Nothing Special   »   [go: up one dir, main page]
create a website
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting. (2003). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
In: LEM Papers Series.
RePEc:ssa:lemwps:2003/13.

Full description at Econpapers || Download paper

Cited: 56

Citations received by this document

Cites: 17

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. On the impact of serial dependence on penalized regression methods. (2022). Giovannelli, Alessandro ; Chiaromonte, Francesca ; Tonini, Simone.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2022/21.

    Full description at Econpapers || Download paper

  2. La construcción de indicadores de la actividad económica: una revisión bibliográfica. (2017). Vidal Alejandro, Pavel ; Collazos-Rodriguez, Jaime ; Vidal-Alejandro, Pavel ; Sanabria-Dominguez, Johana ; Sierra, Lya Paola.
    In: REVISTA APUNTES DEL CENES.
    RePEc:col:000152:015779.

    Full description at Econpapers || Download paper

  3. Un indicador Líder para la actividad económica de Colombia. (2013). Edgar Vicente MARCILLO YePEZ, .
    In: Archivos de Economía.
    RePEc:col:000118:011205.

    Full description at Econpapers || Download paper

  4. Using Large Data Sets to Forecast Sectoral Employment. (2012). Uwilingiye, Josine ; Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2011-02.

    Full description at Econpapers || Download paper

  5. Generating short-term forecasts of the Lithuanian GDP using factor models. (2012). Stakenas, Julius.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:13.

    Full description at Econpapers || Download paper

  6. Using Large Data Sets to Forecast Sectoral Employment. (2011). Uwilingiye, Josine ; Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201101.

    Full description at Econpapers || Download paper

  7. Using Large Data Sets to Forecast Sectoral Employment. (2011). Uwilingiye, Josine ; Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:1106.

    Full description at Econpapers || Download paper

  8. Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks. (2011). Luciani, Matteo.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/97308.

    Full description at Econpapers || Download paper

  9. One-Sided Representations of Generalized Dynamic Factor Models. (2011). Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/94959.

    Full description at Econpapers || Download paper

  10. Forecasting With Many Predictors. An Empirical Comparison. (2011). González-Molano, Eliana ; Gonzalez, Eliana .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:007996.

    Full description at Econpapers || Download paper

  11. Why didnt the Global Financial Crisis hit Latin America?. (2011). Kuper, Gerard ; Jacobs, Jan ; Boonman, Tjeerd ; Jan P. A. M. Jacobs, .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2011s-63.

    Full description at Econpapers || Download paper

  12. No News in Business Cycles. (2011). Sala, Luca ; Gambetti, Luca ; Forni, Mario.
    In: Working Papers.
    RePEc:bge:wpaper:535.

    Full description at Econpapers || Download paper

  13. Forecasting With Many Predictors. An Empirical Comparison. (2011). González-Molano, Eliana ; Gonzalez, Eliana .
    In: Borradores de Economia.
    RePEc:bdr:borrec:643.

    Full description at Econpapers || Download paper

  14. Forecasting monthly industrial production in real-time: from single equations to factor-based models. (2010). Parigi, giuseppe ; Golinelli, Roberto ; Bulligan, Guido.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:303-336.

    Full description at Econpapers || Download paper

  15. Monetary Policy and the Housing Market: A Structural Factor Analysis. (2010). Luciani, Matteo.
    In: Working Papers.
    RePEc:itt:wpaper:wp2010-7.

    Full description at Econpapers || Download paper

  16. Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks. (2010). MORANA, CLAUDIO.
    In: ICER Working Papers - Applied Mathematics Series.
    RePEc:icr:wpmath:36-2010.

    Full description at Econpapers || Download paper

  17. Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate. (2010). Hubrich, Kirstin ; Hendry, David.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101155.

    Full description at Econpapers || Download paper

  18. Comparing forecasts of Latvias GDP using simple seasonal ARIMA models and direct versus indirect approach. (2009). Buss, Ginters.
    In: MPRA Paper.
    RePEc:pra:mprapa:16684.

    Full description at Econpapers || Download paper

  19. A Factor Analysis of Bond Risk Premia. (2009). Ng, Serena ; Ludvigson, Sydney.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15188.

    Full description at Econpapers || Download paper

  20. Boosting diffusion indices. (2009). Ng, Serena ; Bai, Jushan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:4:p:607-629.

    Full description at Econpapers || Download paper

  21. Monthly pass-through ratios. (2009). Fischer, Andreas ; Amstad, Marlene.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:26.

    Full description at Econpapers || Download paper

  22. Composite indicators for monetary analysis. (2009). Nobili, Andrea.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_713_09.

