve Bank of New York.
- Sandra Eickmeier & Christina Ziegler, 2008. "How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 237-265.
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"Are disaggregate data useful for factor analysis in forecasting French GDP?,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
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- Francis X. Diebold, 2012. "A Personal Perspective on the Origin(s) and Development of “Big Data": The Phenomenon, the Term, and the Discipline, Second Version," PIER Working Paper Archive 13-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 26 Nov 2012.
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- Maria Mercanti-Guérin, 2020. "The Improvement of Retargeting by Big Data: a Decision Support that Threatens the Brand Image?," Post-Print hal-03027981, HAL.
- Daniel Grenouilleau, 2006. "The Stacked Leading Indicators Dynamic Factor Model: A Sensitivity Analysis of Forecast Accuracy using Bootstrapping," European Economy - Economic Papers 2008 - 2015 249, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting,"
CEPR Discussion Papers
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- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
Cited by:
- Mario Forni & Luca Gambetti & Luca Sala, 2011.
"No News in Business Cycles,"
Working Papers
535, Barcelona School of Economics.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No news in business cycles," Center for Economic Research (RECent) 063, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Luca Gambetti & Luca Sala, 2013. "No News in Business Cycles," Working Papers 491, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Mario Forni & Luca Gambetti & Luca Sala, 2014. "No News in Business Cycles," Economic Journal, Royal Economic Society, vol. 124(581), pages 1168-1191, December.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No News in Business Cycles," UFAE and IAE Working Papers 862.11, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Forni, Mario & Sala, Luca & Gambetti, Luca, 2011. "No News in Business Cycles," CEPR Discussion Papers 8274, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No News in Business Cycles," Working Papers 383, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Robert Lehmann, 2016. "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
- Moench, Emanuel & Soofi-Siavash, Soroosh, 2022.
"What moves treasury yields?,"
Journal of Financial Economics, Elsevier, vol. 146(3), pages 1016-1043.
- Soroosh Soofi-Siavash & Emanuel Moench, 2021. "What Moves Treasury Yields?," Bank of Lithuania Working Paper Series 88, Bank of Lithuania.
- Moench, Emanuel & Soofi Siavash, Soroosh, 2022. "What Moves Treasury Yields?," CEPR Discussion Papers 15978, C.E.P.R. Discussion Papers.
- Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003.
"Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle,"
Computing in Economics and Finance 2003
242, Society for Computational Economics.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio, 2001. "EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle," CEPR Discussion Papers 3108, C.E.P.R. Discussion Papers.
- Claudio Morana, 2010. "Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks," ICER Working Papers - Applied Mathematics Series 36-2010, ICER - International Centre for Economic Research.
- Henzel, Steffen R. & Mayr, Johannes, 2013. "The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 1-24.
- Marc Hallin & Siegfried Hörmann & Marco Lippi, 2017.
"Optimal Dimension Reduction for High-dimensional and Functional Time Series,"
Working Papers ECARES
ECARES 2017-39, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Siegfried Hörmann & Marco Lippi, 2018. "Optimal dimension reduction for high-dimensional and functional time series," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 385-398, July.
- Poncela, Pilar & Ruiz Ortega, Esther, 2012. "More is not always better : back to the Kalman filter in dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS ws122317, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano, 2021.
"Forecasting stock returns with large dimensional factor models,"
Journal of Empirical Finance, Elsevier, vol. 63(C), pages 252-269.
- Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi, 2020. "Forecasting Stock Returns with Large Dimensional Factor Models," Working Papers 305661169, Lancaster University Management School, Economics Department.
- Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.
- Zhaoxing Gao & Ruey S. Tsay, 2021. "Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data," Papers 2103.14626, arXiv.org.
- Ard Reijer, 2013. "Forecasting Dutch GDP and inflation using alternative factor model specifications based on large and small datasets," Empirical Economics, Springer, vol. 44(2), pages 435-453, April.
- Inske Pirschel & Maik H. Wolters, 2018. "Forecasting with large datasets: compressing information before, during or after the estimation?," Empirical Economics, Springer, vol. 55(2), pages 573-596, September.
- Matteo Luciani & David Veredas, 2012. "A model for vast panels of volatilities," Working Papers 1230, Banco de España.
- Carriero, Andrea & Marcellino, Massimiliano, 2007.
"A comparison of methods for the construction of composite coincident and leading indexes for the UK,"
International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
- Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary University of London, School of Economics and Finance.
- Kim, Hyun Hak & Swanson, Norman R., 2018. "Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods," International Journal of Forecasting, Elsevier, vol. 34(2), pages 339-354.
- Andreas Fischer & Marlene Amstad, 2004. "Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment," Working Papers 04.06, Swiss National Bank, Study Center Gerzensee.
- Kholodilin Konstantin Arkadievich & Siliverstovs Boriss, 2006.
"On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 226(3), pages 234-259, June.
- Konstantin A. Kholodilin & Boriss Siliverstovs, 2005. "On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence," Discussion Papers of DIW Berlin 522, DIW Berlin, German Institute for Economic Research.
- Hubrich, Kirstin & Marcellino, Massimiliano & Beck, Günter W., 2006.
"Regional inflation dynamics within and across euro area countries and a comparison with the US,"
Working Paper Series
681, European Central Bank.
- Kirstin Hubrich & Guenter Beck & Massimiliano Marcellino, 2000. "Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US," Regional and Urban Modeling 283600037, EcoMod.
- Beck, Günter W. & Hubrich, Kirstin & Marcellino, Massimiliano, 2006. "Regional inflation dynamics within and across euro area countries and a comparison with the US," CFS Working Paper Series 2007/01, Center for Financial Studies (CFS).
- Riccardo Cristadoro & Giuseppe Saporito & Fabrizio Venditti, 2013.
"Forecasting inflation and tracking monetary policy in the euro area: does national information help?,"
Empirical Economics, Springer, vol. 44(3), pages 1065-1086, June.
- Venditti, Fabrizio & Cristadoro, Riccardo & Saporito, Giuseppe, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Working Paper Series 900, European Central Bank.
- Riccardo Cristadoro & Fabrizio Venditti & Giuseppe Saporito, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Temi di discussione (Economic working papers) 677, Bank of Italy, Economic Research and International Relations Area.
- Goodness C. Aye & Rangan Gupta & Stephen M. Miller & Mehmet Balcilar, 2014.
"Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors,"
Working papers
2014-10, University of Connecticut, Department of Economics.
- Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2016. "Forecasting US real private residential fixed investment using a large number of predictors," Empirical Economics, Springer, vol. 51(4), pages 1557-1580, December.
- Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2013. "Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors," Working Papers 201348, University of Pretoria, Department of Economics.
- Mario Forni & Luca Gambetti, 2010.
"Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model,"
Center for Economic Research (RECent)
040, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Luca Gambetti, 2010. "Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model," Working Papers 440, Barcelona School of Economics.
- Forni, Mario & Gambetti, Luca, 2010. "Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model," CEPR Discussion Papers 7692, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti, 2010. "Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model," UFAE and IAE Working Papers 850.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2009.
"Variable Selection and Inference for Multi-period Forecasting Problems,"
CESifo Working Paper Series
2543, CESifo.
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2007/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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Cited by:
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"No News in Business Cycles,"
Working Papers
535, Barcelona School of Economics.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No news in business cycles," Center for Economic Research (RECent) 063, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Luca Gambetti & Luca Sala, 2013. "No News in Business Cycles," Working Papers 491, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Mario Forni & Luca Gambetti & Luca Sala, 2014. "No News in Business Cycles," Economic Journal, Royal Economic Society, vol. 124(581), pages 1168-1191, December.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No News in Business Cycles," UFAE and IAE Working Papers 862.11, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Forni, Mario & Sala, Luca & Gambetti, Luca, 2011. "No News in Business Cycles," CEPR Discussion Papers 8274, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No News in Business Cycles," Working Papers 383, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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"Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models,"
Finance and Economics Discussion Series
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"Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model,"
Center for Economic Research (RECent)
040, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Luca Gambetti, 2010. "Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model," Working Papers 440, Barcelona School of Economics.
- Forni, Mario & Gambetti, Luca, 2010. "Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model," CEPR Discussion Papers 7692, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti, 2010. "Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model," UFAE and IAE Working Papers 850.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
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"Tracking the slowdown in long-run GDP growth,"
LSE Research Online Documents on Economics
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- Mario Forni & Luca Gambetti, 2008. "The dynamic e ects of monetary policy: A structural factor model approach," Center for Economic Research (RECent) 026, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
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- Francesco Lamperti, 2016. "Empirical Validation of Simulated Models through the GSL-div: an Illustrative Application," LEM Papers Series 2016/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Chevallier, Julien, 2011.
"Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model,"
Economic Modelling, Elsevier, vol. 28(1), pages 557-567.
- Chevallier, Julien, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Economic Modelling, Elsevier, vol. 28(1-2), pages 557-567, January.
- Julien Chevallier, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Post-Print hal-00991961, HAL.
- Forni, Mario & Gambetti, Luca & Lippi, Marco & Sala, Luca, 2020.
"Common Component Structural VARs,"
CEPR Discussion Papers
15529, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & marco Lippi & Luca Sala, 2020. "Common Components Structural VARs," Center for Economic Research (RECent) 147, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007.
"Opening the Black Box: Structural Factor Models with Large Cross-Sections,"
Center for Economic Research (RECent)
008, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009. "Opening The Black Box: Structural Factor Models With Large Cross Sections," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1319-1347, October.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Working Papers ECARES 2008_036, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007. "Opening the black box: structural factor models with large cross-sections," Working Paper Series 712, European Central Bank.
- Piyachart Phiromswad & Takeshi Yagihashi, 2016. "Empirical identification of factor models," Empirical Economics, Springer, vol. 51(2), pages 621-658, September.
- Wang, Zongrun & Zhou, Ling & Mi, Yunlong & Shi, Yong, 2022. "Measuring dynamic pandemic-related policy effects: A time-varying parameter multi-level dynamic factor model approach," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Tibor Szendrei & Katalin Varga, 2020. "FISS – A Factor-based Index of Systemic Stress in the Financial System," Russian Journal of Money and Finance, Bank of Russia, vol. 79(1), pages 3-34, March.
- Kyriaki-Argyro Tsioptsia & Eleni Zafeiriou & Dimitrios Niklis & Nikolaos Sariannidis & Constantin Zopounidis, 2022. "The Corporate Economic Performance of Environmentally Eligible Firms Nexus Climate Change: An Empirical Research in a Bayesian VAR Framework," Energies, MDPI, vol. 15(19), pages 1-16, October.
- Francesco Bianchi & Giovanni Nicolo & Dongho Song, 2023. "Inflation and Real Activity over the Business Cycle," Finance and Economics Discussion Series 2023-038, Board of Governors of the Federal Reserve System (U.S.).
- Mario Forni & Luca Gambetti & Luca Sala, 2018. "Fundamentalness, Granger Causality and Aggregation," Center for Economic Research (RECent) 139, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Daniel Wochner, 2020. "Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions," KOF Working papers 20-472, KOF Swiss Economic Institute, ETH Zurich.
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- Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009. "A Robust Criterion for Determining the Number of Factors in Approximate Factor Models," Working Papers ECARES 2009_023, ULB -- Universite Libre de Bruxelles.
- AMMOURI, Bilel & TOUMI, Hassen & Zitouna, Habib, 2015. "Forecasting Inflation in Tunisia Using Dynamic Factors Model," MPRA Paper 65514, University Library of Munich, Germany.
- Luca Sala & Luca Gambetti & Mario Forni, 2016.
"VAR Information and the Empirical Validation of DSGE Models,"
2016 Meeting Papers
260, Society for Economic Dynamics.
- Forni, Mario & Gambetti, Luca & Sala, Luca, 2016. "VAR Information and the Empirical Validation of DSGE Models," CEPR Discussion Papers 11178, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & Luca Sala, 2016. "VAR Information and the Empirical Validation of DSGE Models," Center for Economic Research (RECent) 119, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Minxian Yang, 2017. "Effects of idiosyncratic shocks on macroeconomic time series," Empirical Economics, Springer, vol. 53(4), pages 1441-1461, December.
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- Gregor B urle, 2008. "Priors from DSGE Models for Dynamic Factor Analysis," Diskussionsschriften dp0803, Universitaet Bern, Departement Volkswirtschaft.
- Francesco Lamperti, 2015. "An Information Theoretic Criterion for Empirical Validation of Time Series Models," LEM Papers Series 2015/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Lamperti, Francesco, 2018. "An information theoretic criterion for empirical validation of simulation models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 83-106.
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430, Banque de France.
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NBER Working Papers
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"Multiple filtering devices for the estimation of cyclical DSGE models,"
Quantitative Economics, Econometric Society, vol. 2(1), pages 73-98, March.
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- Forni, Mario & Cavicchioli, Maddalena & Lippi, Marco & Zaffaroni, Paolo, 2016. "Eigenvalue Ratio Estimators for the Number of Common Factors," CEPR Discussion Papers 11440, C.E.P.R. Discussion Papers.
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- Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007.
"A Review of Nonfundamentalness and Identification in Structural VAR Models,"
LEM Papers Series
2007/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2008. "A review of nonfundamentalness and identification in structural VAR models," Working Paper Series 922, European Central Bank.
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2007. "Productivity and the dollar," Working Paper Series 2007-27, Federal Reserve Bank of San Francisco.
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- Darvas, Zsolt & Szapáry, György, 2004. "Konjunktúraciklusok együttmozgása a régi és új EU-tagországokban [Business cycle harmonization in new and old EU member-states]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 415-448.
- Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Lucrezia Reichlin & Giovanni Veronese, 2001.
"The construction of coincident and leading indicators for the euro area business cycler of the euro area business cycle,"
Temi di discussione (Economic working papers)
434, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Martin Schneider & Martin Spitzer, 2004. "Forecasting Austrian GDP using the generalized dynamic factor model," Working Papers 89, Oesterreichische Nationalbank (Austrian Central Bank).
- Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003.
"Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle,"
Computing in Economics and Finance 2003
242, Society for Computational Economics.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio, 2001. "EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle," CEPR Discussion Papers 3108, C.E.P.R. Discussion Papers.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007.
"Real-time measurement of business conditions,"
International Finance Discussion Papers
901, Board of Governors of the Federal Reserve System (U.S.).
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009. "Real-Time Measurement of Business Conditions," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting,"
CEPR Discussion Papers
3432, C.E.P.R. Discussion Papers.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
- Marie Bessec, 2013.
"Short-term forecasts of French GDP: A dynamic factor model with targeted predictors,"
Post-Print
hal-01515605, HAL.
- Marie Bessec, 2013. "Short‐Term Forecasts of French GDP: A Dynamic Factor Model with Targeted Predictors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 500-511, September.
- Bessec, M., 2012. "Short-term forecasts of French GDP: a dynamic factor model with targeted predictors," Working papers 409, Banque de France.
- Peter McAdam, 2007.
"USA, Japan and the Euro Area: Comparing Business-Cycle Features,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 21(1), pages 135-156.
- McAdam, Peter, 2003. "US, Japan and the euro area: comparing business-cycle features," Working Paper Series 283, European Central Bank.
- Carriero, Andrea & Marcellino, Massimiliano, 2007.
"A comparison of methods for the construction of composite coincident and leading indexes for the UK,"
International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
- Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary University of London, School of Economics and Finance.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012.
"Now-casting and the real-time data flow,"
CEPR Discussion Papers
9112, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
- Adam Jêdrzejczyk, 2012. "Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach," Working Papers 63, Department of Applied Econometrics, Warsaw School of Economics.
- Tatiana Cesaroni, 2007.
"Inspecting the cyclical properties of the Italian Manufacturing Business survey data,"
ISAE Working Papers
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- Tatiana Cesaroni, 2011. "The cyclical behavior of the Italian business survey data," Empirical Economics, Springer, vol. 41(3), pages 747-768, December.
- Domenico Giannone & Troy Matheson, 2006.
"A new core inflation indicator for New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/02, Reserve Bank of New Zealand.
- Giannone, Domenico & Matheson, Troy, 2007. "A New Core Inflation Indicator for New Zealand," CEPR Discussion Papers 6469, C.E.P.R. Discussion Papers.
- Domenico Giannone & Troy Matheson, 2007. "A new core inflation indicator for New Zealand," ULB Institutional Repository 2013/6407, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Troy D. Matheson, 2007. "A New Core Inflation Indicator for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 145-180, December.
- Eickmeier, Sandra & Breitung, Jörg, 2005. "How synchronized are central and east European economies with the euro area? Evidence from a structural factor model," Discussion Paper Series 1: Economic Studies 2005,20, Deutsche Bundesbank.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2009.
"Business Cycles in the Euro Area,"
CEPR Discussion Papers
7124, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the euro Area," Working Papers ECARES 2008_040, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010. "Business Cycles in the Euro Area," NBER Chapters, in: Europe and the Euro, pages 141-167, National Bureau of Economic Research, Inc.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the Euro Area," NBER Working Papers 14529, National Bureau of Economic Research, Inc.
