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Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, Andrea; Kapetanios, George - In: Journal of empirical finance 16 (2009) 2, pp. 188-200
Persistent link: https://www.econbiz.de/10003839250
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Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, Andrea (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808222
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Fiscal readjustment in the United States : a nonlinear time-series analysis
Cipollini, Andrea; Fattouh, Bassam; Muratidēs, Kōstas - In: Economic inquiry : journal of the Western Economic … 47 (2009) 1, pp. 34-54
Persistent link: https://www.econbiz.de/10003821064
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Leading indicator properties of US high-yield credit spreads
Aslanidis, Nektarios; Cipollini, Andrea - In: Journal of macroeconomics 32 (2010) 1, pp. 145-156
Persistent link: https://www.econbiz.de/10003975858
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Financial distress and real economic activity in Lithuania : a Granger causality test based on mixed-frequency VAR
Cipollini, Andrea; Mikaliunaite, Ieva - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 855-881
Persistent link: https://www.econbiz.de/10012616911
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Predicting bond betas using macro-finance variables
Aslanidis, Nektarios; Christiansen, Charlotte; … - In: Finance research letters 29 (2019), pp. 193-199
Persistent link: https://www.econbiz.de/10012418702
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Predicting bond betas using macro-finance variables
Aslanidis, Nektarios; Christiansen, Charlotte; … - 2017
Persistent link: https://www.econbiz.de/10011587625
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Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
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How do normalization schemes affect net spillovers? : a replication of the Diebold and Yilmaz (2012) study
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: Energy economics 84 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012183350
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Revisiting useful approaches to data-rich macroeconomic forecasting
Groen, Jan J. J. (contributor);  … - 2008
We compare a number of data-rich prediction methods that are widely used in macroeconomic forecasting with a lesser known alternative: partial least squares (PLS) regression. In this method, linear, orthogonal combinations of a large number of predictor variables are constructed such that the...
Persistent link: https://www.econbiz.de/10003781548