## Citations for "Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle"

### by Forni, Mario & Reichlin, Lucrezia

- 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.

- Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, .
"
**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.

- Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, .
"
- Jordi Gali, 1999.
"
**Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?**," American Economic Review, American Economic Association, vol. 89(1), pages 249-271, March.

- Gali, J., 1996.
"
**Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?**," Working Papers 96-28, C.V. Starr Center for Applied Economics, New York University. - Tom Doan, .
"
**RATS programs to replicates Gali's AEA 1999 VAR results**," Statistical Software Components RTZ00062, Boston College Department of Economics. - Jordi Gali, 1996.
"
**Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations**," NBER Working Papers 5721, National Bureau of Economic Research, Inc. - Galí, Jordi, 1996.
"
**Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?**," CEPR Discussion Papers 1499, C.E.P.R. Discussion Papers.

- Gali, J., 1996.
"
- Viral V. Acharya & Jean Imbs & Jason Sturgess, 2006.
"
**Finance and Efficiency: Do Bank Branching Regulations Matter?**," Swiss Finance Institute Research Paper Series 06-36, Swiss Finance Institute.

- Viral V. Acharya & Jean Imbs & Jason Sturgess, 2011.
"
**Finance and Efficiency: Do Bank Branching Regulations Matter?**," Review of Finance, European Finance Association, vol. 15(1), pages 135-172.

- Acharya, Viral V & Imbs, Jean & Sturgess, Jason, 2007.
"
**Finance and Efficiency: Do Bank Branching Regulations Matter?**," CEPR Discussion Papers 6202, C.E.P.R. Discussion Papers. - Acharya, Viral V & Imbs, Jean & Sturgess, Jason, 2007.
"
**Finance and Efficiency: Do Bank Branching Regulations Matter?**," CEPR Discussion Papers 6029, C.E.P.R. Discussion Papers.

- Viral V. Acharya & Jean Imbs & Jason Sturgess, 2011.
"
- Corielli, Francesco & Marcellino, Massimiliano, 2002.
"
**Factor Based Index Tracking**," CEPR Discussion Papers 3265, C.E.P.R. Discussion Papers.

- 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, .
"
**Factor Based Index Trading**," Working Papers 209, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

- Corielli, Francesco & Marcellino, Massimiliano, 2006.
"
- Francis X. Diebold, 1998.
"
**The Past, Present, and Future of Macroeconomic Forecasting**," Journal of Economic Perspectives, American Economic Association, vol. 12(2), pages 175-192, Spring.

- Francis X. Diebold, 1997.
"
**The past, present, and future of macroeconomic forecasting**," Working Papers 97-20, Federal Reserve Bank of Philadelphia. - Francis X. Diebold, 1997.
"
**The Past, Present, and Future of Macroeconomic Forecasting**," NBER Working Papers 6290, National Bureau of Economic Research, Inc.

- Francis X. Diebold, 1997.
"
- 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, 03.

- Kapetanios, George & Marcellino, Massimiliano, 2006.
"
**A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions**," CEPR Discussion Papers 5620, C.E.P.R. Discussion Papers.

- Kapetanios, George & Marcellino, Massimiliano, 2006.
"
- Canova, Fabio, 1999.
"
**Testing for Convergence Clubs in Income per-capita: A Predictive Density Approach**," CEPR Discussion Papers 2201, C.E.P.R. Discussion Papers.

- Fabio Canova, 2004.
"
**Testing for Convergence Clubs in Income Per Capita: A Predictive Density Approach**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(1), pages 49-77, 02.

- Fabio Canova, 1997.
"
**Testing for convergence clubs in income per-capita: A predictive density approach**," Economics Working Papers 404, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 1999. - Canova, Fabio, 2001.
"
**Testing for convergence clubs in income per-capita : a predictive density approach**," HWWA Discussion Papers 139, Hamburg Institute of International Economics (HWWA).

- Fabio Canova, 2004.
"
- Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009.
"
**On the Statistical Identification of DSGE Models**," CEPR Discussion Papers 7176, C.E.P.R. Discussion Papers.

- Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009.
"
**On the statistical identification of DSGE models**," Journal of Econometrics, Elsevier, vol. 150(1), pages 99-115, May.

- Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007.
"
**On the Statistical Identification of DSGE Models**," Working Papers 324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

- Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009.
"
- Massimiliano Marcellino & George Kapetanios, 2006.
"
**The Role of Search Frictions and Bargaining for Inflation Dynamics**," Working Papers 305, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. - Francis X. Diebold & Lutz Kilian, 2001.
"
**Measuring predictability: theory and macroeconomic applications**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 657-669.

- Diebold, Francis X & Kilian, Lutz, 2000.
"
**Measuring Predictability: Theory And Macroeconomic Applications**," CEPR Discussion Papers 2424, C.E.P.R. Discussion Papers. - Francis X. Diebold & Lutz Kilian, 1997.
"
**Measuring Predictability: Theory and Macroeconomic Applications**," NBER Technical Working Papers 0213, National Bureau of Economic Research, Inc. - Francis X. Diebold & Lutz Kilian, 1997.
"
**Measuring predictability: theory and macroeconomic applications**," Working Papers 97-23, Federal Reserve Bank of Philadelphia. - Francis X. Diebold & Lutz Kilian, 1998.
"
**Measuring Predictability: Theory and Macroeconomic Applications**," Working Papers 98-16, New York University, Leonard N. Stern School of Business, Department of Economics.