- Domenico Giannone & Michele Lenza, 2009. "Business cycles in the euro area," Research Bulletin, European Central Bank, vol. 8, pages 5-7.
- Xu Han & Mehmet Caner, 2017. "Determining the number of factors with potentially strong within-block correlations in error terms," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 946-969, October.
- Robert Inklaar & Jan Jacobs & Ward Romp, 2005.
"Business Cycle Indexes: Does a Heap of Data Help?,"
Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(3), pages 309-336.
- Inklaar, Robert & Jacobs, Jan & Romp, Ward, 2003. "Business cycle indexes: does a heap of data help?," CCSO Working Papers 200312, University of Groningen, CCSO Centre for Economic Research.
- Klaus, Benjamin & Ferroni, Filippo, 2015.
"Euro area business cycles in turbulent times: convergence or decoupling?,"
Working Paper Series
1819, European Central Bank.
- Filippo Ferroni & Benjamin Klaus, 2015. "Euro Area business cycles in turbulent times: convergence or decoupling?," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3791-3815, July.
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- Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017. "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.
- Jörg Breitung & Sandra Eickmeier, 2006.
"Dynamic factor models,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 27-42, March.
- Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank.
- Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic Factor Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 3, pages 25-40, Springer.
- Eickmeier, Sandra & Breitung, Jorg, 2006. "How synchronized are new EU member states with the euro area? Evidence from a structural factor model," Journal of Comparative Economics, Elsevier, vol. 34(3), pages 538-563, September.
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2010.
"New Eurocoin: Tracking Economic Growth in Real Time,"
The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 1024-1034, November.
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007. "New Eurocoin: Tracking Economic Growth in Real Time," Temi di discussione (Economic working papers) 631, Bank of Italy, Economic Research and International Relations Area.
- Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008. "New Eurocoin: Tracking Economic Growth in Real Time," Center for Economic Research (RECent) 020, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Lippi, Marco & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni, 2006. "New EuroCOIN: Tracking Economic Growth in Real Time," CEPR Discussion Papers 5633, C.E.P.R. Discussion Papers.
- Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2003.
"Dating the Euro Area Business Cycle,"
Working Papers
237, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Artis, Michael & Marcellino, Massimiliano & Proietti, Tommaso, 2003. "Dating the Euro Area Business Cycle," CEPR Discussion Papers 3696, C.E.P.R. Discussion Papers.
- Michael ARTIS & Massimiliano MARCELLINO & Tommaso PROIETTI, 2002. "Dating the Euro Area Business Cycle," Economics Working Papers ECO2002/24, European University Institute.
- Andrea Carriero & Massimiliano Marcellino, 2011.
"Sectoral Survey‐based Confidence Indicators for Europe,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(2), pages 175-206, April.
- Andrea Carriero & Massimiliano Marcellino, 2007. "Sectoral Survey-based Confidence Indicators for Europe," Working Papers 320, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Donatella Baiardi & Carluccio Bianchi, 2012. "Un Indicatore per la Lombardia e per le Province di Milano e Pavia (Nuova versione)," Quaderni di Dipartimento 158, University of Pavia, Department of Economics and Quantitative Methods.
- Riccardo Cristadoro & Mario Forni & Lucrezia Reichlin & Giovanni Veronese, 2001.
"A core inflation index for the euro area,"
Temi di discussione (Economic working papers)
435, Bank of Italy, Economic Research and International Relations Area.
- Reichlin, Lucrezia & Forni, Mario & Cristadoro, Riccardo & Veronese, Giovanni, 2001. "A Core Inflation Index for the Euro Area," CEPR Discussion Papers 3097, C.E.P.R. Discussion Papers.
- Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, "undated".
"Principal components at work: The empirical analysis of monetary policy with large datasets,"
Working Papers
223, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Massimiliano Marcellino & Carlo A. Favero & Francesca Neglia, 2005. "Principal components at work: the empirical analysis of monetary policy with large data sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 603-620.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Nowcasting,"
Working Papers ECARES
ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010. "Nowcasting," Working Paper Series 1275, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010. "Nowcasting," CEPR Discussion Papers 7883, C.E.P.R. Discussion Papers.
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"Monetary transmission mechanism and time variation in the Euro area,"
Empirical Economics, Springer, vol. 47(3), pages 781-823, November.
- Kemal Bagzibagli, 2012. "Monetary Transmission Mechanism and Time Variation in the Euro Area," Discussion Papers 12-12, Department of Economics, University of Birmingham.
- Christian Gayer & Julien Genet, 2006. "Using factor models to construct composite indicators from BCS data - a comparison with European Commission confidence indicators," European Economy - Economic Papers 2008 - 2015 240, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Valentina Aprigliano, 2011. "The relationship between the PMI and the Italian index of industrial production and the impact of the latest economic crisis," Temi di discussione (Economic working papers) 820, Bank of Italy, Economic Research and International Relations Area.
- Marc Hallin & Roman Liska, 2008.
"Dynamic Factors in the Presence of Block Structure,"
Economics Working Papers
ECO2008/22, European University Institute.
- Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," Working Papers ECARES 2008_012, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Lucrezia Reichlin & David H Small, 2007.
"Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases,"
Money Macro and Finance (MMF) Research Group Conference 2006
164, Money Macro and Finance Research Group.
- Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008. "Nowcasting: The real-time informational content of macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
- Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia & Small, David H., 2006. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Working Paper Series 633, European Central Bank.
- Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
- Marlene Amstad & Ye Huan & Guonan Ma, 2014.
"Developing an underlying inflation gauge for China,"
BIS Working Papers
465, Bank for International Settlements.
- Marlene Amstad & Ye Huan & Guonan Ma, 2014. "Developing an underlying inflation gauge for China," Working Papers 853, Bruegel.
- Lucrezia Reichlin, 2003.
"Factor models in large cross sections of time series,"
ULB Institutional Repository
2013/10179, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia, 2002. "Factor Models in Large Cross-Sections of Time Series," CEPR Discussion Papers 3285, C.E.P.R. Discussion Papers.
- Herman Kamil & Jose David Pulido & Jose Luis Torres, 2010. "El "IMACO": un índice mensual líder de la actividad económica en Colombia," Borradores de Economia 609, Banco de la Republica de Colombia.
- Stephen G. Hall & Nicholas G. Zonzilos, 2003. "An Indicator Measuring Underlying Economic Activity in Greece," Working Papers 04, Bank of Greece.
- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012.
"Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US,"
PSE-Ecole d'économie de Paris (Postprint)
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- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012. "Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00966144, HAL.
- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012. "Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US," PSE - Labex "OSE-Ouvrir la Science Economique" hal-00966144, HAL.
- Cimadomo, Jacopo & Bénassy-Quéré, Agnès, 2012. "Changing patterns of fiscal policy multipliers in Germany, the UK and the US," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 845-873.
- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012. "Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US," Post-Print hal-00966144, HAL.
- In Choi & Dukpa Kim & Yun Jung Kim & Noh-Sun Kwark, 2016.
"A Multilevel Factor Model: Identification, Asymptotic Theory and Applications,"
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- In Choi & Dukpa Kim & Yun Jung Kim & Noh‐Sun Kwark, 2018. "A multilevel factor model: Identification, asymptotic theory and applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 355-377, April.
- Marcellino, Massimiliano & Proietti, Tommaso & Frale, Cecilia & Mazzi, Gian Luigi, 2008.
"A Monthly Indicator of the Euro Area GDP,"
CEPR Discussion Papers
7007, C.E.P.R. Discussion Papers.
- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2008. "A Monthly Indicator of the Euro Area GDP," Economics Working Papers ECO2008/32, European University Institute.
- Bruneau, C. & De Bandt, O. & Flageollet, A., 2003. "Forecasting Inflation in the Euro Area," Working papers 102, Banque de France.
- Herman Kamil & José David Pulido & José Luis Torres, 2010. "El IMACO": un índice mensual líder de la actividad económica en Colombia"," Borradores de Economia 7129, Banco de la Republica.
- Sylvia Kaufmann, 2003. "The business cycle of European countries Bayesian clustering of country - individual IP growth series," Working Papers 83, Oesterreichische Nationalbank (Austrian Central Bank).
- Rueben Ellul, 2016.
"A real-time measure of business conditions in Malta,"
CBM Working Papers
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- Ellul, Reuben, 2016. "A real-time measure of business conditions in Malta," MPRA Paper 75057, University Library of Munich, Germany.
- Gianluca Cubadda & Barbara Guardabascio & Alain Hecq, 2012.
"A General to Specific Approach for Constructing Composite Business Cycle Indicators,"
CEIS Research Paper
224, Tor Vergata University, CEIS, revised 27 Feb 2012.
- Cubadda, Gianluca & Guardabascio, Barbara & Hecq, Alain, 2013. "A general to specific approach for constructing composite business cycle indicators," Economic Modelling, Elsevier, vol. 33(C), pages 367-374.
- Sandra Eickmeier, 2009. "Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 933-959.
- In Choi, 2011. "Efficient Estimation of Nonstationary Factor Models," Working Papers 1101, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), revised Jun 2011.
- António Rua, 2016.
"A wavelet-based multivariate multiscale approach for forecasting,"
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- Rua, António, 2017. "A wavelet-based multivariate multiscale approach for forecasting," International Journal of Forecasting, Elsevier, vol. 33(3), pages 581-590.
- Marlene Amstad & Andreas Fischer, 2005.
"Shock Identification of Macroeconomic Forecasts based on Daily Panels,"
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- Fischer, Andreas & Amstad, Marlene, 2005. "Shock Identification of Macroeconomic Forecasts Based on Daily Panels," CEPR Discussion Papers 5008, C.E.P.R. Discussion Papers.
- Marlene Amstad & Andreas M. Fischer, 2005. "Shock identification of macroeconomic forecasts based on daily panels," Staff Reports 206, Federal Reserve Bank of New York.
- Dimitra Lamprou, 2015. "Nowcasting GDP in Greece: A Note on Forecasting Improvements from the Use of Bridge Models," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 13(1), pages 85-100.
- Giuseppe Parigi & Roberto Golinelli, 2007. "The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(2), pages 77-94.
- Sandra Eickmeier & Christina Ziegler, 2008. "How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 237-265.
- Christian Schulz, 2007. "Forecasting economic growth for Estonia : application of common factor methodologies," Bank of Estonia Working Papers 2007-09, Bank of Estonia, revised 04 Sep 2007.
- Monteforte, Libero, 2007.
"Aggregation bias in macro models: Does it matter for the euro area?,"
Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
- Libero Monteforte, 2004. "Aggregation bias in macro models: does it matter foir the euro area?," Temi di discussione (Economic working papers) 534, Bank of Italy, Economic Research and International Relations Area.
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"Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area,"
Tinbergen Institute Discussion Papers
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- António Rua & João Valle e Azevedo & Siem Jan Koopman, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Working Papers w200316, Banco de Portugal, Economics and Research Department.
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"Coincident and leading indicators for the euro area: A frequency band approach,"
International Journal of Forecasting, Elsevier, vol. 21(3), pages 503-523.
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"Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(2), pages 179-218, November.
- Dr. Alain Galli, 2017. "Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model," Working Papers 2017-08, Swiss National Bank.
- Beate Schirwitz, 2013. "Business Fluctuations, Job Flows and Trade Unions - Dynamics in the Economy," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 47.
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"Firms Dynamics and Business Cycle: New Disaggregated Data,"
DEM Working Papers Series
151, University of Pavia, Department of Economics and Management.
- Lorenza Rossi & Emilio Zanetti Chini, 2016. "Firms’ Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 123, University of Pavia, Department of Economics and Management.
- Lorenza Rossi & Emilio Zanetti Chini, 2017. "Firms' Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 141, University of Pavia, Department of Economics and Management.
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"Time-varying pass-through from import prices to consumer prices: evidence from an event study with real-time data,"
Staff Reports
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- Marlene Amstad & Andreas M. Fischer, 2006. "Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data," Working Papers 2006-06, Swiss National Bank.
- Eickmeier, Sandra, 2005. "Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model," Discussion Paper Series 1: Economic Studies 2005,02, Deutsche Bundesbank.
- Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2009. "Business cycles in the euro area," Working Paper Series 1010, European Central Bank.
- Maria A. Arias & Charles S. Gascon & David E. Rapach, 2014.
"Metro Business Cycles,"
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- Michael Graff & Klaus Abberger & Boriss Siliverstovs & Jan-Egbert Sturm, 2014. "Das neue KOF Konjunkturbarometer – Version 2014," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 8(1), pages 91-106, March.
- Mr. Maxym Kryshko, 2011. "Data-Rich DSGE and Dynamic Factor Models," IMF Working Papers 2011/216, International Monetary Fund.
- Klaus Abberger & Michael Graff & Boriss Siliverstovs & Jan-Egbert Sturm, 2014. "The KOF Economic Barometer, Version 2014," KOF Working papers 14-353, KOF Swiss Economic Institute, ETH Zurich.
- Valentina Aprigliano & Lorenzo Bencivelli, 2013. "Ita-coin: a new coincident indicator for the Italian economy," Temi di discussione (Economic working papers) 935, Bank of Italy, Economic Research and International Relations Area.
- Mojon, Benoît & Agresti, Anna Maria, 2001. "Some stylised facts on the euro area business cycle," Working Paper Series 95, European Central Bank.
- Wallis, Kenneth F., 2008. "Macroeconomic modelling in central banks in Latin America," Documentos de Proyectos 3627, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Sandra Eickmeier & Joerg Breitung, 2006. "Business cycle transmission from the euro area to CEECs," Computing in Economics and Finance 2006 229, Society for Computational Economics.
- Eduardo Bandrés & María Dolores Gadea-Rivas & Ana Gómez-Loscos, 2017. "Regional business cycles across europe," Occasional Papers 1702, Banco de España.
- Amstad, Marlene & Fischer, Andreas M., 2010.
"Monthly pass-through ratios,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1202-1213, July.
- Marlene Amstad & Andreas M. Fischer, 2009. "Monthly pass-through ratios," Globalization Institute Working Papers 26, Federal Reserve Bank of Dallas.
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- Jeffrey Sheen & Stefan Trück & Ben Zhe Wang, 2015. "Daily Business and External Condition Indices for the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 38-53, June.
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- Muriel Nguiffo-Boyom, 2008. "A monthly indicator of Economic activity for Luxembourg," BCL working papers 31, Central Bank of Luxembourg.
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"Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons,"
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1209, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
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- Marlene Amstad & Simon M. Potter, 2009. "Real time underlying inflation gauges for monetary policymakers," Staff Reports 420, Federal Reserve Bank of New York.
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- Philippe Moës, 2008. "Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth," Working Paper Research 136, National Bank of Belgium.
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Temi di discussione (Economic working papers)
436, Bank of Italy, Economic Research and International Relations Area.
Cited by:
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"Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model,"
Tinbergen Institute Discussion Papers
13-142/III, Tinbergen Institute, revised 01 Nov 2014.
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- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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"Real-time measurement of business conditions,"
International Finance Discussion Papers
901, Board of Governors of the Federal Reserve System (U.S.).
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009. "Real-Time Measurement of Business Conditions," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
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"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting,"
CEPR Discussion Papers
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"USA, Japan and the Euro Area: Comparing Business-Cycle Features,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 21(1), pages 135-156.
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"A comparison of methods for the construction of composite coincident and leading indexes for the UK,"
International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
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CEPR Discussion Papers
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- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
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"Inspecting the cyclical properties of the Italian Manufacturing Business survey data,"
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- Tatiana Cesaroni, 2011. "The cyclical behavior of the Italian business survey data," Empirical Economics, Springer, vol. 41(3), pages 747-768, December.
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"A new core inflation indicator for New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
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- Giannone, Domenico & Matheson, Troy, 2007. "A New Core Inflation Indicator for New Zealand," CEPR Discussion Papers 6469, C.E.P.R. Discussion Papers.
- Domenico Giannone & Troy Matheson, 2007. "A new core inflation indicator for New Zealand," ULB Institutional Repository 2013/6407, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Troy D. Matheson, 2007. "A New Core Inflation Indicator for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 145-180, December.
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- Daniel Grenouilleau, 2004. "A sorted leading indicators dynamic (SLID) factor model for short-run euro-area GDP forecasting," European Economy - Economic Papers 2008 - 2015 219, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2006.
"VARs, common factors and the empirical validation of equilibrium business cycle models,"
Journal of Econometrics, Elsevier, vol. 132(1), pages 257-279, May.
- Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," ULB Institutional Repository 2013/10127, ULB -- Universite Libre de Bruxelles.
- Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," Working Papers 258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2002. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," CEPR Discussion Papers 3701, C.E.P.R. Discussion Papers.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2009.
