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Coincident and leading indicators for the Euro area. (2001). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
In: ULB Institutional Repository.
RePEc:ulb:ulbeco:2013/10137.

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  7. UK Economic Conditions during the Pandemic: Assessing the Economy using ONS Faster Indicators. (2021). Papailias, Fotis ; Kapetanios, George.
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  11. Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970. (2020). Poon, Aubrey ; Mitchell, James ; Koop, Gary ; McIntyre, Stuart.
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  12. Nowcasting Real GDP for Saudi Arabia. (2020). Barnett, William ; Alkhareif, Ryadh M.
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  13. NOWCASTING REAL GDP FOR SAUDI ARABIA. (2020). William, William ; Alkhareif, Ryadh M.
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  14. Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model. (2020). Angelopoulos, Jason ; Visvikis, Ilias D ; Sahoo, Satya.
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  16. Comparing Sentiment- and Behavioral-Based Leading Indexes for Industrial Production: When Does Each Fail?. (2019). Schröder, Michael ; Yilmaz, Yunus ; Seip, Knut Lehre ; Schroder, Michael.
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  18. Factor augmented VAR revisited - A sparse dynamic factor model approach. (2018). Kaufmann, Sylvia ; Beyeler, Simon.
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  19. Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model. (2018). Galli, Alain.
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  22. 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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    RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1151-z.

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  23. A Generalized Dynamic Factor Model for the U.S. Port Sector. (2017). Angelopoulos, Jason ; Chlomoudis, Costas I.
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    RePEc:spd:journl:v:67:y:2016:i:1:p:22-37.

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  24. Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model. (2017). Galli, Alain.
    In: Working Papers.
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  25. 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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  26. Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade. (2017). Angelopoulos, Jason .
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    RePEc:pal:marecl:v:19:y:2017:i:1:d:10.1057_s41278-016-0050-8.

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  27. A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, António.
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  30. Factor augmented VAR revisited - A sparse dynamic factor model approach. (2016). Kaufmann, Sylvia ; Beyeler, Simon.
    In: Working Papers.
    RePEc:szg:worpap:1608.

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    RePEc:ptu:wpaper:w201612.

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    RePEc:gwc:wpaper:2016-012.

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  34. Economic Forecasting in Theory and Practice : An Interview with David F. Hendry. (2016). Ericsson, Neil.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1184.

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  35. Understanding energy efficiency barriers in Ukraine: Insights from a survey of commercial and industrial firms. (2016). Hochman, Gal ; Timilsina, Govinda R ; Fedets, Iryna .
    In: Energy.
    RePEc:eee:energy:v:106:y:2016:i:c:p:203-211.

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  36. Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode. (2015). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
    In: Tinbergen Institute Discussion Papers.
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  37. Leading Indicators of the Business Cycle: Dynamic Logit Models for OECD Countries and Russia. (2015). Pestova, Anna.
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  38. 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 .
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  39. Indicador mensual de actividad económica (IMAE) para el Valle del Cauca. (2015). Vidal Alejandro, Pavel ; Sierra, Lya ; Collazos-Rodriguez, Jaime ; Dominguez, Johana Sanabria .
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  40. Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
    In: Working Papers.
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  41. Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
    In: Tinbergen Institute Discussion Papers.
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  42. Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach. (2014). Focker, Fulvia ; Triacca, Umberto.
    In: Decisions in Economics and Finance.
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  43. The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time. (2014). Golinelli, Roberto ; Girardi, Alessandro ; Pappalardo, C..
    In: Working Papers.
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  44. Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
    In: Working Papers.
    RePEc:bny:wpaper:0026.

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  45. Bayesian estimation of sparse dynamic factor models with order-independent identification. (2013). Schumacher, Christian ; Kaufmann, Sylvia.
    In: Working Papers.
    RePEc:szg:worpap:1304.

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  46. 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 .
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  47. Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview. (2013). Kitov, Oleg ; Hendry, David ; Castle, Jennifer.
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  48. A general to specific approach for constructing composite business cycle indicators. (2013). Hecq, Alain ; Guardabascio, Barbara ; Cubadda, Gianluca.
    In: Economic Modelling.
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  49. A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm. (2013). Zirogiannis, Nikolaos ; Tripodis, Yorghos.
    In: Working Papers.
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  50. Un indicador Líder para la actividad económica de Colombia. (2013). Edgar Vicente MARCILLO YePEZ, .
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  51. Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
    In: Working Paper.
    RePEc:bno:worpap:2013_20.

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  52. An Alternative Business Cycle Dating Procedure for South Africa. (2013). Ruch, Franz ; Bosch, Adel.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:81:y:2013:i:4:p:491-516.

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  53. A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm. (2013). Tripodis, Yorghos ; Zirogiannis, Nikolaos.
    In: Working Paper Series.
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  54. An alternative business cycle dating procedure for South Africa. (2012). Ruch, Franz ; Bosch, Adl .
    In: Working Papers.
    RePEc:rza:wpaper:267.

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  55. A General to Specific Approach for Constructing Composite Business Cycle Indicators. (2012). Hecq, Alain ; Guardabascio, Barbara ; Cubadda, Gianluca.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:224.

