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US weekly economic index : replication and extension
Wegmüller, Philipp; Glocker, Christian - In: Journal of applied econometrics 38 (2023) 6, pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
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Forecasting US recessions : the role of sentiment
Christiansen, Charlotte; Eriksen, Jonas Nygaard; … - In: Journal of banking & finance 49 (2014), pp. 459-468
Persistent link: https://www.econbiz.de/10010509261
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Forecasting US Commercial Property Price Indexes Using Dynamic Factor Models
Van de Minne, Alex - 2018
The general purpose of a dynamic factor model (DFM) is to summarize a large number of time series into a few common factors. Here we explore a number of DFM specifications applied to 80 granular, non-overlapping indexes of commercial property prices in the US, quarterly from 2001 to 2017. We...
Persistent link: https://www.econbiz.de/10012923809
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Reconciled estimates of monthly GDP in the US
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2022
Persistent link: https://www.econbiz.de/10012822269
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Reconciled estimates of monthly GDP in the United States
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
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The cyclicality of sales, regular and effective prices : comment
Gagnon, Etienne; López-Salido, José David; Sockin, Jason - 2015
Persistent link: https://www.econbiz.de/10011316461
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A comparative analysis on US financial stress indicators
Manamperi, Nimantha - In: International journal of economics and financial issues … 5 (2015) 2, pp. 613-623
Persistent link: https://www.econbiz.de/10011453682
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Business cycle narratives
Larsen, Vegard H.; Thorsrud, Leif Anders - 2018
Persistent link: https://www.econbiz.de/10011914378
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The cyclicality of sales, regular, and effective prices : business cycle and policy implications : comment
Gagnon, Etienne; López-Salido, José David; Sockin, Jason - In: The American economic review 107 (2017) 10, pp. 3229-3242
Persistent link: https://www.econbiz.de/10011752108