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Sectoral vs. aggregate shocks : a structural factor analysis of industrial production. (2008). Watson, Mark ; Sarte, Pierre Daniel ; Foerster, Andrew.
In: Working Paper.
RePEc:fip:fedrwp:08-07.

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  1. Stock market spillovers via the global production network: Transmission of U.S. monetary policy. (2020). Hale, Galina ; di Giovanni, Julian.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1747.

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  2. Big G. (2020). Weber, Michael ; Schoenle, Raphael ; Pasten, Ernesto ; Müller, Gernot ; Cox, Lydia.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27034.

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  3. Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy. (2020). Hale, Galina ; di Giovanni, Julian.
    In: Staff Reports.
    RePEc:fip:fednsr:89010.

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  4. Big G. (2020). Schoenle, Raphael ; Pasten, Ernesto ; Müller, Gernot ; Cox, Lydia.
    In: Working Papers.
    RePEc:fip:fedcwq:88068.

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  5. Aggregate fluctuations and the industry structure of the US economy. (2020). Caunedo, Julieta.
    In: European Economic Review.
    RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301975.

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  6. Stock Market Spillovers Via the Global Production Network: Transmission of U.S. Monetary Policy. (2020). Vorsatz, Marc ; Hale, Galina ; di Giovanni, Julian.
    In: Working Papers.
    RePEc:bge:wpaper:1213.

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  7. Big G. (2020). Weber, Michael ; Pasten, Ernesto ; Müller, Gernot ; Schoenle, Raphael ; Mller, Gernot J ; Cox, Lydia.
    In: Working Papers.
    RePEc:bfi:wpaper:2020-36.

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  8. The Impact of Regional and Sectoral Productivity Changes on the U.S. Economy. (2018). Rossi-Hansberg, Esteban ; Sarte, Pierre-Daniel ; Parro, Fernando ; Caliendo, Lorenzo.
    In: Review of Economic Studies.
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  9. Pipeline Pressures and Sectoral Inflation Dynamics. (2018). Smets, Frank ; van Hove, Jan ; Tielens, Joris.
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  10. Advanced economies and emerging markets: Dissecting the drivers of business cycle synchronization. (2017). Karadimitropoulou, Aikaterini.
    In: University of East Anglia School of Economics Working Paper Series.
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  11. International Inflation Spillovers Through Input Linkages. (2017). Sauré, Philip ; Levchenko, Andrei ; Auer, Raphael.
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  12. International Inflation Spillovers Through Input Linkages. (2017). Sauré, Philip ; Levchenko, Andrei ; Auer, Raphael ; Saure, Philip.
    In: 2017 Meeting Papers.
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  13. International Inflation Spillovers Through Input Linkages. (2017). Sauré, Philip ; Levchenko, Andrei ; Auer, Raphael ; Saure, Philip.
    In: NBER Working Papers.
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  14. International Inflation Spillovers Through Input Linkages. (2017). Sauré, Philip ; Levchenko, Andrei ; Auer, Raphael ; Saure, Philip.
    In: Working Papers.
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  15. International Inflation Spillovers Through Input Linkages. (2017). Sauré, Philip ; Levchenko, Andrei ; Auer, Raphael ; Saure, Philip.
    In: CEPR Discussion Papers.
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  16. International inflation spillovers through input linkages. (2017). Sauré, Philip ; Levchenko, Andrei ; Auer, Raphael ; Saure, Philip.
    In: BIS Working Papers.
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  17. How do Individual Sectors Respond to Macroeconomic Shocks? A Structural Dynamic Factor Approach Applied to Swiss Data. (2015). Steiner, Elizabeth ; Baeurle, Gregor ; Baurle, Gregor .
    In: Swiss Journal of Economics and Statistics (SJES).
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  18. Economic incentives versus institutional frictions: migration dynamics within Europe. (2015). Dutta, Aparna ; Chakrabarti, Anindya S.
    In: IIMA Working Papers.
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  19. When Is Sticky Information More Information?. (2014). Sarte, Pierre Daniel.
    In: Journal of Money, Credit and Banking.
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  20. From micro to macro via production networks. (2014). Carvalho, Vasco.
    In: Economics Working Papers.
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  21. The Impact of Regional and Sectoral Productivity Changes on the U.S. Economy. (2014). Sarte, Pierre Daniel ; Rossi-Hansberg, Esteban ; Parro, Fernando ; Caliendo, Lorenzo.
    In: 2014 Meeting Papers.
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  22. Aggregate Fluctuations and the Industry Structure of the US Economy. (2014). Caunedo, Julieta.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:1194.

