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Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions. (2006). Ng, Serena ; Bai, Jushan.
In: Econometrica.
RePEc:ecm:emetrp:v:74:y:2006:i:4:p:1133-1150.

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  98. The comparative African regional economics of globalization in financial allocation efficiency: the pre-crisis era revisited. (2020). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph.
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  101. Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph.
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  102. The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2020). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph.
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  104. Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors. (2020). GAO, Jiti ; Silvapulle, Param ; Hannadige, Sium Bodha.
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  105. Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother. (2020). Solberger, Martin ; Spnberg, Erik.
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  106. Portfolio Efficiency with High-Dimensional Data as Conditioning Information. (2020). Vigo Pereira, Caio.
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  108. U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak. (2020). Stock, James ; Mertens, Karel ; Lewis, Daniel.
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  109. Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph.
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  110. Asymmetric network connectedness of fears. (2020). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia ; Barunik, Jozef.
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  111. Macroeconomic forecasting using factor models and machine learning: an application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei.
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  112. Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). de Simone, Francisco Nadal ; Jin, Xisong.
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  113. Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects. (2020). Zinde-Walsh, Victoria ; Galbraith, John W.
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  114. Bootstrapping factor models with cross sectional dependence. (2020). Perron, Benoit ; Gonalves, Silvia.
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  115. A time-varying diffusion index forecasting model. (2020). Zhang, Yonghui ; Wei, Jie.
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  116. Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal .
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  117. Inference in Weak Factor Models. (2020). Yamagata, Takashi ; Uematsu, Yoshimasa.
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  118. Estimation of Weak Factor Models. (2020). Uematsu, Yoshimasa ; Yamagata, Takashi.
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  119. Optimal Feasible Expectations in Economics and Finance. (2020). Lake, A.
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  120. Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy.
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  121. Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan.
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  122. Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca.
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  123. Simpler Proofs for Approximate Factor Models of Large Dimensions. (2020). Ng, Serena ; Bai, Jushan.
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  124. Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan.
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  125. Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph.
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  126. Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph.
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  127. ARE PRICES STICKY IN LARGE DEVELOPING ECONOMIES? AN EMPIRICAL COMPARISON OF CHINA AND INDIA. (2019). CHONG, Terence Tai Leung ; Wu, Zhang ; Zhu, Tingting Juni ; Rafiq, M S ; Leung, Terence Tai.
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  128. Governance,capital flight and industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice.
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  129. Foreign Aid, Education and Lifelong Learning in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice.
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  130. Governance, capital flight and industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice.
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  131. Fighting terrorism in Africa: evidence from bundling and unbundling institutions. (2019). Tchamyou, Vanessa ; Asongu, Acha-Anyi.
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  132. Factor-Driven Two-Regime Regression. (2019). Shin, Youngki ; SEO, MYUNG HWAN ; Liao, Yuan ; Lee, Sokbae.
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  133. Estimating and testing high dimensional factor models with multiple structural changes. (2019). Wang, FA ; Kao, Chihwa ; Baltagi, Badi H.
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  134. Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andres, Antonio.
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  135. Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna.
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  136. Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions. (2019). Wang, FA.
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  137. Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Andres, Antonio ; Amavilah, Voxi Heinrich.
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  138. Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda ; Uduji, Joseph.
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  139. Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice.
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  140. FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. (2019). Asongu, Simplice.
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  141. Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph.
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  142. Does It Matter When Labor Market Reforms Are Implemented? The Role of the Monetary Policy Environment. (2019). Lastauskas, Povilas ; Stakenas, Julius.
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  143. Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine.
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  144. Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine .
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  145. Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine .
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  146. Estimation of large dimensional conditional factor models in finance. (2019). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick.
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  147. Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I.
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  148. The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph.
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  149. Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice.
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  150. FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. (2019). Asongu, Simplice.
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  151. Foreign aid, instability and governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice.
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  152. Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna R.
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  153. Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R.
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  154. Remittances, finance and industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Okafor, Chinelo ; Efobi, Uchenna ; Tanankem, Belmondo.
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  155. Time-varying government spending multipliers in the UK. (2019). Towbin, Pascal ; Sestieri, Giulia ; Glocker, Christian.
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  156. Growth in stress. (2019). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Maldonado, Javier.
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  157. Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes. (2019). Swanson, Norman R ; Guney, Ethem I ; Cepni, Oguzhan.
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  158. Predictive regressions under asymmetric loss: Factor augmentation and model selection. (2019). Hacioglu Hoke, Sinem ; Demetrescu, Matei.
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  159. Representation, estimation and forecasting of the multivariate index-augmented autoregressive model. (2019). Guardabascio, Barbara ; Cubadda, Gianluca.
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  160. CO2 emissions and economic activity: A short-to-medium run perspective. (2019). Fosten, Jack.
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  161. A two-stage estimator for heterogeneous panel models with common factors. (2019). Castagnetti, Carolina ; Trapani, Lorenzo ; Rossi, Eduardo.
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  162. Rank regularized estimation of approximate factor models. (2019). Bai, Jushan ; Ng, Serena.
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  163. Forecasting using random subspace methods. (2019). Nibbering, Didier ; Boot, Tom .
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  164. Consistent estimation of time-varying loadings in high-dimensional factor models. (2019). Urga, Giovanni ; Hillebrand, Eric ; Mikkelsen, Jakob Guldbak .
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  165. Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance. (2019). Wu, Jianhong.
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  166. Estimation of Weak Factor Models. (2019). Yamagata, Takashi ; Uematsu, Yoshimasa.
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  167. Does It Matter When Labor Market Reforms Are Implemented? The Role of the Monetary Policy Environment. (2019). Lastauskas, Povilas ; Stakenas, Julius.
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  168. Labour productivity and the wageless recovery. (2019). Guglielminetti, Elisa ; Conti, Antonio ; Riggi, Marianna.
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  169. Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
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  170. Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I.
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  171. The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph.
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  172. Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice.
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  173. FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. (2019). Asongu, Simplice.
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  174. Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph.
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  175. Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna R.
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  176. Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R.
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  177. Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph.
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  178. Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna.
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  179. Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R.
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  180. Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I.
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  181. The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph.
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  185. Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna.
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  186. Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R.
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  187. Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment. (2018). Rohloff, Hannes ; Herwartz, Helmut.
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  188. Assessing the degree of international consumption risk sharing . (2018). Servén, Luis ; Hevia, Constantino ; Serven, Luis.
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  189. Growth in Stress. (2018). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Vicente, Javier .
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  190. Combined Density Nowcasting in an Uncertain Economic Environment. (2018). van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are.
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  191. Conditional Determinants of Mobile Phones Penetration and Mobile Banking in Sub-Saharan Africa. (2018). Asongu, Simplice.
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  192. The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Nwachukwu, Jacinta ; Asongu, Simplice ; Pyke, Chris ; le Roux, Sara.
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  193. 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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  194. The Forecasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca.
    In: Center for Economic Research (RECent).
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  195. Monitoring Bank Failures in a Data-Rich Environment. (2018). Moran, Kevin ; Gnagne, Jean Armand .
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  196. Forecasting with Many Predictors: How Useful are National and International Confidence Data?. (2018). Rherrad, Imad ; Moran, Kevin ; Nono, Simplice Aime.
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  197. Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Li, Canlin ; Lee, Tae Hwy ; Hillebrand, Eric ; Huang, Huiyu .
    In: Econometrics.
    RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513.