"Business Cycles in the Euro Area,"
CEPR Discussion Papers
7124, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the euro Area," Working Papers ECARES 2008_040, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010. "Business Cycles in the Euro Area," NBER Chapters, in: Europe and the Euro, pages 141-167, National Bureau of Economic Research, Inc.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the Euro Area," NBER Working Papers 14529, National Bureau of Economic Research, Inc.
- Domenico Giannone & Michele Lenza, 2009. "Business cycles in the euro area," Research Bulletin, European Central Bank, vol. 8, pages 5-7.
- Xu Han & Mehmet Caner, 2017. "Determining the number of factors with potentially strong within-block correlations in error terms," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 946-969, October.
- Robert Inklaar & Jan Jacobs & Ward Romp, 2005.
"Business Cycle Indexes: Does a Heap of Data Help?,"
Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(3), pages 309-336.
- Inklaar, Robert & Jacobs, Jan & Romp, Ward, 2003. "Business cycle indexes: does a heap of data help?," CCSO Working Papers 200312, University of Groningen, CCSO Centre for Economic Research.
- Klaus, Benjamin & Ferroni, Filippo, 2015.
"Euro area business cycles in turbulent times: convergence or decoupling?,"
Working Paper Series
1819, European Central Bank.
- Filippo Ferroni & Benjamin Klaus, 2015. "Euro Area business cycles in turbulent times: convergence or decoupling?," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3791-3815, July.
- F. Ferroni & B. Klaus, 2014. "Euro Area business cycles in turbulent times: convergence or decoupling?," Working papers 522, Banque de France.
- Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017. "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.
- Abberger, Klaus & Graff, Michael & Siliverstovs, Boriss & Sturm, Jan-Egbert, 2018. "Using rule-based updating procedures to improve the performance of composite indicators," Economic Modelling, Elsevier, vol. 68(C), pages 127-144.
- Jörg Breitung & Sandra Eickmeier, 2006.
"Dynamic factor models,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 27-42, March.
- Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank.
- Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic Factor Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 3, pages 25-40, Springer.
- Diron, Marie, 2006. "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Working Paper Series 622, European Central Bank.
- Eickmeier, Sandra & Breitung, Jorg, 2006. "How synchronized are new EU member states with the euro area? Evidence from a structural factor model," Journal of Comparative Economics, Elsevier, vol. 34(3), pages 538-563, September.
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2010.
"New Eurocoin: Tracking Economic Growth in Real Time,"
The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 1024-1034, November.
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007. "New Eurocoin: Tracking Economic Growth in Real Time," Temi di discussione (Economic working papers) 631, Bank of Italy, Economic Research and International Relations Area.
- Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008. "New Eurocoin: Tracking Economic Growth in Real Time," Center for Economic Research (RECent) 020, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Lippi, Marco & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni, 2006. "New EuroCOIN: Tracking Economic Growth in Real Time," CEPR Discussion Papers 5633, C.E.P.R. Discussion Papers.
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"Sectoral Survey‐based Confidence Indicators for Europe,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(2), pages 175-206, April.
- Andrea Carriero & Massimiliano Marcellino, 2007. "Sectoral Survey-based Confidence Indicators for Europe," Working Papers 320, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Donatella Baiardi & Carluccio Bianchi, 2012. "Un Indicatore per la Lombardia e per le Province di Milano e Pavia (Nuova versione)," Quaderni di Dipartimento 158, University of Pavia, Department of Economics and Quantitative Methods.
- Riccardo Cristadoro & Mario Forni & Lucrezia Reichlin & Giovanni Veronese, 2001.
"A core inflation index for the euro area,"
Temi di discussione (Economic working papers)
435, Bank of Italy, Economic Research and International Relations Area.
- Reichlin, Lucrezia & Forni, Mario & Cristadoro, Riccardo & Veronese, Giovanni, 2001. "A Core Inflation Index for the Euro Area," CEPR Discussion Papers 3097, C.E.P.R. Discussion Papers.
- Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, "undated".
"Principal components at work: The empirical analysis of monetary policy with large datasets,"
Working Papers
223, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Massimiliano Marcellino & Carlo A. Favero & Francesca Neglia, 2005. "Principal components at work: the empirical analysis of monetary policy with large data sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 603-620.
- Beate Schirwitz, 2009. "A comprehensive German business cycle chronology," Empirical Economics, Springer, vol. 37(2), pages 287-301, October.
- Massimiliano Serati & Gianni Amisano, 2008. "Building composite leading indexes in a dynamic factor model framework: a new proposal," LIUC Papers in Economics 212, Cattaneo University (LIUC).
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Nowcasting,"
Working Papers ECARES
ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010. "Nowcasting," Working Paper Series 1275, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010. "Nowcasting," CEPR Discussion Papers 7883, C.E.P.R. Discussion Papers.
- Kemal Bagzibagli, 2014.
"Monetary transmission mechanism and time variation in the Euro area,"
Empirical Economics, Springer, vol. 47(3), pages 781-823, November.
- Kemal Bagzibagli, 2012. "Monetary Transmission Mechanism and Time Variation in the Euro Area," Discussion Papers 12-12, Department of Economics, University of Birmingham.
- Christian Gayer & Julien Genet, 2006. "Using factor models to construct composite indicators from BCS data - a comparison with European Commission confidence indicators," European Economy - Economic Papers 2008 - 2015 240, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Valentina Aprigliano, 2011. "The relationship between the PMI and the Italian index of industrial production and the impact of the latest economic crisis," Temi di discussione (Economic working papers) 820, Bank of Italy, Economic Research and International Relations Area.
- Marc Hallin & Roman Liska, 2008.
"Dynamic Factors in the Presence of Block Structure,"
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- Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," Working Papers ECARES 2008_012, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Lucrezia Reichlin & David H Small, 2007.
"Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases,"
Money Macro and Finance (MMF) Research Group Conference 2006
164, Money Macro and Finance Research Group.
- Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008. "Nowcasting: The real-time informational content of macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
- Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia & Small, David H., 2006. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Working Paper Series 633, European Central Bank.
- Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
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- Lucrezia Reichlin, 2003.
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- Patnaik, Ila & Mittal, Shalini & Pandey, Radhika, 2019.
"Examining the trade-off between price and financial stability in India,"
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PSE-Ecole d'économie de Paris (Postprint)
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- Van Nieuwenhuyze, Christophe & Benk, Szilard & Rünstler, Gerhard & Cristadoro, Riccardo & Den Reijer, Ard & Jakaitiene, Audrone & Jelonek, Piotr & Rua, António & Ruth, Karsten & Barhoumi, Karim, 2008.
"Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise,"
Occasional Paper Series
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- G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008. "Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise," Bank of Lithuania Working Paper Series 1, Bank of Lithuania.
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Cited by:
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"Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model,"
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"Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle,"
Computing in Economics and Finance 2003
242, Society for Computational Economics.
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"Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1352-1370, November.
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- Ericsson, Neil R., 2017. "Economic forecasting in theory and practice: An interview with David F. Hendry," International Journal of Forecasting, Elsevier, vol. 33(2), pages 523-542.
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"Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals,"
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- Rangan Gupta & Alan Kabundi & Stephen M. Miller, 2010. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 1001, University of Nevada, Las Vegas , Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 200927, University of Pretoria, Department of Economics.
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"New Eurocoin: Tracking Economic Growth in Real Time,"
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"The generalised dynamic factor model: consistency and rates,"
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"The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys,"
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Cited by:
- Oscar Bajo-Rubio & Carmen Díaz-Roldán, 2007.
"Vulnerability to Shocks in EMU: 1991–2004 (in English),"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(5-6), pages 225-234, August.
- Oscar Bajo-Rubio & Carmen Díaz-Roldán, 2005. "Vulnerability To Shocks In Emu: 1991-2004," Working Papers 05-08, Asociación Española de Economía y Finanzas Internacionales.
- Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003.
"Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle,"
Computing in Economics and Finance 2003
242, Society for Computational Economics.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio, 2001. "EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle," CEPR Discussion Papers 3108, C.E.P.R. Discussion Papers.
- Oscar Bajo-Rubio & Carmen Díaz-Roldán, 2000.
"Insurance Mechanisms Against Asymmetric Shocks In A Monetary Union: A Proposal With An Application To Emu,"
Working Papers
00-08, Asociación Española de Economía y Finanzas Internacionales.
- Oscar Bajo-Rubio & Carmen Díaz-Roldán, 2003. "Insurance Mechanisms against Asymmetric Shocks in a Monetary Union a Proposal with an Application to EMU," Recherches économiques de Louvain, De Boeck Université, vol. 69(1), pages 73-96.
- Oscar Bajo-Rubio & Carmen Díaz-Roldán, "undated". "Insurance Mechanisms Against Asymmetric Shocks in a Monetary Union: A Proposal with an Application to EMU," Working Papers on International Economics and Finance 00-08, FEDEA.
- Oscar BAJO-RUBIO & Carmen DIAZ-ROLDAN, 2003. "Insurance Mechanisms against Asymmetric Shocks in a Monetary Union : a Proposal with an Application to EMU," Discussion Papers (REL - Recherches Economiques de Louvain) 2003013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Cesaroni, Tatiana & Maccini, Louis & Malgarini, Marco, 2011.
"Business cycle stylized facts and inventory behaviour: New evidence for the Euro area,"
International Journal of Production Economics, Elsevier, vol. 133(1), pages 12-24, September.
- Tatiana Cesaroni & Louis Maccini & Marco Malgarini, 2009. "Business cycle volatility and inventories behavior:new evidence for the Euro Area," ISAE Working Papers 108, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
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Working Paper Series
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Cited by:
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Empirical Economics, Springer, vol. 44(3), pages 1065-1086, June.
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"Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Frauke Schleer-van Gellecom (ed.), Advances in Non-linear Economic Modeling, edition 127, pages 205-232,
Springer.
- Wojciech Charemza & Yuriy Kharin & Vladislav Maevskiy, 2012. "Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence," Discussion Papers in Economics 12/22, Division of Economics, School of Business, University of Leicester.
- Fritz Breuss, 2002. "Was ECB's monetary policy optimal?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 30(3), pages 298-319, September.
- Hahn, Elke, 2002. "Core inflation in the euro area: An application of the generalized dynamic factor model," CFS Working Paper Series 2002/11, Center for Financial Studies (CFS).
- Jörg Breitung & Sandra Eickmeier, 2006.
"Dynamic factor models,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 27-42, March.
- Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank.
- Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic Factor Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 3, pages 25-40, Springer.
- Hubrich, Kirstin, 2005.
"Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?,"
International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
- Hubrich, Kirstin, 2003. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Working Paper Series 247, European Central Bank.
- Kirstin Hubrich, 2004. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Computing in Economics and Finance 2004 230, Society for Computational Economics.
- Jean Boivin & Serena Ng, 2003.
"Are More Data Always Better for Factor Analysis?,"
NBER Working Papers
9829, National Bureau of Economic Research, Inc.
- Boivin, Jean & Ng, Serena, 2006. "Are more data always better for factor analysis?," Journal of Econometrics, Elsevier, vol. 132(1), pages 169-194, May.
- Emil Stavrev, 2010. "Measures of underlying inflation in the euro area: assessment and role for informing monetary policy," Empirical Economics, Springer, vol. 38(1), pages 217-239, February.
- Marlene Amstad & Ye Huan & Guonan Ma, 2014.
"Developing an underlying inflation gauge for China,"
BIS Working Papers
465, Bank for International Settlements.
- Marlene Amstad & Ye Huan & Guonan Ma, 2014. "Developing an underlying inflation gauge for China," Working Papers 853, Bruegel.
- Lucrezia Reichlin, 2003.
"Factor models in large cross sections of time series,"
ULB Institutional Repository
2013/10179, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia, 2002. "Factor Models in Large Cross-Sections of Time Series," CEPR Discussion Papers 3285, C.E.P.R. Discussion Papers.
- Ricardo Reis & Mark W. Watson, 2007.
"Relative Goods' Prices, Pure Inflation, and the Phillips Correlation,"
NBER Working Papers
13615, National Bureau of Economic Research, Inc.
- Ricardo Reis & Mark W. Watson, 2010. "Relative Goods' Prices, Pure Inflation, and the Phillips Correlation," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(3), pages 128-157, July.
- Vedolin, Andrea, 2012. "Uncertainty and leveraged Lucas Trees: the cross section of equilibrium volatility risk premia," LSE Research Online Documents on Economics 43091, London School of Economics and Political Science, LSE Library.
- Bruneau, C. & De Bandt, O. & Flageollet, A., 2003. "Forecasting Inflation in the Euro Area," Working papers 102, Banque de France.
- Stefano Siviero & Giovanni Veronese, 2007.
"A policy-sensible core-inflation measure for the euro area,"
Temi di discussione (Economic working papers)
617, Bank of Italy, Economic Research and International Relations Area.
- Stefano SIVIERO & Giovanni VERONESE, 2010. "A Policy-Sensible Core-Inflation Measure for the Euro Area," EcoMod2004 330600130, EcoMod.
- Theodore M. Crone & N. Neil K. Khettry & Loretta J. Mester & Jason A. Novak, 2013.
"Core Measures of Inflation as Predictors of Total Inflation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 505-519, March.
- Theodore M. Crone & N. Neil K. Khettry & Loretta J. Mester & Jason A. Novak, 2013. "Core Measures of Inflation as Predictors of Total Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 505-519, March.
- Theodore M. Crone & N. Neil K. Khettry & Loretta J. Mester & Jason A. Novak, 2011. "Core measures of inflation as predictors of total inflation," Working Papers 11-24, Federal Reserve Bank of Philadelphia.
- Theodore M. Crone & N. Neil K. Khettry & Loretta J. Mester & Jason A. Novak, 2008. "Core measures of inflation as predictors of total inflation," Working Papers 08-9, Federal Reserve Bank of Philadelphia.
- Crone, Theodore M. & Khettry, N. Neil K. & Mester, Loretta J. & Novak, Jason A., 2011. "Cores Measures of Inflation as Predictors of Total Inflation," Working Papers 11-45, University of Pennsylvania, Wharton School, Weiss Center.
- Marlene Amstad & Andreas Fischer, 2005.
"Shock Identification of Macroeconomic Forecasts based on Daily Panels,"
Working Papers
05.02, Swiss National Bank, Study Center Gerzensee.
- Fischer, Andreas & Amstad, Marlene, 2005. "Shock Identification of Macroeconomic Forecasts Based on Daily Panels," CEPR Discussion Papers 5008, C.E.P.R. Discussion Papers.
- Marlene Amstad & Andreas M. Fischer, 2005. "Shock identification of macroeconomic forecasts based on daily panels," Staff Reports 206, Federal Reserve Bank of New York.
- Ricardo Reis & Mark W. Watson, 2007.
"Measuring Changes in the Value of the Numeraire,"
Working Papers
2007-7, Princeton University. Economics Department..
- Reis, Ricardo & Watson, Mark W., 2007. "Measuring changes in the value of the numeraire," Kiel Working Papers 1364, Kiel Institute for the World Economy (IfW Kiel).
- Mark W. Watson & Ricardo Reis, 2007. "Measuring changes in the value of the numeraire," 2007 Meeting Papers 324, Society for Economic Dynamics.
- Mr. Emil Stavrev, 2009. "Forces Driving Inflation in the New EU10 Members," IMF Working Papers 2009/051, International Monetary Fund.
- Marlene Amstad & Simon Potter & Robert Rich, 2014.
"The FRBNY Staff Underlying Inflation Gauge: UIG,"
BIS Working Papers
453, Bank for International Settlements.
- Marlene Amstad & Simon M. Potter & Robert W. Rich, 2014. "The FRBNY staff underlying inflation gauge: UIG," Staff Reports 672, Federal Reserve Bank of New York.
- Monteforte, Libero, 2007.
"Aggregation bias in macro models: Does it matter for the euro area?,"
Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
- Libero Monteforte, 2004. "Aggregation bias in macro models: does it matter foir the euro area?," Temi di discussione (Economic working papers) 534, Bank of Italy, Economic Research and International Relations Area.
- Marcellino, Massimiliano & Musso, Alberto, 2010. "Real time estimates of the euro area output gap: reliability and forecasting performance," Working Paper Series 1157, European Central Bank.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2003.
"Do financial variables help forecasting inflation and real activity in the euro area?,"
Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1243-1255, September.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?," CEPR Discussion Papers 3146, C.E.P.R. Discussion Papers.
- Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin, 2003. "Do financial variables help forecasting inflation and real activity in the Euro area ?," ULB Institutional Repository 2013/2123, ULB -- Universite Libre de Bruxelles.
- Lombardi, Marco J. & Maier, Philipp, 2011. "Forecasting economic growth in the euro area during the Great Moderation and the Great Recession," Working Paper Series 1379, European Central Bank.
- Amstad, Marlene & Fischer, Andreas M., 2010.
"Monthly pass-through ratios,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1202-1213, July.
- Marlene Amstad & Andreas M. Fischer, 2009. "Monthly pass-through ratios," Globalization Institute Working Papers 26, Federal Reserve Bank of Dallas.
