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Turning point chronology for the euro area : a distance plot approach

Addo, Peter Martey; Billio, Monica; Guégan, Dominique - In: Journal of business cycle measurement and analysis : a … (2014) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10011922977

Evaluation of regime switching models for real-time business cycle analysis of the euro area

Billio, Monica; Ferrara, Laurent; Guégan, Dominique; … - In: Journal of forecasting 32 (2013) 7, pp. 577-586

Persistent link: https://www.econbiz.de/10010202176

GDP nowcasting with ragged-edge data : a semi-parametric modeling

Ferrara, Laurent; Guégan, Dominique; Rakotomarolahy, … - In: Journal of forecasting 29 (2010) 1/2, pp. 186-199

Persistent link: https://www.econbiz.de/10003951835

Systemic risk tomography : signals, measurement and transmission channels

Billio, Monica (ed.); Pelizzon, Loriana (ed.); … - 2017

Persistent link: https://www.econbiz.de/10011581791

Interconnections between Eurozone and US booms and busts using a Bayesian Panel Markov-Switching VAR mode

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2015

Interconnections between Eurozone and United States booms and busts and among major Eurozone economies are analyzed using a Panel Markov-Switching VAR model. The model accommodates changes in low and high data frequencies and incorporates endogenous time-varying transition matrices of...

Persistent link: https://www.econbiz.de/10011335013