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Extracting nonlinear signals from several economic indicators
Camacho, Maximo; Pérez-Quirós, Gabriel; Poncela, Pilar - In: Journal of applied econometrics 30 (2015) 7, pp. 1073-1089
Persistent link: https://www.econbiz.de/10011431725
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Markov-switching dynamic factor models in real time
Camacho, Maximo; Pérez-Quirós, Gabriel; Poncela, Pilar - In: International journal of forecasting 34 (2018) 4, pp. 598-611
Persistent link: https://www.econbiz.de/10012031045
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Aggregate versus disaggregate information in dynamic factor models
Álvarez, Rocío; Camacho, Maximo; Pérez-Quirós, Gabriel - In: International journal of forecasting 32 (2016) 3, pp. 680-694
Persistent link: https://www.econbiz.de/10011621772
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Green shoots and double dips in the euro area : a real time measure
Camacho, Maximo; Pérez-Quirós, Gabriel; Poncela, Pilar - In: International journal of forecasting 30 (2014) 3, pp. 520-535
Persistent link: https://www.econbiz.de/10010513628
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Can we use seasonally adjusted variables in dynamic factor models?
Camacho, Maximo; Lovcha, Yuliya; Pérez-Quirós, Gabriel - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 377-391
Persistent link: https://www.econbiz.de/10011339427
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Can we use seasonally adjusted indicators in dynamic factor models?
Camacho, Maximo; Lovcha, Yuliya; Pérez-Quirós, Gabriel - 2012
Persistent link: https://www.econbiz.de/10011713371
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The great moderation in historical perspective : is it that great?
Gadea, María Dolores; Gómez-Loscos, Ana; … - 2015
Persistent link: https://www.econbiz.de/10011792146
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Jump-and-rest effect of US business cycles
Camacho, Maximo; Pérez-Quirós, Gabriel - 2005
Persistent link: https://www.econbiz.de/10002821897
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Introducing the euro-sting : short-term indicator of euro area growth
Camacho, Maximo; Pérez-Quirós, Gabriel - In: Journal of applied econometrics 25 (2010) 4, pp. 663-694
Persistent link: https://www.econbiz.de/10008667465
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Green shoots in the euro area : a real time measure
Camacho, Maximo; Pérez-Quirós, Gabriel; Poncela, Pilar - 2010
Persistent link: https://www.econbiz.de/10003996132