    Full description at Econpapers || Download paper

  23. Dynamic Factor Models in Forecasting Latvias Gross Domestic Product. (2008). Ajevskis, Viktors ; Davidsons, Gundars .
    In: Working Papers.
    RePEc:ltv:wpaper:200802.

    Full description at Econpapers || Download paper

  24. 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.

    Full description at Econpapers || Download paper

  25. Forecasting inflation and output: comparing data-rich models with simple rules. (2008). Kliesen, Kevin ; Gavin, William.
    In: Review.
    RePEc:fip:fedlrv:y:2008:i:may:p:175-192:n:v.90no.3,pt.1.

    Full description at Econpapers || Download paper

  26. A panel data approach to economic forecasting: the bias-corrected average forecast. (2008). Lima, Luiz ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:668.

    Full description at Econpapers || Download paper

  27. Forecasting economic activity for Estonia : The application of dynamic principal component analyses. (2008). Schulz, Christian.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2008-2.

    Full description at Econpapers || Download paper

  28. Now-casting Irish GDP. (2008). McQuinn, Kieran ; D'Agostino, Antonello ; OBrien, Derry .
    In: Research Technical Papers.
    RePEc:cbi:wpaper:9/rt/08.

    Full description at Econpapers || Download paper

  29. Sectoral Survey-based Confidence Indicators for Europe. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
    In: Working Papers.
    RePEc:igi:igierp:320.

    Full description at Econpapers || Download paper

  30. Fast micro and slow macro: can aggregation explain the persistence of inflation?. (2007). Mojon, Benoit ; Altissimo, Filippo ; Zaffaroni, Paolo.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-07-02.

    Full description at Econpapers || Download paper

  31. A panel data approach to economic forecasting: the bias-corrected average forecast. (2007). Lima, Luiz ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:642.

    Full description at Econpapers || Download paper

  32. Co-movement between South Africa and the Southern African Development Community: An empirical analysis. (2007). Loots, Elsabe ; Kabundi, Alain.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:24:y:2007:i:5:p:737-748.

    Full description at Econpapers || Download paper

  33. Forecasting economic growth for Estonia : application of common factor methodologies. (2007). Schulz, Christian.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2007-09.

    Full description at Econpapers || Download paper

  34. Opening the black box: structural factor models with large cross-sections. (2007). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007712.

    Full description at Econpapers || Download paper

  35. Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation. (2007). Demers, Frederick ; Cheung, Calista.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-8.

    Full description at Econpapers || Download paper

  36. Regional Inflation Dynamics within and across Euro Area and a Comparison with the US. (2006). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Guenter.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:338.

    Full description at Econpapers || Download paper

  37. On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence. (2006). Siliverstovs, Boriss ; Kholodilin, Konstantin.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:226:y:2006:i:3:p:234-259.

    Full description at Econpapers || Download paper

  38. The Role of Search Frictions and Bargaining for Inflation Dynamics. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: Working Papers.
    RePEc:igi:igierp:305.

    Full description at Econpapers || Download paper

  39. Forecasting economic aggregates by disaggregates. (2006). Hubrich, Kirstin ; Hendry, David.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006589.

    Full description at Econpapers || Download paper

  40. New EuroCOIN: Tracking Economic Growth in Real Time. (2006). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5633.

    Full description at Econpapers || Download paper

  41. A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5620.

    Full description at Econpapers || Download paper

  42. Forecasting Economic Aggregates by Disaggregates. (2006). Hubrich, Kirstin ; Hendry, David.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5485.

    Full description at Econpapers || Download paper

  43. Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach. (2005). Moench, Emanuel ; Monch, Emanuel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005544.

    Full description at Econpapers || Download paper

  44. Economic Clubs and European Commitment. Evidence from the International Business Cycles. (2005). Bovi, Maurizio.
    In: International Journal of Applied Econometrics and Quantitative Studies.
    RePEc:eaa:ijaeqs:v:2:y2005:i:2_2.

    Full description at Econpapers || Download paper

  45. On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence. (2005). Siliverstovs, Boriss ; Kholodilin, Konstantin.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp522.

    Full description at Econpapers || Download paper

  46. How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation. (2005). Kilian, Lutz ; Inoue, Atsushi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5304.

    Full description at Econpapers || Download paper

  47. Are European Business Cycles Close Enough to be Just One?. (2005). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel ; Saiz, Lorena .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4824.

    Full description at Econpapers || Download paper

  48. Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?. (2005). Vahid, Farshid ; Anderson, Heather.
    In: ANU Working Papers in Economics and Econometrics.
    RePEc:acb:cbeeco:2005-451.

