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Vulnerability to Climate Change: Evidence from a Dynamic Factor Model. (2023). Marotta, Fulvia ; Mumtaz, Haroon.
In: Working Papers.
RePEc:qmw:qmwecw:961.

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  1. Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/364359.

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  2. Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo.
    In: Papers.
    RePEc:arx:papers:2310.17278.

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References

References cited by this document

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Vulnerability to Climate Change: Evidence from a Dynamic Factor Model. (2023). Marotta, Fulvia ; Mumtaz, Haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:961.

    Full description at Econpapers || Download paper

  2. Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States. (2023). Cepni, Oguzhan ; Gupta, Rangan ; Sheng, Xin.
    In: Working Papers.
    RePEc:pre:wpaper:202324.

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  3. Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks. (2022). Cepni, Oguzhan ; Gupta, Rangan ; Sheng, Xin.
    In: Working Papers.
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  4. Fluctuations in global output volatility. (2022). Leiva-Leon, Danilo ; Ductor, Lorenzo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001844.

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  5. Dimension reduction for longitudinal multivariate data by optimizing class separation of projected latent Markov models. (2021). Farcomeni, Alessio ; Viviani, Sara ; Ranalli, Monia.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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  6. Institutions and Economic Development: New Measurements and Evidence. (2021). Farcomeni, Alessio ; Trovato, Giovanni ; Carbonari, Lorenzo ; Acquah, Esther.
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  7. Institutions and Economic Development: New Measurements and Evidence. (2021). Carbonari, Lorenzo ; Acquah, Esther ; Trovato, Giovanni ; Farcomeni, Alessio.
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  8. Financial Conditions and Downside Risk to Economic Activity in Australia. (2021). Hartigan, Luke ; Wright, Michelle .
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  10. Tracking Weekly State-Level Economic Conditions. (2021). Sims, Eric ; Leiva-Leon, Danilo ; Baumeister, Christiane.
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  11. Global and Local Components of Output Gaps. (2021). Mhlebach, Nina ; Eckert, Florian.
    In: KOF Working papers.
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  12. Housing Demand Shocks and Households’ Balance Sheets. (2021). Anderes, Marc.
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  13. Oil Price Shocks, Real Economic Activity and Uncertainty. (2021). Suardi, Sandy ; Darné, Olivier ; Chua, Chew Lian ; Charles, Amelie.
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  14. Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo.
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  15. Testing for international business cycles: A multilevel factor model with stochastic factor selection. (2021). Pozzi, Lorenzo ; Everaert, Gerdie ; Berger, Tino.
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  16. Demand or supply? An empirical exploration of the effects of climate change on the macroeconomy. (2021). Marotta, Fulvia ; Ciccarelli, Matteo.
    In: Working Paper Series.
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  17. Tracking Weekly State-Level Economic Conditions. (2021). Leiva-Leon, Danilo ; Sims, Eric R ; Baumeister, Christiane.
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  18. Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie.
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  19. CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui.
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  20. A replication of A quasi-maximum likelihood approach for large, approximate dynamic factor models (Review of Economics and Statistics, 2012). (2020). Venetis, Ioannis ; Lucchetti, Riccardo (Jack).
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  47. Tracking the slowdown in long-run GDP growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan.
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  48. Forecasting GDP with global components. This time is different. (2016). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde.
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  49. Aggregate versus disaggregate information in dynamic factor models. (2016). Perez Quiros, Gabriel ; Camacho, Maximo ; Alvarez, Rocio ; Perez-Quiros, Gabriel.
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  50. Efficient estimation of approximate factor models via penalized maximum likelihood. (2016). Liao, Yuan ; Bai, Jushan.
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  52. Tracking the Slowdown in Long-Run GDP Growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan.
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  53. Tracking the slowdown in long-run GDP growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan.
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