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  56. Un Indicatore per la Lombardia e per le Province di Milano e Pavia (Nuova versione). (2012). Bianchi, Carluccio ; Baiardi, Donatella .
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  57. Economic Cycles: A Synthesis. (2012). DIEBOLT, Claude ; Bismans, Francis ; Aimar, Thierry .
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  58. GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy. (2011). Bessonovs, Andrejs.
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    RePEc:pra:mprapa:30211.

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  59. Efficient Aggregation of Panel Qualitative Survey Data. (2011). Weale, Martin ; Smith, Richard ; Mitchell, James.
    In: Discussion Papers in Economics.
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  60. The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys. (2011). Weale, Martin ; Mitchell, James ; Lui, Silvia Sze Wai.
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  61. A large factor model for forecasting macroeconomic variables in South Africa. (2011). Kabundi, Alain ; GUPTA, RANGAN.
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    RePEc:eee:intfor:v:27:y:2011:i:4:p:1076-1088.

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

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

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  64. Un Indicatore di Attività Economica per la Lombardia e per le Province di Milano e Pavia. (2010). Bianchi, Carluccio ; Baiardi, Donatella .
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  65. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2010). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
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  66. Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter. (2010). Koopman, Siem Jan ; Creal, Drew ; Zivot, Eric .
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    RePEc:jae:japmet:v:25:y:2010:i:4:p:695-719.

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  67. Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data. (2010). Kaufmann, Sylvia.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:2:p:309-344.

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  68. El IMACO: un índice mensual líder de la actividad económica en Colombia. (2010). Torres, José ; Pulido, Jose ; Kamil, Herman .
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  69. Mecanismos de transmisión de la política monetaria en Costa Rica: periodo 1991-2007. (2010). Carlos Mora G., ; Desiree Castrillo R., ; Carlos Torres G., .
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  70. El IMACO: un índice mensual de la actividad económica en Colombia. (2010). Torres, José ; Pulido, Jose ; Kamil, Herman .
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    RePEc:cml:moneta:v:xxxiii:y:2010:i:4:p:495-548.

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  71. Características de la inflación importada en Bolivia: ¿puede contenerse con política cambiaria?. (2010). Marco Antonio Laguna Vargas, .
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  72. The Impact of Asset Prices and their Information Value for Monetary Policy. (2010). Mayes, David ; Viren, Matti.
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  73. El IMACO: un índice mensual líder de la actividad económica en Colombia. (2010). Torres, José ; Pulido, Jose ; Kamil, Herman .
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  74. Le cycle économique : une synthèse.. (2010). DIEBOLT, Claude ; Bismans, Francis ; Aimar, Thierry .
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  75. 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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  76. The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys. (2009). Weale, Martin ; Lui, Silvia Sze Wai ; Mitchell, James.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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  77. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse.
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  78. Are disaggregate data useful for factor analysis in forecasting French GDP?. (2009). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier.
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  79. Identification of Macroeconomic Factors in Large Panels. (2009). Houssa, Romain ; Dewachter, Hans ; Bork, Lasse.
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  80. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse.
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  81. The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model. (2008). Koopman, Siem Jan ; Creal, Drew ; Zivot, Eric .
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  82. Different indexes for forecasting economic activity in Russia (in Russian). (2008). Demidov, Oleg.
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  83. 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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  84. Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components. (2008). Proietti, Tommaso.
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  85. Working Paper 144. (2008). Kaufmann, Sylvia.
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  86. Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data.. (2008). Kaufmann, Sylvia.
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  87. New Eurocoin: Tracking Economic Growth in Real Time. (2008). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo .
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  88. Building composite leading indexes in a dynamic factor model framework: a new proposal. (2008). Serati, Massimiliano ; amisano, gianni.
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  89. Modelling electricity prices: from the state of the art to a draft of a new proposal. (2008). Serati, Massimiliano ; Manera, Matteo ; Plotegher, Michele .
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  90. Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal. (2008). Serati, Massimiliano ; Manera, Matteo ; Plotegher, Michele .
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  91. Monetary union in West Africa and asymmetric shocks: A dynamic structural factor model approach. (2008). Houssa, Romain.
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  129. Do financial variables help forecasting inflation and real activity in the Euro area ?. (2003). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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  138. Conjonctures sectorielles et prévision à court terme de lactivité : lapport de lenquête de conjoncture dans les services. (2002). Erkel-Rousse, Hélène ; Bouton, Franois .
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  140. Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited. (2002). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
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  142. Factor Models in Large Cross-Sections of Time Series. (2002). Reichlin, Lucrezia.
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  143. National and Supranational Business Cycles (1960-2000): A multivariate description of central G7 and EURO15 NIPA aggregates. (2002). Süssmuth, Bernd ; Suessmuth, Bernd.
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  145. The economic consequences of euro area modelling shortcuts. (2002). Siviero, Stefano ; Monteforte, Libero.
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  146. Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models?. (2002). Schumacher, Christian ; Dreger, Christian.
    In: Discussion Paper Series.
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  147. Extracting, Using and Analysing Cyclical Information. (2001). pagan, adrian ; Harding, Don.
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