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  198. Forecasting economic activity in sectors of the Cypriot economy. (2018). Pashourtidou, Nicoletta ; Karagiannakis, Charalampos ; Papamichael, Christos .
    In: Cyprus Economic Policy Review.
    RePEc:erc:cypepr:v:12:y:2018:i:2:p:24-66.

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  199. Dynamic factor model for network traffic state forecast. (2018). Ma, Tao ; Antoniou, Constantinos ; Zhou, Zhou.
    In: Transportation Research Part B: Methodological.
    RePEc:eee:transb:v:118:y:2018:i:c:p:281-317.

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  200. Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods. (2018). Kim, Hyun Hak ; Swanson, Norman R.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:34:y:2018:i:2:p:339-354.

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  201. Tactical sales forecasting using a very large set of macroeconomic indicators. (2018). Aghezzaf, El-Houssaine ; Desmet, Bram ; Sagaert, Yves R ; Kourentzes, Nikolaos.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:264:y:2018:i:2:p:558-569.

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  202. Estimation of random coefficients logit demand models with interactive fixed effects. (2018). Shum, Matthew ; Weidner, Martin ; Moon, Hyungsik Roger.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:206:y:2018:i:2:p:613-644.

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  203. Capital mobility in OECD countries: A multi-level factor approach to saving–investment correlations. (2018). Ho, Sun ; Kim, Yun Jung.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:69:y:2018:i:c:p:150-159.

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  204. Assessing the degree of international consumption risk sharing. (2018). Servén, Luis ; Hevia, Constantino ; Serven, Luis.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:134:y:2018:i:c:p:176-190.

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  205. Estimation of the common component in Dynamic Factor Models. (2018). Navarro, Angela Caro ; Sanchez, Daniel Pea .
    In: DES - Working Papers. Statistics and Econometrics. WS.
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  206. Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier .
    In: DES - Working Papers. Statistics and Econometrics. WS.
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  207. The Forcasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca.
    In: CEPR Discussion Papers.
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  208. Quantile Factor Models. (2018). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: CEPR Discussion Papers.
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  209. A Large Canadian Database for Macroeconomic Analysis. (2018). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Fortin-Gagnon, Olivier.
    In: CIRANO Working Papers.
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  210. Bank lending standards over the cycle: the role of firms’ productivity and credit risk. (2018). Vegas, Raquel ; Moral-Benito, Enrique ; Jimenez, Gabriel.
    In: Working Papers.
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  211. Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna.
    In: Papers.
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  212. Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). Yang, Xiye ; Liao, Yuan.
    In: Papers.
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  213. The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Nwachukwu, Jacinta ; le Roux, Sara ; Asongu, Simplice ; Pyke, Chris.
    In: Working Papers of the African Governance and Development Institute..
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  214. The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). le Roux, Sara ; Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta C.
    In: AFEA Working Papers.
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  215. The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). le Roux, Sara ; Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta.
    In: Research Africa Network Working Papers.
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  216. An empirical study of credit shock transmission in a small open economy. (2017). Stevanovic, Dalibor ; Bedock, Nathan .
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:50:y:2017:i:2:p:541-570.

