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Business cycle modeling without pretending to have too much a priori economic theory. (1977). Sims, Christopher ; Sargent, Thomas.
In: Working Papers.
RePEc:fip:fedmwp:55.

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    RePEc:bla:sajeco:v:85:y:2017:i:3:p:430-454.

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  91. Modeling Business Cycle Fluctuations through Markov Switching VAR:An Application to Iran. (2016). Moradi, Alireza .
    In: MPRA Paper.
    RePEc:pra:mprapa:73608.

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  92. Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions. (2016). Yamamoto, Yohei.
    In: Discussion paper series.
    RePEc:hit:hiasdp:hias-e-26.

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  93. Nowcasting Turkish GDP and News Decomposition. (2016). Yazgan, Ege ; Soybilgen, Barış ; Modugno, Michele.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-44.

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  94. The U.S. business cycle, 1867–2006: a dynamic factor approach. (2016). Uebele, Martin ; Sarferaz, Samad ; Ritschl, Albrecht.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:67420.

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  95. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-415.

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  96. RBC Methodology and the Development of Aggregate Economic Theory. (2016). Prescott, E C.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-1759.

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  97. Metro business cycles. (2016). Gascon, Charles ; Rapach, David E ; Arias, Maria A.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:94:y:2016:i:c:p:90-108.

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  98. 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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  99. A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance. (2016). Focardi, Sergio M ; Mitov, Ivan K ; Fabozzi, Frank J.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:65:y:2016:i:c:p:134-155.

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  100. Nowcasting Turkish GDP and news decomposition. (2016). Yazgan, Ege ; Soybilgen, Baris ; Modugno, Michele.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:4:p:1369-1384.

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  101. Improving GDP measurement: A measurement-error perspective. (2016). Song, Dongho ; Schorfheide, Frank ; Diebold, Francis ; Aruoba, S. Boragan ; Nalewaik, Jeremy .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:191:y:2016:i:2:p:384-397.

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  102. Determining the number of factors after stationary univariate transformations. (2016). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws1602.

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  103. Remittances in Mexico and their unobserved components. (2016). Corona, Francisco ; Orraca, Pedro.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:22674.

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  104. Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models. (2015). Modugno, Michele ; Lenza, Michele ; Giannone, Domenico ; D'Agostino, Antonello.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-66.

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  105. Assessing the Change in Labor Market Conditions. (2015). Nekarda, Christopher ; Fallick, Bruce ; Ratner, David ; Chung, Hess.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1438.

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  106. Comprehensive measurement of energy market integration in East Asia: An application of dynamic principal component analysis. (2015). Sheng, Yu ; Shi, Xunpeng ; Zhang, Dandan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:52:y:2015:i:pb:p:299-305.

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  107. Dynamic factor models with infinite-dimensional factor spaces: One-sided representations. (2015). Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:185:y:2015:i:2:p:359-371.

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  108. 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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  109. 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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  110. Indicador mensual de actividad económica (IMAE) para el Valle del Cauca. (2015). Vidal Alejandro, Pavel ; Sierra, Lya ; Collazos-Rodriguez, Jaime ; Dominguez, Johana Sanabria .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:013610.

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  111. Efficient estimation of heterogeneous coefficients in panel data models with common shock. (2014). Lu, Lina ; Li, Kunpeng.
    In: MPRA Paper.
    RePEc:pra:mprapa:59312.

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  112. Enhanced Measurement of Energy Market Integration in East Asia: An Application of Dynamic Principal Component Analysis. (2014). Sheng, Yu ; Shi, Xunpeng ; Zhang, Dandan.
    In: Working Papers.
    RePEc:era:wpaper:dp-2014-23.

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  113. Monetary policy effectiveness in China: Evidence from a FAVAR model. (2014). Swanson, Eric ; Spiegel, Mark ; Fernald, John.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:49:y:2014:i:pa:p:83-103.

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  115. Geometric and long run aspects of Granger causality. (2013). Al-Sadoon, Majid.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1356.

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  116. Business cycle co-movements between South Africa and the BRIC countries. (2013). Kabundi, Alain ; Çakır, Mustafa.
    In: Applied Economics.
    RePEc:taf:applec:v:45:y:2013:i:33:p:4698-4718.

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  117. Forecasting inflation in Poland using dynamic factor model. (2013). Pierzak, Agnieszka .
    In: MF Working Papers.
    RePEc:ris:mfplwp:0017.

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  118. The common component of firm growth. (2013). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:26:y:2013:i:c:p:73-82.

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  119. Factor models in high-dimensional time series—A time-domain approach. (2013). Lippi, Marco ; Hallin, Marc.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:123:y:2013:i:7:p:2678-2695.

