potential for monitoring the pandemic in real time. …

existence of a time-varying national ‘border effect', with eventually differentiated dynamism among the old and the new EU … and productions structures on business cycles taking into consideration the variation in time and cross regions specific …

We propose a simple modification of the time series filter by Hamilton (2018b) that yields reliable and economically … meaningful real-time output gap estimates. The original filter relies on 8-quarter ahead forecasts errors of an autoregression … favorable real-time properties of the Hamilton filter, but leads to a much better coverage of typical business cycle frequencies …

This paper investigates how the ordering of variables affects properties of the time-varying covariance matrix in the … imposed when the ratio of volatilities is time-varying. Simulations demonstrate that estimated covariance matrices become more …

vulnerability can be substantial and tends to increase over time, suggesting that the fund sector can amplify adverse developments …

preserving short-term performance. At the same time, retail-based funds do not let portfolio liquidity deteriorate – presumably …