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The generalised dynamic factor model: one sided estimation and forecasting. (2005). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
In: ULB Institutional Repository.
RePEc:ulb:ulbeco:2013/10129.

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  97. Macroeconomic forecast accuracy in a data‐rich environment. (2019). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime.
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  98. Data science, big data and statistics. (2019). Pea, Daniel ; Galeano, Pedro.
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  99. Nowcasting Swedish GDP with a large and unbalanced data set. (2019). Reijer, Ard ; Johansson, Andreas.
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  100. A Horse Race in High Dimensional Space. (2019). Ceci, Donato ; Andreini, Paolo.
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  101. Semi-strong factors in asset returns. (2019). Korajczyk, Robert A ; Connor, Gregory .
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  102. Investor Sentiment as a Predictor of Market Returns. (2019). Zhang, Peng ; Kaivanto, Kim.
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  103. Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine.
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  104. Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine .
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  105. Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine .
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  106. Estimation of large dimensional conditional factor models in finance. (2019). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick.
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  107. Consistency of generalized dynamic principal components in dynamic factor models. (2019). Smucler, Ezequiel.
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  108. Combining wavelet decomposition with machine learning to forecast gold returns. (2019). Risse, Marian.
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  109. Predictive regressions under asymmetric loss: Factor augmentation and model selection. (2019). Hacioglu Hoke, Sinem ; Demetrescu, Matei.
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  110. Google data in bridge equation models for German GDP. (2019). Gotz, Thomas B ; Knetsch, Thomas A.
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  111. A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2019). Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir.
    In: Journal of International Financial Markets, Institutions and Money.
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  112. Simultaneous statistical inference in dynamic factor models: Chi-square approximation and model-based bootstrap. (2019). Dickhaus, Thorsten ; Sirotko-Sibirskaya, Natalia .
    In: Computational Statistics & Data Analysis.
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  113. On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar.
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  114. Forecasting Imports with Information from Abroad. (2019). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin.
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  115. Approximate Factor Models with Strongly Correlated Idiosyncratic Errors. (2019). Michailidis, George ; Lin, Jiahe.
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  116. Identifiability of Structural Singular Vector Autoregressive Models. (2019). Braumann, Alexander ; Funovits, Bernd.
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  117. Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings. (2019). Pea, Daniel ; Rodriguez-Caballero, Carlos Vladimir ; Catao, Duvan Humberto.
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  118. Big data analytics in economics: What have we learned so far, and where should we go from here?. (2018). Swanson, Norman ; Xiong, Weiqi.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
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  119. Combined Density Nowcasting in an Uncertain Economic Environment. (2018). van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are.
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  120. Dynamic factor analysis for short panels: estimating performance trajectories for water utilities. (2018). Tripodis, Yorghos ; Zirogiannis, Nikolaos.
    In: Statistical Methods & Applications.
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  121. Optimal dimension reduction for high-dimensional and functional time series. (2018). Lippi, Marco ; Hallin, Marc ; Hormann, Siegfried.
    In: Statistical Inference for Stochastic Processes.
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  122. Forecasting with large datasets: compressing information before, during or after the estimation?. (2018). Wolters, Maik ; Pirschel, Inske.
    In: Empirical Economics.
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  123. DETERMINANTS OF LOAN AND BAD LOAN DYNAMICS: EVIDENCE FROM ITALY. (2018). Baldini, Andrea ; Causi, Marco.
    In: Departmental Working Papers of Economics - University 'Roma Tre'.
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  124. Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach. (2018). Cobb, Marcus.
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  125. Big Data & Macroeconomic Nowcasting: Methodological Review. (2018). Papailias, Fotis ; Kapetanios, George.
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  126. The Forecasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca.
    In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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  127. The Forecasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca.
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  128. Monitoring Bank Failures in a Data-Rich Environment. (2018). Moran, Kevin ; Gnagne, Jean Armand .
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  129. Forecasting with Many Predictors: How Useful are National and International Confidence Data?. (2018). Rherrad, Imad ; Moran, Kevin ; Nono, Simplice Aime.
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  130. Nowcasting real GDP growth with business tendency surveys data: A cross country analysis. (2018). Poghosyan, Karen ; Kocenda, Evzen.
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  131. Inflation Dynamics of Franc-Zone Countries Determinants, Co-movements and Spatial Interactions. (2018). girardin, eric.
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  132. The common component of the CPI - A trendy measure of Icelandic underlying inflation. (2018). Kro, Lilja S ; Gulaugsdottir, Aalheiur O.
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  133. Dynamic factor model for network traffic state forecast. (2018). Ma, Tao ; Antoniou, Constantinos ; Zhou, Zhou.
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  134. Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne.
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  135. Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods. (2018). Kim, Hyun Hak ; Swanson, Norman R.
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  136. Estimation of large dimensional factor models with an unknown number of breaks. (2018). Su, Liangjun ; Ma, Shujie.
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  137. Using rule-based updating procedures to improve the performance of composite indicators. (2018). Sturm, Jan-Egbert ; Abberger, Klaus ; Siliverstovs, Boriss ; Graff, Michael.
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  138. Developing an underlying inflation gauge for China. (2018). Ma, Guonan ; Amstad, Marlene ; Ye, Huan.
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  139. How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation. (2018). Jin, Xisong.
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  140. Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Liao, Yuan ; Fan, Jianqing ; Ke, Yuan.
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  141. A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2018). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir .
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  142. In Search of a Job: Forecasting Employment Growth in the US using Google Trends. (2018). Montes, Erik Christian.
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  145. Google data in bridge equation models for German GDP. (2017). Knetsch, Thomas ; Götz, Thomas ; Gotz, Thomas B.
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  146. The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model. (2017). Kerssenfischer, Mark.
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  147. Nowcasting Ukraines GDP Using a Factor-Augmented VAR (FAVAR) Model. (2017). Grui, Anton ; Lysenko, Roman.
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  148. Dynamic factor long memory volatility. (2017). Harris, Richard.
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  149. Constrained principal components estimation of large approximate factor models. (2017). Ouysse, Rachida.
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  150. Bayesian Sensitivity Analysis of a Nonlinear Dynamic Factor Analysis Model with Nonparametric Prior and Possible Nonignorable Missingness. (2017). Ibrahim, Joseph G ; Chow, Sy-Miin ; Tang, Niansheng ; Zhu, Hongtu.
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  151. Macroeconomic Modelling and Bayesian Methods. (2017). Dua, Pami.
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  152. The role of indicator selection in nowcasting euro-area GDP in pseudo-real time. (2017). Golinelli, Roberto ; Girardi, Alessandro ; Pappalardo, Carmine .
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  153. A Generalized Dynamic Factor Model for the U.S. Port Sector. (2017). Angelopoulos, Jason ; Chlomoudis, Costas I.
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  154. Forecasting Economic Aggregates Using Dynamic Component Grouping. (2017). Cobb, Marcus.
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  155. Nowcasting Slovak GDP by a Small Dynamic Factor Model. (2017). Tóth, Peter ; Toth, Peter .
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  156. Joint Forecast Combination of Macroeconomic Aggregates and Their Components. (2017). Cobb, Marcus.
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  157. A multifactor approach to forecasting Romanian gross domestic product (GDP) in the short run. (2017). Panait, Mirela ; Andrei, Jean Vasile ; Lache, Leonard ; ARMEANU, Daniel .
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  158. A forecasting performance comparison of dynamic factor models based on static and dynamic methods. (2017). Della Marra, Fabio.
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  159. Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade. (2017). Angelopoulos, Jason .
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  160. Fundamental and Financial Influences on the Co-movement of Oil and Gas prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; le Pen, Yannick ; Bunn, Derek.
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  161. Stochastic Dynamic AC Optimal Power Flow Based on a Multivariate Short-Term Wind Power Scenario Forecasting Model. (2017). Lee, Kwang Y ; Bai, Wenlei.
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  162. A Unified Framework for Dimension Reduction in Forecasting. (2017). Bura, Efstathia ; Barbarino, Alessandro .
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  163. Non-Stationary Dynamic Factor Models for Large Datasets. (2017). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo.
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  164. OPTION FOR PREDICTING THE CZECH REPUBLICS FOREIGN TRADE TIME SERIES AS COMPONENTS IN GROSS DOMESTIC PRODUCT. (2017). Marek, Lubo ; Hindls, Richard ; Hronova, Stanislava .
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  165. Testing for high-dimensional white noise using maximum cross correlations. (2017). Zhou, Wen ; Yao, Qiwei ; Chang, Jinyuan.
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  166. Generalized dynamic factor models and volatilities estimation and forecasting. (2017). Barigozzi, Matteo ; Hallin, Marc.
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  167. Forecasting tourism demand with composite search index. (2017). Li, Xin ; Huang, Xiankai ; Law, Rob ; Pan, Bing.
    In: Tourism Management.
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  168. Measuring uncertainty in the stock market. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena.
    In: International Review of Economics & Finance.
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  169. A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, António.
    In: International Journal of Forecasting.
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  170. Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W.
    In: Energy Economics.
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  171. Supervised dimension reduction for multivariate time series. (2017). Matilainen, M ; Croux, C ; Nordhausen, K ; Oja, H.
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  172. Generalized dynamic factor models and volatilities: estimation and forecasting. (2017). Hallin, Marc ; Barigozzi, Matteo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:201:y:2017:i:2:p:307-321.

