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THE GENERALIZED DYNAMIC-FACTOR MODEL: IDENTIFICATION AND ESTIMATION
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: The review of economics and statistics 82 (2000) 4, pp. 540-554
Persistent link: https://www.econbiz.de/10006382808
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OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
Forni, Mario; Giannone, Domenico; Lippi, Marco; … - In: Econometric theory 25 (2009) 5, pp. 1319-1347
Persistent link: https://www.econbiz.de/10008306944
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Let's get real : a dynamic factor analytical approach to disaggregated business cycle
Forni, Mario; Reichlin, Lucrezia - 1995
Persistent link: https://www.econbiz.de/10013422144
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Dynamic common factors in large cross-sections
Forni, Mario - 1995
Persistent link: https://www.econbiz.de/10013422153
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National policies and local economies : Europe and the United States
Forni, Mario - 1997
Persistent link: https://www.econbiz.de/10013422329
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A measure of comovement for economic variables : theory and empirics
Croux, Christophe - 1999
Persistent link: https://www.econbiz.de/10013422947
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The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - 2002
Persistent link: https://www.econbiz.de/10013424011
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Opening the black box : structural factor models versus structural vars
Forni, Mario - 2003
Persistent link: https://www.econbiz.de/10013424358
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Coincident and leading indicators for the Euro area
Reichlin, Lucrezia; Hallin, Marc; Forni, Mario; Lippi, Marco - Solvay Brussels School of Economics and Management, … - 2001
Persistent link: https://www.econbiz.de/10008530791
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National policies and local economies: Europe and the United States
Reichlin, Lucrezia; Forni, Mario - Solvay Brussels School of Economics and Management, … - 1999
Persistent link: https://www.econbiz.de/10008530954