- Michal Brzoza-Brzezina & Jacek Kotlowski, 2009. "Estimating pure inflation in the Polish economy," Working Papers 37, Department of Applied Econometrics, Warsaw School of Economics.
- Alberto Humala & Gabriel Rodríguez, 2011.
"A Factorial Decomposition Of Inflation In Peru, An Alternative Measure Of Core Inflation,"
Documentos de Trabajo / Working Papers
2011-315, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Alberto Humala & Gabriel Rodr�guez, 2012. "A factorial decomposition of inflation in Peru: an alternative measure of core inflation," Applied Economics Letters, Taylor & Francis Journals, vol. 19(14), pages 1331-1334, September.
- Anton Grui & Roman Lysenko, 2017. "Nowcasting Ukraine's GDP Using a Factor-Augmented VAR (FAVAR) Model," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 242, pages 5-13.
- Andrea Nobili, 2005. "Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?," Temi di discussione (Economic working papers) 544, Bank of Italy, Economic Research and International Relations Area.
- Rapacciuolo, Ciro, 2003. "Un semplice modello univariato per la previsione a breve termine dell'inflazione italiana [A simple model for the short term forecasting of Italian inflation]," MPRA Paper 7714, University Library of Munich, Germany.
- Stefano Siviero & Giovanni Veronese, 2011. "A policy-sensible benchmark core inflation measure," Oxford Economic Papers, Oxford University Press, vol. 63(4), pages 648-672, December.
- Michael Kirker, 2010. "What drives core inflation? A dynamic factor model analysis of tradable and nontradable prices," Reserve Bank of New Zealand Discussion Paper Series DP2010/13, Reserve Bank of New Zealand.
- Marlene Amstad & Simon M. Potter, 2009. "Real time underlying inflation gauges for monetary policymakers," Staff Reports 420, Federal Reserve Bank of New York.
- Maria Arrazola & Jose de Hevia, 2008. "A simple inflation indicator for the euro zone," Applied Economics, Taylor & Francis Journals, vol. 40(18), pages 2387-2394.
- The People's Bank of China, 2016. "An underlying inflation gauge (UIG) for China," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 117-121, Bank for International Settlements.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio, 2001.
"EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle,"
CEPR Discussion Papers
3108, C.E.P.R. Discussion Papers.
- Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003. "Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle," Computing in Economics and Finance 2003 242, Society for Computational Economics.
Cited by:
- Martin Schneider & Martin Spitzer, 2004. "Forecasting Austrian GDP using the generalized dynamic factor model," Working Papers 89, Oesterreichische Nationalbank (Austrian Central Bank).
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model,"
Tinbergen Institute Discussion Papers
13-142/III, Tinbergen Institute, revised 01 Nov 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper 2013/20, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007.
"Real-time measurement of business conditions,"
International Finance Discussion Papers
901, Board of Governors of the Federal Reserve System (U.S.).
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009. "Real-Time Measurement of Business Conditions," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
- Marie Bessec, 2013.
"Short-term forecasts of French GDP: A dynamic factor model with targeted predictors,"
Post-Print
hal-01515605, HAL.
- Marie Bessec, 2013. "Short‐Term Forecasts of French GDP: A Dynamic Factor Model with Targeted Predictors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 500-511, September.
- Bessec, M., 2012. "Short-term forecasts of French GDP: a dynamic factor model with targeted predictors," Working papers 409, Banque de France.
- Peter McAdam, 2007.
"USA, Japan and the Euro Area: Comparing Business-Cycle Features,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 21(1), pages 135-156.
- McAdam, Peter, 2003. "US, Japan and the euro area: comparing business-cycle features," Working Paper Series 283, European Central Bank.
- Carriero, Andrea & Marcellino, Massimiliano, 2007.
"A comparison of methods for the construction of composite coincident and leading indexes for the UK,"
International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
- Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary University of London, School of Economics and Finance.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012.
"Now-casting and the real-time data flow,"
CEPR Discussion Papers
9112, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
- Adam Jêdrzejczyk, 2012. "Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach," Working Papers 63, Department of Applied Econometrics, Warsaw School of Economics.
- Tatiana Cesaroni, 2007.
"Inspecting the cyclical properties of the Italian Manufacturing Business survey data,"
ISAE Working Papers
83, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Tatiana Cesaroni, 2011. "The cyclical behavior of the Italian business survey data," Empirical Economics, Springer, vol. 41(3), pages 747-768, December.
- Domenico Giannone & Troy Matheson, 2006.
"A new core inflation indicator for New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/02, Reserve Bank of New Zealand.
- Giannone, Domenico & Matheson, Troy, 2007. "A New Core Inflation Indicator for New Zealand," CEPR Discussion Papers 6469, C.E.P.R. Discussion Papers.
- Domenico Giannone & Troy Matheson, 2007. "A new core inflation indicator for New Zealand," ULB Institutional Repository 2013/6407, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Troy D. Matheson, 2007. "A New Core Inflation Indicator for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 145-180, December.
- Eickmeier, Sandra & Breitung, Jörg, 2005. "How synchronized are central and east European economies with the euro area? Evidence from a structural factor model," Discussion Paper Series 1: Economic Studies 2005,20, Deutsche Bundesbank.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2009.
"Business Cycles in the Euro Area,"
CEPR Discussion Papers
7124, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the euro Area," Working Papers ECARES 2008_040, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010. "Business Cycles in the Euro Area," NBER Chapters, in: Europe and the Euro, pages 141-167, National Bureau of Economic Research, Inc.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the Euro Area," NBER Working Papers 14529, National Bureau of Economic Research, Inc.
- Domenico Giannone & Michele Lenza, 2009. "Business cycles in the euro area," Research Bulletin, European Central Bank, vol. 8, pages 5-7.
- Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005.
"The Australian Business Cycle: A Coincident Indicator Approach,"
RBA Research Discussion Papers
rdp2005-07, Reserve Bank of Australia.
- Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005. "The Australian Business Cycle: A Coincident Indicator Approach," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & David Norman (ed.),The Changing Nature of the Business Cycle, Reserve Bank of Australia.
- Xu Han & Mehmet Caner, 2017. "Determining the number of factors with potentially strong within-block correlations in error terms," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 946-969, October.
- Robert Inklaar & Jan Jacobs & Ward Romp, 2005.
"Business Cycle Indexes: Does a Heap of Data Help?,"
Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(3), pages 309-336.
- Inklaar, Robert & Jacobs, Jan & Romp, Ward, 2003. "Business cycle indexes: does a heap of data help?," CCSO Working Papers 200312, University of Groningen, CCSO Centre for Economic Research.
- Klaus, Benjamin & Ferroni, Filippo, 2015.
"Euro area business cycles in turbulent times: convergence or decoupling?,"
Working Paper Series
1819, European Central Bank.
- Filippo Ferroni & Benjamin Klaus, 2015. "Euro Area business cycles in turbulent times: convergence or decoupling?," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3791-3815, July.
- F. Ferroni & B. Klaus, 2014. "Euro Area business cycles in turbulent times: convergence or decoupling?," Working papers 522, Banque de France.
- Abberger, Klaus & Graff, Michael & Siliverstovs, Boriss & Sturm, Jan-Egbert, 2018. "Using rule-based updating procedures to improve the performance of composite indicators," Economic Modelling, Elsevier, vol. 68(C), pages 127-144.
- Jörg Breitung & Sandra Eickmeier, 2006.
"Dynamic factor models,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 27-42, March.
- Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank.
- Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic Factor Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 3, pages 25-40, Springer.
- Diron, Marie, 2006. "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Working Paper Series 622, European Central Bank.
- Eickmeier, Sandra & Breitung, Jorg, 2006. "How synchronized are new EU member states with the euro area? Evidence from a structural factor model," Journal of Comparative Economics, Elsevier, vol. 34(3), pages 538-563, September.
- Massimiliano Serati & Matteo Manera & Michele Plotegher, 2008.
"Modelling electricity prices: from the state of the art to a draft of a new proposal,"
LIUC Papers in Economics
210, Cattaneo University (LIUC).
- Matteo Manera & Massimiliano Serati & Michele Plotegher, 2008. "Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal," Working Papers 2008.9, Fondazione Eni Enrico Mattei.
- Serati, Massimiliano & Manera, Matteo & Plotegher, Michele, 2008. "Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal," International Energy Markets Working Papers 44426, Fondazione Eni Enrico Mattei (FEEM).
- Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2003.
"Dating the Euro Area Business Cycle,"
Working Papers
237, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Artis, Michael & Marcellino, Massimiliano & Proietti, Tommaso, 2003. "Dating the Euro Area Business Cycle," CEPR Discussion Papers 3696, C.E.P.R. Discussion Papers.
- Michael ARTIS & Massimiliano MARCELLINO & Tommaso PROIETTI, 2002. "Dating the Euro Area Business Cycle," Economics Working Papers ECO2002/24, European University Institute.
- Andrea Carriero & Massimiliano Marcellino, 2011.
"Sectoral Survey‐based Confidence Indicators for Europe,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(2), pages 175-206, April.
- Andrea Carriero & Massimiliano Marcellino, 2007. "Sectoral Survey-based Confidence Indicators for Europe," Working Papers 320, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Gianluca Cubadda, 2007.
"A Reduced Rank Regression Approach to Coincident and Leading Indexes Building,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 271-292, April.
- Cubadda, Gianluca, 2004. "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers esdp04022, University of Molise, Department of Economics.
- Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, "undated".
"Principal components at work: The empirical analysis of monetary policy with large datasets,"
Working Papers
223, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Massimiliano Marcellino & Carlo A. Favero & Francesca Neglia, 2005. "Principal components at work: the empirical analysis of monetary policy with large data sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 603-620.
- Massimiliano Serati & Gianni Amisano, 2008. "Building composite leading indexes in a dynamic factor model framework: a new proposal," LIUC Papers in Economics 212, Cattaneo University (LIUC).
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Nowcasting,"
Working Papers ECARES
ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010. "Nowcasting," Working Paper Series 1275, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010. "Nowcasting," CEPR Discussion Papers 7883, C.E.P.R. Discussion Papers.
- Leo Krippner & Sandra Eickmeier & Julia von Borstel, 2015.
"The interest rate pass-through in the euro area during the sovereign debt crisis,"
Reserve Bank of New Zealand Discussion Paper Series
DP2015/03, Reserve Bank of New Zealand.
- von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," Discussion Papers 10/2015, Deutsche Bundesbank.
- von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113035, Verein für Socialpolitik / German Economic Association.
- von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2016. "The interest rate pass-through in the euro area during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 386-402.
- Julia von Borstel & Sandra Eickmeier & Leo Krippner, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," CAMA Working Papers 2015-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kemal Bagzibagli, 2014.
"Monetary transmission mechanism and time variation in the Euro area,"
Empirical Economics, Springer, vol. 47(3), pages 781-823, November.
- Kemal Bagzibagli, 2012. "Monetary Transmission Mechanism and Time Variation in the Euro Area," Discussion Papers 12-12, Department of Economics, University of Birmingham.
- Christian Gayer & Julien Genet, 2006. "Using factor models to construct composite indicators from BCS data - a comparison with European Commission confidence indicators," European Economy - Economic Papers 2008 - 2015 240, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Claudia Pacella, 2021. "Dating the euro area business cycle: an evaluation," Temi di discussione (Economic working papers) 1332, Bank of Italy, Economic Research and International Relations Area.
- Valentina Aprigliano, 2011. "The relationship between the PMI and the Italian index of industrial production and the impact of the latest economic crisis," Temi di discussione (Economic working papers) 820, Bank of Italy, Economic Research and International Relations Area.
- Marc Hallin & Roman Liska, 2008.
"Dynamic Factors in the Presence of Block Structure,"
Economics Working Papers
ECO2008/22, European University Institute.
- Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," Working Papers ECARES 2008_012, ULB -- Universite Libre de Bruxelles.
- Dreger, Christian & Schumacher, Christian, 2002.
"Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models?,"
HWWA Discussion Papers
199, Hamburg Institute of International Economics (HWWA).
- Dreger, Christian & Schumacher, Christian, 2002. "Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models?," Discussion Paper Series 26321, Hamburg Institute of International Economics.
- Domenico Giannone & Lucrezia Reichlin & David H Small, 2007.
"Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases,"
Money Macro and Finance (MMF) Research Group Conference 2006
164, Money Macro and Finance Research Group.
- Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008. "Nowcasting: The real-time informational content of macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
- Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia & Small, David H., 2006. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Working Paper Series 633, European Central Bank.
- Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
- Marlene Amstad & Ye Huan & Guonan Ma, 2014.
"Developing an underlying inflation gauge for China,"
BIS Working Papers
465, Bank for International Settlements.
- Marlene Amstad & Ye Huan & Guonan Ma, 2014. "Developing an underlying inflation gauge for China," Working Papers 853, Bruegel.
- Patnaik, Ila & Mittal, Shalini & Pandey, Radhika, 2019.
"Examining the trade-off between price and financial stability in India,"
Working Papers
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"Macroeconomic forecasting in the Euro area: Country specific versus area-wide information,"
European Economic Review, Elsevier, vol. 47(1), pages 1-18, February.
- Massimiliano Marcellino & James H. Stock & Mark W. Watson, "undated". "Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information," Working Papers 201, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Sonia de Lucas Santos & M. Jesús Delgado Rodríguez & Inmaculada Álvarez Ayuso & José Luis Cendejas Bueno, 2011. "Los ciclos económicos internacionales: antecedentes y revisión de la literatura," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 34(95), pages 73-84, Agosto.
- Bekiros Stelios & Paccagnini Alessia, 2015.
"Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 107-136, April.
- Stelios D. Bekiros & Alessia Paccagnini, 2014. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications 10197/7588, School of Economics, University College Dublin.
- Gao, Zhaoxing & Tsay, Ruey S., 2023. "A Two-Way Transformed Factor Model for Matrix-Variate Time Series," Econometrics and Statistics, Elsevier, vol. 27(C), pages 83-101.
- Stelios D. Bekiros & Alessia Paccagnini, 2015.
"Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs,"
Open Access publications
10197/7333, School of Economics, University College Dublin.
- Bekiros, Stelios D. & Paccagnini, Alessia, 2015. "Macroprudential Policy And Forecasting Using Hybrid Dsge Models With Financial Frictions And State Space Markov-Switching Tvp-Vars," Macroeconomic Dynamics, Cambridge University Press, vol. 19(7), pages 1565-1592, October.
- George Kapetanios & Massimiliano Marcellino, 2009.
"A parametric estimation method for dynamic factor models of large dimensions,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 30(2), pages 208-238, March.
- Marcellino, Massimiliano & Kapetanios, George, 2006. "A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions," CEPR Discussion Papers 5620, C.E.P.R. Discussion Papers.
- Jushan Bai & Chihwa Kao, 2005. "On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence," Center for Policy Research Working Papers 75, Center for Policy Research, Maxwell School, Syracuse University.
- Stelios Bekiros & Alessia Paccagnini, 2014. "Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model," Working Papers 2014-183, Department of Research, Ipag Business School.
- Egon Smeral & Michael Wüger, 2004. "Does Complexity Matter? Methods for Improving Forecasting Accuracy in Tourism," WIFO Working Papers 225, WIFO.
- Paccagnini, Alessia, 2019. "Did financial factors matter during the Great Recession?," Economics Letters, Elsevier, vol. 174(C), pages 26-30.
- Cristea, R. G., 2020. "Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?," Cambridge Working Papers in Economics 20108, Faculty of Economics, University of Cambridge.
- Alonso Fernández, Andrés Modesto & Bastos, Guadalupe & García-Martos, Carolina, 2017. "BIAS correction for dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS 24029, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Edgar Vicente MARCILLO YÉPEZ, 2013. "Un indicador Líder para la actividad económica de Colombia," Archivos de Economía 11205, Departamento Nacional de Planeación.
- Lucrezia Reichlin, 1999.
"Real capital market integration in the EU: how far has it gone? What will the effect of the euro be? discussion,"
ULB Institutional Repository
2013/10203, ULB -- Universite Libre de Bruxelles.
Cited by:
- Camarero, Mariam & Flores, Renato Jr. & Tamarit, Cecilio R., 2006.
"Monetary union and productivity differences in Mercosur countries,"
Journal of Policy Modeling, Elsevier, vol. 28(1), pages 53-66, January.
- Camarero, Mariam & Flôres Junior, Renato Galvão & Tamarit, Cecilio R., 2004. "Monetary union and productivity differences in mercosur countries," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 542, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Mariam Camarero & Renato G. Flôres, Jr. & Cecilio R. Tamarit, 2003. "Monetary Union and productivity differences in Mercosur countries," Working Papers 03-04, Asociación Española de Economía y Finanzas Internacionales.
- Mariam Camarero & Renato G. Flores, Jr. & Cecilio R. Tamarit, "undated". "Monetary Union and productivity differences in Mercosur countries," Working Papers on International Economics and Finance 03-04, FEDEA.