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  173. Inferences in panel data with interactive effects using large covariance matrices. (2017). Bai, Jushan ; Liao, Yuan.
    In: Journal of Econometrics.
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  174. Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting.
    In: The North American Journal of Economics and Finance.
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  175. Transmission of Chinas Shocks to the BRIS Countries. (2017). Kabundi, Alain ; Çakır, Mustafa ; Akir, Mustafa .
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  176. Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Milidonis, Andreas ; Blake, David ; Lin, Yijia ; Biffis, Enrico ; Morales, Marco.
    In: Journal of Risk & Insurance.
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  177. Systemic Financial Sector and Sovereign Risks. (2017). Nadal De Simone, Francisco ; Jin, Xisong.
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  178. Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre.
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  179. Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie.
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  180. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier .
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  181. Some Methods for Analyzing Big Dependent Data. (2016). Tsay, Ruey S.
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  182. FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael.
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  183. In-Sample Inference and Forecasting in Misspecified Factor Models. (2016). Rossi, Barbara ; Carrasco, Marine.
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  184. Generalized Dynamic Principal Components. (2016). Pea, Daniel ; Yohai, Victor J.
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  185. Evaluating the combined forecasts of the dynamic factor model and the artificial neural network model using linear and nonlinear combining methods. (2016). Babikir, Ali ; Mwambi, Henry.
    In: Empirical Economics.
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  186. A wavelet-based multivariate multiscale approach for forecasting. (2016). Rua, Antonio.
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  187. Dynamic Factor model with infinite dimensional factor space: forecasting. (2016). Soccorsi, Stefano ; Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario.
    In: Center for Economic Research (RECent).
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  188. Using Confidence Data to Forecast the Canadian Business Cycle. (2016). Moran, Kevin ; Nono, Simplice Aime.
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  189. Markov-Switching Three-Pass Regression Filter. (2016). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre.
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  190. Choosing a dynamic common factor as a coincident index. (2016). Poncela, Pilar ; Nieto, Fabio H ; Martinez, Wilmer .
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  191. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W.
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  192. The anatomy of sovereign risk contagion. (2016). Wu, Eliza ; Remolona, Eli ; Erdem, Magdalena ; Kalotychou, Elena .
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    RePEc:eee:jimfin:v:69:y:2016:i:c:p:264-286.

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  193. Aggregate versus disaggregate information in dynamic factor models. (2016). Perez Quiros, Gabriel ; Camacho, Maximo ; Alvarez, Rocio ; Perez-Quiros, Gabriel.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:3:p:680-694.

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  194. Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2016). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Haldrup, Niels ; Rodriguez-Caballero, Carlos Vladimir ; Ergemen, Yunus Emre .
    In: Energy Economics.
    RePEc:eee:eneeco:v:60:y:2016:i:c:p:79-96.

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  195. Efficient estimation of approximate factor models via penalized maximum likelihood. (2016). Liao, Yuan ; Bai, Jushan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:191:y:2016:i:1:p:1-18.

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  196. Common dynamic factors in driving commodity prices: Implications of a generalized dynamic factor model. (2016). Kagraoka, Yusho .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:609-617.

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  197. Real-time factor model forecasting and the effects of instability. (2016). Clements, Michael.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:100:y:2016:i:c:p:661-675.

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  198. The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161967.

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  199. Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting. (2016). Soccorsi, Stefano ; Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario.
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  200. Eigenvalue Ratio Estimators for the Number of Common Factors. (2016). Lippi, Marco ; Forni, Mario ; Cavicchioli, Maddalena ; Zaffaroni, Paolo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11440.

