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Toward a more reliable picture of the economic activity : an application to Argentina
Camacho, Maximo; Dal Bianco, Marcos; Martínez-Martín, … - In: Economics letters 132 (2015), pp. 129-132
Persistent link: https://www.econbiz.de/10011431502
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Forecasting regional GDP with factor models : how useful are national and international data?
Kopoin, Alexandre; Moran, Kevin; Paré, Jean-Pierre - In: Economics letters 121 (2013) 2, pp. 267-270
Persistent link: https://www.econbiz.de/10010347128
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Measuring stress in money markets : a dynamic factor approach
Carpenter, Seth B.; Demiralp, Selva; Schlusche, Bernd; … - In: Economics letters 125 (2014) 1, pp. 101-106
Persistent link: https://www.econbiz.de/10010504745
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On testing for nonlinearity in multivariate time series
Psaradakis, Zacharias G.; Vávra, Marián - In: Economics letters 125 (2014) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10010504802
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What drives bank performance?
Guerrieri, Luca; Harkrader, James Collin - In: Economics letters 204 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012607571
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Augmenting the Taylor rule : monetary policy and the bond market
Roskelley, Kenneth D. - In: Economics letters 144 (2016), pp. 64-67
Persistent link: https://www.econbiz.de/10011617192
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On the two algorithms for estimating interactive fixed effects models in Bai (2009)
Chen, Qiang; Yan, Guanpeng - In: Economics letters 233 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014505984
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Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego; Poncela, Pilar; Ruiz, Esther - In: Economics letters 230 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014460331