    Full description at Econpapers || Download paper

  49. Business Cycle Transmission from the US to Germany: a Structural Factor Approach. (2004). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:2021.

    Full description at Econpapers || Download paper

  50. Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment. (2004). Fischer, Andreas ; Amstad, Marlene.
    In: Working Papers.
    RePEc:szg:worpap:0406.

    Full description at Econpapers || Download paper

  51. Measuring monetary policy in the UK: a factor augmented vector autoregressive approach. (2004). Lagana, Gianluca.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:64.

    Full description at Econpapers || Download paper

  52. Do financial variables help forecasting inflation and real activity in the Euro area ?. (2003). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/2123.

    Full description at Econpapers || Download paper

  53. Opening the Black Box: Structural Factor Models versus Structural VARs. (2003). Reichlin, Lucrezia ; Lippi, Marco ; Forni, Mario.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4133.

    Full description at Econpapers || Download paper

  54. Factor Models in Large Cross-Sections of Time Series. (2002). Reichlin, Lucrezia.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3285.

    Full description at Econpapers || Download paper

  55. EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle. (2001). veronese, giovanni ; Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Cristadoro, Riccardo ; Bassanetti, Antonio ; Altissimo, Filippo .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3108.

    Full description at Econpapers || Download paper

  56. A Core Inflation Index for the Euro Area. (2001). veronese, giovanni ; Reichlin, Lucrezia ; Forni, Mario ; Cristadoro, Riccardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3097.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Altissimo, F., A. Bassanetti, R. Cristadoro, M. Forni, M. Lippi, L. Reichlin, and G. Veronese (2001). A real time coincident indicator of the Euro area business cycle, Mimeo (August), Banca dItalia, Rome.

  2. [10] Forni, M., M. Hallin, M. Lippi, and L. Reichlin (2001). Coincident and leading indicators for the Euro area. The Economic Journal 111, 62-85.

  3. [11] Forni, M., M. Hallin, M. Lippi, and L. Reichlin (2003). The generalized dynamic factor model : consistency and rates. Journal of Econometrics, to appear.

  4. [12] Forni, M. and M. Lippi (2001). The generalized dynamic factor model : representation theory. Econometric Theory 17, 1113-1141.

  5. [13] Forni, M. and L. Reichlin (1998). Lets get real : a factor analytical approach to disaggregated business cycle dynamics. Review of Economic Studies 65, 453-473.

  6. [14] Geweke, J. (1977). The dynamic factor analysis of economic time series. In D.J. Aigner and A.S. Goldberger, Eds., Latent Variables in Socio-Economic Models, North Holland, Amsterdam.
    Paper not yet in RePEc: Add citation now
  7. [15] Lancaster and Tismenetsky (1985). The Theory of Matrices, 2nd Edition, Orlando: Academic Press.
    Paper not yet in RePEc: Add citation now

  8. [16] Quah, D., and T.J. Sargent (1993). A dynamic index model for large cross sections. In J.H. Stock and M.W. Watson, Eds, Business Cycles, Indicators, and Forecasting, N.B.E.R. and University of Chicago Press, Chicago.

  9. [17] Sargent, T.J. and C.A. Sims (1977). Business cycle modeling without pretending to have too much a priori economic theory. In C.A. Sims, Ed., New Methods in Business Research, Federal Reserve Bank of Minneapolis, Minneapolis.

  10. [18] Stock, J.H. and M.W. Watson (2002). Macroeconomic Forecasting Using Diffusion Indexes. Journal of Business and Economic Statistics 20, 147-162.

  11. [2] Anderson, T. W. (1984). An Introduction to Multivariate Statistical Analysis. John Wiley & Sons, New York.
    Paper not yet in RePEc: Add citation now
  12. [3] Bai, J. (2001). Inference on factor models of large dimension. Econometrica, to appear.
    Paper not yet in RePEc: Add citation now

  13. [4] Bai, J. and S. Ng (2002). Determining the number of factors in approximate factor models. Econometrica 70, 191-221.

  14. [5] Brillinger, D.R. (1981). Time Series : Data Analysis and Theory. Holden-Day, San Francisco.
    Paper not yet in RePEc: Add citation now

  15. [7] Chamberlain, G. and M. Rothschild (1983). Arbitrage, factor structure and mean-variance analysis in large asset markets. Econometrica 51, 1305-1324.