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  201. Dynamic Factor model with infinite dimensional factor space: forecasting. (2016). Soccorsi, Stefano ; Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11161.

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  202. Economic Growth and Business Cycle Forecasting at the Regional Level. (2016). Lehmann, Robert.
    In: ifo Beiträge zur Wirtschaftsforschung.
    RePEc:ces:ifobei:65.

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  203. Tracking Changes in the Intensity of Financial Sectors Systemic Risk. (2016). Nadal De Simone, Francisco ; Jin, Xisong.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp102.

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  204. Blockchain in financial services: Regulatory landscape and future challenges. (2016). Pacce, Matias ; Camacho, Maximo.
    In: Working Papers.
    RePEc:bbv:wpaper:1621.

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  205. Multifactor Risk Models and Heterotic CAPM. (2016). Yu, Willie ; Kakushadze, Zura.
    In: Papers.
    RePEc:arx:papers:1602.04902.

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  206. Heterotic Risk Models. (2016). Kakushadze, Zura.
    In: Papers.
    RePEc:arx:papers:1508.04883.

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  207. Cross-border effects of fiscal policy in the Eurozone. (2015). Lieb, Lenard ; Bicu, Andreea.
    In: Research Memorandum.
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  208. Forecasting the Distribution of Economic Variables in a Data-Rich Environment. (2015). Manzan, Sebastiano .
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:33:y:2015:i:1:p:144-164.

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  209. Small-scale nowcasting models of GDP for selected CESEE countries. (2015). Woerz, Julia ; Tóth, Peter ; Huber, Florian ; Feldkircher, Martin ; Tirpak, Marcel ; Schreiner, Josef .
    In: Working and Discussion Papers.
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  210. Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries. (2015). Woerz, Julia ; Tóth, Peter ; Huber, Florian ; Feldkircher, Martin ; Worz, Julia ; Tirpak, Marcel ; Schreiner, Josef .
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2015:i:2:b:1.

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  211. Marketing Dynamics: A Primer on Estimation and Control. (2015). Naik, Prasad A.
    In: Foundations and Trends(R) in Marketing.
    RePEc:now:fntmkt:1700000031.

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  212. Suite of Latvias GDP forecasting models. (2015). Bessonovs, Andrejs.
    In: Working Papers.
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  213. Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net. (2015). Stankiewicz, Sandra .
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1512.

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  214. Internal Validation of Temporal Disaggregation: A Cloud Chamber Approach. (2015). www.s-e-i.ch, deactivated account ; Mueller-Kademann, Christian .
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:235:y:2015:i:3:p:298-319.

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  215. “Measuaring Uncertainty in the Stock Market”. (2015). Chuliá, Helena ; Chulia, Helena ; Guillen, Montserrat.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201524.

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  216. A Global Vector Autoregression (GVAR) model for regional labour markets and its forecasting performance with leading indicators in Germany. (2015). Schanne, Norbert.
    In: IAB Discussion Paper.
    RePEc:iab:iabdpa:201513.

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  217. Time-varying risk premium in large cross-sectional equity datasets. (2015). Scaillet, Olivier ; Ossola, Elisa ; Gagilardini, Patrick .
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  218. Time-varying risk premium in large cross-sectional equity datasets. (2015). Ossola, Elisa ; Scaillet, Olivier ; Gagilardini, Patrick .
    In: Working Papers.
    RePEc:gnv:wpaper:unige:76321.

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  219. Revisiting useful approaches to data-rich macroeconomic forecasting. (2015). Kapetanios, George ; Groen, Jan.
    In: Staff Reports.
    RePEc:fip:fednsr:327.

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  220. FRED-MD: A Monthly Database for Macroeconomic Research. (2015). Ng, Serena ; McCracken, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2015-012.

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  221. Microfounded forecasting. (2015). Issler, João ; Gaglianone, Wagner.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:766.

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  222. High dimensional stochastic regression with latent factors, endogeneity and nonlinearity. (2015). Guo, Bin ; Chang, Jinyuan ; Yao, Qiwei.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:61886.

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  223. EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries. (2015). Proietti, Tommaso ; Marcellino, Massimiliano ; Grassi, Stefano ; Mazzi, Gian Luigi ; Frale, Cecilia .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:3:p:712-738.

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  224. Macroeconomic forecasting and structural analysis through regularized reduced-rank regression. (2015). Cubadda, Gianluca ; Bernardini, Emmanuela .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:3:p:682-691.

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  225. Using financial indicators to predict turning points in the business cycle: The case of the leading economic index for the United States. (2015). Ozyildirim, Ataman ; Levanon, Gad ; Tanchua, Jennelyn ; Schaitkin, Brian ; Manini, Jean-Claude .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:2:p:426-445.

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  226. Forecasting GDP growth using mixed-frequency models with switching regimes. (2015). Barsoum, Fady ; Stankiewicz, Sandra .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:1:p:33-50.

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  227. Forecasting economic activity with targeted predictors. (2015). Venditti, Fabrizio ; Marcellino, Massimiliano ; Bulligan, Guido.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:1:p:188-206.

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  228. High dimensional stochastic regression with latent factors, endogeneity and nonlinearity. (2015). Chang, Jinyuan ; Yao, Qiwei ; Guo, Bin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:189:y:2015:i:2:p:297-312.

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  229. Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors. (2015). Chudik, Alexander ; Pesaran, Hashem M.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:188:y:2015:i:2:p:393-420.

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  230. The three-pass regression filter: A new approach to forecasting using many predictors. (2015). Pruitt, Seth ; Kelly, Bryan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:294-316.

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  231. Forecasting with factor-augmented regression: A frequentist model averaging approach. (2015). Hansen, Bruce ; Cheng, XU.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:280-293.

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  232. Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment. (2015). Ruiz, Esther ; Poncela, Pilar.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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  233. Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions. (2015). Guillen, Montserrat ; Chuliá, Helena.
    In: Working Papers.
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  234. Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2015). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Haldrup, Niels ; Rodriguez-Caballero, Carlos Vladimir ; Ergemen, Yunus Emre .
    In: CREATES Research Papers.
    RePEc:aah:create:2015-58.

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  235. Forecasting German key macroeconomic variables using large dataset methods. (2014). Wolters, Maik ; Pirschel, Inske.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100587.

