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Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited. (2002). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:3550.

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  7. Recent French relative export performance: Is there a competitiveness problem?. (2012). Nadal De Simone, Francisco ; Kabundi, Alain.
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  8. France in the global economy: a structural approximate dynamic factor model analysis. (2011). Nadal De Simone, Francisco ; Kabundi, Alain.
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  10. SETTING THE INTEREST RATE FOR TWOOUTLIER COUNTRIES. (2011). de Mendonça, Helder ; deMendona, Helder Ferreira ; da Silva, Tais Carestiato ; de Mendona, Helder Ferreira.
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  11. Monetary Policy and the Housing Market: A Structural Factor Analysis. (2010). Luciani, Matteo.
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  12. Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks. (2010). MORANA, CLAUDIO.
    In: ICER Working Papers - Applied Mathematics Series.
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  13. Factor-GMM estimation with large sets of possibly weak instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:11:p:2655-2675.

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  14. Factor-GMM Estimation with Large Sets of Possibly Weak Instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7726.

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  15. PATTERNS OF CO‐MOVEMENT BETWEEN SOUTH AFRICA AND GERMANY: EVIDENCE FROM THE PERIOD 1985 TO 2006. (2010). Loots, Elsabe ; Kabundi, Alain.
    In: South African Journal of Economics.
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  18. Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach. (2009). Erdemlioglu, Deniz.
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  19. Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model. (2009). Eickmeier, Sandra.
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  20. Three Cycles; Housing, Credit, and Real Activity. (2009). Kabundi, Alain ; Igan, Deniz ; Pinheiro, Marcelo ; Nadal, Francisco D ; Tamirisa, Natalia T.
    In: IMF Working Papers.
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  21. A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle. (2009). Al-Hassan, Abdullah.
    In: IMF Working Papers.
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  22. International macroeconomic dynamics: A factor vector autoregressive approach. (2009). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:2:p:432-444.

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  23. SYNCHRONISATION BETWEEN SOUTH AFRICA AND THE U.S.: A STRUCTURAL DYNAMIC FACTOR ANALYSIS. (2009). Kabundi, Alain.
    In: South African Journal of Economics.
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  24. Factor vector autoregressive estimation: a new approach. (2008). MORANA, CLAUDIO ; Bagliano, Fabio.
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    RePEc:spr:jeicoo:v:3:y:2008:i:1:p:15-23.

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  25. 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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  26. Building composite leading indexes in a dynamic factor model framework: a new proposal. (2008). Serati, Massimiliano ; amisano, gianni.
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  27. How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra.
    In: Journal of Forecasting.
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  28. International shocks and national house prices. (2008). MORANA, CLAUDIO ; Beltratti, Andrea.
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  29. Monetary union in West Africa and asymmetric shocks: A dynamic structural factor model approach. (2008). Houssa, Romain.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:85:y:2008:i:1-2:p:319-347.

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  30. Opening the Black Box: Structural Factor Models with Large Cross-Sections. (2008). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
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  32. Spill-over effects of monetary policy: a progress report on interest rate convergence in Europe. (2007). Fladung, Michael.
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    RePEc:zbw:bubdp1:6343.

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  33. How the ECB and the US Fed set interest rates. (2007). Belke, Ansgar ; Polleit, Thorsten .
    In: Applied Economics.
    RePEc:taf:applec:v:39:y:2007:i:17:p:2197-2209.

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  34. Synchronization between South Africa and the U.S.: A Structural Dynamic Factor Analysis. (2007). Kabundi, Alain.
    In: Working Papers.
    RePEc:rza:wpaper:50.

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  35. Opening the Black Box: Structural Factor Models with Large Cross-Sections. (2007). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
    In: Center for Economic Research (RECent).
    RePEc:mod:recent:008.

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  36. France in the Global Economy; A Structural Approximate Dynamic Factor Model Analysis. (2007). Kabundi, Alain ; Nadal, Francisco D.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/129.

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    RePEc:fip:fedhwp:wp-07-07.

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  38. Business cycle transmission from the US to Germany--A structural factor approach. (2007). Eickmeier, Sandra.
    In: European Economic Review.
    RePEc:eee:eecrev:v:51:y:2007:i:3:p:521-551.

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

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  40. DSGE Models in a Data-Rich Environment.. (2007). Giannoni, Marc ; Boivin, Jean.
    In: Working papers.
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  41. New Eurocoin: Tracking Economic Growth in Real Time. (2007). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_631_07.