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  120. Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model. (2013). van der Wel, Michel ; Koopman, Siem Jan.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:4:p:676-694.

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

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

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  123. 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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  124. Now-Casting and the Real-Time Data Flow. (2013). Babura, Marta ; Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-195.

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  125. Computational tools in econometric modeling for macroeconomics and finance. (2013). JAWADI, Fredj ; Dufrénot, Gilles ; Dufrenot, Gilles.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:34:y:2013:i:c:p:1-4.

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  126. Geometric and Long Run Aspects of Granger Causality. (2013). Al-Sadoon, Majid.
    In: Working Papers.
    RePEc:bge:wpaper:682.

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  127. Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel dEconomie 2011. (2012). Fève, Patrick ; Collard, Fabrice.
    In: TSE Working Papers.
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  128. Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel dEconomie 2011. (2012). Fève, Patrick ; Collard, Fabrice.
    In: IDEI Working Papers.
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  129. 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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  130. Factor modeling for high-dimensional time series: inference for the number of factors. (2012). Lam, Clifford ; Yao, Qiwei.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:45684.

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  131. 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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  132. Recent French relative export performance: Is there a competitiveness problem?. (2012). Nadal De Simone, Francisco ; Kabundi, Alain.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1408-1435.

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  133. Is East Asia an optimum currency area?. (2012). Lee, Grace ; Azali, M. ; Lee, Grace H. Y., .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:87-95.

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  134. Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model. (2011). van der Wel, Michel ; Koopman, Siem Jan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110063.

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  135. Dynamic Factor Analysis in The Presence of Missing Data. (2011). van der Wel, Michel ; Koopman, Siem Jan ; Jungbacker, B..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20090010.

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  136. Maximum likelihood estimation for dynamic factor models with missing data. (2011). van der Wel, Michel ; Koopman, Siem Jan ; Jungbacker, B.
    In: Post-Print.
    RePEc:hal:journl:hal-00828980.

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  137. What causes business cycles? Analysis of the Japanese industrial production data. (2011). Aoyama, Hideaki ; Ikeda, Yuichi ; Fujiwara, Yoshi ; Nakayama, Yasuhiro ; Souma, Wataru ; Yoshikawa, Hiroshi ; Iyetomi, Hiroshi.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:25:y:2011:i:3:p:246-272.

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  138. International comovements in inflation rates and country characteristics. (2011). Neely, Christopher ; Rapach, David E..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1471-1490.

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  139. Housing, credit, and real activity cycles: Characteristics and comovement. (2011). Tamirisa, Natalia ; Pinheiro, Marcelo ; Nadal De Simone, Francisco ; Kabundi, Alain ; Igan, Deniz.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:20:y:2011:i:3:p:210-231.

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  140. National and international market integration in the 19th century: Evidence from comovement. (2011). Uebele, Martin.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:48:y:2011:i:2:p:226-242.

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  141. Application of factor models for the identification of countries sharing international reference-cycles. (2011). Sonia, de Lucas Santos ; Álvarez, Inmaculada ; Ayuso, Inmaculada alvarez ; Santos, Sonia de Lucas, ; Rodriguez, Maria Jesus Delgado, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2424-2431.

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  142. Maximum likelihood estimation for dynamic factor models with missing data. (2011). van der Wel, Michel ; Koopman, Siem Jan ; Jungbacker, B..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:8:p:1358-1368.

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

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  144. ¿Akaike o Schwarz? ¿Cuál utilizar para predecir el PIB chileno?. (2011). Medel, Carlos A. ; Carlos A. Medel Vera, .
    In: Monetaria.
    RePEc:cml:moneta:v:xxxiv:y:2011:i:4:p:591-615.

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  145. Suficiencia del capital y previsiones de la banca uruguaya por su exposición al sector industrial. (2011). Fernandez, Daniel.
    In: Monetaria.
    RePEc:cml:moneta:v:xxxiv:y:2011:i:4:p:517-589.

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  146. Incertidumbre y dolarización de cartera: el caso argentino en el último medio siglo. (2011). Corso, Eduardo ; Burdisso, Tamara.
    In: Monetaria.
    RePEc:cml:moneta:v:xxxiv:y:2011:i:4:p:461-515.

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  147. Estimación de la tasa natural de interés para Perú: un enfoque financiero. (2011). Pereda, Javier.
    In: Monetaria.
    RePEc:cml:moneta:v:xxxiv:y:2011:i:4:p:429-459.

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  148. Un Modelo de Factores Dinámicos de Pequeña Escala para el Imacec. (2011). Gonzalez P., Wildo ; Gonzalo Echavarria M., .
    In: Notas de Investigación Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchni:v:14:y:2011:i:2:p:109-118.