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  236. Forecasting German key macroeconomic variables using large dataset methods. (2014). Wolters, Maik ; Pirschel, Inske.
    In: Kiel Working Papers.
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  237. Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series. (2014). Song, Song ; Härdle, Wolfgang ; Ritov, Ya'acov ; Hardle, Wolfgang K..
    In: Econometrics Journal.
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  238. Combined Density Nowcasting in an Uncertain Economic Environment. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are.
    In: Tinbergen Institute Discussion Papers.
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  239. Using large data sets to forecast sectoral employment. (2014). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN ; Uwilingiye, Josine.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:23:y:2014:i:2:p:229-264.

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  240. Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?. (2014). Wohlrabe, Klaus ; Lehmann, Robert.
    In: Review of Regional Research: Jahrbuch für Regionalwissenschaft.
    RePEc:spr:jahrfr:v:34:y:2014:i:1:p:61-90.

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  241. Working Paper – WP/14/05- Transmission of China’s Shocks to the BRIS Countries. (2014). Kabundi, Alain ; Çakır, Mustafa ; Akir, Mustafa .
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  242. Nowcasting Belgium. (2014). de Antonio Liedo, David ; David de Antonio Liedo, .
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    RePEc:nbb:reswpp:201404-256.

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  243. A Performance Comparison of Large-n Factor Estimators. (2014). Korajczyk, Robert ; Connor, Gregory ; Chen, Zhuo.
    In: Economics, Finance and Accounting Department Working Paper Series.
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  244. Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Okui, Ryo ; Iwakura, Haruo .
    In: KIER Working Papers.
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  245. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2014). Sevi, Benoit ; le Pen, Yannick ; Chevallier, Julien ; Bunn, Derek.
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  246. Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut.
    In: SFB 649 Discussion Papers.
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  247. The FRBNY staff underlying inflation gauge: UIG. (2014). Rich, Robert ; Potter, Simon ; Amstad, Marlene.
    In: Staff Reports.
    RePEc:fip:fednsr:672.

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  248. Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes. (2014). Bosq, D..
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:124:y:2014:i:c:p:436-450.

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  249. Tracking world trade and GDP in real time. (2014). Golinelli, Roberto ; Parigi, Giuseppe .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:4:p:847-862.

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  250. Forecasting with approximate dynamic factor models: The role of non-pervasive shocks. (2014). Luciani, Matteo.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:1:p:20-29.

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  251. Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach. (2014). Nadal De Simone, Francisco ; Nadal De Simone, Francisco de A., ; Jin, Xisong.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:14:y:2014:i:c:p:81-101.

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  252. A framework for tracking changes in the intensity of investment funds systemic risk. (2014). Nadal De Simone, Francisco ; Jin, Xisong.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:343-368.

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  253. Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence. (2014). Swanson, Norman ; Kim, Hyun Hak.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p2:p:352-367.

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  254. Dynamic Factor Models, Cointegration and Error Correction Mechanisms. (2014). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo.
    In: Working Papers ECARES.
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  255. Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut.
    In: Discussion Papers of DIW Berlin.
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  256. Testing a Large Number of Hypotheses in Approximate Factor Models. (2014). Repetto, Luca ; Amengual, Dante.
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  257. The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time. (2014). Golinelli, Roberto ; Girardi, Alessandro ; Pappalardo, C..
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  258. Developing an underlying inflation gauge for China. (2014). Ma, Guonan ; Amstad, Marlene ; Huan, Ye.
    In: BIS Working Papers.
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  259. The FRBNY Staff Underlying Inflation Gauge: UIG. (2014). Rich, Robert ; Potter, Simon ; Amstad, Marlene.
    In: BIS Working Papers.
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  260. 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.
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  262. Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set. (2013). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
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  263. Rapid Estimates of Mexico’s Quarterly GDP. (2013). Garcia Andrea C., ; Esperanza, Sainz ; Guerrero Victor M., .
    In: Journal of Official Statistics.
    RePEc:vrs:offsta:v:29:y:2013:i:3:p:397-423:n:8.

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  264. Monetary Policy, and the Housing Market: A Structural Factor Analysis. (2013). Luciani, Matteo.
    In: ULB Institutional Repository.
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  265. A simple model for vast panels of volatilities. (2013). Veredas, David ; Luciani, Matteo.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/136239.

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  266. Do We Really Need Filters In Estimating Output Gap? : Evidence From Turkey. (2013). Sarikaya, Cagri ; Kösem, Sevim ; Erdoğan Coşar, Evren ; Kosem, Sevim ; Cosar, Evren Erdogan.
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  267. Forecasting inflation and tracking monetary policy in the euro area: does national information help?. (2013). Venditti, Fabrizio ; Cristadoro, Riccardo ; Saporito, Giuseppe.
    In: Empirical Economics.
    RePEc:spr:empeco:v:44:y:2013:i:3:p:1065-1086.

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  268. Forecasting Dutch GDP and inflation using alternative factor model specifications based on large and small datasets. (2013). Reijer, Ard.
    In: Empirical Economics.
    RePEc:spr:empeco:v:44:y:2013:i:2:p:435-453.

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  269. Important Channels of Transmission Monetary Policy Shock in South Africa. (2013). Kabundi, Alain ; Ndou, Eliphas ; Nombulelo Gumata, Alain Kabundi, .
    In: Working Papers.
    RePEc:rza:wpaper:375.

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  270. Transmission of Chinas Shocks to the BRIS Countries. (2013). Kabundi, Alain ; Çakır, Mustafa.
    In: Working Papers.
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  271. Mining Big Data Using Parsimonious Factor and Shrinkage Methods. (2013). Swanson, Norman ; Kim, Hyun Hak.
    In: Departmental Working Papers.
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  272. Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets. (2013). Swanson, Norman ; Kim, Kihwan.
    In: Departmental Working Papers.
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  273. EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries. (2013). Proietti, Tommaso ; Marcellino, Massimiliano ; Grassi, Stefano ; Frale, Cecilia ; Mazzi, Gian Luigi .
    In: CEIS Research Paper.
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  274. The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies. (2013). Thomakos, Dimitrios ; Papailias, Fotis.
    In: Working Paper series.
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  275. Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors. (2013). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C..
    In: Working Papers.
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  276. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
    In: MPRA Paper.
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  277. Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version. (2013). Hansen, Bruce ; Cheng, Xu.
    In: PIER Working Paper Archive.
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  278. Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview. (2013). Kitov, Oleg ; Hendry, David ; Castle, Jennifer.
    In: Economics Series Working Papers.
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  279. Forecasting GDP Growth Using Mixed-Frequency Models With Switching Regimes. (2013). Barsoum, Fady ; Stankiewicz, Sandra .
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1310.