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  217. Determining the number of factors after stationary univariate transformations. (2017). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco.
    In: Empirical Economics.
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  218. Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas. (2017). Yang, Xiye ; Liao, Yuan.
    In: Departmental Working Papers.
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  219. The Role of Openness in the Effect of ICT on Governance. (2017). Nwachukwu, Jacinta ; Asongu, Simplice.
    In: MPRA Paper.
    RePEc:pra:mprapa:84344.

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  220. Fighting terrorism in Africa: evidence from bundling and unbundling institutions. (2017). Tchamyou, Vanessa ; Asongu, Ndemaze.
    In: MPRA Paper.
    RePEc:pra:mprapa:84342.

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  221. Level and Volatility Factors in Macroeconomic Data. (2017). Ng, Serena ; Gorodnichenko, Yuriy.
    In: NBER Working Papers.
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  222. Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2017). Nwachukwu, Jacinta ; Asongu, Simplice.
    In: Journal of Industry, Competition and Trade.
    RePEc:kap:jincot:v:17:y:2017:i:3:d:10.1007_s10842-016-0240-1.

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  223. Estimation of random coefficients logit demand models with interactive fixed effects. (2017). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik Roger.
    In: CeMMAP working papers.
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  224. Non-Stationary Dynamic Factor Models for Large Datasets. (2017). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-24.

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  225. Macroeconomic factors and equity premium predictability. (2017). Buncic, Daniel ; Tischhauser, Martin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:51:y:2017:i:c:p:621-644.

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  226. Threshold effects of financial stress on monetary policy rules: A panel data analysis. (2017). van Roye, Björn ; Floro, Danvee.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:51:y:2017:i:c:p:599-620.

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  227. Level and volatility factors in macroeconomic data. (2017). Ng, Serena ; Gorodnichenko, Yuriy.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:91:y:2017:i:c:p:52-68.

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  228. Real-time inflation forecasting with high-dimensional models: The case of Brazil. (2017). Medeiros, Marcelo.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:3:p:679-693.

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  229. Tests of equal accuracy for nested models with estimated factors. (2017). McCracken, Michael ; Goncalves, Silvia ; Perron, Benoit ; Gonalves, Silvia.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:198:y:2017:i:2:p:231-252.

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  230. On testing for structural break of coefficients in factor-augmented regression models. (2017). Chen, Sanpan ; Zhang, Jianhua ; Cui, Guowei.
    In: Economics Letters.
    RePEc:eee:ecolet:v:161:y:2017:i:c:p:141-145.

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  231. Confidence intervals in regressions with estimated factors and idiosyncratic components. (2017). Fosten, Jack.
    In: Economics Letters.
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  232. Threshold effects of financial stress on monetary policy rules: a panel data analysis. (2017). van Roye, Björn ; Floro, Danvee.
    In: Working Paper Series.
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  233. Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence. (2017). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez, Carlos Vladimir .
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  234. Factor Modelling for High-Dimensional Time Series: Inference and Model Selection. (2017). Rao, Tata Subba ; Yau, Chun Yip ; Lu, YE ; Chan, Ngai Hang ; Wilson, Granville Tunnicliffe.
    In: Journal of Time Series Analysis.
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  235. Principal Components and Regularized Estimation of Factor Models. (2017). Ng, Serena ; Bai, Jushan.
    In: Papers.
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  236. A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa .
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  237. The Role of Openness in the Effect of ICT on Governance. (2017). Nwachukwu, Jacinta ; Asongu, Simplice.
    In: Working Papers of the African Governance and Development Institute..
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  238. Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H.
    In: Journal of Economic Perspectives.
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  239. The Role of Openness in the Effect of ICT on Governance. (2017). Asongu, Simplice ; Nwachukwu, Jacinta C.
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  240. Macroeconomic Forecasting Using Penalized Regression Methods. (2016). Smeekes, Stephan ; Wijler, Etienne.
    In: Research Memorandum.
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  241. Model selection with factors and variables. (2016). Fosten, Jack.
    In: University of East Anglia School of Economics Working Paper Series.
    RePEc:uea:ueaeco:2016_07.

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  242. Forecast evaluation with factor-augmented models. (2016). Fosten, Jack.
    In: University of East Anglia School of Economics Working Paper Series.
    RePEc:uea:ueaeco:2016_05.

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  243. Empirical identification of factor models. (2016). Yagihashi, Takeshi ; Phiromswad, Piyachart .
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  244. Revolution empirics: predicting the Arab Spring. (2016). Nwachukwu, Jacinta ; Asongu, Simplice.
    In: Empirical Economics.
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  245. The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications. (2016). Liao, Yuan ; Hansen, Christian.
    In: Departmental Working Papers.
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  246. A New Approach to Modelling Sector Stock Returns in China. (2016). CHONG, Terence Tai Leung ; Zou, Lin ; Li, Nasha .
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  247. Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Nwachukwu, Jacinta ; Asongu, Simplice.
    In: MPRA Paper.
    RePEc:pra:mprapa:77309.