- Schmidt, Christian W. & Broll, Udo, 2008.
"The effect of exchange rate risk on U.S. foreign direct investment: An empirical analysis,"
MPRA Paper
10713, University Library of Munich, Germany.
- Schmidt, Christian W. & Broll, Udo, 2008. "The effect of exchange rate risk on US foreign direct investment: an empirical analysis," Dresden Discussion Paper Series in Economics 09/08, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Camarero, Mariam, & Flôres, R. & C. Tamarit, 2002. "Time series evidence of international output convergence in Mercosur," Computing in Economics and Finance 2002 87, Society for Computational Economics.
- Camarero, Mariam & Flores, Renato Jr. & Tamarit, Cecilio R., 2006.
"Monetary union and productivity differences in Mercosur countries,"
Journal of Policy Modeling, Elsevier, vol. 28(1), pages 53-66, January.
- Mario Forni & Lucrezia Reichlin, 1999.
"Risk and potential insurance in Europe,"
ULB Institutional Repository
2013/10145, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Reichlin, Lucrezia, 1999. "Risk and potential insurance in Europe," European Economic Review, Elsevier, vol. 43(7), pages 1237-1256, June.
Cited by:
- Dolls, Mathias & Fuest, Clemens & Peichl, Andreas & Neumann, Dirk, 2015.
"An unemployment insurance scheme for the euro area? A comparison of different alternatives using micro data,"
EUROMOD Working Papers
EM15/15, EUROMOD at the Institute for Social and Economic Research.
- Mathias Dolls & Clemens Fuest & Dirk Neumann & Andreas Peichl, 2018. "An unemployment insurance scheme for the euro area? A comparison of different alternatives using microdata," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 25(1), pages 273-309, February.
- Dolls, Mathias & Fuest, Clemens & Neumann, Dirk & Peichl, Andreas, 2014. "An Unemployment Insurance Scheme for the Euro Area? A Comparison of Different Alternatives using Micro Data," IZA Discussion Papers 8598, Institute of Labor Economics (IZA).
- Dolls, Mathias & Fuest, Clemens & Neumann, Dirk & Peichl, Andreas, 2014. "An unemployment insurance scheme for the euro area? A comparison of different alternatives using micro data," ZEW Discussion Papers 14-095, ZEW - Leibniz Centre for European Economic Research.
- Mathias Dolls & Clemens Fuest & Dirk Neumann & Andreas Peichl, 2015. "An Unemployment Insurance Scheme for the Euro Area? A Comparison of Different Alternatives Using Micro Data," CESifo Working Paper Series 5581, CESifo.
- Ortuno-Ortin, Ignacio & Sempere, Jaume, 2006. "A theoretical model of nations, regions and fiscal integration," Regional Science and Urban Economics, Elsevier, vol. 36(1), pages 132-157, January.
- Picard, Pierre M. & Worrall, Tim, 2020.
"Currency areas and voluntary transfers,"
Journal of International Economics, Elsevier, vol. 127(C).
- Pierre M. Picard & Tim Worrall, 2015. "Currency Areas and Voluntary Transfers," DEM Discussion Paper Series 15-12, Department of Economics at the University of Luxembourg.
- Marco Del Negro, 1999.
"Asymmetric shocks among U.S. states,"
Working Papers
9903, Centro de Investigacion Economica, ITAM.
- Marco Del Negro, 2000. "Asymmetric shocks among U.S. states," FRB Atlanta Working Paper 2000-27, Federal Reserve Bank of Atlanta.
- Del Negro, Marco, 2002. "Asymmetric shocks among U.S. states," Journal of International Economics, Elsevier, vol. 56(2), pages 273-297, March.
- Fabrizio Balassone & Sandro Momigliano & Marzia Romanelli & Pietro Tommasino, 2014.
"Just round the corner? Pros, cons, and implementation issues of a fiscal union for the euro area,"
Questioni di Economia e Finanza (Occasional Papers)
245, Bank of Italy, Economic Research and International Relations Area.
- Fabrizio Balassone & Sandro Momigliano & Marzia Romanelli & Pietro Tommasino, 2018. "Just Round the Corner? Pros, Cons, and Implementation Issues of a Fiscal Union for the Euro Area," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2018(1), pages 5-34.
- Mario Forni & Lucrezia Reichlin, 2001.
"Federal policies and local economies: Europe and the U.S,"
ULB Institutional Repository
2013/10141, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Reichlin, Lucrezia, 2001. "Federal policies and local economies: Europe and the US," European Economic Review, Elsevier, vol. 45(1), pages 109-134, January.
- Dolls, Mathias & Lewney, Richard, 2017. "Backward-looking analysis," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 149873.
- Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 2003.
"Risk Sharing and Industrial Specialization: Regional and International Evidence,"
American Economic Review, American Economic Association, vol. 93(3), pages 903-918, June.
- Kalemli-Ozcan, S. & Sorensen, B.E. & Yosha, O., 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," Papers 16-99, Tel Aviv.
- Sørensen, Bent E & Yosha, Oved, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," CEPR Discussion Papers 2295, C.E.P.R. Discussion Papers.
- Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," Working Papers 99-16, Brown University, Department of Economics.
- Ṣebnem Kalemli-Özcan & Bent E. Sorensen & Oved Yosha, 2000. "Risk sharing and industrial specialization ; regional and international evidence," Research Working Paper RWP 00-06, Federal Reserve Bank of Kansas City.
- Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," JCPR Working Papers 86, Northwestern University/University of Chicago Joint Center for Poverty Research.
- Konrad, Kai A. & Seitz, Helmut, 2001. "Fiscal federalism and risk sharing in Germany: the role of size differences [Risikokonsolidierung im Rahmen des deutschen Länderfinanzausgleichs: die Rolle von Größenunterschieden]," Discussion Papers, Research Unit: Market Processes and Governance FS IV 01-20, WZB Berlin Social Science Center.
- Joao L. M. Amador, 2000. "Fiscal federalism in continuous time stochastic economies," Nova SBE Working Paper Series wp383, Universidade Nova de Lisboa, Nova School of Business and Economics.
- Angeloni, Ignazio & Kashyap, Anil K. & Mojon, Benoît & Terlizzese, Daniele, 2003.
"The output composition puzzle: a difference in the monetary transmission mechanism in the euro area and U.S,"
Working Paper Series
268, European Central Bank.
- Ignazio Angeloni & Anil K. Kashyap & Benoit Mojon & Daniele Terlizzese, 2003. "The Output Composition Puzzle: A Difference in the Monetary Transmission Mechanism in the Euro Area and U.S," NBER Working Papers 9985, National Bureau of Economic Research, Inc.
- Javier Capó Parrilla & Xisco Oliver Rullán, 2002. "Evaluación del efecto estabilizador del presupuesto español y propuestas de estabilización fiscal para la Unión Monetaria Europea," Hacienda Pública Española / Review of Public Economics, IEF, vol. 162(3), pages 35-60, September.
- Pierre M. Picard & Tim Worrall, 2009. "Currency Unions and International Assistance," DEM Discussion Paper Series 09-01, Department of Economics at the University of Luxembourg.
- Jacques H. Dreze, 2000.
"Economic and Social Security in the Twenty‐first Century, with Attention to Europe,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 102(3), pages 327-348, September.
- DREZE, Jacques H., 2000. "Economic and social security in the twenty-first century, with attention to Europe," LIDAM Reprints CORE 1482, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- DREZE, Jacques, 2000. "Economic and social security in the twenty-first century, with attention to Europe," LIDAM Discussion Papers CORE 2000015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Sebnem Kalemi-Ozcan & Bent E. Sorensen & Oved Yosha, 2000. "Risk Sharing and Sectoral Specialization: Regional and International Evidence," Econometric Society World Congress 2000 Contributed Papers 1582, Econometric Society.
- Ignacio Ortuño Ortín & Jaume Sempere, 2000. "Is Regionalism Better For Economic Integration? Nations, Regions, And Risk Sharing," Working Papers. Serie AD 2000-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Pacheco, Luís Miguel, 2000. "Fiscal Federalism, EMU and Shock Absorption Mechanisms: A Guide to the Literature," European Integration online Papers (EIoP), European Community Studies Association Austria (ECSA-A), vol. 4, March.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 1999.
"The Generalized Dynamic Factor Model: Identification and Estimation,"
CEPR Discussion Papers
2338, C.E.P.R. Discussion Papers.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000. "The Generalized Dynamic-Factor Model: Identification And Estimation," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 540-554, November.
- Mario Forni & Marc Hallin & Lucrezia Reichlin & Marco Lippi, 2000. "The generalised dynamic factor model: identification and estimation," ULB Institutional Repository 2013/10143, ULB -- Universite Libre de Bruxelles.
Cited by:
- Corielli, Francesco & Marcellino, Massimiliano, 2006.
"Factor based index tracking,"
Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2215-2233, August.
- Francesco Corielli & Massimiliano Marcellino, "undated". "Factor Based Index Trading," Working Papers 209, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Marcellino, Massimiliano & Corielli, Francesco, 2002. "Factor Based Index Tracking," CEPR Discussion Papers 3265, C.E.P.R. Discussion Papers.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model,"
Tinbergen Institute Discussion Papers
13-142/III, Tinbergen Institute, revised 01 Nov 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper 2013/20, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Mario Forni & Luca Gambetti & Luca Sala, 2011.
"No News in Business Cycles,"
Working Papers
535, Barcelona School of Economics.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No news in business cycles," Center for Economic Research (RECent) 063, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Luca Gambetti & Luca Sala, 2013. "No News in Business Cycles," Working Papers 491, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Mario Forni & Luca Gambetti & Luca Sala, 2014. "No News in Business Cycles," Economic Journal, Royal Economic Society, vol. 124(581), pages 1168-1191, December.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No News in Business Cycles," UFAE and IAE Working Papers 862.11, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Forni, Mario & Sala, Luca & Gambetti, Luca, 2011. "No News in Business Cycles," CEPR Discussion Papers 8274, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & Luca Sala, 2011. "No News in Business Cycles," Working Papers 383, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Drew Creal & Siem Jan Koopman & Eric Zivot, 2008. "The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model," Tinbergen Institute Discussion Papers 08-069/4, Tinbergen Institute.
- Moench, Emanuel & Soofi-Siavash, Soroosh, 2022.
"What moves treasury yields?,"
Journal of Financial Economics, Elsevier, vol. 146(3), pages 1016-1043.
- Soroosh Soofi-Siavash & Emanuel Moench, 2021. "What Moves Treasury Yields?," Bank of Lithuania Working Paper Series 88, Bank of Lithuania.
- Moench, Emanuel & Soofi Siavash, Soroosh, 2022. "What Moves Treasury Yields?," CEPR Discussion Papers 15978, C.E.P.R. Discussion Papers.
- Heaton, Chris & Oslington, Paul, 2010.
"Micro vs macro explanations of post-war US unemployment movements,"
Economics Letters, Elsevier, vol. 106(2), pages 87-91, February.
- Chris Heaton & Paul Oslington, 2006. "Micro Vs Macro Explanations of Post-War US Unemployment Movements," Research Papers 0604, Macquarie University, Department of Economics.
- Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003.
"Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle,"
Computing in Economics and Finance 2003
242, Society for Computational Economics.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio, 2001. "EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle," CEPR Discussion Papers 3108, C.E.P.R. Discussion Papers.
- Claudio Morana, 2010. "Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks," ICER Working Papers - Applied Mathematics Series 36-2010, ICER - International Centre for Economic Research.
- GUO-FITOUSSI, Liang, 2013. "A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets," MPRA Paper 50005, University Library of Munich, Germany.
- Henzel, Steffen R. & Mayr, Johannes, 2013. "The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 1-24.
- Mackowiak, Bartosz & Jarocinski, Marek, 2013.
"Granger-Causal-Priority and Choice of Variables in Vector Autoregressions,"
CEPR Discussion Papers
9686, C.E.P.R. Discussion Papers.
- Marek Jarociński & Bartosz Maćkowiak, 2017. "Granger Causal Priority and Choice of Variables in Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 319-329, May.
- Jarociński, Marek & Maćkowiak, Bartosz, 2013. "Granger-causal-priority and choice of variables in vector autoregressions," Working Paper Series 1600, European Central Bank.
- Bartosz Mackowiak, 2015. "Granger-Causal-Priority and Choice of Variables in Vector Autoregressions," 2015 Meeting Papers 66, Society for Economic Dynamics.
- Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2012.
"Exponent of Cross-sectional Dependence: Estimation and Inference,"
CESifo Working Paper Series
3722, CESifo.
- Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2016. "Exponent of Cross‐Sectional Dependence: Estimation and Inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 929-960, September.
- Bailey, Natalia & Kapetanios, George & Pesaran, M. Hashem, 2012. "Exponent of Cross-sectional Dependence: Estimation and Inference," IZA Discussion Papers 6318, Institute of Labor Economics (IZA).
- Bailey, N. & Kapetanios, G. & Pesaran, M. H., 2012. "Exponent of Cross-sectional Dependence: Estimation and Inference," Cambridge Working Papers in Economics 1206, Faculty of Economics, University of Cambridge.
- Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003.
"Business Survey Data: Do They Help in Forecasting the Macro Economy?,"
Working Paper Series
151, Sveriges Riksbank (Central Bank of Sweden).
- Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003. "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Papers 84, National Institute of Economic Research.
- Marc Hallin & Siegfried Hörmann & Marco Lippi, 2017.
"Optimal Dimension Reduction for High-dimensional and Functional Time Series,"
Working Papers ECARES
ECARES 2017-39, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Siegfried Hörmann & Marco Lippi, 2018. "Optimal dimension reduction for high-dimensional and functional time series," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 385-398, July.
- Claudio Morana, 2014. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks," Working Papers 273, University of Milano-Bicocca, Department of Economics, revised May 2014.
- Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2011.
"Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production,"
Journal of Political Economy, University of Chicago Press, vol. 119(1), pages 1-38.
- Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2008. "Sectoral vs. aggregate shocks : a structural factor analysis of industrial production," Working Paper 08-07, Federal Reserve Bank of Richmond.
- Pierre-Daniel Sarte & Mark Watson & Andrew Foerster, 2008. "Aggregate Shocks and the Variability of Industrial Production," 2008 Meeting Papers 224, Society for Economic Dynamics.
- Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2008. "Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production," NBER Working Papers 14389, National Bureau of Economic Research, Inc.
- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010.
"Should macroeconomic forecasters use daily financial data and how?,"
University of Cyprus Working Papers in Economics
09-2010, University of Cyprus Department of Economics.
- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
- Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012. "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers 1196, Society for Economic Dynamics.
- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series 42_10, Rimini Centre for Economic Analysis.
- Mr. Emil Stavrev, 2006. "Measures of Underlying Inflation in the Euro Area: Assessment and Role for Informing Monetary Policy," IMF Working Papers 2006/197, International Monetary Fund.
- Poncela, Pilar & Ruiz Ortega, Esther, 2012. "More is not always better : back to the Kalman filter in dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS ws122317, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- João Victor Issler & Hilton Hostalacio Notini & Claudia Fontoura Rodrigues, 2013.
"Constructing coincident and leading indices of economic activity for the Brazilian economy,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 43-65.
- Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2012. "Constructing coincident and leading indices of economic activity for the Brazilian economy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 730, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2009. "Constructing coincident and leading indices of economic activity for the brazilian economy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 694, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2011. "Constructing coincident and leading indices of economic activity for the brazilian economy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 714, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- T. Ando & R. S. Tsay, 2009.
"‘Model selection for generalized linear models with factor‐augmented predictors’,"
Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(3), pages 243-246, May.
- Tomohiro Ando & Ruey S. Tsay, 2009. "Model selection for generalized linear models with factor‐augmented predictors," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(3), pages 207-235, May.
- Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano, 2021.
"Forecasting stock returns with large dimensional factor models,"
Journal of Empirical Finance, Elsevier, vol. 63(C), pages 252-269.
- Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi, 2020. "Forecasting Stock Returns with Large Dimensional Factor Models," Working Papers 305661169, Lancaster University Management School, Economics Department.
- Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005.
"Monetary policy in real time,"
ULB Institutional Repository
2013/6401, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," Working Papers 284, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 161-224, National Bureau of Economic Research, Inc.
- Lucrezia Reichlin & Domenico Giannone & Luca Sala, "undated". "Monetary policy in real time," ULB Institutional Repository 2013/10177, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2005. "Monetary Policy in Real Time," CEPR Discussion Papers 4981, C.E.P.R. Discussion Papers.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007.
"Real-time measurement of business conditions,"
International Finance Discussion Papers
901, Board of Governors of the Federal Reserve System (U.S.).
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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"A Dynamic Factor Model for the Colombian Inflation,"
Borradores de Economia
549, Banco de la Republica de Colombia.
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Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(1), pages 3-23, September.
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Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(3), pages 207-221, April.
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Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(1), pages 40-52, December.