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  23. The Impact of Regional and Sectoral Productivity Changes on the U.S. Economy. (2014). Sarte, Pierre Daniel ; Rossi-Hansberg, Esteban ; Parro, Fernando ; Caliendo, Lorenzo.
    In: NBER Working Papers.
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  24. What Inventory Behavior Tells Us About How Business Cycles Have Changed. (2014). Schwartzman, Felipe ; Sarte, Pierre Daniel ; Lubik, Thomas A..
    In: Working Paper.
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  25. The Impact of Regional and Sectoral Productivity Changes on the U.S. Economy. (2014). Sarte, Pierre Daniel ; Rossi-Hansberg, Esteban ; Parro, Fernando ; Caliendo, Lorenzo.
    In: International Finance Discussion Papers.
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  26. Supply Chain Disruptions: Evidence from the Great East Japan Earthquake. (2014). Saito, Yukiko ; Nirei, Makoto ; Makoto, NIREI ; Carvalho, Vasco M. ; Yukiko, Saito.
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  27. The Impact of Regional and Sectoral Productivity Changes on the U.S. Economy. (2014). Sarte, Pierre Daniel ; Rossi-Hansberg, Esteban ; Parro, Fernando ; Caliendo, Lorenzo.
    In: CEPR Discussion Papers.
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  28. From Micro to Macro via Production Networks. (2014). Carvalho, Vasco.
    In: Cambridge Working Papers in Economics.
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  29. World, Country, and Sector Factors in International Business Cycles. (2013). Leon-Ledesma, Miguel ; Karadimitropoulou, Aikaterini.
    In: Studies in Economics.
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  30. World, Country, and Sector Factors in International Business Cycles. (2013). Leon-Ledesma, Miguel ; Karadimitropoulou, Aikaterini.
    In: University of East Anglia Applied and Financial Economics Working Paper Series.
    RePEc:uea:aepppr:2012_45.

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  31. How do individual sectors respond to macroeconomic shocks? A structural dynamic factor approach applied to Swiss data. (2013). Steiner, Elizabeth ; Baeurle, Gregor ; Baurle, Gregor .
    In: Working Papers.
    RePEc:snb:snbwpa:2013-09.

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  32. Macroeconomic Effects of Job Reallocations: A Survey. (2013). Pelloni, Gianluigi ; Gallipoli, Giovanni.
    In: Working Paper series.
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  33. Firms, Destinations, and Aggregate Fluctuations. (2013). Mejean, Isabelle ; Levchenko, Andrei ; di Giovanni, Julian.
    In: 2013 Meeting Papers.
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  34. The Supermodular Stochastic Ordering. (2013). Strulovici, Bruno ; Meyer, Margaret.
    In: Economics Series Working Papers.
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  35. The impact of regional and sectoral productivity changes on the U.S. economy. (2013). Sarte, Pierre Daniel ; Rossi-Hansberg, Esteban ; Parro, Fernando ; Caliendo, Lorenzo.
    In: Working Paper.
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  36. World, country, and sector factors in international business cycles. (2013). Leon-Ledesma, Miguel ; Karadimitropoulou, Aikaterini.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2913-2927.