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  248. The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications. (2016). Liao, Yuan ; Hansen, Christian.
    In: MPRA Paper.
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  249. Globalization and Governance: A Critical Contribution to the Empirics. (2016). Tchamyou, Vanessa ; Efobi, Uchenna ; Asongu, Simplice.
    In: MPRA Paper.
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  250. The Mobile Phone in the Diffusion of Knowledge for Institutional Quality in Sub-Saharan Africa. (2016). Nwachukwu, Jacinta ; Asongu, Simplice.
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  251. Are Exchange Rates Disconnected from Macroeconomic Variables? Evidence from the Factor Approach. (2016). Park, Cheolbeom ; Kim, Yunjung.
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  252. The Mobile Phone in the Diffusion of Knowledge for Institutional Quality in Sub-Saharan Africa. (2016). Nwachukwu, Jacinta ; Asongu, Simplice.
    In: World Development.
    RePEc:eee:wdevel:v:86:y:2016:i:c:p:133-147.

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  253. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W.
    In: Handbook of Macroeconomics.
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  254. Systemic risk and the macroeconomy: An empirical evaluation. (2016). Pruitt, Seth ; Giglio, Stefano ; Kelly, Bryan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:119:y:2016:i:3:p:457-471.

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  255. Shocking language: Understanding the macroeconomic effects of central bank communication. (2016). McMahon, Michael ; Hansen, Stephen.
    In: Journal of International Economics.
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  256. Structural analysis with Multivariate Autoregressive Index models. (2016). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: Journal of Econometrics.
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  257. The macroeconomic effects of uncertainty shocks: The role of the financial channel. (2016). Zhang, Fang ; Popp, Aaron.
    In: Journal of Economic Dynamics and Control.
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  258. Revisiting useful approaches to data-rich macroeconomic forecasting. (2016). Groen, Jan ; An, J ; Kapetanios, George.
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    RePEc:eee:csdana:v:100:y:2016:i:c:p:221-239.

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  259. Determining the number of factors after stationary univariate transformations. (2016). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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  260. Dynamic Effects of Credit Shocks in a Data-Rich Environment. (2016). Stevanovic, Dalibor ; Giannoni, Marc ; Boivin, Jean .
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  261. Does fiscal policy affect interest rates? Evidence from a factor-augmented panel. (2016). Sola, Sergio ; Salvatore, Dellerba .
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:16:y:2016:i:2:p:395-437:n:9.

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  262. The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications. (2016). Liao, Yuan ; Hansen, Christian.
    In: Papers.
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  263. Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Nwachukwu, Jacinta ; Asongu, Simplice.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:16/047.

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  264. Globalization and Governance: A Critical Contribution to the Empirics. (2016). Tchamyou, Vanessa ; Efobi, Uchenna ; Asongu, Simplice.
    In: Working Papers of the African Governance and Development Institute..
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  265. Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Asongu, Simplice ; Nwachukwu, Jacinta C.
    In: Research Africa Network Working Papers.
    RePEc:abh:wpaper:16/047.

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  266. Globalization and Governance: A Critical Contribution to the Empirics. (2016). Tchamyou, Vanessa ; Asongu, Simplice ; Efobi, Uchenna R.
    In: Research Africa Network Working Papers.
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  267. Threshold Effects of Financial Stress on Monetary Policy Rules: A Panel Data Analysis. (2015). van Roye, Björn ; Floro, Danvee.
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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  268. Semiparametric Model Averaging of Ultra-High Dimensional Time Series. (2015). Li, Degui ; LINTON, OLIVER ; Chen, Jia ; Lu, Zudi.
    In: Discussion Papers.
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  269. Shocking language: Understanding the macroeconomic effects of central bank communication. (2015). McMahon, Michael ; Hansen, Stephen.
    In: The Warwick Economics Research Paper Series (TWERPS).
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  270. Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation. (2015). Kristensen, Johannes ; Callot, Laurent.
    In: Tinbergen Institute Discussion Papers.
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  271. On the Selection of Common Factors for Macroeconomic Forecasting. (2015). Proietti, Tommaso ; Giovannelli, Alessandro.
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  272. Foreign aid instability and bundled governance dynamics in Africa. (2015). Nwachukwu, Jacinta ; Asongu, Simplice.
    In: MPRA Paper.
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  273. The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency. (2015). Tchamyou, Vanessa ; Asongu, Simplice.
    In: MPRA Paper.
    RePEc:pra:mprapa:71173.