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International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
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"Macroeconomic forecasting and structural analysis through regularized reduced-rank regression,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 682-691.
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- Matteo Luciani & Lorenzo Ricci, 2014.
"Nowcasting Norway,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 215-248, December.
- Matteo Luciani & Lorenzo Ricci, 2013. "Nowcasting Norway," Working Papers ECARES ECARES 2013-10, ULB -- Universite Libre de Bruxelles.
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"Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk,"
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"Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach,"
Working Paper Series
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"The simpler, the better: Measuring financial conditions for monetary policy and financial stability,"
EIB Working Papers
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- U. Michael Bergman & Lars Jonung, 2011.
"Business Cycle Synchronization In Europe: Evidence From The Scandinavian Currency Union,"
Manchester School, University of Manchester, vol. 79(2), pages 268-292, March.
- U. Michael Bergman & Lars Jonung, 2010. "Business Cycle Synchronization in Europe: Evidence from the Scandinavian Currency Union," European Economy - Economic Papers 2008 - 2015 402, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Lucchetti, Riccardo & Venetis, Ioannis A., 2020.
"A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012),"
Economics Discussion Papers
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- Mr. Etienne B Yehoue & Gilles J. Dufrénot, 2005. "Real Exchange Rate Misalignment: A Panel Co-Integration and Common Factor Analysis," IMF Working Papers 2005/164, International Monetary Fund.
- Raul Ibarra & Luis M. Gomez-Zamudio, 2017.
"Are Daily Financial Data Useful for Forecasting GDP? Evidence from Mexico,"
Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 173-203, April.
- Ibarra-Ramírez Raúl & Gómez-Zamudio Luis M., 2017. "Are daily financial data useful for forecasting GDP? Evidence from Mexico," Working Papers 2017-17, Banco de México.
- Alexander Chudik & M. Hashem Pesaran, 2013.
"Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit,"
Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 592-649, August.
- Pesaran, Hashem & Chudik, Alexander, 2010. "Econometric analysis of high dimensional VARs featuring a dominant unit," Working Paper Series 1194, European Central Bank.
- Pesaran, M.H. & Chudik, A., 2010. "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," Cambridge Working Papers in Economics 1024, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Alexander Chudik, 2010. "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," CESifo Working Paper Series 3055, CESifo.
- Robert Inklaar & Jan Jacobs & Ward Romp, 2005.
"Business Cycle Indexes: Does a Heap of Data Help?,"
Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(3), pages 309-336.
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- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2014.
"Forecasting with factor-augmented error correction models,"
International Journal of Forecasting, Elsevier, vol. 30(3), pages 589-612.
- Anindya Banerjee & Massimiliano Marcellino, 2008. "Factor-augmented Error Correction Models," Working Papers 335, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2010. "Forecasting with Factor-augmented Error Correction Models," CEPR Discussion Papers 7677, C.E.P.R. Discussion Papers.
- Igor Masten & Massimiliano Marcellino & Anindya Banerjeey, 2009. "Forecasting with Factor-augmented Error Correction Models," RSCAS Working Papers 2009/32, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino, 2008. "Factor-augmented Error Correction Models," Economics Working Papers ECO2008/15, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009. "Forecasting with Factor-Augmented Error Correction Models," Discussion Papers 09-06r, Department of Economics, University of Birmingham.
- Banerjee, Anindya & Marcellino, Massimiliano, 2008. "Factor-augmented Error Correction Models," CEPR Discussion Papers 6707, C.E.P.R. Discussion Papers.
- Bernanke, Ben S. & Boivin, Jean, 2003.
"Monetary policy in a data-rich environment,"
Journal of Monetary Economics, Elsevier, vol. 50(3), pages 525-546, April.
- Ben S. Bernanke & Jean Boivin, 2001. "Monetary Policy in a Data-Rich Environment," NBER Working Papers 8379, National Bureau of Economic Research, Inc.
- Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017. "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.
- Michael Artis & Anindya Banerjee & Massimiliano Marcellino, "undated".
"Factor forecasts for the UK,"
Working Papers
203, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Michael ARTIS & Anindya BANERJEE & Massimiliano MARCELLINO, 2001. "Factor Forecasts for the UK," Economics Working Papers ECO2001/15, European University Institute.
- Artis, Michael & Banerjee, Anindya & Marcellino, Massimiliano, 2002. "Factor Forecasts for the UK," CEPR Discussion Papers 3119, C.E.P.R. Discussion Papers.
- Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr, 2018.
"Simultaneous multiple change-point and factor analysis for high-dimensional time series,"
LSE Research Online Documents on Economics
88110, London School of Economics and Political Science, LSE Library.
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- Jason Angelopoulos, 2017. "Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 19(1), pages 126-159, March.
- Anderson, Heather M. & Vahid, Farshid, 2007.
"Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 76-90, January.
- Heather Anderson & Fashid Vahid, 2005. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," ANU Working Papers in Economics and Econometrics 2005-451, Australian National University, College of Business and Economics, School of Economics.
- Dustmann, Christian & Glitz, Albrecht & Vogel, Thorsten, 2009.
"Employment, Wages, and the Economic Cycle: Differences between Immigrants and Natives,"
IZA Discussion Papers
4432, Institute of Labor Economics (IZA).
- Christian Dustmann & Albrecht Glitz & Thorsten Vogel, 2006. "Employment, Wages, and the Economic Cycle: Differences between Immigrants and Natives," RF Berlin - CReAM Discussion Paper Series 0609, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
- Dustmann, Christian & Glitz, Albrecht & Vogel, Thorsten, 2010. "Employment, wages, and the economic cycle: Differences between immigrants and natives," European Economic Review, Elsevier, vol. 54(1), pages 1-17, January.
- Helmut Lütkepohl, 2012. "Fundamental Problems with Nonfundamental Shocks," Discussion Papers of DIW Berlin 1230, DIW Berlin, German Institute for Economic Research.
- International Monetary Fund, 2005. "Republic of Estonia: Selected Issues," IMF Staff Country Reports 2005/395, International Monetary Fund.
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- Claudio Morana, 2004.
"Frequency domain principal components estimation of fractionally cointegrated processes,"
Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 837-842.
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- Gianluca Lagana, 2004. "Measuring monetary policy in the UK: a factor augmented vector autoregressive approach," Money Macro and Finance (MMF) Research Group Conference 2004 64, Money Macro and Finance Research Group.
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"A panel data approach to economic forecasting: the bias-corrected average forecast,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
650, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2008. "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 668, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2007. "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 642, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Lima, Luiz Renato, 2009. "A panel data approach to economic forecasting: The bias-corrected average forecast," Journal of Econometrics, Elsevier, vol. 152(2), pages 153-164, October.
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"Dynamic factor models,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 27-42, March.
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"Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators,"
CEPR Discussion Papers
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"Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting,"
Textos para discussão
521, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Trucíos, Carlos & Mazzeu, João H.G. & Hotta, Luiz K. & Valls Pereira, Pedro L. & Hallin, Marc, 2021. "Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1520-1534.
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- Giannone, Domenico & D’Agostino, Antonello & Surico, Paolo, 2007.
"(Un)Predictability and Macroeconomic Stability,"
CEPR Discussion Papers
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- Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005. "(Un)Predictability and Macroeconomic Stability," Macroeconomics 0510024, University Library of Munich, Germany.
- Surico, Paolo & Giannone, Domenico & D'Agostino, Antonello, 2006. "(Un)Predictability and macroeconomic stability," Working Paper Series 605, European Central Bank.
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"Dynamic Factor Models: a Genealogy,"
Working Papers ECARES
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"Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 483-500, October.
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- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012.
"Prior Selection for Vector Autoregressions,"
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- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015. "Prior Selection for Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 436-451, May.
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"Forecast combination through dimension reduction techniques,"
International Journal of Forecasting, Elsevier, vol. 27(2), pages 224-237, April.
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"New Eurocoin: Tracking Economic Growth in Real Time,"
The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 1024-1034, November.
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- Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008. "New Eurocoin: Tracking Economic Growth in Real Time," Center for Economic Research (RECent) 020, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Lippi, Marco & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni, 2006. "New EuroCOIN: Tracking Economic Growth in Real Time," CEPR Discussion Papers 5633, C.E.P.R. Discussion Papers.
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"Modelling electricity prices: from the state of the art to a draft of a new proposal,"
LIUC Papers in Economics
210, Cattaneo University (LIUC).
- Matteo Manera & Massimiliano Serati & Michele Plotegher, 2008. "Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal," Working Papers 2008.9, Fondazione Eni Enrico Mattei.
- Serati, Massimiliano & Manera, Matteo & Plotegher, Michele, 2008. "Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal," International Energy Markets Working Papers 44426, Fondazione Eni Enrico Mattei (FEEM).
- Gary Koop & Simon Potter, 2003.
"Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging,"
Discussion Papers in Economics
04/16, Division of Economics, School of Business, University of Leicester.
- Gary Koop & Simon M. Potter, 2003. "Forecasting in large macroeconomic panels using Bayesian Model Averaging," Staff Reports 163, Federal Reserve Bank of New York.
- Oguzhan Cepni & I. Ethem Guney & Norman R. Swanson, 2020. "Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 18-36, January.
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"A Suggestion for a Dynamic Multi Factor Model (DMFM),"
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"Sectoral Survey‐based Confidence Indicators for Europe,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(2), pages 175-206, April.
- Andrea Carriero & Massimiliano Marcellino, 2007. "Sectoral Survey-based Confidence Indicators for Europe," Working Papers 320, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- N. Kundan Kishor & Salome Giorgadze, 2022. "Business cycle synchronization in the CIS region," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 30(1), pages 135-158, January.
- George Kapetanios, 2002. "Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting," Working Papers 466, Queen Mary University of London, School of Economics and Finance.
- Adnan Khaliq, 2019. "The Impact of Public Health Policy on Labor Force Participation in Paksitan: A Bound Test Approuch," Journal of Social Science Studies, Macrothink Institute, vol. 6(2), pages 135-166, December.
- Donatella Baiardi & Carluccio Bianchi, 2012. "Un Indicatore per la Lombardia e per le Province di Milano e Pavia (Nuova versione)," Quaderni di Dipartimento 158, University of Pavia, Department of Economics and Quantitative Methods.
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"A core inflation index for the euro area,"
Temi di discussione (Economic working papers)
435, Bank of Italy, Economic Research and International Relations Area.
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- Eliana González, 2010.
"Bayesian Model Averaging. An Application to Forecast Inflation in Colombia,"
Borradores de Economia
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- Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 604, Banco de la Republica de Colombia.
- Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7014, Banco de la Republica.
- Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7013, Banco de la Republica.
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"Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small,"
Global COE Hi-Stat Discussion Paper Series
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"Towards a financial cycle for the U.S., 1973–2014,"
The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
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"Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931,"
SFB 649 Discussion Papers
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- Ritschl, Albrecht & Salferaz, Samad, 2010. "Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931," LSE Research Online Documents on Economics 28726, London School of Economics and Political Science, LSE Library.
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"An endogenously clustered factor approach to international business cycles,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1261-1276, November.
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"Forecasting Aggregate Retail Sales: The Case of South Africa,"
Working Papers
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"Identification of slowdowns and accelerations for the euro area economy,"
CEPR Discussion Papers
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- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007.
"Bayesian VARs with Large Panels,"
CEPR Discussion Papers
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- Domenico Giannone & Martha Banbura & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," ULB Institutional Repository 2013/13388, ULB -- Universite Libre de Bruxelles.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
- Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
- Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
- André Nunes Maranhão & Nicole Rennó Castro, 2023. "Dissecting Brazilian agriculture business cycles in high-dimensional and time-irregular span contexts," Empirical Economics, Springer, vol. 65(4), pages 1543-1578, October.
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"No News in Business Cycles,"
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535, Barcelona School of Economics.
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"Noise Bubbles,"
Economic Journal, Royal Economic Society, vol. 127(604), pages 1940-1976, September.
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- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noise Bubbles," Center for Economic Research (RECent) 096, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noise Bubbles," Working Papers 532, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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"Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model,"
Center for Economic Research (RECent)
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"Identifying Noise Shocks,"
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41, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
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- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014.
"Noisy News in Business Cycles,"
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531, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noisy News in Business Cycles," Center for Economic Research (RECent) 097, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Luca Gambetti, 2014. "Noisy News in Business Cycles," 2014 Meeting Papers 1406, Society for Economic Dynamics.
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- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of FED'S view on inflation," Documents de Travail de l'OFCE 2018-03, Observatoire Francais des Conjonctures Economiques (OFCE).
- Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS) 1145, University of Warwick, Department of Economics.
- Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018. "A Model of the Fed's View on Inflation," CEPR Discussion Papers 12564, C.E.P.R. Discussion Papers.
- Mikkel Plagborg-Moller & Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020.
"When Is Growth at Risk?,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 167-229.
Cited by:
- Eraslan, Sercan & Schröder, Maximilian, 2023. "Nowcasting GDP with a pool of factor models and a fast estimation algorithm," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1460-1476.
- Busetti, Fabio & Caivano, Michele & Delle Monache, Davide & Pacella, Claudia, 2021.
"The time-varying risk of Italian GDP,"
Economic Modelling, Elsevier, vol. 101(C).
- Fabio Busetti & Michele Caivano & Davide Delle Monache & Claudia Pacella, 2020. "The time-varying risk of Italian GDP," Temi di discussione (Economic working papers) 1288, Bank of Italy, Economic Research and International Relations Area.
- Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023. "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 236(2).
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019.
"Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 137-173, December.
See citations under working paper version above.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019. "Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?," Staff Reports 885, Federal Reserve Bank of New York.
- Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2019. "Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?," Working Paper Series 2226, European Central Bank.
- Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2019.
"Financial and fiscal interaction in the Euro Area crisis: This time was different,"
European Economic Review, Elsevier, vol. 119(C), pages 333-355.
See citations under working paper version above.
- Reichlin, Lucrezia & Caruso, Alberto & Ricco, Giovanni, 2018. "Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different," CEPR Discussion Papers 13016, C.E.P.R. Discussion Papers.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," Sciences Po publications info:hdl:2441/4u5amfvji89, Sciences Po.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," Post-Print hal-03403613, HAL.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis: this time was different," Sciences Po publications 11, Sciences Po.
- Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2018. "Financial and Fiscal Interaction in the Euro Area Crisis : This Time was Different," The Warwick Economics Research Paper Series (TWERPS) 1167, University of Warwick, Department of Economics.
- Albert Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis : this time was different," Documents de Travail de l'OFCE 2019-11, Observatoire Francais des Conjonctures Economiques (OFCE).
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis: this time was different," SciencePo Working papers Main hal-03403269, HAL.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," SciencePo Working papers Main hal-03403613, HAL.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis: this time was different," Working Papers hal-03403269, HAL.
- A. Colangelo & D. Giannone & M. Lenza & H. Pill & L. Reichlin, 2017.
"The national segmentation of euro area bank balance sheets during the financial crisis,"
Empirical Economics, Springer, vol. 53(1), pages 247-265, August.
Cited by:
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019.
"Financial and fiscal interaction in the euro area crisis: this time was different,"
SciencePo Working papers Main
hal-03403269, HAL.
- Reichlin, Lucrezia & Caruso, Alberto & Ricco, Giovanni, 2018. "Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different," CEPR Discussion Papers 13016, C.E.P.R. Discussion Papers.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," Sciences Po publications info:hdl:2441/4u5amfvji89, Sciences Po.
- Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," European Economic Review, Elsevier, vol. 119(C), pages 333-355.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," Post-Print hal-03403613, HAL.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis: this time was different," Sciences Po publications 11, Sciences Po.
- Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2018. "Financial and Fiscal Interaction in the Euro Area Crisis : This Time was Different," The Warwick Economics Research Paper Series (TWERPS) 1167, University of Warwick, Department of Economics.
- Albert Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis : this time was different," Documents de Travail de l'OFCE 2019-11, Observatoire Francais des Conjonctures Economiques (OFCE).
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," SciencePo Working papers Main hal-03403613, HAL.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis: this time was different," Working Papers hal-03403269, HAL.
- Andreas Beyer & Benoît Coeuré & Caterina Mendicino, 2017. "Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 494-495-4, pages 45-64.
- Marie‐Hélène Gagnon & Céline Gimet, 2023.
"One size may not fit all: Financial fragmentation and European monetary policies,"
Review of International Economics, Wiley Blackwell, vol. 31(1), pages 305-340, February.
- Marie‐hélène Gagnon & Céline Gimet, 2023. "One size may not fit all: Financial fragmentation and European monetary policies," Post-Print hal-03777950, HAL.
- Nikolay Hristov & Oliver Hülsewig & Johann Scharler, 2020.
"Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus,"
CESifo Working Paper Series
8178, CESifo.
- Hristov, Nikolay & Hülsewig, Oliver & Scharler, Johann, 2020. "Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus," Discussion Papers 19/2020, Deutsche Bundesbank.
