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Factor models in large cross-sections of time series
Reichlin, Lucrezia - 2002
Persistent link: https://www.econbiz.de/10001657592
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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A measure of comovement for economic variables : theory and empirics
Croux, Christophe - 1999
Persistent link: https://www.econbiz.de/10013422947
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Shocks and frictions in US business cycles : a Bayesian DSGE approach
Smets, Frank; Wouters, Rafael - 2007
Persistent link: https://www.econbiz.de/10003432463
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Finite sample performance of small versus large scale dynamic factor models
Cedillo Álvarez, Rocío; Camacho, Maximo; … - 2012
Persistent link: https://www.econbiz.de/10009526770
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Markov-switching dynamic factor models in real time
Camacho, Maximo; Pérez-Quirós, Gabriel; Poncela, Pilar - 2012
Persistent link: https://www.econbiz.de/10009512866
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Extracting nonlinear signals from several economic indicators
Camacho, Maximo; Pérez-Quirós, Gabriel; Poncela, Pilar - 2012
Persistent link: https://www.econbiz.de/10009512867
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A time-frequency analysis of the coherences of the US business cycle and the European business cycle
Hughes Hallett, Andrew; Richter, Christian - 2004
Persistent link: https://www.econbiz.de/10013424528
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Jump-and-rest effects of US business cycles
Camacho, Maximo - 2005
Persistent link: https://www.econbiz.de/10013424598
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The time-series properties of aggregate consumption : implications for the costs of fluctuations
Reis, Ricardo - 2005
Persistent link: https://www.econbiz.de/10013424615