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  274. Foreign aid, education and lifelong learning in Africa. (2015). Tchamyou, Vanessa ; Asongu, Simplice.
    In: MPRA Paper.
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  275. Conditional Determinants of Mobile Phones Penetration and Mobile Banking in Sub-Saharan Africa. (2015). Asongu, Simplice.
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  276. The incremental effect of education on corruption: evidence of synergy from lifelong learning. (2015). Nwachukwu, Jacinta ; Asongu, Simplice.
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  277. Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions. (2015). Asongu, Simplice.
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  278. Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance. (2015). Nwachukwu, Jacinta ; Asongu, Simplice.
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  279. Systemic Risk and the Macroeconomy: An Empirical Evaluation. (2015). Pruitt, Seth ; Giglio, Stefano ; Kelly, Bryan T..
    In: NBER Working Papers.
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  280. Semiparametric model averaging of ultra-high dimensional time series. (2015). Li, Degui ; LINTON, OLIVER ; Chen, Jia ; Lu, Zudi.
    In: CeMMAP working papers.
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  281. Time-varying risk premium in large cross-sectional equity datasets. (2015). Scaillet, Olivier ; Ossola, Elisa ; Gagilardini, Patrick .
    In: Working Papers.
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  282. Time-varying risk premium in large cross-sectional equity datasets. (2015). Ossola, Elisa ; Scaillet, Olivier ; Gagilardini, Patrick .
    In: Working Papers.
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  283. Co-Movement, Spillovers and Excess Returns in Global Bond Markets?. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph.
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  284. Shocking language: Understanding the macroeconomic effects of central bank communication. (2015). McMahon, Michael ; Hansen, Stephen.
    In: LSE Research Online Documents on Economics.
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  285. Carry funding and safe haven currencies: A threshold regression approach. (2015). MacDonald, Ronald ; Hossfeld, Oliver.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:59:y:2015:i:c:p:185-202.

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  286. 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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  287. 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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  288. Tests for overidentifying restrictions in Factor-Augmented VAR models. (2015). Han, Xu.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:184:y:2015:i:2:p:394-419.

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  289. Factor-augmented regression models with structural change. (2015). Cui, Guowei ; Wang, Shaoping ; Li, Kunpeng.
    In: Economics Letters.
    RePEc:eee:ecolet:v:130:y:2015:i:c:p:124-127.

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  290. Co-Movement, Spillovers and Excess Returns in Global Bond Markets. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:683.

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  291. Labour market adjustments in Europe and the US: How different?. (2015). Smets, Frank ; Beyer, Robert ; Beyer, Robert C. M., .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151767.

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  292. The incremental effect of education on corruption: evidence of synergy from lifelong learning. (2015). Nwachukwu, Jacinta ; Asongu, Simplice.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-14-00696.

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  293. 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.
    RePEc:cte:wsrepe:ws1502.

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  294. Shocking language: Understanding the macroeconomic effects of central bank communication. (2015). McMahon, Michael ; Hansen, Stephen.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11018.

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  295. Factor augmented autoregressive distributed lag models with macroeconomic applications. (2015). Stevanovic, Dalibor.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2015s-33.

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  296. Shocking language: Understanding the macroeconomic effects of central bank communication. (2015). Hansen, Stephen ; McMahon, Michael.
    In: CAGE Online Working Paper Series.
    RePEc:cge:wacage:258.

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  297. Shocking Language: Understanding the macroeconomic effects of central bank communication. (2015). McMahon, Michael ; Hansen, Stephen.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1537.

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  298. Recent developments in bootstrap methods for dependent data. (2015). Perron, Benoit ; Goncalves, Silvia ; Djogbenou, Antoine ; Gonalves, Silvia ; Rahbek, Anders ; Politis, Dimitris N ; Cavaliere, Giuseppe.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:36:y:2015:i:3:p:481-502.

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  299. Shocking language: Understanding the macroeconomic effects of central bank communication. (2015). McMahon, Michael ; Hansen, Stephen.
    In: Economic Research Papers.
    RePEc:ags:uwarer:269727.

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  300. Co-Movement, Spillovers and Excess Returns in Global Bond Markets. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P.
    In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon.
    RePEc:ags:aaea07:683.

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  301. The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency. (2015). Tchamyou, Vanessa ; Asongu, Simplice.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:15/053.

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  302. Foreign aid, education and lifelong learning in Africa. (2015). Tchamyou, Vanessa ; Asongu, Simplice.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:15/047.

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  303. Conditional Determinants of Mobile Phones Penetration and Mobile Banking in Sub-Saharan Africa. (2015). Asongu, Simplice.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:15/043.

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  304. The incremental effect of education on corruption: evidence of synergy from lifelong learning. (2015). Nwachukwu, Jacinta ; Asongu, Simplice.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:15/036.

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  305. Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions. (2015). Asongu, Simplice.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:15/010.

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  306. Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance. (2015). Nwachukwu, Jacinta ; Asongu, Simplice.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:15/001.

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  307. The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency. (2015). Tchamyou, Vanessa ; Asongu, Simplice.
    In: Research Africa Network Working Papers.
    RePEc:abh:wpaper:15/053.

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  308. Foreign aid, education and lifelong learning in Africa. (2015). Tchamyou, Vanessa ; Asongu, Simplice.
    In: Research Africa Network Working Papers.
    RePEc:abh:wpaper:15/047.

