Narrow search
Showing 1 - 10 of 59,298
Cover Image
Analyzing business and financial cycles using multi-level factor models
Breitung, Jörg; Eickmeier, Sandra - 2014
This paper compares alternative estimation procedures for multi-level factor models which imply blocks of zero …
Persistent link: https://www.econbiz.de/10010373684
Cover Image
A measure of comovement for economic variables : theory and empirics
Croux, Christophe; Forni, Mario; Reichlin, Lucrezia - In: The review of economics and statistics 83 (2001) 2, pp. 232-241
Persistent link: https://www.econbiz.de/10001579515
Cover Image
A measure of comovement for economic variables : theory and empirics
Croux, Christophe - 1999
Persistent link: https://www.econbiz.de/10013422947
Cover Image
Investigating the drivers of international comovement in real financial asset returns
McKinnon, Kate - 2019
Persistent link: https://www.econbiz.de/10012224630
Cover Image
International comovements of public debt
Isomitdinov, Hasan; Arčabić, Vladimir; Lee, Junsoo; … - In: Economic inquiry 62 (2024) 2, pp. 722-747
Persistent link: https://www.econbiz.de/10014541511
Cover Image
Following the trend : tracking GDP when long-run growth is uncertain
Antolin-Diaz, Juan; Drechsel, Thomas; Petrella, Ivan - 2014
Persistent link: https://www.econbiz.de/10010461803
Cover Image
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena; Forni, Mario; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011544556
Cover Image
Joint smoothing of GDP and unemployment with a bivariate HP filter
Islas-Camargo, Alejandro; Guerrero, Víctor M. - In: Estudios económicos 34 (2019) 67, pp. 3-24
Persistent link: https://www.econbiz.de/10012166118
Cover Image
Testing for international business cycles : A multilevel factor model with stochastic factor selection
Berger, Tino; Everaert, Gerdie; Pozzi, Lorenzo - In: Journal of economic dynamics & control 128 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012628242
Cover Image
Commodity-price comovement and global economic activity
Alquist, Ron; Bhattarai, Saroj; Coibion, Olivier - In: Journal of monetary economics 112 (2020), pp. 41-56
Persistent link: https://www.econbiz.de/10012494783