- Nikolay Hristov & Oliver Hülsewig & Johann Scharler, 2021. "Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus," International Journal of Central Banking, International Journal of Central Banking, vol. 17(3), pages 337-383, September.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019.
"Financial and fiscal interaction in the euro area crisis: this time was different,"
SciencePo Working papers Main
hal-03403269, HAL.
- Lucrezia Reichlin, 2017.
"Non-Standard Monetary Policy and Financial Stability,"
ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 15(01), pages 25-27, April.
Cited by:
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016.
"Exploiting the monthly data flow in structural forecasting,"
Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
See citations under working paper version above.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015. "Exploiting the monthly data flow in structural forecasting," Staff Reports 751, Federal Reserve Bank of New York.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," Discussion Papers 1416, Centre for Macroeconomics (CFM).
- Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014. "Exploiting the monthly data flow in structural forecasting," Bank of England working papers 509, Bank of England.
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
- Reichlin, Lucrezia, 2014.
"Monetary Policy and Banks in the Euro Area: The Tale of Two Crises,"
Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 387-400.
See citations under working paper version above.
- Lucrezia Reichlin, 2013. "Monetary policy and banks in the euro area: the tale of two crises," Special Conference Papers 26, Bank of Greece.
- Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin, 2012.
"The ECB and the Interbank Market,"
Economic Journal, Royal Economic Society, vol. 122(564), pages 467-486, November.
See citations under working paper version above.
- Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin, 2012. "The ECB and the Interbank Market," Working Papers ECARES ECARES 2012-005, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2012. "The ECB and the Interbank Market," CEPR Discussion Papers 8844, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2012. "The ECB and the interbank market," Working Paper Series 1496, European Central Bank.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012.
"A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models,"
The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1014-1024, November.
See citations under working paper version above.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," Post-Print hal-00638440, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00638440, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," PSE-Ecole d'économie de Paris (Postprint) hal-00638440, HAL.
- Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers 5724, C.E.P.R. Discussion Papers.
- Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "A quasi maximum likelihood approach for large approximate dynamic factor models," Working Paper Series 674, European Central Bank.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2008. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," Working Papers ECARES 2008_034, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2011.
"Market Freedom and the Global Recession,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(1), pages 111-135, April.
See citations under working paper version above.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2011. "Market freedom and the global recession," ULB Institutional Repository 2013/261757, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2010. "Market Freedom and the Global Recession," Working Papers ECARES ECARES 2010-020, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2010. "Market freedom and the global recession," CEPR Discussion Papers 7884, C.E.P.R. Discussion Papers.
- Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2011.
"A two-step estimator for large approximate dynamic factor models based on Kalman filtering,"
Journal of Econometrics, Elsevier, vol. 164(1), pages 188-205, September.
See citations under working paper version above.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00638009, HAL.
- Catherine Doz & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print hal-00844811, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006. "A Two-step estimator for large approximate dynamic factor models based on Kalman filtering," THEMA Working Papers 2006-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print hal-00638009, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," PSE-Ecole d'économie de Paris (Postprint) hal-00638009, HAL.
- Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2007. "A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering," CEPR Discussion Papers 6043, C.E.P.R. Discussion Papers.
- Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011.
"Short‐term forecasts of euro area GDP growth,"
Econometrics Journal, Royal Economic Society, vol. 14(1), pages 25-44, February.
- Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14, pages 25-44, February.
See citations under working paper version above.- Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers.
- Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 949, European Central Bank.
- Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008. "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
- Michele Lenza & Huw Pill & Lucrezia Reichlin, 2010.
"Monetary policy in exceptional times [Preventing deflation: Lessons from Japan’s experience in the 1990s],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 25(62), pages 295-339.
See citations under working paper version above.
- Lenza, Michele & Pill, Huw & Reichlin, Lucrezia, 2010. "Monetary policy in exceptional times," Working Paper Series 1253, European Central Bank.
- Reichlin, Lucrezia & Pill, Huw & Lenza, Michele, 2010. "Monetary policy in exceptional times," CEPR Discussion Papers 7669, C.E.P.R. Discussion Papers.
- Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Large Bayesian vector auto regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
- Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
See citations under working paper version above.- Domenico Giannone & Martha Banbura & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," ULB Institutional Repository 2013/13388, ULB -- Universite Libre de Bruxelles.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
- Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
- Fischer, B. & Lenza, M. & Pill, H. & Reichlin, L., 2009.
"Monetary analysis and monetary policy in the euro area 1999-2006,"
Journal of International Money and Finance, Elsevier, vol. 28(7), pages 1138-1164, November.
Cited by:
- Cour-Thimann, Philippine & Jung, Alexander, 2020. "Interest rate setting and communication at the ECB," Working Paper Series 2443, European Central Bank.
- Alexander Jung, 2018. "Have money and credit data releases helped markets to predict the interest rate decisions of the European Central Bank?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 65(1), pages 39-67, February.
- Jung, Alexander, 2017. "Forecasting broad money velocity," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 421-432.
- Huw Pill, 2010.
"Monetary Policy in a Low-Interest-Rate Environment: A Checklist,"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 335-345.
- Huw Pill, 2010. "Monetary Policy in a Low-Interest-Rate Environment: A Checklist," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 335-345, National Bureau of Economic Research, Inc.
- Christian Dreger & Jürgen Wolters, 2010.
"Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation,"
Discussion Papers of DIW Berlin
1064, DIW Berlin, German Institute for Economic Research.
- Christian Dreger & Jürgen Wolters, 2013. "Money demand and the role of monetary indicators in forecasting euro area inflation," FIW Working Paper series 119, FIW.
- Dreger, Christian & Wolters, Jürgen, 2014. "Money demand and the role of monetary indicators in forecasting euro area inflation," International Journal of Forecasting, Elsevier, vol. 30(2), pages 303-312.
- Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin, 2010.
"Non standard Monetary Policy measures and monetary developments,"
Working Papers ECARES
2010-040, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2010. "Non-standard Monetary Policy Measures and Monetary Developments," CEPR Discussion Papers 8125, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Lenza, Michele & Pill, Huw & Reichlin, Lucrezia, 2011. "Non-standard monetary policy measures and monetary developments," Working Paper Series 1290, European Central Bank.
- Angela Capolongo & Claudia Pacella, 2019.
"Forecasting inflation in the euro area: countries matter!,"
Temi di discussione (Economic working papers)
1224, Bank of Italy, Economic Research and International Relations Area.
- Angela Capolongo & Claudia Pacella, 2021. "Forecasting inflation in the euro area: countries matter!," Empirical Economics, Springer, vol. 61(5), pages 2477-2499, November.
- Dreger, Christian & Wolters, Jürgen, 2015.
"Unconventional monetary policy and money demand,"
Journal of Macroeconomics, Elsevier, vol. 46(C), pages 40-54.
- Christian Dreger & Jürgen Wolters, 2014. "Unconventional Monetary Policy and Money Demand," Discussion Papers of DIW Berlin 1382, DIW Berlin, German Institute for Economic Research.
- Vetlov, Igor & Pisani, Massimiliano & Hlédik, Tibor & Jonsson, Magnus & Kucsera, Henrik, 2011.
"Potential output in DSGE models,"
Working Paper Series
1351, European Central Bank.
- Igor Vetlov & Tibor Hlédik & Magnus Jonsson & Henrik Kucsera & Massimiliano Pisani, 2011. "Potential Output in DSGE Models," Bank of Lithuania Working Paper Series 9, Bank of Lithuania.
- Barigozzi, Matteo, 2018.
"On the stability of euro area money demand and its implications for monetary policy,"
LSE Research Online Documents on Economics
87283, London School of Economics and Political Science, LSE Library.
- Matteo Barigozzi & Antonio Conti, 2013. "On the Stability of Euro Area Money Demand and its Implications for Monetary Policy," LEM Papers Series 2013/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Matteo Barigozzi & Antonio M. Conti, 2018. "On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(4), pages 755-787, August.
- Pateiro-Rodríguez, Carlos & Freire-Seoane, María Jesús & López-Bermúdez, Beatriz & Pateiro-López, Carlos, 2020. "Análisis de la tendencia a la liquidez del agregado monetario M3 en la eurozona: 1997-2018," El Trimestre Económico, Fondo de Cultura Económica, vol. 87(345), pages 171-201, enero-mar.
- Marek Jarociński & Michele Lenza, 2018.
"An Inflation‐Predicting Measure of the Output Gap in the Euro Area,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1189-1224, September.
- Lenza, Michele & Jarociński, Marek, 2016. "An inflation-predicting measure of the output gap in the euro area," Working Paper Series 1966, European Central Bank.
- Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2019.
"Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?,"
Working Paper Series
2226, European Central Bank.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019. "Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?," Staff Reports 885, Federal Reserve Bank of New York.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019. "Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 137-173, December.
- Jung, Alexander, 2016. "A portfolio demand approach for broad money in the euro area," Working Paper Series 1929, European Central Bank.
- Jung, Alexander & Carcel Villanova, Hector, 2020. "The empirical properties of euro area M3, 1980-2017," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 37-49.
- Setzer, Ralph & Wolff, Guntram B., 2009.
"Money demand in the euro area: new insights from disaggregated data,"
MPRA Paper
17483, University Library of Munich, Germany.
- Ralph Setzer & Guntram B. Wolff, 2009. "Money demand in the euro area: new insights from disaggregated data," European Economy - Economic Papers 2008 - 2015 373, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Ralph Setzer & Guntram Wolff, 2013. "Money demand in the euro area: new insights from disaggregated data," International Economics and Economic Policy, Springer, vol. 10(2), pages 297-315, June.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2012.
"Money, credit, monetary policy and the business cycle in the euro area,"
CEPR Discussion Papers
8944, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2012. "Money, Credit, Monetary Policy and the Business Cycle in the Euro Area," Working Papers ECARES ECARES 2012-008, ULB -- Universite Libre de Bruxelles.
- Maritta Paloviita & Markus Haavio & Pirkka Jalasjoki & Juha Kilponen, 2021. "What Does "Below, but Close to, 2 Percent" Mean? Assessing the ECB's Reaction Function with Real-Time Data," International Journal of Central Banking, International Journal of Central Banking, vol. 17(2), pages 125-169, June.
- Schabert, Andreas & Christoffel, Kai, 2015. "Interest rates, money, and banks in an estimated euro area model," Working Paper Series 1791, European Central Bank.
- Masudul Hasan Adil & Salman Haider & Neeraj R. Hatekar, 2020. "Empirical Assessment of Money Demand Stability Under India’s Open Economy: Non-linear ARDL Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(4), pages 891-909, December.
- Cour-Thimann, Philippine & Jung, Alexander, 2021. "Interest-rate setting and communication at the ECB in its first twenty years," European Journal of Political Economy, Elsevier, vol. 70(C).
- Giannone, Domenico & Reichlin, Lucrezia & Simonelli, Saverio, 2009.
"Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 210, pages 90-97, October.
- Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity In Real Time: The Role Of Confidence Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210(1), pages 90-97, October.
See citations under working paper version above.- Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator," Working Papers ECARES 2009_021, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators," CSEF Working Papers 240, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Giannone, Domenico & Reichlin, Lucrezia, 2009.
"Comments on "Forecasting economic and financial variables with global VARs","
International Journal of Forecasting, Elsevier, vol. 25(4), pages 684-686, October.
Cited by:
- Arnold Zellner & Jacques K. Ngoie, 2012.
"Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy,"
Working Papers
280, Economic Research Southern Africa.
- Arnold Zellner & Jacques Kibambe Ngoie, 2015. "Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 56-81, February.
- Jacques Kibambe Ngoie & Arnold Zellner, 2012. "Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy," Working Papers 201217, University of Pretoria, Department of Economics.
- Dr. Gregor Bäurle & Elizabeth Steiner & Dr. Gabriel Züllig, 2018.
"Forecasting the production side of GDP,"
Working Papers
2018-16, Swiss National Bank.
- Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2021. "Forecasting the production side of GDP," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(3), pages 458-480, April.
- Camehl, Annika, 2023. "Penalized estimation of panel vector autoregressive models: A panel LASSO approach," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1185-1204.
- Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher, 2014. "Forecasting with Bayesian Global Vector Autoregressions," ERSA conference papers ersa14p25, European Regional Science Association.
- Marcellino, Massimiliano & Bai, Yu & Carriero, Andrea & Clark, Todd, 2022.
"Macroeconomic Forecasting in a Multi-country Context,"
CEPR Discussion Papers
16994, C.E.P.R. Discussion Papers.
- Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Macroeconomic forecasting in a multi‐country context," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1230-1255, September.
- Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Macroeconomic Forecasting in a Multi-country Context," Working Papers 22-02, Federal Reserve Bank of Cleveland.
- Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2016. "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1371-1391, November.
- Helmut Herwartz, 2011. "Forecast accuracy and uncertainty in applied econometrics: a recommendation of specific-to-general predictor selection," Empirical Economics, Springer, vol. 41(2), pages 487-510, October.
- Tomáš Slacík & Katharina Steiner & Julia Wörz, 2014. "Can Trade Partners Help Better FORCEE the Future? Impact of Trade Linkages on Economic Growth Forecasts in Selected CESEE Countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 36-56.
- Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2014. "Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors," Working Papers 189, Oesterreichische Nationalbank (Austrian Central Bank).
- Arnold Zellner & Jacques K. Ngoie, 2012.
"Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy,"
Working Papers
280, Economic Research Southern Africa.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009.
"Opening The Black Box: Structural Factor Models With Large Cross Sections,"
Econometric Theory, Cambridge University Press, vol. 25(5), pages 1319-1347, October.
See citations under working paper version above.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Working Papers ECARES 2008_036, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007. "Opening the black box: structural factor models with large cross-sections," Working Paper Series 712, European Central Bank.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Center for Economic Research (RECent) 008, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008.
"Nowcasting: The real-time informational content of macroeconomic data,"
Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
See citations under working paper version above.
- Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
- Domenico Giannone & Lucrezia Reichlin & David H Small, 2007. "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006 164, Money Macro and Finance Research Group.
- Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
- Reichlin, Lucrezia, 2008.
"Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2453-2459, August.
Cited by:
- Camilo E Tovar, 2008.
"DSGE models and central banks,"
BIS Working Papers
258, Bank for International Settlements.
- Tovar, Camilo Ernesto, 2008. "DSGE Models and Central Banks," Economics Discussion Papers 2008-30, Kiel Institute for the World Economy (IfW Kiel).
- Tovar, Camilo Ernesto, 2009. "DSGE Models and Central Banks," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-31.
- Jaromír Beneš & Andrew Binning & Kirdan Lees, 2008. "Incorporating judgement with DSGE models," Reserve Bank of New Zealand Discussion Paper Series DP2008/10, Reserve Bank of New Zealand.
- Camilo E Tovar, 2008.
"DSGE models and central banks,"
BIS Working Papers
258, Bank for International Settlements.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008.
"Explaining The Great Moderation: It Is Not The Shocks,"
Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 621-633, 04-05.
See citations under working paper version above.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Explaining the great moderation: it is not the shocks," ULB Institutional Repository 2013/6413, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008. "Explaining the Great Moderation: it is not the shocks," Working Paper Series 865, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers 6600, C.E.P.R. Discussion Papers.
- De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008.
"Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?,"
Journal of Econometrics, Elsevier, vol. 146(2), pages 318-328, October.
See citations under working paper version above.
- Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006. "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers 5829, C.E.P.R. Discussion Papers.
- De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies 2006,32, Deutsche Bundesbank.
- Domenico Giannone & Lucrezia Reichlin, 2006.
"Does information help recovering structural shocks from past observations?,"
Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 455-465, 04-05.
See citations under working paper version above.
- Reichlin, Lucrezia & Giannone, Domenico, 2006. "Does Information Help Recovering Structural Shocks from Past Observations?," CEPR Discussion Papers 5725, C.E.P.R. Discussion Papers.
- Domenico Giannone & Lucrezia Reichlin, 2006. "Does information help recovering structural shocks from past observations?," ULB Institutional Repository 2013/166169, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia, 2006. "Does information help recovering structural shocks from past observations?," Working Paper Series 632, European Central Bank.
- Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2006.
"VARs, common factors and the empirical validation of equilibrium business cycle models,"
Journal of Econometrics, Elsevier, vol. 132(1), pages 257-279, May.
See citations under working paper version above.
- Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," ULB Institutional Repository 2013/10127, ULB -- Universite Libre de Bruxelles.
- Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," Working Papers 258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2002. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," CEPR Discussion Papers 3701, C.E.P.R. Discussion Papers.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting,"
Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
See citations under working paper version above.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers.
- Zsolt Darvas & Andrew K. Rose & György Szapáry & Roberto Rigobon & Lucrezia Reichlin, 2005.
"Fiscal Divergence and Business Cycle Synchronization: Irresponsibility Is Idiosyncratic [with Comments],"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 2005(1), pages 261-313.
Cited by:
- Sampawende Jules Tapsoba, 2011. "Union Monétaire en Afrique de l'Ouest: Quelles Réponses à l'Hétérogénéité des Chocs ?," CERDI Working papers halshs-00554309, HAL.