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  309. Conditional Determinants of Mobile Phones Penetration and Mobile Banking in Sub-Saharan Africa. (2015). Asongu, Simplice.
    In: Research Africa Network Working Papers.
    RePEc:abh:wpaper:15/043.

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  310. The incremental effect of education on corruption: evidence of synergy from lifelong learning. (2015). Asongu, Simplice ; Nwachukwu, Jacinta C.
    In: Research Africa Network Working Papers.
    RePEc:abh:wpaper:15/036.

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  311. Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions. (2015). Asongu, Simplice.
    In: Research Africa Network Working Papers.
    RePEc:abh:wpaper:15/010.

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  312. Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance. (2015). Asongu, Simplice ; Nwachukwu, Jacinta C.
    In: Research Africa Network Working Papers.
    RePEc:abh:wpaper:15/001.

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  313. Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation. (2015). Kristensen, Johannes ; Callot, Laurent.
    In: CREATES Research Papers.
    RePEc:aah:create:2015-29.

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  314. Combined Density Nowcasting in an Uncertain Economic Environment. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140152.

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  315. On the Selection of Common Factors for Macroeconomic Forecasting. (2014). Proietti, Tommaso ; Giovannelli, Alessandro.
    In: MPRA Paper.
    RePEc:pra:mprapa:60673.

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  316. A factor-augmented model of markup on mortgage loans in Poland. (2014). Bystrov, Victor.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:45:y:2014:i:6:p:491-512.

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  317. Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. (2014). MORANA, CLAUDIO.
    In: Working Papers.
    RePEc:mib:wpaper:273.

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  318. Dynamic linear panel regression models with interactive fixed effects. (2014). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:47/14.

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  319. Estimation of random coefficients logit demand models with interactive fixed effects. (2014). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:20/14.

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  320. Factor-based prediction of industry-wide bank stress. (2014). McCracken, Michael ; Grover, Sean P..
    In: Review.
    RePEc:fip:fedlrv:00022.

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  321. Forecasting US recessions: The role of sentiment. (2014). Eriksen, Jonas ; Christiansen, Charlotte ; Moller, Stig Vinther .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:459-468.

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  322. Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models. (2014). Nakajima, Jouchi ; Zhou, Xiaocong ; West, Mike .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:4:p:963-980.

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  323. Forecasting with factor-augmented error correction models. (2014). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:3:p:589-612.

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  324. Bootstrapping factor-augmented regression models. (2014). Perron, Benoit ; Goncalves, Silvia ; Gonalves, Silvia.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:182:y:2014:i:1:p:156-173.

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  325. Testing for structural stability of factor augmented forecasting models. (2014). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:182:y:2014:i:1:p:100-118.

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  326. Detecting big structural breaks in large factor models. (2014). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; JuanJ. Dolado, .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:180:y:2014:i:1:p:30-48.

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  327. 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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  328. Robust thresholding for Diffusion Index forecast. (2014). Wang, Qing ; Le, Vu.
    In: Economics Letters.
    RePEc:eee:ecolet:v:125:y:2014:i:1:p:52-56.

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  329. Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?. (2014). Kristensen, Johannes ; Tang, Kristensen Johannes .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:18:y:2014:i:3:p:30:n:4.

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  330. On the Selection of Common Factors for Macroeconomic Forecasting. (2014). Proietti, Tommaso ; Giovannelli, Alessandro.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-46.

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  331. Labour market performance in OECD countries: A comprehensive empirical modelling approach of institutional interdependencies. (2013). Schleer, Frauke ; Sachs, Andreas.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:13040.

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  332. Labour Market Performance in OECD Countries: A Comprehensive Empirical Modelling Approach of Institutional Interdependencies. WWWforEurope Working Paper No. 7. (2013). Sachs, Andreas ; Schleer, Frauke .
    In: WIFO Studies.
    RePEc:wfo:wstudy:46851.

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  333. Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?. (2013). Luciani, Matteo ; Barigozzi, Matteo ; Conti, Antoniomaria .
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/153330.

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  334. What does high-dimensional factor analysis tell us about risk factors in the Australian stock market?. (2013). Heaton, Chris ; Bowers, Colin.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:11:p:1395-1404.

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  335. Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India. (2013). CHONG, Terence Tai Leung ; Chong, Terence Tai Leung, ; Zhu, Tingting ; Rafiq, M. S..
    In: MPRA Paper.
    RePEc:pra:mprapa:60985.

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  336. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
    In: MPRA Paper.
    RePEc:pra:mprapa:53745.

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  337. Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors. (2013). Bai, Jushan ; Ando, Tomohiro.
    In: MPRA Paper.
    RePEc:pra:mprapa:52785.

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  338. A factor-augemented model of markup on mortgage loans in Poland. (2013). Bystrov, Victor.
    In: MPRA Paper.
    RePEc:pra:mprapa:49683.

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  339. Dynamic linear panel regression models with interactive fixed effects. (2013). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:63/13.

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  340. Consistent Factor Estimation in Dynamic Factor Models with Structural Instability. (2013). Watson, Mark ; Plagborg-Mller, Mikkel ; Bates, Brandon J ; Stock, James H.
    In: Scholarly Articles.
    RePEc:hrv:faseco:28469786.