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  37. The Supermodular Stochastic Ordering. (2013). Strulovici, Bruno ; Meyer, Margaret.
    In: CEPR Discussion Papers.
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  38. Macroeconomic Effects of Job Reallocations: A Survey. (2013). Pelloni, Gianluigi ; Gallipoli, Giovanni.
    In: Working Papers.
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  39. On the importance of sectoral and regional shocks for price setting. (2012). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Guenter W..
    In: IMFS Working Paper Series.
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  40. Trade in Intermediate Inputs and Business Cycle Comovement. (2012). Johnson, Robert.
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  41. Estimation of high-dimensional linear factor models with grouped variables. (2012). Heaton, Chris ; Solo, Victor .
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  42. Firms, Destinations, and Aggregate Fluctuations. (2012). Mejean, Isabelle ; Levchenko, Andrei ; di Giovanni, Julian.
    In: CEPR Discussion Papers.
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  43. Asymmetric Phase Shifts in U.S. Industrial Production Cycles. (2011). Hwang, Sunoong ; Chang, Yongsung.
    In: 2011 Meeting Papers.
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  44. Systemic Risks and the Macroeconomy. (2011). Lucchetta, Marcella ; de Nicolo, Gianni.
    In: NBER Working Papers.
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  45. Systemic Risks and the Macroeconomy. (2011). de Nicolo, Gianni ; Lucchetta, Marcella.
    In: NBER Chapters.
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  46. On the importance of sectoral and regional shocks for price-setting. (2011). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Gunter .
    In: CEPR Discussion Papers.
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  47. Factor Analysis of a Large DSGE Model. (2010). Ruge-Murcia, Francisco ; Onatski, Alexei.
    In: Cahiers de recherche.
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  48. Systemic Risks and the Macroeconomy. (2010). de Nicolo, Gianni ; Lucchetta, Marcella.
    In: IMF Working Papers.
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  49. Time to produce and emerging market crises. (2010). Schwartzman, Felipe.
    In: Working Paper.
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  50. Learning about informational rigidities from sectoral data and diffusion indices. (2010). Sarte, Pierre Daniel.
    In: Working Paper.
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  51. The Great Diversification and its Undoing. (2010). Gabaix, Xavier ; Carvalho, Vasco.
    In: CEPR Discussion Papers.
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  52. The Great Diversification and its Undoing. (2010). Gabaix, Xavier ; Carvalho, Vasco.
    In: Working Papers.
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  53. Factor Demand Linkages, Technology Shocks and the Business Cycle. (2009). Petrella, Ivan ; Holly, Sean.
    In: MPRA Paper.
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  54. The Granular Origins of Aggregate Fluctuations. (2009). Gabaix, Xavier.
    In: NBER Working Papers.
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  55. Heterogeneity in sectoral employment and the business cycle. (2009). Sarte, Pierre Daniel ; Malysheva, Nadezhda .
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2009:i:fall:p:335-355:n:v.95no.4.

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  56. Aggregate Shocks vs Reallocation Shocks: an Appraisal of the Applied Literature. (2008). Pelloni, Gianluigi ; Gallipoli, Giovanni.
    In: Working Paper series.
    RePEc:rim:rimwps:27_08.

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  57. Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production. (2008). Watson, Mark ; Sarte, Pierre Daniel ; Foerster, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14389.

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    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5621.

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  34. A Spatio-Temporal Model of House Prices in the US. (2006). Yamagata, Takashi ; Pesaran, M ; Holly, Sean.
    In: CESifo Working Paper Series.
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  35. International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Carlo Alberto Notebooks.
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  36. A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Carlo Alberto Notebooks.
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  37. A Spatio-Temporal Model of House Prices in the US. (2006). Yamagata, Takashi ; Pesaran, M ; Holly, Sean.
    In: Cambridge Working Papers in Economics.
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  38. Dynamic factor models. (2005). Eickmeier, Sandra ; Breitung, Jörg.
    In: Discussion Paper Series 1: Economic Studies.
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  39. Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model. (2005). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:2936.

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  40. Large dimension forecasting models and random singular value spectra. (2005). Potters, Marc ; Miceli, Augusta M. ; Laloux, Laurent ; Bouchaud, Jean-Philippe.
    In: Science & Finance (CFM) working paper archive.
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  41. Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
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  42. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence. (2005). Kao, Chihwa ; Bai, Jushan.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:75.

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  43. Pooling-based Data Interpolation and Backdating. (2005). Marcellino, Massimiliano.
    In: Working Papers.
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  44. Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases. (2005). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David .
    In: Finance and Economics Discussion Series.
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  45. Global inflation. (2005). Mojon, Benoit ; Ciccarelli, Matteo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005537.

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  46. Factor analysis in a New-Keynesian model. (2005). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005510.

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  47. Pooling-based data interpolation and backdating. (2005). Marcellino, Massimiliano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5295.

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  48. LISREL 8.54: A program for structural equation modelling with latent variables. (2004). Cziraky, Dario .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:19:y:2004:i:1:p:135-141.

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  49. A Dynamic Factor Approach to Nonlinear Stability Analysis. (2004). Shintani, Mototsugu.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000621.

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  50. Interpolation and backdating with a large information set. (2003). Marcellino, Massimiliano ; Henry, Jerome ; Angelini, Elena.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003252.

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