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  280. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
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  281. Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
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  282. Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
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  283. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
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  284. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; Sevi, Benoit ; le Pen, Yannick.
    In: Post-Print.
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  285. Dynamic factor models: A review of the literature. (2013). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier.
    In: Post-Print.
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  286. Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors. (2013). Pesaran, M ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
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  287. A survey of econometric methods for mixed-frequency data. (2013). Marcellino, Massimiliano ; Foroni, Claudia.
    In: Economics Working Papers.
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  288. Dynamic factor Value-at-Risk for large heteroskedastic portfolios. (2013). Wu, Jason ; Giudice Rodriguez, Marius del, ; Aramonte, Sirio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4299-4309.

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  289. Approximating and forecasting macroeconomic signals in real-time. (2013). Valle e Azevedo, João ; Pereira, Ana ; Valle e Azevedo, João, .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:3:p:479-492.

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  290. A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting. (2013). Smith, Michael ; Kauermann, Goran ; Mestekemper, Thomas .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:1:p:1-12.

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  291. Determining the MSE-optimal cross section to forecast. (2013). Arbués, Ignacio ; Arbues, Ignacio .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:175:y:2013:i:2:p:61-70.

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  292. The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study. (2013). Henzel, Steffen ; Mayr, Johannes .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:24:y:2013:i:c:p:1-24.

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  293. Variable Selection in Predictive Regressions. (2013). Ng, Serena.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-752.

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  294. Factor-augmented VAR analysis of the monetary policy in China. (2013). HE, QING ; CHONG, Terence Tai Leung ; Leung, Pak-Ho .
    In: China Economic Review.
    RePEc:eee:chieco:v:25:y:2013:i:c:p:88-104.

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  295. Observation driven mixed-measurement dynamic factor models with an application to credit risk. (2013). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131626.

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  296. Prediction using several macroeconomic models. (2013). Geweke, John ; amisano, gianni.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131537.

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  297. Nowcasting Norway. (2013). Ricci, Lorenzo ; Luciani, Matteo.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/139866.

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  298. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2013). Sevi, Benoit ; le Pen, Yannick ; Chevallier, Julien ; Bunn, Derek.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11692.

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  299. Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11382.

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  300. Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?. (2013). Wohlrabe, Klaus ; Lehmann, Robert.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_171.

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  301. Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors. (2013). Pesaran, M ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4232.

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  302. Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors. (2013). Pesaran, M ; Chudik, Alexander.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1317.

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  303. A survey of econometric methods for mixed-frequency data. (2013). Marcellino, Massimiliano ; Foroni, Claudia.
    In: Working Paper.
    RePEc:bno:worpap:2013_06.

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  304. Improving Electricity Market Price Forecasting with Factor Models for the Optimal Generation Bid. (2013). Corchero, Cristina ; Muoz, Pilar M. ; F.-Javier Heredia, .
    In: International Statistical Review.
    RePEc:bla:istatr:v:81:y:2013:i:2:p:289-306.

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  305. Uncertainty and heterogeneity in factor models forecasting. (2013). Monteforte, Libero ; Luciani, Matteo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_930_13.

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  306. Tracking world trade and GDP in real time. (2013). Golinelli, Roberto ; Parigi, Giuseppe .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_920_13.

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  307. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1301.

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  308. Estimation of Hybrid Phillips Curve: A Source of Conflicting Empirical Results. (2012). Kim, Woong ; Hwang, Hae-Shin.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:78:y:2012:i:4:p:1265-1288.

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  309. Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set. (2012). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:31:y:2012:i:2:p:124-156.

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  310. 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.

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  311. A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models. (2012). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:94:y:2012:i:4:p:1014-1024.

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  312. Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis. (2012). Koopman, Siem Jan ; Bräuning, Falk ; Brauning, Falk.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20120042.

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  313. A factor analysis for the Spanish economy. (2012). Cuevas, Angel ; Quilis, Enrique .
    In: SERIEs: Journal of the Spanish Economic Association.
    RePEc:spr:series:v:3:y:2012:i:3:p:311-338.

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  314. Nowcasting norwegian GDP: the role of asset prices in a small open economy. (2012). Aastveit, Knut Are ; Trovik, Torres .
    In: Empirical Economics.
    RePEc:spr:empeco:v:42:y:2012:i:1:p:95-119.

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  315. Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies. (2012). Giovannelli, Alessandro.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:255.

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  316. Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment. (2012). GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201214.

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  317. Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models. (2012). Tsionas, Mike.
    In: MPRA Paper.
    RePEc:pra:mprapa:40966.

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  318. Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach. (2012). Hansen, Bruce ; Cheng, Xu.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:12-046.

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  319. Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach. (2012). Buss, Ginters.
    In: Working Papers.
    RePEc:ltv:wpaper:201206.

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  320. The Global Financial Crisis and currency crises in Latin America. (2012). Kuper, Gerard ; Jacobs, Jan ; Boonman, Tjeerd ; Jacobs, Jan P. A. M., .
    In: Research Report.
    RePEc:gro:rugsom:12005-eef.

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  321. Factor modeling for high-dimensional time series: inference for the number of factors. (2012). Lam, Clifford ; Yao, Qiwei.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:45684.

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  322. Nowcasting German GDP: A comparison of bridge and factor models. (2012). Barhoumi, Karim ; Darné, Olivier ; Antipa, Pamfili ; Brunhes-Lesage, Veronique ; Darne, Olivier.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:34:y:2012:i:6:p:864-878.

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  323. Estimation of high-dimensional linear factor models with grouped variables. (2012). Heaton, Chris ; Solo, Victor .
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:105:y:2012:i:1:p:348-367.

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  324. Changing patterns of fiscal policy multipliers in Germany, the UK and the US. (2012). Cimadomo, Jacopo ; Benassy-Quere, Agnès.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:3:p:845-873.

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  325. Nowcasting the French index of industrial production: A comparison from bridge and factor models. (2012). Darné, Olivier ; Brunhes-Lesage, Veronique .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2174-2182.

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  326. Macro-financial linkages and business cycles: A factor-augmented probit approach. (2012). Ferrara, Laurent ; Bellego, C..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:5:p:1793-1797.

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  327. A medium-N approach to macroeconomic forecasting. (2012). Guardabascio, Barbara ; Cubadda, Gianluca.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1099-1105.