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  341. Macro determinants of U.S. stock market risk premia in bull and bear markets. (2013). Menkhoff, Lukas ; Baetje, Fabian .
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-520.

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  342. Adaptive forecasting of exchange rates with panel data. (2013). Moura, Guilherme ; Morales-Arias, Leonardo .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:3:p:493-509.

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  343. Consistent factor estimation in dynamic factor models with structural instability. (2013). Watson, Mark ; Plagborg-Moller, Mikkel ; Bates, Brandon J. ; Stock, James H..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:289-304.

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  344. Principal components estimation and identification of static factors. (2013). Ng, Serena ; Bai, Jushan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:176:y:2013:i:1:p:18-29.

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  345. Limit theory for panel data models with cross sectional dependence and sequential exogeneity. (2013). Prucha, Ingmar ; Kuersteiner, Guido.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:2:p:107-126.

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  346. On bootstrapping panel factor series. (2013). Trapani, Lorenzo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:172:y:2013:i:1:p:127-141.

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

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  348. Portfolio selection in a data-rich environment. (2013). Taamouti, Abderrahim ; Bouaddi, Mohammed .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2943-2962.

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  349. Primary commodity prices: Co-movements, common factors and fundamentals. (2013). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:101:y:2013:i:c:p:16-26.

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  350. The heterogeneous impact of macroeconomic information on firms earnings forecasts. (2013). Broadstock, David ; Xu, Bing ; Shu, Yan.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:45:y:2013:i:4:p:311-325.

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  351. Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach. (2013). Gonzalo, Jesus ; Dolado, Juan ; Ramos, Andrey David ; Chen, Liang.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:35531.

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  352. New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil. (2013). MORANA, CLAUDIO.
    In: CeRP Working Papers.
    RePEc:crp:wpaper:137.

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  353. Dynamic Effects of Credit Shocks in a Data-Rich Environment. (2013). Stevanovic, Dalibor ; Giannoni, Marc ; Boivin, Jean .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9470.

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  354. Global and regional business cycles. Shocks and propagations. (2013). Thorsrud, Leif.
    In: Working Paper.
    RePEc:bno:worpap:2013_08.

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  355. 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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  356. 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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  357. Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H..
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493.

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  358. A factorial decomposition of inflation in Peru: an alternative measure of core inflation. (2012). Rodríguez, Gabriel ; Humala, Alberto ; Rodriguez, Gabriel.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:14:p:1331-1334.

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  359. Global commodity cycles and linkages: a FAVAR approach. (2012). Schnatz, Bernd ; Osbat, Chiara ; Lombardi, Marco.
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:2:p:651-670.

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  360. Credit Shocks and Monetary Policy in Brazil: A Structural Favar Approach. (2012). Valls Pereira, Pedro ; da Silva, Marcelo Gonalves .
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:32:y:2012:i:2:a:17153.

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  361. Jackknife Model Averaging of the Current Account Determinants. (2012). Uroevic, Branko ; Nedeljkovic, Milan ; Zildovic, Emir .
    In: Working papers.
    RePEc:nsb:wpaper:23.

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  362. How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads. (2012). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
    In: Working papers.
    RePEc:nsb:wpaper:21.

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  363. Disentangling the Channels of the 2007-2009 Recession. (2012). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18094.

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  364. A monetáris politika hatása a magyar gazdaságra. Elemzés strukturális, dinamikus faktormodellel. (2012). Pellényi, Gábor ; Pellenyi, Gabor .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1296.

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  365. Portfolio risk management in a data-rich environment. (2012). Taamouti, Abderrahim ; Bouaddi, Mohammed.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:26:y:2012:i:4:p:469-494.

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  366. Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions. (2012). Yamamoto, Yohei.
    In: Global COE Hi-Stat Discussion Paper Series.
    RePEc:hst:ghsdps:gd12-249.

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  367. Do Euro area countries respond asymmetrically to the common monetary policy?. (2012). Luciani, Matteo ; Barigozzi, Matteo ; Conti, Antonio .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:43344.

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  368. 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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  369. How the Subprime Crisis went global: Evidence from bank credit default swap spreads. (2012). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1299-1318.

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  370. Forecasting government bond yields with large Bayesian vector autoregressions. (2012). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:7:p:2026-2047.

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  371. Dimension reduction and model averaging for estimation of artists age-valuation profiles. (2012). Galbraith, John ; Hodgson, Douglas J..
    In: European Economic Review.
    RePEc:eee:eecrev:v:56:y:2012:i:3:p:422-435.

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  372. Asymptotic distribution of factor augmented estimators for panel regression. (2012). Sul, Donggyu ; Han, Chirok ; Greenaway-McGrevy, Ryan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:1:p:48-53.

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  373. Are the Fama–French factors good proxies for latent risk factors? Evidence from the data of SHSE in China. (2012). Lin, Jianhao ; Wang, Meijin ; Cai, Lingfeng .
    In: Economics Letters.
    RePEc:eee:ecolet:v:116:y:2012:i:2:p:265-268.