- Diebold, Francis X & Kilian, Lutz, 2000.
"
- Norman R. Swanson & Nii Ayi Armah, 2011.
"
**Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments**," Departmental Working Papers 201105, Rutgers University, Department of Economics.

- Nii Ayi Armah & Norman Swanson, 2010.
"
**Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments**," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 476-510.

- Nii Ayi Armah & Norman R. Swanson, 2008.
"
**Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments**," Working Papers 08-25, Federal Reserve Bank of Philadelphia.

- Nii Ayi Armah & Norman Swanson, 2010.
"
- Jim Malley & Anton Muscatelli & Ulrich Woitek, 1998.
"
**The Interaction Between Business Cycles and Productivity Growth: Evidence from US Industrial Data**," Working Papers 9805, Business School - Economics, University of Glasgow, revised Oct 1998. - Giancarlo Bruno & Marco Malgarini, 2002.
"
**An Indicator of Economic Sentiment for the Italian Economy**," ISAE Working Papers 28, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).

- Bruno, Giancarlo & Malgarini, Marco, 2002.
"
**An Indicator of Economic Sentiment for the Italian Economy**," MPRA Paper 42331, University Library of Munich, Germany.

- Bruno, Giancarlo & Malgarini, Marco, 2002.
"
- Carlo A. Favero, 2007.
"
**The Econometrics of Monetary Policy: an Overview**," Working Papers 329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. - Massimiliano Marcellino & George Kapetanios, 2006.
"
**Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation**," Working Papers 306, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

- Kapetanios, George & Marcellino, Massimiliano, 2006.
"
**Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation**," CEPR Discussion Papers 5621, C.E.P.R. Discussion Papers.

- Kapetanios, George & Marcellino, Massimiliano, 2006.
"
- James H. Stock & Mark W. Watson, 1998.
"
**Diffusion Indexes**," NBER Working Papers 6702, National Bureau of Economic Research, Inc. - Mishra, Tapas & Jumah, Adusei & Parhi, Mamata, 2008.
"
**Age-structured Human Capital and Spatial Total Factor Productivity Dynamics**," Economics Series 226, Institute for Advanced Studies. - Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2004.
"
**Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach**," Finance and Economics Discussion Series 2004-03, Board of Governors of the Federal Reserve System (U.S.).

- Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2004.
"
**Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach**," NBER Working Papers 10220, National Bureau of Economic Research, Inc.

- Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2004.
"
- Mauro Napoletano & Domenico Delli Gatti & Giorgio Fagiolo & Mauro Gallegati, 2005.
"
**Weird Ties? Growth, Cycles and Firm Dynamics in an Agent-Based Model with Financial-Market Imperfections**," LEM Papers Series 2005/03, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

- Domenico Delli Gatti & Mauro Gallegati, 2004.
"
**Weird Ties? : Growth, Cycles and Firms Dynamics in an Agent Based-Model with Financial Market Imperfections**," Computing in Economics and Finance 2004 288, Society for Computational Economics.

- Domenico Delli Gatti & Mauro Gallegati, 2004.
"
- Kilian, Lutz & Kim, Yun Jung, 2009.
"
**Do Local Projections Solve the Bias Problem in Impulse Response Inference?**," CEPR Discussion Papers 7266, C.E.P.R. Discussion Papers. - Carlo A. Favero, 2007.
"
**Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models**," Working Papers 327, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. - Roberto Tatiwa Ferreira & Herman Bierens & Ivan Castelar, 2005.
"
**Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models**," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 6(3), pages 261-292.

- Roberto Tatiwa Ferreira & Luiz Ivan de Melo Castelar, 2005.
"
**Forecasting Quarterly Brazilian Gdp Growth Rate With Linear And Nonlinear Diffusion Index Models**," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 029, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].

- Roberto Tatiwa Ferreira & Luiz Ivan de Melo Castelar, 2005.
"
- Bank for International Settlements, 2008.
"
**Measuring economic integration: the case of Asian economies**," BIS Papers chapters, in: Bank for International Settlements (ed.), Regional financial integration in Asia: present and future, volume 42, pages 136-158 Bank for International Settlements. - 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.

- 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.

- Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2008.
"
- George Kapetanios, 2007.
"
**Dynamic factor extraction of cross-sectional dependence in panel unit root tests**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 313-338. - Yin-Wong Cheung & Matthew S. Yiu & Kenneth K. Chow, 2009.
"
**A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies**," Working Papers 132009, Hong Kong Institute for Monetary Research.

- Yin-Wong Cheung & Matthew S. Yiu & Kenneth K. Chow, 2009.
"
**A Factor Analysis of Trade Integration: the Case of Asian and Oceanic Economies**," Economie Internationale, CEPII research center, issue 119, pages 5-23.

- Yin-Wong Cheung & Matthew S. Yiu & Kenneth K. Chow, 2009.
"
- Jean-Pierre Rouy, 1997.
"
**Sources et impacts à long terme des chocs dans l'industrie manufacturière : une analyse au niveau désagrégé**," Économie et Prévision, Programme National Persée, vol. 131(5), pages 131-144.