  16. [8] Engle, R.F. and M.F. Watson (1981). A one-factor multivariate time series model of metropolitan wage rates. Journal of the American Statistical Association 76, 774-781.
    Paper not yet in RePEc: Add citation now

  17. [9] Forni, M., M. Hallin, M. Lippi, and L. Reichlin (2000). The generalized factor model : identification and estimation. The Review of Economics and Statistics 82, 540-554.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, María ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores ; Bandres, Eduardo.
    In: Occasional Papers.
    RePEc:bde:opaper:1702.

    Full description at Econpapers || Download paper

  2. A Multilevel Factor Model: Identification, Asymptotic Theory and Applications. (2016). Kim, Dukpa ; Choi, In ; Kwark, Noh-Sun .
    In: Working Papers.
    RePEc:sgo:wpaper:1609.

    Full description at Econpapers || Download paper

  3. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-415.

    Full description at Econpapers || Download paper

  4. Metro business cycles. (2016). Gascon, Charles ; Rapach, David E ; Arias, Maria A.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:94:y:2016:i:c:p:90-108.

    Full description at Econpapers || Download paper

  5. Nowcasting GDP in Greece: A Note on Forecasting Improvements from the Use of Bridge Models. (2015). Lamprou, Dimitra .
    In: South-Eastern Europe Journal of Economics.
    RePEc:seb:journl:v:13:y:2015:i:1:p:85-100.

    Full description at Econpapers || Download paper

  6. Daily Business and External Condition Indices for the Australian Economy. (2015). Wang, Ben ; Trueck, Stefan ; Truck, Stefan ; Sheen, Jeffrey.
    In: The Economic Record.
    RePEc:bla:ecorec:v:91:y:2015:i:s1:p:38-53.

    Full description at Econpapers || Download paper

  7. 2007-2013: This is what the indicator told us ? Evaluating the performance of real-time nowcasts from a dynamic factor model. (2014). Nguiffo-Boyom, Muriel .
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp088.

    Full description at Econpapers || Download paper

  8. Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons. (2013). Choi, In.
    In: Working Papers.
    RePEc:sgo:wpaper:1209.

    Full description at Econpapers || Download paper

  9. A general to specific approach for constructing composite business cycle indicators. (2013). Hecq, Alain ; Guardabascio, Barbara ; Cubadda, Gianluca.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:367-374.

    Full description at Econpapers || Download paper

  10. Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach. (2012). Jedrzejczyk, Adam .
    In: Working Papers.
    RePEc:wse:wpaper:63.

    Full description at Econpapers || Download paper

  11. Multivariate models with dual cycles: implications for output gap and potential growth measurement. (2012). Moës, Philippe ; MOeS, Philippe .
    In: Empirical Economics.
    RePEc:spr:empeco:v:42:y:2012:i:3:p:791-818.

    Full description at Econpapers || Download paper

  12. Factor models. (2011). Choi, In ; Breitung, Jörg.
    In: Working Papers.
    RePEc:sgo:wpaper:1121.

    Full description at Econpapers || Download paper

  13. Dynamic factors in the presence of blocks. (2011). Liska, Roman ; Hallin, Marc.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:1:p:29-41.

    Full description at Econpapers || Download paper

  14. The relationship between the PMI and the Italian index of industrial production and the impact of the latest economic crisis. (2011). Aprigliano, Valentina .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_820_11.

    Full description at Econpapers || Download paper

  15. Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model. (2009). Eickmeier, Sandra.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:6:p:933-959.

    Full description at Econpapers || Download paper

  16. Business cycles in the euro area. (2009). Giannone, Domenico ; Lenza, Michele ; Reichlin, Lucrezia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091010.

    Full description at Econpapers || Download paper

  17. Business Cycles in the Euro Area. (2009). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7124.

    Full description at Econpapers || Download paper

  18. Nowcasting: the real time informational content of macroeconomic data releases. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David .
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/6409.

    Full description at Econpapers || Download paper

  19. Business Cycles in the Euro Area. (2008). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14529.

    Full description at Econpapers || Download paper

  20. Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth. (2008). Moës, Philippe.
    In: Working Paper Research.
    RePEc:nbb:reswpp:200808-20.

    Full description at Econpapers || Download paper

  21. How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265.

    Full description at Econpapers || Download paper

  22. Nowcasting: The real-time informational content of macroeconomic data. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:4:p:665-676.

    Full description at Econpapers || Download paper

  23. Business Cycles in the euro Area. (2008). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2008_040.

    Full description at Econpapers || Download paper

  24. A monthly indicator of Economic activity for Luxembourg. (2008). Nguiffo-Boyom, Muriel .
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp031.