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  374. What drives oil prices? Emerging versus developed economies. (2012). Thorsrud, Leif ; Bjørnland, Hilde ; Aastveit, Knut Are ; Bjornland, Hilde C..
    In: Working Paper.
    RePEc:bno:worpap:2012_11.

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

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  376. Forecasting the probability of US recessions: a Probit and dynamic factor modelling approach. (2011). Iqbal, Azhar ; Chen, Zhihong ; Lai, Huiwen.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:44:y:2011:i:2:p:651-672.

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  377. Structural interactions in spatial panels. (2011). Holly, Sean ; Bhattacharjee, Arnab.
    In: Empirical Economics.
    RePEc:spr:empeco:v:40:y:2011:i:1:p:69-94.

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  378. Detecting big structural breaks in large factor models. (2011). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: MPRA Paper.
    RePEc:pra:mprapa:31344.

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

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  380. 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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  381. Were Fed’s active monetary policy actions necessary?. (2010). Pang, Iris Ai Jao, .
    In: MPRA Paper.
    RePEc:pra:mprapa:32496.

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  382. Forecasting Hong Kong economy using factor augmented vector autoregression. (2010). Pang, Iris Ai Jao, .
    In: MPRA Paper.
    RePEc:pra:mprapa:32495.

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  383. Equity premium predictions with adaptive macro indexes. (2010). Bai, Jennie.
    In: Staff Reports.
    RePEc:fip:fednsr:475.

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  384. Factor forecasting using international targeted predictors: The case of German GDP. (2010). Schumacher, Christian.
    In: Economics Letters.
    RePEc:eee:ecolet:v:107:y:2010:i:2:p:95-98.

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  385. Factor-GMM estimation with large sets of possibly weak instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George.
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  386. Global commodity cycles and linkages a FAVAR approach. (2010). Schnatz, Bernd ; Osbat, Chiara ; Lombardi, Marco.
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  387. Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP. (2010). Schumacher, Christian ; Marcellino, Massimiliano.
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  388. Forecasting with Factor-augmented Error Correction. (2010). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
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  389. Relative Goods Prices, Pure Inflation, and the Phillips Correlation. (2010). Watson, Mark ; Reis, Ricardo.
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  390. Factor forecasting using international targeted predictors: the case of German GDP. (2009). Schumacher, Christian.
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  391. Model selection for generalized linear models with factor‐augmented predictors. (2009). Ando, Tomohiro ; Tsay, Ruey S.
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  392. Estimation précoce de la croissance: De la régression LARS au modèle à facteurs. (2009). Charpin, Franoise .
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  393. How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads. (2009). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
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  394. How Has the Euro Changed the Monetary Transmission Mechanism?. (2009). Mojon, Benoit ; Giannoni, Marc P. ; Boivin, Jean .
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  395. Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment. (2009). Wang, Mu-Chun.
    In: Journal of Forecasting.
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  396. Boosting diffusion indices. (2009). Ng, Serena ; Bai, Jushan.
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  397. Are Crime Rates Really Stationary?. (2009). Westerlund, Joakim ; Blomquist, Johan ; Johan, Blomquist ; Joakim, Westerlund .
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  398. Estimation précoce de la croissance. (2009). Charpin, Franoise.
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  399. Model selection criteria for factor-augmented regressions. (2009). Groen, Jan ; Kapetanios, George.
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  400. Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
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  401. Dimension Reduction and Model Averaging for Estimation of Artists Age-Valuation Profiles. (2009). Hodgson, Douglas ; Galbraith, John.
    In: CIRANO Working Papers.
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  402. Forecasting with Factor-Augmented Error Correction Models. (2009). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Discussion Papers.
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  403. Estimation methods in panel data models with observed and unobserved components: a Monte Carlo study. (2008). Rossi, Eduardo ; Castagnetti, Carolina.
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  404. Real-Time Measurement of Business Conditions. (2008). Scotti, Chiara ; Diebold, Francis ; Aruoba, S. Boragan.
    In: NBER Working Papers.
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  405. How Has the Euro Changed the Monetary Transmission?. (2008). Mojon, Benoit ; Giannoni, Marc ; Boivin, Jean.
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  406. Global Forces and Monetary Policy Effectiveness. (2008). Giannoni, Marc ; Boivin, Jean.
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  407. Factor-augmented Error Correction Models. (2008). Marcellino, Massimiliano ; Banerjee, Anindya.
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  408. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
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  409. 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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  410. Real-time measurement of business conditions. (2008). Scotti, Chiara ; Diebold, Francis ; Aruoba, S. Boragan.
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  411. 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.
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  412. Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; de Mol, Christine .
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  413. 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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  414. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
    In: Working Papers ECARES.
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  415. Extremum Estimation when the Predictors are Estimated from Large Panels. (2008). Ng, Serena ; Bai, Jushan.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2008:v:9:i:2:p:201-222.

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  416. 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.
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  417. Factor-augmented Error Correction Models. (2008). Marcellino, Massimiliano ; Banerjee, Anindya.
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  418. Forecasting Large Datasets with Reduced Rank Multivariate Models. (2007). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
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  419. Factor Analysis in a Model with Rational Expectations. (2007). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
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