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  149. Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates. (2010). van der Wel, Michel ; Koopman, Siem Jan ; Jungbacker, Borus .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20090041.

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  150. A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi). (2010). Tekatli, Necati.
    In: Working Papers.
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  151. Does a multi-sectoral design improve indicator-based forecasts of the GDP growth rate? Evidence from Switzerland. (2010). Graff, Michael.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:21:p:2759-2781.

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  152. Algebraic theory of identification in parametric models. (2010). Kociecki, Andrzej.
    In: MPRA Paper.
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  153. Business Cycles around the Globe: A Regime Switching Approach. (2010). Bildirici, Melike ; Altug, Sumru.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
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  154. The dynamic effects of monetary policy: A structural factor model approach. (2010). Gambetti, Luca ; Forni, Mario.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:57:y:2010:i:2:p:203-216.

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  155. Production-based measures of risk for asset pricing. (2010). Belo, Frederico.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:57:y:2010:i:2:p:146-163.

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  156. Micro vs macro explanations of post-war US unemployment movements. (2010). oslington, paul ; Heaton, Chris.
    In: Economics Letters.
    RePEc:eee:ecolet:v:106:y:2010:i:2:p:87-91.

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  157. What Causes Business Cycles? Analysis of the Japanese Industrial Production Data. (2010). Aoyama, Hideaki ; Ikeda, Yuichi ; Fujiwara, Yoshi ; Nakayama, Yasuhiro ; Souma, Wataru ; Yoshikawa, Hiroshi ; Iyetomi, Hiroshi.
    In: Papers.
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  158. 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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  159. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse.
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2009-03.

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  160. Common fluctuations in OECD budget balances. (2009). Neely, Christopher ; Rapach, David E..
    In: Working Papers.
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  161. Sectoral price data and models of price setting. (2009). Wiederholt, Mirko ; Moench, Emanuel ; Maćkowiak, Bartosz ; Makowiak, Bartosz.
    In: Journal of Monetary Economics.
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  162. States and the business cycle. (2009). Wall, Howard ; Owyang, Michael ; Rapach, David E..
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:65:y:2009:i:2:p:181-194.

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  163. Tracking down the business cycle: A dynamic factor model for Germany 1820-1913. (2009). Uebele, Martin ; Sarferaz, Samad.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:46:y:2009:i:3:p:368-387.

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  164. Infinite-dimensional VARs and factor models. (2009). Pesaran, M ; Chudik, Alexander.
    In: Working Paper Series.
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  165. Causality Along Subspaces: Theory. (2009). Al-Sadoon, Majid.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0919.

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

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  167. Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates. (2009). van der Wel, Michel ; Koopman, Siem Jan ; Jungbacker, Borus .
    In: CREATES Research Papers.
    RePEc:aah:create:2009-39.

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  168. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-11.

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  169. Global business cycles: convergence or decoupling?. (2008). Prasad, Eswar ; Otrok, Christopher ; Kose, Ayhan.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7557.

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  170. Different indexes for forecasting economic activity in Russia (in Russian). (2008). Demidov, Oleg.
    In: Quantile.
    RePEc:qnt:quantl:y:2008:i:5:p:83-102.

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  171. Real-Time Measurement of Business Conditions. (2008). Scotti, Chiara ; Diebold, Francis ; Aruoba, S. Boragan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14349.

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  172. Global Business Cycles: Convergence or Decoupling?. (2008). Prasad, Eswar ; Otrok, Christopher ; Kose, Ayhan.
    In: NBER Working Papers.
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  173. Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore. (2008). Chow, Hwee Kwan ; CHOY, KEEN MENG.
    In: Economic Growth Centre Working Paper Series.
    RePEc:nan:wpaper:0802.

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  174. The dynamic e ects of monetary policy: A structural factor model approach. (2008). Gambetti, Luca ; Forni, Mario.
    In: Center for Economic Research (RECent).
    RePEc:mod:recent:026.

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  175. Building composite leading indexes in a dynamic factor model framework: a new proposal. (2008). Serati, Massimiliano ; amisano, gianni.
    In: LIUC Papers in Economics.
    RePEc:liu:liucec:212.

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  176. Modelling electricity prices: from the state of the art to a draft of a new proposal. (2008). Serati, Massimiliano ; Manera, Matteo ; Plotegher, Michele .
    In: LIUC Papers in Economics.
    RePEc:liu:liucec:210.

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  177. Global Business Cycles: Convergence or Decoupling?. (2008). Prasad, Eswar ; Otrok, Christopher ; Kose, Ayhan.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3442.