    Full description at Econpapers || Download paper

  25. A new core inflation indicator for New Zealand. (2007). Matheson, Troy ; Giannone, Domenico.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/6407.

    Full description at Econpapers || Download paper

  26. A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp590.

    Full description at Econpapers || Download paper

  27. A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:590.

    Full description at Econpapers || Download paper

  28. The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Golinelli, Roberto ; Parigi, Giuseppe .
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94.

    Full description at Econpapers || Download paper

  29. Sectoral Survey-based Confidence Indicators for Europe. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
    In: Working Papers.
    RePEc:igi:igierp:320.

    Full description at Econpapers || Download paper

  30. Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
    In: Working Papers.
    RePEc:igi:igierp:319.

    Full description at Econpapers || Download paper

  31. A comparison of methods for the construction of composite coincident and leading indexes for the UK. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:23:y:2007:i:2:p:219-236.

    Full description at Econpapers || Download paper

  32. Aggregation bias in macro models: Does it matter for the euro area?. (2007). Monteforte, Libero.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:24:y:2007:i:2:p:236-261.

    Full description at Econpapers || Download paper

  33. Forecasting economic growth for Estonia : application of common factor methodologies. (2007). Schulz, Christian.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2007-09.

    Full description at Econpapers || Download paper

  34. Assessing the Forecast Properties of the CESifo World Economic Climate Indicator: Evidence for the Euro Area. (2007). Sorbe, Stéphane ; Mayr, Johannes ; Hülsewig, Oliver ; Hulsewig, Oliver.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_46.

    Full description at Econpapers || Download paper

  35. New Eurocoin: Tracking Economic Growth in Real Time. (2007). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_631_07.

    Full description at Econpapers || Download paper

  36. Dynamic factor models. (2006). Eickmeier, Sandra ; Breitung, Jörg.
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:90:y:2006:i:1:p:27-42.

    Full description at Econpapers || Download paper

  37. Business cycle transmission from the euro area to CEECs. (2006). Eickmeier, Sandra ; Breitung, Jörg.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:229.

    Full description at Econpapers || Download paper

  38. How synchronized are new EU member states with the euro area? Evidence from a structural factor model. (2006). Eickmeier, Sandra ; Breitung, Jörg.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:34:y:2006:i:3:p:538-563.

    Full description at Econpapers || Download paper

  39. Dynamic factor models. (2005). Eickmeier, Sandra ; Breitung, Jörg.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4232.

    Full description at Econpapers || Download paper

  40. How synchronized are central and east European economies with the euro area? Evidence from a structural factor model. (2005). Eickmeier, Sandra ; Breitung, Jörg.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:3379.

    Full description at Econpapers || Download paper

  41. Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model. (2005). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:2936.

    Full description at Econpapers || Download paper

  42. Coincident and leading indicators for the euro area: A frequency band approach. (2005). Rua, António ; Nunes, Luis.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:21:y:2005:i:3:p:503-523.

    Full description at Econpapers || Download paper

  43. Working Paper 83. (2003). Kaufmann, Sylvia.
    In: Working Papers.
    RePEc:onb:oenbwp:y::i:83:b:1.

    Full description at Econpapers || Download paper

  44. The business cycle of European countries Bayesian clustering of country - individual IP growth series. (2003). Kaufmann, Sylvia.
    In: Working Papers.
    RePEc:onb:oenbwp:83.

    Full description at Econpapers || Download paper

  45. Dating the Euro Area Business Cycle. (2003). Proietti, Tommaso ; Marcellino, Massimiliano ; artis, michael.
    In: Working Papers.
    RePEc:igi:igierp:237.

    Full description at Econpapers || Download paper

  46. Forecasting Inflation in the Euro Area. (2003). DE BANDT, OLIVIER ; Flageollet, A. ; Bruneau, C..
    In: Working papers.
    RePEc:bfr:banfra:102.

    Full description at Econpapers || Download paper

  47. Factor Models in Large Cross-Sections of Time Series. (2002). Reichlin, Lucrezia.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3285.

    Full description at Econpapers || Download paper

  48. The economic consequences of euro area modelling shortcuts. (2002). Siviero, Stefano ; Monteforte, Libero.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_458_02.

    Full description at Econpapers || Download paper

  49. EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle. (2001). veronese, giovanni ; Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Cristadoro, Riccardo ; Bassanetti, Antonio ; Altissimo, Filippo .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3108.

    Full description at Econpapers || Download paper

  50. A Core Inflation Index for the Euro Area. (2001). veronese, giovanni ; Reichlin, Lucrezia ; Forni, Mario ; Cristadoro, Riccardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3097.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-15 05:31:54 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.