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  42. How the ECB and US Fed set interest rates. (2006). Belke, Ansgar ; Polleit, Thorsten .
    In: Frankfurt School - Working Paper Series.
    RePEc:zbw:fsfmwp:72.

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  43. Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model. (2006). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4793.

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

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  45. Factor-GMM Estimation with Large Sets of Possibly Weak Instruments. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp577.

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  46. Factor-GMM Estimation with Large Sets of Possibly Weak Instruments. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:577.

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    In: NBER Working Papers.
    RePEc:nbr:nberwo:12772.

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  48. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0332.

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  49. Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: Working Papers.
    RePEc:igi:igierp:306.

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  50. International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: ICER Working Papers.
    RePEc:icr:wpicer:41-2006.

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  51. How the ECB and the US Fed Set Interest Rates. (2006). Belke, Ansgar ; Polleit, Thorsten .
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
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  52. How synchronized are new EU member states with the euro area? Evidence from a structural factor model. (2006). Eickmeier, Sandra ; Breitung, Jörg.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:34:y:2006:i:3:p:538-563.

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  53. VARs, common factors and the empirical validation of equilibrium business cycle models. (2006). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:132:y:2006:i:1:p:257-279.

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  54. Are more data always better for factor analysis?. (2006). Ng, Serena ; Boivin, Jean.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:132:y:2006:i:1:p:169-194.

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

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  56. Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5621.

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  57. International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:32.

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  58. A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:28.

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  59. Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area.. (2006). DE BANDT, OLIVIER ; Flageollet, B. ; De Bandt. O., ; Bruneau, C..
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  60. How synchronized are central and east European economies with the euro area? Evidence from a structural factor model. (2005). Eickmeier, Sandra ; Breitung, Jörg.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:3379.

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

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  62. Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy. (2005). Milani, Fabio ; Belviso, Francesco.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0503023.

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  63. DSGE Models in a Data-Rich Environment. (2005). Giannoni, Marc ; Boivin, Jean.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:431.

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  64. Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
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  65. Monetary Policy in Real Time. (2005). Giannone, Domenico ; Reichlin, Lucrezia ; Sala, Luca.
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  66. Monetary Policy in Real Time. (2005). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
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  67. Back to the rules. (2005). Belke, Ansgar ; Leschke, Martin ; Kosters, Wim ; Polleit, Thorsten .
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
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  68. Monetary Policy in Real Time. (2005). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4981.

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

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  70. Monetary Union in West Africa and Asymmetric Shocks: A Dynamic Structural Factor Model Approach. (2004). Houssa, Romain.
    In: Development and Comp Systems.
    RePEc:wpa:wuwpdc:0409063.

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  71. Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment. (2004). Fischer, Andreas ; Amstad, Marlene.
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  72. Systematická složka měnové politiky ČNB v režimu cílování inflace. (2004). Navratil, David ; NAVRTIL, David .
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  73. Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
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  74. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models. (2004). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
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  75. Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
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  76. Sources and Propagation Mechanims of Foreign Disturbances in Small Open Economies: A Dynamic Factor Analysis. (2004). Justiniano, Alejandro.
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  77. The Role of the IFO Business Climate Indicator and Asset Prices in German Monetary Policy. (2004). Sterken, Elmer.
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  78. A Comparison Between the Fed and the ECB: Taylor Rules. (2003). Ullrich, Katrin.
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  79. Are More Data Always Better for Factor Analysis?. (2003). Ng, Serena ; Boivin, Jean.
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  81. Forecasting in large macroeconomic panels using Bayesian Model Averaging. (2003). Potter, Simon ; Koop, Gary.
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  82. Opening the Black Box: Structural Factor Models versus Structural VARs. (2003). Reichlin, Lucrezia ; Lippi, Marco ; Forni, Mario.
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  83. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models. (2002). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
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  29. [7] Christiano, L. J., M. Eichenbaum, and C. L. Evans (1999). Monetary Policy Shocks : What Have We Learned and to What End? In J. B. Taylor and M. Woodford, Eds., Handbook of macroeconomics, North Holland, Amsterdam.