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  178. Global Business Cycles; Convergence or Decoupling?. (2008). Prasad, Eswar ; Kose, Ayhan ; Otrok, Christopher.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2008/143.

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  179. 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 .
    In: Working Papers.
    RePEc:fip:fedpwp:08-25.

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  180. Real-time measurement of business conditions. (2008). Scotti, Chiara ; Diebold, Francis ; Aruoba, S. Boragan.
    In: Working Papers.
    RePEc:fip:fedpwp:08-19.

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  181. Is inflation an international phenomenon?. (2008). Neely, Christopher ; Rapach, David E..
    In: Working Papers.
    RePEc:fip:fedlwp:2008-025.

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  182. On implications of micro price data for macro models. (2008). Smets, Frank ; Maćkowiak, Bartosz.
    In: Conference Series ; [Proceedings].
    RePEc:fip:fedbcp:y:2008:n:53:x:13.

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  183. Understanding the evolution of world business cycles. (2008). Whiteman, Charles ; Otrok, Christopher ; Kose, Ayhan.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:75:y:2008:i:1:p:110-130.

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  184. Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach. (2008). Yue, Vivian ; Diebold, Francis ; Li, Canlin.
    In: Journal of Econometrics.
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  185. A dynamic factor approach to nonlinear stability analysis. (2008). Shintani, Mototsugu.
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  186. Opening the Black Box: Structural Factor Models with Large Cross-Sections. (2008). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
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  187. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
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  188. Dynamic Factors in the Presence of Block Structure. (2008). Liska, Roman ; Hallin, Marc.
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  189. Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting. (2008). Alonso, Andres M. ; Sanchez, Maria Jesus ; Rodriguez, Julio ; Garcia-Martos, Carolina .
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  190. The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach. (2008). Gambetti, Luca ; Forni, Mario.
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  191. The U.S. Business Cycle, 1867-1995: A Dynamic Factor Approach. (2008). Uebele, Martin ; Sarferaz, Samad ; Ritschl, Albrecht.
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  192. Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach. (2007). Yue, Vivian ; Diebold, Francis ; Li, Canlin.
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  193. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, M ; Chudik, Alexander.
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  194. France in the Global Economy; A Structural Approximate Dynamic Factor Model Analysis. (2007). Kabundi, Alain ; Nadal, Francisco D.
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  195. News, noise, and estimates of the true unobserved state of the economy. (2007). Fixler, Dennis ; Nalewaik, Jeremy J..
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  196. National, regional and metro-specific factors of the U.S. housing market. (2007). Fu, Dong .
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  197. The empirical risk-return relation: A factor analysis approach. (2007). Ng, Serena ; Ludvigson, Sydney.
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  198. Opening the black box: structural factor models with large cross-sections. (2007). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
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  199. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, M ; Chudik, Alexander.
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  200. Generalized Factor Models: A Bayesian Approach. (2007). Tekatli, Necati.
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  201. A Dynamic Factor Analysis of Business Cycle on Firm-Level Data. (2006). Capasso, Marco ; Alessi, Lucia.
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  202. Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series. (2006). Capasso, Marco ; Alessi, Lucia.
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  203. Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction. (2006). Capasso, Marco ; Alessi, Lucia.
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  204. Ein multisektoraler Sammelindikator für die Schweizer Konjunktur. (2006). Graff, Michael.
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  205. Réponses individuelles aux enquêtes de conjoncture et prévision de la production manufacturière. (2006). Erkel-Rousse, Hélène ; Biau, Olivier ; Ferrari, Nicolas.
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  206. Un nouvel indicateur synthétique mensuel résumant le climat des affaires dans les services en France. (2006). Cornec, Matthieu ; Deperraz, Thierry .
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  207. Un indicateur de retournement conjoncturel pour la France : une application du modèle à facteur avec changements de régimes. (2006). Nguiffo-Boyom, Muriel .
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  208. Data revisions and the identification of monetary policy shocks. (2006). Evans, Charles ; Croushore, Dean.
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  209. Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?. (2006). Allen, P ; Morzuch, Bernard J..
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  210. A quasi maximum likelihood approach for large approximate dynamic factor models. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine .
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  211. Forecasting economic aggregates by disaggregates. (2006). Hubrich, Kirstin ; Hendry, David.
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  212. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
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  213. A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions. (2006). Marcellino, Massimiliano ; Kapetanios, George.
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  214. Forecasting Economic Aggregates by Disaggregates. (2006). Hubrich, Kirstin ; Hendry, David.
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  215. An Overview of European Economic Indicators: Great Variety of Data on the Euro Area, Need for More Extensive Coverage of the New EU Member States. (2005). Silgoner, Maria.
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  216. Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
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  217. Understanding the Evolution of World Business Cycles. (2005). Kose, Ayhan ; Whiteman, Charles H ; Otrok, Christopher.