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  328. More is not always better : back to the Kalman filter in dynamic factor models. (2012). Ruiz, Esther ; Poncela, Pilar.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws122317.

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  329. Finite sample performance of small versus large scale dynamic factor models. (2012). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel ; Alvarez, Rocio .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8867.

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  330. A model for vast panels of volatilities. (2012). Veredas, David ; Luciani, Matteo.
    In: Working Papers.
    RePEc:bde:wpaper:1230.

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  331. The merit of high-frequency data in portfolio allocation. (2011). Malec, Peter ; Hautsch, Nikolaus ; Kyj, Lada M..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201124.

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  332. Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk. (2011). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110042.

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

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  334. Efficient Estimation of Nonstationary Factor Models. (2011). Choi, In.
    In: Working Papers.
    RePEc:sgo:wpaper:1101.

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  335. Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence. (2011). Swanson, Norman ; Kim, Hyun Hak.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201119.

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  336. Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators. (2011). Swanson, Norman ; Armah, Nii Ayi .
    In: Departmental Working Papers.
    RePEc:rut:rutres:201115.

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  337. Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments. (2011). Swanson, Norman ; Armah, Nii Ayi .
    In: Departmental Working Papers.
    RePEc:rut:rutres:201105.

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

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

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  340. Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP. (2011). Schumacher, Christian.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:231:y:2011:i:1:p:28-49.

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  341. A Quantitative Assessment of Financial Conditions in Asia. (2011). Pongsaparn, Runchana ; Unsal, Filiz D ; Buitron, Carolina Osorio.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/170.

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  342. Regional Indexes of Activity: Combining the Old with the New. (2011). Lim, Guay ; Claus, Edda ; Chua, Chew.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2011n15.

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  343. The Merit of High-Frequency Data in Portfolio Allocation. (2011). Malec, Peter ; Hautsch, Nikolaus ; Kyj, Lada M..
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2011-059.

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  344. Dynamic Factor Models. (2011). Watson, Mark ; Stock, James H.
    In: Scholarly Articles.
    RePEc:hrv:faseco:28469541.

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  345. A two-step estimator for large approximate dynamic factor models based on Kalman filtering. (2011). Doz, Catherine ; Reichlin, Lucrezia.
    In: Post-Print.
    RePEc:hal:journl:peer-00844811.

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  346. A two-step estimator for large approximate dynamic factor models based on Kalman filtering. (2011). Reichlin, Lucrezia ; Doz, Catherine.
    In: Post-Print.
    RePEc:hal:journl:hal-00844811.

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  347. Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators. (2011). Tóth, Peter ; Růžička, Luboš ; Havrlant, David ; Arnoštová, Kateřina ; Toth, Peter ; Rika, Lubo ; Arnotova, Kateina .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:61:y:2011:i:6:p:566-583.

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  348. Estimation of latent factors for high-dimensional time series. (2011). Lam, Clifford ; Yao, Qiwei ; Bathia, Neil .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:31549.

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  349. Predicting economic contractions and expansions with the aid of professional forecasts. (2011). Tsiaplias, Sarantis ; Chua, Chew.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:2:p:438-451.

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  350. A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP. (2011). Rünstler, Gerhard ; Banbura, Marta ; Runstler, Gerhard.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:2:p:333-346.

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  351. Forecast combination through dimension reduction techniques. (2011). Sánchez-Mangas, Rocío ; Poncela, Pilar ; Senra, Eva ; Sanchez-Mangas, Rocio ; Rodriguez, Julio .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:2:p:224-237.

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  352. Predicting economic contractions and expansions with the aid of professional forecasts. (2011). Tsiaplias, Sarantis ; Chua, Chew.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y:2011:i:2:p:438-451.

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  353. A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP. (2011). Rünstler, Gerhard ; Banbura, Marta ; Runstler, Gerhard ; Babura, Marta.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y:2011:i:2:p:333-346.

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  354. Forecast combination through dimension reduction techniques. (2011). Sánchez-Mangas, Rocío ; Poncela, Pilar ; Senra, Eva ; Sanchez-Mangas, Rocio ; Rodriguez, Julio .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y:2011:i:2:p:224-237.

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  355. Quantitative easing works: Lessons from the unique experience in Japan 2001â2006. (2011). Moussa, Zakaria ; girardin, eric.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:4:p:461-495.

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  356. A two-step estimator for large approximate dynamic factor models based on Kalman filtering. (2011). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:1:p:188-205.

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  357. Variable selection, estimation and inference for multi-period forecasting problems. (2011). Timmermann, Allan ; Pesaran, M ; Pick, Andreas.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:1:p:173-187.

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  358. Fitting dynamic factor models to non-stationary time series. (2011). Eichler, Michael ; Motta, Giovanni ; von Sachs, Rainer.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:1:p:51-70.

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  359. Market liquidity as dynamic factors. (2011). Veredas, David ; Pirotte Speder, Hugues ; Mathias, Charles ; Hallin, Marc.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:1:p:42-50.

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  360. 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.

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  361. The general dynamic factor model: One-sided representation results. (2011). Lippi, Marco ; Forni, Mario.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:1:p:23-28.

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  362. Modeling frailty-correlated defaults using many macroeconomic covariates. (2011). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:2:p:312-325.

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  363. Forecasting the US real house price index: Structural and non-structural models with and without fundamentals. (2011). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:2013-2021.

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  364. Regional and sectoral dynamics of the Dutch staffing labor cycle. (2011). Reijer, Ard ; den Reijer, Ard H. J., .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:1826-1837.

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

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  366. Macro factors in oil futures returns. (2011). Sevi, Benoit ; le Pen, Yannick.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11663.

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  367. Los ciclos económicos internacionales: antecedentes y revisión de la literatura. (2011). Cendejas Bueno, José Luis ; Álvarez, Inmaculada ; Ayuso, Inmaculada alvarez ; Sonia de Lucas Santos, ; M. Jesus Delgado Rodriguez, ; Jose Luis Cendejas Bueno, .
    In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
    RePEc:cud:journl:v:34:y:2011:i:95:p:73-84.

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

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  369. A Coincident Indicator of the Gulf Cooperation Council Business Cycle. (2011). Alhassan, Abdullah Mohammed .
    In: Review of Middle East Economics and Finance.
    RePEc:bpj:rmeecf:v:6:y:2011:i:3:n:1.

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  370. Seven Leading Indexes of New Zealand Employment. (2011). Claus, Edda.
    In: The Economic Record.
    RePEc:bla:ecorec:v:87:y:2011:i:276:p:76-89.

