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Theorie
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Phillips, Peter C. B.
209
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167
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89
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81
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77
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77
Sibbertsen, Philipp
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75
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73
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71
Kilian, Lutz
71
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71
Stock, James H.
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American journal of agricultural economics
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Applied economics letters
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International journal of production research
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Non-stationary dynamic factor models for large datasets
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
-
2016
Persistent link: https://www.econbiz.de/10011500201
Saved in:
2
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
3
Dynamic factor models : a review of the literature
Barhoumi, Karim
;
Darné, Olivier
;
Ferrara, Laurent
- In:
Journal of business cycle measurement and analysis : a …
(
2013
)
2
,
pp. 73-107
Persistent link: https://www.econbiz.de/10010418850
Saved in:
4
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
5
Connecting macroeconomic theory to the data : methods and applications
Bäurle, Gregor
-
2009
Persistent link: https://www.econbiz.de/10003919869
Saved in:
6
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
7
Bayesian analysis of deterministic time trend and changes in persistence using a generalised stochastic unit root model
Yang, Fuyu
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003576860
Saved in:
8
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
9
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
10
Is the US Phillips curve stable? : evidence from Bayesian vector autoregressions
Karlsson, Sune
;
Österholm, Pär
- In:
The Scandinavian journal of economics
125
(
2023
)
1
,
pp. 287-314
Persistent link: https://www.econbiz.de/10014303987
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