- Nestor Azcona, 2022.
"Trade and business cycle synchronization: The role of common trade partners,"
International Economics, CEPII research center, issue 170, pages 190-201.
- Azcona, Nestor, 2022. "Trade and business cycle synchronization: The role of common trade partners," International Economics, Elsevier, vol. 170(C), pages 190-201.
- Krzysztof Beck & Ntokozo Patrick Nzimande, 2023. "Labor mobility and business cycle synchronization in Southern Africa," Economic Change and Restructuring, Springer, vol. 56(1), pages 159-179, February.
- Jakob De Haan & Robert Inklaar & Richard Jong‐A‐Pin, 2008.
"Will Business Cycles In The Euro Area Converge? A Critical Survey Of Empirical Research,"
Journal of Economic Surveys, Wiley Blackwell, vol. 22(2), pages 234-273, April.
- Haan, Jakob de & Inklaar, Robert & Jong-A-Pin, Richard, 2005. "Will business cycles in the Euro Area converge : a critical survey of empirical research," CCSO Working Papers 200508, University of Groningen, CCSO Centre for Economic Research.
- Yu, Chunjiao & Zhao, Jiaqi & Cheng, Shixiong, 2023. "GVC trade and business cycle synchronization between China and belt-road countries," Economic Modelling, Elsevier, vol. 126(C).
- Vigninou Gammadigbe & Sokhna Bousso Dioum, 2022. "Monetary integration in West Africa: Are business cycles converging?," African Development Review, African Development Bank, vol. 34(1), pages 68-80, March.
- Cristadoro, Riccardo & Forni, Mario & Reichlin, Lucrezia & Veronese, Giovanni, 2005.
"A Core Inflation Indicator for the Euro Area,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 539-560, June.
See citations under working paper version above.
- Riccardo Cristadoro & Mario Forni & Lucrezia Reichlin & Giovanni Veronese, 2005. "A core inflation indicator for the Euro area," ULB Institutional Repository 2013/10131, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2004.
"The generalized dynamic factor model consistency and rates,"
Journal of Econometrics, Elsevier, vol. 119(2), pages 231-255, April.
See citations under working paper version above.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2004. "The generalised dynamic factor model: consistency and rates," ULB Institutional Repository 2013/10133, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2003.
"Do financial variables help forecasting inflation and real activity in the euro area?,"
Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1243-1255, September.
See citations under working paper version above.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?," CEPR Discussion Papers 3146, C.E.P.R. Discussion Papers.
- Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin, 2003. "Do financial variables help forecasting inflation and real activity in the Euro area ?," ULB Institutional Repository 2013/2123, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Reichlin, Lucrezia, 2001.
"Federal policies and local economies: Europe and the US,"
European Economic Review, Elsevier, vol. 45(1), pages 109-134, January.
See citations under working paper version above.
- Mario Forni & Lucrezia Reichlin, 2001. "Federal policies and local economies: Europe and the U.S," ULB Institutional Repository 2013/10141, ULB -- Universite Libre de Bruxelles.
- Christophe Croux & Mario Forni & Lucrezia Reichlin, 2001.
"A Measure Of Comovement For Economic Variables: Theory And Empirics,"
The Review of Economics and Statistics, MIT Press, vol. 83(2), pages 232-241, May.
See citations under working paper version above.
- Croux, Christophe & Forni, Mario & Reichlin, Lucrezia, 1999. "A Measure of Comovement for Economic Variables: Theory and Empirics," CEPR Discussion Papers 2339, C.E.P.R. Discussion Papers.
- Christophe Croux & Mario Forni & Lucrezia Reichlin, 2001. "A measure of co-movement for economic variables: theory and empirics," ULB Institutional Repository 2013/10139, ULB -- Universite Libre de Bruxelles.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000.
"The Generalized Dynamic-Factor Model: Identification And Estimation,"
The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 540-554, November.
See citations under working paper version above.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 1999. "The Generalized Dynamic Factor Model: Identification and Estimation," CEPR Discussion Papers 2338, C.E.P.R. Discussion Papers.
- Mario Forni & Marc Hallin & Lucrezia Reichlin & Marco Lippi, 2000. "The generalised dynamic factor model: identification and estimation," ULB Institutional Repository 2013/10143, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Reichlin, Lucrezia, 1999.
"Risk and potential insurance in Europe,"
European Economic Review, Elsevier, vol. 43(7), pages 1237-1256, June.
See citations under working paper version above.
- Mario Forni & Lucrezia Reichlin, 1999. "Risk and potential insurance in Europe," ULB Institutional Repository 2013/10145, ULB -- Universite Libre de Bruxelles.
- Mario Forni & Lucrezia Reichlin, 1998.
"Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(3), pages 453-473.
See citations under working paper version above.
- Mario Forni & Lucrezia Reichlin, 1998. "Let's get real: a factor analytical approach to disaggregated business cycle dynamics," ULB Institutional Repository 2013/10147, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Reichlin, Lucrezia, 1996.
"Dynamic Common Factors in Large Cross-Sections,"
Empirical Economics, Springer, vol. 21(1), pages 27-42.
See citations under working paper version above.
- Mario Forni & Lucrezia Reichlin, 1996. "Dynamic common factors in large cross-sections," ULB Institutional Repository 2013/10149, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Reichlin, Lucrezia, 1995. "Dynamic Common Factors in Large Cross-Sections," CEPR Discussion Papers 1285, C.E.P.R. Discussion Papers.
- Evans, George & Reichlin, Lucrezia, 1994.
"Information, forecasts, and measurement of the business cycle,"
Journal of Monetary Economics, Elsevier, vol. 33(2), pages 233-254, April.
See citations under working paper version above.
- George Evans & Lucrezia Reichlin, 1994. "Information, forecasts and measurement of the business cycle," ULB Institutional Repository 2013/10155, ULB -- Universite Libre de Bruxelles.
- Evans, George W. & Reichlin, Lucrezia, 1993. "Information, Forecasts and Measurement of the Business Cycle," CEPR Discussion Papers 756, C.E.P.R. Discussion Papers.
- Lippi, Marco & Reichlin, Lucrezia, 1994.
"Common and uncommon trends and cycles,"
European Economic Review, Elsevier, vol. 38(3-4), pages 624-635, April.
See citations under working paper version above.
- Marco Lippi & Lucrezia Reichlin, 1994. "Common and uncommon trends and cycles," ULB Institutional Repository 2013/10153, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia, 1994.
"VAR analysis, nonfundamental representations, blaschke matrices,"
Journal of Econometrics, Elsevier, vol. 63(1), pages 307-325, July.
See citations under working paper version above.
- Marco Lippi & Lucrezia Reichlin, 1994. "VAR analysis, non-fundamental representations, Blashke matrices," ULB Institutional Repository 2013/10151, ULB -- Universite Libre de Bruxelles.
- Marco Lippi & Lucrezia Reichlin, 1994.
"Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(1), pages 19-30.
See citations under working paper version above.
- Marco Lippi & Lucrezia Reichlin, 1994. "Diffusion of technical change and the decomposition of output into trend and cycle," ULB Institutional Repository 2013/10157, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia, 1993. "Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle," CEPR Discussion Papers 775, C.E.P.R. Discussion Papers.
- Rahim Loufir & Lucrezia Reichlin, 1993.
"Convergences nominale et réelle parmi les pays de la CE et de l'AELE,"
Revue de l'OFCE, Programme National Persée, vol. 43(1), pages 69-92.
See citations under working paper version above.
- Lucrezia Reichlin & Rahim Loufir, 1993. "Convergence nominale et réelle parmi les pays de la CE et de l'AELE," ULB Institutional Repository 2013/10207, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia, 1993.
"The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment,"
American Economic Review, American Economic Association, vol. 83(3), pages 644-652, June.
See citations under working paper version above.
- Marco Lippi & Lucrezia Reichlin, 1993. "The dynamic effects of aggregate demand and supply disturbances: comment," ULB Institutional Repository 2013/10159, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Reichlin, Lucrezia, 1992.
"On persistence of shocks to economic variables : A common misconception,"
Journal of Monetary Economics, Elsevier, vol. 29(1), pages 87-93, February.
See citations under working paper version above.
- Marco Lippi & Lucrezia Reichlin, 1992. "On persistence of shocks to economic variables: a common misconception," ULB Institutional Repository 2013/10161, ULB -- Universite Libre de Bruxelles.
- Alexandre Mathis & Lucrezia Reichlin, 1991.
"Prix des matières premières : un test sur l'hypothèse d'efficience des marchés,"
Revue de l'OFCE, Programme National Persée, vol. 37(1), pages 123-138.
Cited by:
- Walter C. Labys, 2003. "New Directions in the Modeling and Forecasting of Commodity Markets," Mondes en développement, De Boeck Université, vol. 122(2), pages 3-19.
- Labys, W. C. & Achouch, A. & Terraza, M., 1999. "Metal prices and the business cycle," Resources Policy, Elsevier, vol. 25(4), pages 229-238, December.
- Lippi, Marco & Reichlin, Lucrezia, 1991.
"Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter?,"
Economic Journal, Royal Economic Society, vol. 101(405), pages 314-323, March.
See citations under working paper version above.
- Lucrezia Reichlin & Marco Lippi, 1991. "Trend-cycle decompositions and measures of persistence: does time aggregation matter?," ULB Institutional Repository 2013/10163, ULB -- Universite Libre de Bruxelles.
- Catherine Bruno & Lucrezia Reichlin, 1991.
"Mesure de la productivité et fluctuations économiques,"
Revue de l'OFCE, Programme National Persée, vol. 35(1), pages 57-76.
See citations under working paper version above.
- Lucrezia Reichlin & Catherine Bruno, 1991. "Mesures de la productivité et fluctuations économiques," ULB Institutional Repository 2013/10213, ULB -- Universite Libre de Bruxelles.
- Alan Kirman & Lucrezia Reichlin, 1990.
"L'aide aux pays de l'Est : les leçons du plan Marshall,"
Revue de l'OFCE, Programme National Persée, vol. 34(1), pages 281-325.
See citations under working paper version above.
- Lucrezia Reichlin & Alan Kirman, 1990. "L'aide aux pays de l'Est: les leçons du Plan Marshall," ULB Institutional Repository 2013/10191, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia, 1989.
"Structural change and unit root econometrics,"
Economics Letters, Elsevier, vol. 31(3), pages 231-233, December.
See citations under working paper version above.
- Lucrezia Reichlin, 1989. "Structural change and unit roots econometrics," ULB Institutional Repository 2013/10165, ULB -- Universite Libre de Bruxelles.
- Lucrezia Reichlin, 1989.
"Fluctuations et croissance en Europe : une analyse empirique,"
Revue de l'OFCE, Programme National Persée, vol. 26(1), pages 71-93.
See citations under working paper version above.
- Lucrezia Reichlin, 1989. "Fluctuations et croissance en Europe: une analyse empirique," ULB Institutional Repository 2013/10217, ULB -- Universite Libre de Bruxelles.
- Lucrezia Reichlin & Catherine Guillemineau, 1989.
"Chômage et croissance en France et aux États-Unis. Une analyse de longue période,"
Revue de l'OFCE, Programme National Persée, vol. 29(1), pages 161-184.
See citations under working paper version above.
- Lucrezia Reichlin & Catherine Guillemineau, 1989. "Chômage et croissance en France et aux Etats-Unis: une analyse de longue période," ULB Institutional Repository 2013/10215, ULB -- Universite Libre de Bruxelles.
- Rappoport, Peter & Reichlin, Lucrezia, 1989.
"Segmented Trends and Non-stationary Time Series,"
Economic Journal, Royal Economic Society, vol. 99(395), pages 168-177, Supplemen.
See citations under working paper version above.
- Lucrezia Reichlin & Peter Rappoport, 1989. "Segmented trends and non-stationary time series," ULB Institutional Repository 2013/10169, ULB -- Universite Libre de Bruxelles.
- Jacques Le Cacheux & Lucrezia Reichlin, 1989.
"Taux de change et prix des importations : le cas des automobiles en Europe,"
Revue de l'OFCE, Programme National Persée, vol. 27(1), pages 133-155.
Cited by:
- Jean-Paul Fitoussi & Jacques Le Cacheux, 1989.
"Une théorie des années quatre-vingt,"
Sciences Po publications
info:hdl:2441/5953, Sciences Po.
- Jean-Paul Fitoussi & Jacques Le Cacheux, 1989. "Une théorie des années quatre-vingt," Revue de l'OFCE, Programme National Persée, vol. 29(1), pages 117-160.
- Jean-Paul Fitoussi & Jacques Le Cacheux, 1989. "Une théorie des années quatre-vingt," SciencePo Working papers Main hal-03393296, HAL.
- Jean-Paul Fitoussi & Jacques Le Cacheux, 1989. "Une théorie des années quatre-vingt," Post-Print hal-03393296, HAL.
- Séverine Haller & Guillaume Gaulier, 2003.
"Les prix automobile dans l’Union européenne : y a-t-il eu convergence depuis 1993 ?,"
Économie et Prévision, Programme National Persée, vol. 157(1), pages 83-96.
- Guillaume Gaulier & Séverine Haller, 2003. "Les prix automobile dans l'Union Européenne : y a-t-il eu convergence depuis 1993 ?," Economie & Prévision, La Documentation Française, vol. 157(1), pages 83-96.
- Yves Bourdet, 1991. "Pricing policy and quality upgrading in the Swedish car market: Do import surveillance and exchange rate instability matter?," Open Economies Review, Springer, vol. 2(3), pages 255-274, October.
- Philippe Ducos & François Lecointe, 1990. "Effets d'hystérésis sur le commerce extérieur américain," Économie et Prévision, Programme National Persée, vol. 94(3), pages 79-93.
- Jean-Paul Fitoussi & Jacques Le Cacheux, 1989.
"Une théorie des années quatre-vingt,"
Sciences Po publications
info:hdl:2441/5953, Sciences Po.
Chapters
- AgneÌ€s BeÌ nassy-QueÌ reÌ & Ramon Marimon & Jean Pisani- Ferry & Lucrezia Reichlin & Dirk Schoenmaker & Beatrice Weder di Mauro, 2020.
"COVID-19: Europe needs a catastrophe relief plan,"
Vox eBook Chapters, in: AgneÌ€s BeÌ nassy-QueÌ reÌ & Beatrice Weder di Mauro (ed.), Europe in the Time of Covid-19, edition 1, volume 1, chapter 1, pages 109-112,
Centre for Economic Policy Research.
See citations under working paper version above.
- Agnès Bénassy-Quéré & Ramon Marimon & Jean Pisani-Ferry & Lucrezia Reichlin & Dirk Schoenmaker & Beatrice Weder Di Mauro, 2020. "COVID-19: Europe needs a catastrophe relief plan," Post-Print halshs-03230045, HAL.
- Agnès Bénassy-Quéré & Ramon Marimon & Jean Pisani-Ferry & Lucrezia Reichlin & Dirk Schoenmaker & Beatrice Weder Di Mauro, 2020. "COVID-19: Europe needs a catastrophe relief plan," PSE-Ecole d'économie de Paris (Postprint) halshs-03230045, HAL.
- AgneÌ€s BeÌ nassy-QueÌ reÌ & Arnoud Boot & Antonio FataÌ s & Marcel Fratzscher & Clemens Fuest & Francesco Giavazzi & Ramon Marimon & Philippe Martin & Jean Pisani-Ferry & Lucrezia Reichlin & Dirk Sch, 2020.
"Coronataxes as a solution,"
Vox eBook Chapters, in: AgneÌ€s BeÌ nassy-QueÌ reÌ & Beatrice Weder di Mauro (ed.), Europe in the Time of Covid-19, edition 1, volume 1, chapter 1, pages 129-134,
Centre for Economic Policy Research.
Cited by:
- Nagurney, Anna, 2021. "Supply chain game theory network modeling under labor constraints: Applications to the Covid-19 pandemic," European Journal of Operational Research, Elsevier, vol. 293(3), pages 880-891.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013.
"Now-Casting and the Real-Time Data Flow,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237,
Elsevier.
See citations under working paper version above.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010.
"Business Cycles in the Euro Area,"
NBER Chapters, in: Europe and the Euro, pages 141-167,
National Bureau of Economic Research, Inc.
- Domenico Giannone & Michele Lenza, 2009. "Business cycles in the euro area," Research Bulletin, European Central Bank, vol. 8, pages 5-7.
See citations under working paper version above.- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the euro Area," Working Papers ECARES 2008_040, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the Euro Area," NBER Working Papers 14529, National Bureau of Economic Research, Inc.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2009. "Business Cycles in the Euro Area," CEPR Discussion Papers 7124, C.E.P.R. Discussion Papers.
- Lucrezia Reichlin, 2009.
"Comment on "How Has the Euro Changed the Monetary Transmission Mechanism?","
NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 127-139,
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