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

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  372. The correlation structure of FX option markets before and since the financial crisis. (2010). Tsekrekos, Andrianos ; Chalamandaris, George.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:20:y:2010:i:1-2:p:73-84.

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  373. Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand. (2010). Matheson, Troy ; Bloor, Chris.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:537-558.

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  374. 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.

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  375. Measures of underlying inflation in the euro area: assessment and role for informing monetary policy. (2010). Stavrev, Emil.
    In: Empirical Economics.
    RePEc:spr:empeco:v:38:y:2010:i:1:p:217-239.

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  376. Efficient Estimation of Factor Models. (2010). Choi, In.
    In: Working Papers.
    RePEc:sgo:wpaper:0701.

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  377. Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting. (2010). Branimir, Jovanovic ; Magdalena, Petrovska .
    In: MPRA Paper.
    RePEc:pra:mprapa:43162.

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  378. The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model. (2010). Moussa, Zakaria.
    In: MPRA Paper.
    RePEc:pra:mprapa:29429.

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  379. Real-time nowcasting of GDP: Factor model versus professional forecasters. (2010). Liebermann, Joëlle.
    In: MPRA Paper.
    RePEc:pra:mprapa:28819.

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  380. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2010). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:1001.

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  381. Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting. (2010). Jovanovic, Branimir ; Petrovska, Magdalena.
    In: Working Papers.
    RePEc:mae:wpaper:2010-02.

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  382. LATCOIN: Determining Medium to Long-Run Tendencies of Economic Growth in Latvia in Real Time. (2010). Benkovskis, Konstantins ; Beņkovskis, Konstantīns.
    In: Working Papers.
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  383. Forecasting Macroeconomic Aggregates. (2010). Mayr, Johannes.
    In: Munich Dissertations in Economics.
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  384. Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP. (2010). Siliverstovs, Boriss ; Kholodilin, Konstantin.
    In: KOF Working papers.
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  385. Nowcasting from disaggregates in the face of location shifts. (2010). Hendry, David ; Castle, Jennifer.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:29:y:2010:i:1-2:p:200-214.

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  386. Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models. (2010). Kabundi, Alain ; GUPTA, RANGAN.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:29:y:2010:i:1-2:p:168-185.

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  387. Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144.

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  388. Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92.

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  389. Monetary Policy and the Housing Market: A Structural Factor Analysis. (2010). Luciani, Matteo.
    In: Working Papers.
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  390. High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model. (2010). Song, Song ; Härdle, Wolfgang ; Ritov, Ya'acov ; Hardle, Wolfgang K..
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2010-039.

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  391. A factor-augmented probit model for business cycle analysis. (2010). Ferrara, Laurent ; Bellego, Christophe.
    In: Working Papers.
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  392. Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets. (2010). Veredas, David ; Gallo, Giampiero ; Brownlees, Christian ; Barigozzi, Matteo.
    In: Econometrics Working Papers Archive.
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  393. Equity premium predictions with adaptive macro indexes. (2010). Bai, Jennie.
    In: Staff Reports.
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  394. The dynamic effects of monetary policy: A structural factor model approach. (2010). Gambetti, Luca ; Forni, Mario.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:57:y:2010:i:2:p:203-216.

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  395. Leading indicator properties of US high-yield credit spreads. (2010). cipollini, andrea ; Aslanidis, Nektarios.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:1:p:145-156.

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  396. Predictable dynamics in implied volatility surfaces from OTC currency options. (2010). Tsekrekos, Andrianos ; Chalamandaris, George.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1175-1188.

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  397. Variable Selection, Estimation and Inference for Multi-period Forecasting Problems. (2010). Timmermann, Allan ; Pesaran, M ; Pick, Andreas.
    In: DNB Working Papers.
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  398. Revisiting the excess co-movements of commodity prices in a data-rich environment. (2010). Sevi, Benoit ; le Pen, Yannick.
    In: Economics Papers from University Paris Dauphine.
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  399. Fiscal Foresight and the Effects of Goverment Spending. (2010). Gambetti, Luca ; Forni, Mario.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7840.

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  400. Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model. (2010). Gambetti, Luca ; Forni, Mario.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7692.

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  401. Forecasting with Factor-augmented Error Correction Models. (2010). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7677.

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  402. Bayesian Model Averaging. An Application to Forecast Inflation in Colombia. (2010). González-Molano, Eliana ; Gonzalez, Eliana .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:007015.

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  403. Bayesian Model Averaging. An Application to Forecast Inflation in Colombia. (2010). González-Molano, Eliana ; Gonzalez, Eliana .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:007014.

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  404. Bayesian Model Averaging. An Application to Forecast Inflation in Colombia. (2010). González-Molano, Eliana ; Gonzalez, Eliana .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:007013.

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  405. Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP. (2010). Schumacher, Christian ; Marcellino, Massimiliano.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:72:y:2010:i:4:p:518-550.

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  406. Interest rate pass-through in the major European economies - the role of expectations. (2010). Mizen, Paul ; Bystrov, Victor ; Banerjee, Anindya.
    In: Discussion Papers.
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  407. Forecasting with Factor-augmented Error Correction. (2010). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Discussion Papers.
    RePEc:bir:birmec:09-06r.

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  408. Fiscal Policy, Foresight and the Trade Balance in the U.S. (2010). Gambetti, Luca.
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  409. Fiscal Foresight and the Effects of Government Spending. (2010). Gambetti, Luca ; Forni, Mario.
    In: Working Papers.
    RePEc:bge:wpaper:460.

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  410. Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model. (2010). Gambetti, Luca ; Forni, Mario.
    In: Working Papers.
    RePEc:bge:wpaper:440.

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  411. Bayesian Model Averaging. An Application to Forecast Inflation in Colombia. (2010). González-Molano, Eliana ; Gonzalez, Eliana .
    In: Borradores de Economia.
    RePEc:bdr:borrec:604.

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  412. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco .
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  413. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco .
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  414. Pooling versus model selection for nowcasting with many predictors: an application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7572.

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  415. Leading indicator properties of US high-yield credit spreads. (2009). cipollini, andrea ; Aslanidis, Nektarios.
    In: Working Papers.
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  416. Fitting dynamic factor models to non-stationary time series. (2009). Eichler, Michael ; Giovanni, Motta ; von, Sachs Rainer .
    In: Research Memorandum.
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  417. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
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  418. Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
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  419. Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach. (2009). Erdemlioglu, Deniz.
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  420. Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working Papers.
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  421. Forecasting World Trade: Direct Versus “Bottom-Up” Approaches. (2009). Dees, Stephane ; Burgert, Matthias.
    In: Open Economies Review.
    RePEc:kap:openec:v:20:y:2009:i:3:p:385-402.