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  218. Monetary Policy in Real Time. (2005). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
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  219. A no-arbitrage analysis of economic determinants of the credit spread term structure. (2005). Wu, Liuren ; Zhang, Frank Xiaoling.
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  220. Monetary policy and the house price boom across U.S. states. (2005). Otrok, Christopher ; Del Negro, Marco.
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  221. Forecasting macroeconomic variables for the new member states of the European Union. (2005). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
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  222. Forecasting Dutch GDP using Large Scale Factor Models. (2005). Reijer, Ard.
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  223. Monetary Policy in Real Time. (2005). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
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  224. Does Complexity Matter? Methods for Improving Forecasting Accuracy in Tourism. (2004). Wueger, Michael ; Smeral, Egon ; Wuger, Michael .
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  225. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models. (2004). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
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  226. Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination. (2004). Bessler, David ; Wang, Zijun.
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  227. Dynamic factor models. (2004). Werker, Bas ; Renault, Eric ; Croux, Christophe.
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  228. Uso de Análisis Factorial Dinámico para Proyecciones Macroeconómicas. (2004). Cespedes, Luis ; Aguirre, Alvaro ; alvaro Aguirre R., ; Luis Felipe Cespedes C., .
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  229. The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting. (2003). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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  230. Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth?. (2003). Marcellino, Massimiliano ; Banerjee, Anindya.
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  231. Leading Indicators for Euro-area Inflation and GDP Growth. (2003). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
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  232. Business cycle indexes: does a heap of data help?. (2003). Romp, Ward ; Jacobs, Jan ; Inklaar, Robert.
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  233. Are correlations of stock returns justified by subsequent changes in national outputs?. (2003). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
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  234. Macroeconomic forecasting in the Euro area: Country specific versus area-wide information. (2003). Watson, Mark ; Stock, James ; Marcellino, Massimiliano.
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  235. Opening the Black Box: Structural Factor Models versus Structural VARs. (2003). Reichlin, Lucrezia ; Lippi, Marco ; Forni, Mario.
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  236. Leading Indicators for Euro Area Inflation and GDP Growth. (2003). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
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  237. International Business Cycles: World, Region, and Country-Specific Factors. (2003). Whiteman, Charles ; Otrok, Christopher ; Kose, Ayhan.
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  238. Macroeconomic Priorities. (2003). Lucas, Robert.
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  239. An Indicator of Economic Sentiment for the Italian Economy. (2002). Malgarini, Marco ; Bruno, Giancarlo.
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  240. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models. (2002). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
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  241. Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited. (2002). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
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  242. The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting. (2002). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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  243. Factor Models in Large Cross-Sections of Time Series. (2002). Reichlin, Lucrezia.
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  244. Factor Forecasts for the UK. (2002). Marcellino, Massimiliano ; Banerjee, Anindya ; artis, michael.
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  245. Monetary Policy in a Data-Rich Environment. (2001). Boivin, Jean ; Bernanke, Ben.
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  246. Turn, turn, turn: Predicting turning points in economic activity. (2001). Del Negro, Marco.
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  247. Cyclical aspects of business cycle turning points. (2001). Sarlan, Haldun.
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  248. Federal policies and local economies: Europe and the US. (2001). Reichlin, Lucrezia ; Forni, Mario.
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  249. Diffusion index-based inflation forecasts for the euro area. (2001). Mestre, Ricardo ; Henry, Jerome ; Angelini, Elena.
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  250. 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 .
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  251. A Core Inflation Index for the Euro Area. (2001). veronese, giovanni ; Reichlin, Lucrezia ; Forni, Mario ; Cristadoro, Riccardo.
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  252. About a Coincident Index for the State of the Economy. (2001). Melo-Velandia, Luis ; Nieto, Fabio H..
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  253. Un Indice Coincidente para la Actividad Económica Colombiana. (2001). Posada, Carlos ; Melo-Velandia, Luis ; Betancourt Garcia, Yanneth ; Barón, Juan.
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  254. About a Coincidente Index for the State of the Economy. (2001). Melo-Velandia, Luis.
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  255. Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?. (2000). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
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  256. Reference Cycles: The NBER Methodology Revisited. (2000). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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  257. Determining the Number of Factors in Approximate Factor Models. (2000). Ng, Serena ; Bai, Jushan.
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  258. Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico. (1999). Goerlich Gisbert, Francisco.
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