Narrow search
Showing 1 - 8 of 8
Cover Image
Forecasting with nonspurious factors in U.S. macroeconomic time series
Yamamoto, Yohei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10011691219
Cover Image
Identification of unknown common factors : leaders and followers
Parker, Jason; Sul, Donggyu - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 227-239
Persistent link: https://www.econbiz.de/10011691319
Cover Image
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 313-338
Persistent link: https://www.econbiz.de/10011691438
Cover Image
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Cover Image
Preferential regulatory treatment and banks' demand for government bonds
Bonner, Clemens - In: Journal of money, credit and banking : JMCB 48 (2016) 6, pp. 1195-1221
Persistent link: https://www.econbiz.de/10011707921
Cover Image
Behavioral heterogeneity in U.S. inflation dynamics
Cornea-Madeira, Adriana; Hommes, Cars H.; Massaro, Domenico - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 288-300
Persistent link: https://www.econbiz.de/10012176631
Cover Image
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem; Demircan, Hamza - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Cover Image
GDP solera : the ideal vintage mix
Almuzara, Martín; Amengual, Dante; Fiorentini, Gabriele; … - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 984-997
Persistent link: https://www.econbiz.de/10015053515