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  422. Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, António ; Rünstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C..
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611.

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  423. 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.

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  424. A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle. (2009). Al-Hassan, Abdullah.
    In: IMF Working Papers.
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  425. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse.
    In: Finance Research Group Working Papers.
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  426. Monthly pass-through ratios. (2009). Fischer, Andreas ; Amstad, Marlene.
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  427. Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir .
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/13.

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  428. Could we have predicted the recent downturn in the South African housing market?. (2009). Kabundi, Alain ; GUPTA, RANGAN ; DAS, SONALI.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:18:y:2009:i:4:p:325-335.

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  429. Dynamic mortality factor model with conditional heteroskedasticity. (2009). Hu, Chengjun ; Gao, Quansheng .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:45:y:2009:i:3:p:410-423.

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  430. A panel data approach to economic forecasting: The bias-corrected average forecast. (2009). Lima, Luiz ; Issler, João.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:152:y:2009:i:2:p:153-164.

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  431. The forecasting power of internal yield curve linkages. (2009). Modugno, Michele ; Nikolaou, Kleopatra .
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  432. Pooling versus model selection for nowcasting with many predictors: An application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7197.

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  433. Variable Selection and Inference for Multi-period Forecasting Problems. (2009). Timmermann, Allan ; Pesaran, M ; Pick, Andreas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7139.

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  434. Variable Selection and Inference for Multi-period Forecasting Problems. (2009). Timmermann, Allan ; Pesaran, M ; Pick, Andreas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2543.

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  435. Variable Selection and Inference for Multi-period Forecasting Problems. (2009). Timmermann, Allan ; Pesaran, M ; Pick, A..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0901.

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  436. Forecasting with Factor-Augmented Error Correction Models. (2009). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Discussion Papers.
    RePEc:bir:birmec:09-06.

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  437. Are disaggregate data useful for factor analysis in forecasting French GDP?. (2009). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier.
    In: Working papers.
    RePEc:bfr:banfra:232.

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

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  439. Identification of Macroeconomic Factors in Large Panels. (2009). Houssa, Romain ; Dewachter, Hans ; Bork, Lasse.
    In: CREATES Research Papers.
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  440. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-11.

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  441. 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.

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  442. A Review of Forecasting Techniques for Large Data Sets. (2008). Eklund, Jana ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp625.

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  443. Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting. (2008). Groen, Jan ; Kapetanios, George ; Jan J. J. Groen, .
    In: Working Papers.
    RePEc:qmw:qmwecw:wp624.

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  444. A Review of Forecasting Techniques for Large Data Sets. (2008). Eklund, Jana ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:625.

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  445. Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting. (2008). Groen, Jan ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:624.

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  446. Determining the number of factors in approximate factor models with global and group-specific factors. (2008). Pinheiro, Maximiano ; Dias, Francisco Craveiro .
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  447. Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components. (2008). Proietti, Tommaso.
    In: MPRA Paper.
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  448. Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand. (2008). Matheson, Troy ; Bloor, Chris.
    In: Reserve Bank of New Zealand Discussion Paper Series.
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  449. Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise. (2008). Rua, António ; Rünstler, Gerhard ; Reijer, Ard ; Cristadoro, Riccardo ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C..
    In: Working Paper Research.
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  450. New Eurocoin: Tracking Economic Growth in Real Time. (2008). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo .
    In: Center for Economic Research (RECent).
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  451. Dynamic Factor Models in Forecasting Latvias Gross Domestic Product. (2008). Ajevskis, Viktors ; Davidsons, Gundars .
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  452. 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.

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  453. Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change. (2008). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Working Papers.
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  454. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: Working Papers.
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  455. Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments. (2008). Swanson, Norman ; Armah, Nii Ayi .
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  456. Dynamic factor models with time-varying parameters: measuring changes in international business cycles. (2008). Otrok, Christopher ; Del Negro, Marco.
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  457. 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.

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  458. A Monthly Indicator of the Euro Area GDP. (2008). Proietti, Tommaso ; Marcellino, Massimiliano ; Frale, Cecilia ; Mazzi, Gian Luigi .
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2008/32.

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  459. Dynamic Factors in the Presence of Block Structure. (2008). Liska, Roman ; Hallin, Marc.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2008/22.

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  460. Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change. (2008). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2008/17.

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  461. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2008/16.

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  462. 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.

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  463. Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach. (2008). Neusser, Klaus.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:3:p:991-1004.

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  464. The estimation of monetary policy reaction function in a data-rich environment: The case of Japan. (2008). Shibamoto, Masahiko.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:20:y:2008:i:4:p:497-520.

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  465. Real-time squared: A real-time data set for real-time GDP forecasting. (2008). Golinelli, Roberto ; Parigi, Giuseppe .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:24:y:2008:i:3:p:368-385.

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  466. Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; de Mol, Christine .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:2:p:318-328.

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  467. Forecasting economic time series using targeted predictors. (2008). Ng, Serena ; Bai, Jushan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:2:p:304-317.

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  468. A review of nonfundamentalness and identification in structural VAR models. (2008). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: Working Paper Series.
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  469. A robust criterion for determining the number of static factors in approximate factor models.. (2008). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: Working Paper Series.
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  470. Forecasting inflation and tracking monetary policy in the euro area: does national information help?. (2008). Venditti, Fabrizio ; Cristadoro, Riccardo ; Saporito, Giuseppe.
    In: Working Paper Series.
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  471. The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models. (2008). DARRACQ PARIES, Matthieu ; Maurin, Laurent.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008894.

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  472. Forecasting world trade: direct versus bottom-up approaches. (2008). Dees, Stephane ; Burgert, Matthias.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008882.

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  473. Dynamic Factors in the Presence of Block Structure. (2008). Liska, Roman ; Hallin, Marc.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2008_012.

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  474. A Monthly Indicator of the Euro Area GDP. (2008). Proietti, Tommaso ; Marcellino, Massimiliano ; Frale, Cecilia ; Mazzi, Gian Luigi .
    In: CEPR Discussion Papers.
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  475. Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6708.

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  476. Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change. (2008). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6706.

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

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  478. An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints. (2008). Arbués, Ignacio ; Arbues, Ignacio .
    In: Journal of Time Series Analysis.
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