| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
26 |
| A model for vast panels of volatilities |
0 |
0 |
0 |
85 |
0 |
1 |
2 |
166 |
| Common Factors, Trends, and Cycles in Large Datasets |
0 |
0 |
0 |
86 |
0 |
2 |
9 |
104 |
| Common and Idiosyncratic Inflation |
0 |
1 |
3 |
22 |
0 |
2 |
12 |
62 |
| Common and Idiosyncratic Inflation |
0 |
0 |
2 |
12 |
0 |
0 |
2 |
39 |
| Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index |
0 |
0 |
2 |
78 |
0 |
0 |
5 |
122 |
| Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
110 |
| Do Euro area countries respond asymmetrically to the common monetary policy? |
0 |
0 |
3 |
21 |
0 |
0 |
3 |
143 |
| Do National Account Statistics Underestimate US Real Output Growth? |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
12 |
| Do euro area countries respond asymmetrically to the common monetary policy? |
1 |
2 |
7 |
221 |
2 |
5 |
14 |
510 |
| Dynamic Factor Models, Cointegration and Error Correction Mechanisms |
0 |
0 |
1 |
167 |
0 |
0 |
3 |
224 |
| Dynamic Factor Models, Cointegration, and Error Correction Mechanisms |
0 |
0 |
1 |
55 |
0 |
0 |
1 |
116 |
| Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks |
0 |
0 |
1 |
110 |
1 |
1 |
3 |
218 |
| Inferential Theory for Generalized Dynamic Factor Models |
0 |
0 |
7 |
76 |
0 |
1 |
19 |
174 |
| Lessons from Nowcasting GDP across the World |
0 |
2 |
28 |
28 |
1 |
7 |
29 |
29 |
| Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model |
0 |
0 |
0 |
97 |
0 |
0 |
0 |
229 |
| Monetary Policy and the Housing Market: A Structural Factor Analysis |
0 |
1 |
1 |
60 |
0 |
1 |
4 |
204 |
| Monetary Policy and the Housing Market: A Structural Factor Analysis |
0 |
0 |
0 |
141 |
0 |
2 |
2 |
259 |
| Monetary Policy, and the Housing Market: A Structural Factor Analysis |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
49 |
| Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis |
0 |
0 |
1 |
115 |
0 |
0 |
2 |
317 |
| Non-Stationary Dynamic Factor Models for Large Datasets |
0 |
1 |
2 |
132 |
0 |
1 |
8 |
214 |
| Nowcasting Indonesia |
1 |
1 |
2 |
66 |
2 |
2 |
6 |
124 |
| Nowcasting Indonesia |
0 |
0 |
2 |
34 |
0 |
0 |
4 |
99 |
| Nowcasting Norway |
0 |
0 |
1 |
84 |
0 |
0 |
3 |
196 |
| Oil Price Pass-Through into Core Inflation |
0 |
1 |
3 |
125 |
0 |
2 |
5 |
241 |
| Oil Price Pass-Through into Core Inflation |
0 |
1 |
6 |
38 |
0 |
1 |
18 |
91 |
| Oil Price Pass-Through into Core Inflation |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
65 |
| Oil price pass-through into core inflation |
2 |
2 |
6 |
81 |
5 |
8 |
18 |
298 |
| Quantifying the COVID-19 Effects on Core PCE Price Inflation |
0 |
0 |
1 |
26 |
0 |
1 |
3 |
37 |
| Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm |
0 |
2 |
12 |
62 |
0 |
4 |
24 |
100 |
| Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models |
0 |
1 |
5 |
29 |
0 |
1 |
8 |
65 |
| Ranking Systemically Important Financial Institutions |
0 |
0 |
0 |
84 |
0 |
0 |
1 |
173 |
| Ranking Systemically Important Financial Institutions |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
140 |
| Ranking systemically important financial institutions |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
119 |
| Relative prices and pure inflation since the mid-1990s |
0 |
1 |
2 |
12 |
1 |
6 |
11 |
44 |
| Surfing through the GFC: systemic risk in Australia |
0 |
1 |
2 |
32 |
0 |
2 |
3 |
86 |
| Uncertainty and Heterogeneity in factor models forecasting |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
86 |
| Uncertainty and heterogeneity in factor models forecasting |
0 |
0 |
0 |
65 |
0 |
0 |
1 |
112 |
| Total Working Papers |
4 |
17 |
101 |
2,377 |
12 |
50 |
231 |
5,403 |