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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of financial economics"
~person:"Forni, Mario"
~subject:"Time series analysis"
~subject:"Wirtschaftsprognose"
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Discussion paper / Centre for Economic Policy Research
Journal of financial economics
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Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
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2016
Persistent link: https://www.econbiz.de/10011482273
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The forcasting performance of dynamic factor models with vintage data
Di Bonaventura, Luca
;
Forni, Mario
;
Pattarin, Francesco
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2018
Persistent link: https://www.econbiz.de/10011937180
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A measure of comovement for economic variables : theory and empirics
Croux, Christophe
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1999
Persistent link: https://www.econbiz.de/10013422947
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