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Dynamic factor models with time-varying parameters: measuring changes in international business cycles. (2008). Otrok, Christopher ; Del Negro, Marco.
In: Staff Reports.
RePEc:fip:fednsr:326.

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  2. One scheme fits all: A central fiscal capacity for the EMU targeting eurozone, national and regional shocks. (2024). Cimadomo, Jacopo ; van Spronsen, Josha.
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  5. Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model. (2023). Karadimitropoulou, Aikaterini ; Bettendorf, Timo.
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  6. Nature of comovements in US state and MSA housing prices. (2023). Banerjee, Piyali ; Lee, Junsoo ; Lu, Yan ; Tidwell, Alan.
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  19. The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data. (2021). GUPTA, RANGAN ; van Eyden, Renee ; André, Christophe ; Sheng, Xin ; Andre, Christophe.
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  21. Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States. (2020). GUPTA, RANGAN ; Gabauer, David ; Andre, Christophe.
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  22. How important are global factors for understanding the dynamics of international capital flows?. (2020). Huber, Florian ; Schuberth, Helene ; Eller, Markus.
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  23. Synchronization of regional growth dynamics in China. (2020). Ma, Jun ; Bian, Zhicun ; Stewart, Shamar ; Ni, Jinlan.
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  24. Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina.
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  27. Intersectoral Network-Based Channel of Aggregate TFP Shocks. (2019). Nguyen, Anh ; Barauskaite (Griskeviciene), Kristina.
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  32. Global real interest rate dynamics from the late 19th century to today. (2019). Probst, Julius.
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  33. An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity. (2019). Gonzalez-Astudillo, Manuel.
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  37. Measuring the international dimension of output volatility. (2018). Iseringhausen, Martin ; Everaert, Gerdie.
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  39. Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto.
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  40. State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering. (2018). Yang, Yukai ; Bauwens, Luc.
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  41. Working Paper – WP/17/02- Estimating a time-varying financial conditions index for South Africa. (2017). Kabundi, Alain ; Mbelu, Asi.
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  42. Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty. (2017). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian.
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  44. The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Ma, Jun ; Bhatt, Vipul.
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  46. Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification. (2016). .
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  49. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W.
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  50. Forecasting global recessions in a GVAR model of actual and expected output. (2016). Lee, Kevin ; Shields, Kalvinder ; Garratt, Anthony.
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  51. Dynamics of global business cycle interdependence. (2016). Leiva-Leon, Danilo ; Ductor, Lorenzo.
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  54. Tracking the Slowdown in Long-Run GDP Growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan.
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  56. What common factors are driving inflation in CEE countries?. (2015). Szafrański, Grzegorz ; Hałka, Aleksandra ; Szafraski, Grzegorz ; Haka, Aleksandra.
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  58. A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union. (2015). Park, Cyn-Young ; Kim, David ; Huh, Hyeon-Seung.
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  59. Reserve option mechanism as a stabilizing policy tool: Evidence from exchange rate expectations. (2015). Fendoglu, Salih ; DeÄŸerli, Ahmet ; Deerli, Ahmet ; Fendolu, Salih.
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  60. Trade intensity and output synchronisation: On the endogeneity properties of EMU. (2015). Girardi, Alessandro ; de santis, roberta ; Caporale, Guglielmo Maria.
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  61. Euro area business cycles in turbulent times: convergence or decoupling?. (2015). Klaus, Benjamin ; ferroni, filippo.
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  62. Structural Analysis with Multivariate Autoregressive Index Models. (2015). Marcellino, Massimiliano ; Carriero, Andrea ; Carreiro, Andrea ; Kapetanios, George.
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  67. What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism. (2014). Zabczyk, Pawel ; mumtaz, haroon ; Ellis, Colin.
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  87. A dynamic factor model with time-varying loadings for euro area bond markets during the debt crisis. (2013). Boysen-Hogrefe, Jens.
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  36. Maximum Likelihood in the Frequency Domain: A Time to Build Example. (1999). Vigfusson, Robert ; Christiano, Lawrence.
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  38. A Method for Taking Models to the Data. (1999). Ireland, Peter.
    In: Boston College Working Papers in Economics.
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  39. Does monetary policy generate recessions?. (1998). Zha, Tao ; Sims, Christopher.
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  40. Chaos, sunspots, and automatic stabilizers. (1996). Harrison, Sharon ; Christiano, Lawrence.
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  42. Quantitative theory and econometrics. (1995). King, Robert.
    In: Economic Quarterly.
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  43. An equilibrium model of the business cycle with household production and fiscal policy. (1995). Wright, Randall ; Rogerson, Richard ; McGrattan, Ellen.
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  44. Small Sample Properties of Generalized Method of Moments Based Wald Tests. (1994). Eichenbaum, Martin ; Burnside, Craig.
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  45. The Econometrics of Indeterminacy: An Applied Study. (1994). Guo, Jang-Ting ; Farmer, Roger.
    In: UCLA Economics Working Papers.
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  46. The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics. (1992). Fair, Ray.
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  47. The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics. (1992). Fair, Ray.
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  48. Measures of Fit for Calibrated Models. (1991). Watson, Mark.
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  49. The macroeconomic effects of distortionary taxation. (1991). McGrattan, Ellen.
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  50. Post econometric policy evaluation: a critique. (1990). Leeper, Eric ; Ingram, Beth.
    In: International Finance Discussion Papers.
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