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Cocites

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  1. Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, María ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores ; Bandres, Eduardo.
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  2. A Multilevel Factor Model: Identification, Asymptotic Theory and Applications. (2016). Kim, Dukpa ; Choi, In ; Kwark, Noh-Sun .
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  3. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W.
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  4. Metro business cycles. (2016). Gascon, Charles ; Rapach, David E ; Arias, Maria A.
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  5. Nowcasting GDP in Greece: A Note on Forecasting Improvements from the Use of Bridge Models. (2015). Lamprou, Dimitra .
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  6. Daily Business and External Condition Indices for the Australian Economy. (2015). Wang, Ben ; Trueck, Stefan ; Truck, Stefan ; Sheen, Jeffrey.
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  7. 2007-2013: This is what the indicator told us ? Evaluating the performance of real-time nowcasts from a dynamic factor model. (2014). Nguiffo-Boyom, Muriel .
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  8. Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons. (2013). Choi, In.
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  9. A general to specific approach for constructing composite business cycle indicators. (2013). Hecq, Alain ; Guardabascio, Barbara ; Cubadda, Gianluca.
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  10. Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach. (2012). Jedrzejczyk, Adam .
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  11. Multivariate models with dual cycles: implications for output gap and potential growth measurement. (2012). Moës, Philippe ; MOeS, Philippe .
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    RePEc:spr:empeco:v:42:y:2012:i:3:p:791-818.

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

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  14. The relationship between the PMI and the Italian index of industrial production and the impact of the latest economic crisis. (2011). Aprigliano, Valentina .
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  15. Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model. (2009). Eickmeier, Sandra.
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  16. Business cycles in the euro area. (2009). Giannone, Domenico ; Lenza, Michele ; Reichlin, Lucrezia.
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  17. Business Cycles in the Euro Area. (2009). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
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  18. Nowcasting: the real time informational content of macroeconomic data releases. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David .
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  19. Business Cycles in the Euro Area. (2008). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
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  20. Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth. (2008). Moës, Philippe.
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  21. How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra.
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  22. Nowcasting: The real-time informational content of macroeconomic data. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David .
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  23. Business Cycles in the euro Area. (2008). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: Working Papers ECARES.
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  24. A monthly indicator of Economic activity for Luxembourg. (2008). Nguiffo-Boyom, Muriel .
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp031.

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

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  26. A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
    In: Working Papers.
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  27. A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
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  28. The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Golinelli, Roberto ; Parigi, Giuseppe .
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  29. Sectoral Survey-based Confidence Indicators for Europe. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
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  30. Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
    In: Working Papers.
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  31. A comparison of methods for the construction of composite coincident and leading indexes for the UK. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
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  32. Aggregation bias in macro models: Does it matter for the euro area?. (2007). Monteforte, Libero.
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  33. Forecasting economic growth for Estonia : application of common factor methodologies. (2007). Schulz, Christian.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2007-09.

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  34. Assessing the Forecast Properties of the CESifo World Economic Climate Indicator: Evidence for the Euro Area. (2007). Sorbe, Stéphane ; Mayr, Johannes ; Hülsewig, Oliver ; Hulsewig, Oliver.
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  35. New Eurocoin: Tracking Economic Growth in Real Time. (2007). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_631_07.

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

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

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

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

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

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  41. Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model. (2005). Eickmeier, Sandra.
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  42. Coincident and leading indicators for the euro area: A frequency band approach. (2005). Rua, António ; Nunes, Luis.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:21:y:2005:i:3:p:503-523.

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

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  44. The business cycle of European countries Bayesian clustering of country - individual IP growth series. (2003). Kaufmann, Sylvia.
    In: Working Papers.
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  45. Dating the Euro Area Business Cycle. (2003). Proietti, Tommaso ; Marcellino, Massimiliano ; artis, michael.
    In: Working Papers.
    RePEc:igi:igierp:237.

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  46. Forecasting Inflation in the Euro Area. (2003). DE BANDT, OLIVIER ; Flageollet, A. ; Bruneau, C..
    In: Working papers.
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  47. Factor Models in Large Cross-Sections of Time Series. (2002). Reichlin, Lucrezia.
    In: CEPR Discussion Papers.
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  48. The economic consequences of euro area modelling shortcuts. (2002). Siviero, Stefano ; Monteforte, Libero.
    In: Temi di discussione (Economic working papers).
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  49. EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle. (2001). veronese, giovanni ; Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Cristadoro, Riccardo ; Bassanetti, Antonio ; Altissimo, Filippo .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3108.

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

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