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Dynamic Common Factors in Large Cross-Sections. (1995). Reichlin, Lucrezia ; Forni, Mario.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:1285.

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  1. On the Statistical Identification of DSGE Models. (2009). Paccagnini, Alessia ; Favero, Carlo ; Consolo, Agostino.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7176.

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  2. A review of nonfundamentalness and identification in structural VAR models. (2008). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008922.

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  3. A Review of Nonfundamentalness and Identification in Structural VAR Models. (2007). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2007/22.

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  4. The Econometrics of Monetary Policy: an Overview. (2007). Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:329.

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  5. On the Statistical Identification of DSGE Models. (2007). Paccagnini, Alessia ; Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:324.

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

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  7. Does information help recovering structural shocks from past observations?. (2006). Reichlin, Lucrezia ; Giannone, Domenico.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006632.

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  8. Does Information Help Recovering Structural Shocks from Past Observations?. (2006). Reichlin, Lucrezia ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5725.

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  9. Dynamic Factor Extraction of Cross-Sectional Dependence in Panel Unit Root Tests. (2004). Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp509.

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  10. A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data. (2004). cipollini, andrea ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp506.

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  11. Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10220.

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

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  13. Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-03.

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  14. A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions. (2003). Marcellino, Massimiliano ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp489.

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  15. Cycles and Common Cycles in Property and Related Sectors. (2003). Wang, Peijie.
    In: International Real Estate Review.
    RePEc:ire:issued:v:06:n:01:2003:p:22-42.

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  16. Identifying the Common Component of International Economic Fluctuations: A New Approach. (2003). Prasad, Eswar ; Lumsdaine, Robin L..
    In: Economic Journal.
    RePEc:ecj:econjl:v:113:y:2003:i:484:p:101-127.

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  17. Dynamic Factor Analysis for Measuring Money. (2003). Pichette, Lise ; Gilbert, Paul D..
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-21.

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  18. Monetary Policy in a Data-Rich Environment. (2001). Boivin, Jean ; Bernanke, Ben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8379.

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  19. A multi-country trend indicator for euro area inflation: computation and properties. (2001). Angelini, Elena ; Mestre, Ricardo ; Henry, Jerome.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:03-04.

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  20. The Generalized Dynamic Factor Model: Identification and Estimation. (1999). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2338.

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  21. Identifying the Common Component in International Economic Fluctuations. (1997). Prasad, Eswar ; Lumsdaine, Robin L..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5984.

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  22. Principal components at work: The empirical analysis of monetary policy with large datasets. (). Marcellino, Massimiliano ; Favero, Carlo ; Neglia, Francesca.
    In: Working Papers.
    RePEc:igi:igierp:223.

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