Working Paper |
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Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area |
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0 |
0 |
0 |
0 |
1 |
1 |
27 |
A model for vast panels of volatilities |
0 |
0 |
0 |
85 |
0 |
1 |
2 |
167 |
Common Factors, Trends, and Cycles in Large Datasets |
0 |
0 |
1 |
87 |
0 |
0 |
5 |
105 |
Common and Idiosyncratic Inflation |
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0 |
3 |
23 |
1 |
2 |
7 |
66 |
Common and Idiosyncratic Inflation |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
39 |
Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index |
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0 |
0 |
78 |
0 |
4 |
7 |
129 |
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? |
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0 |
0 |
4 |
0 |
0 |
1 |
110 |
Do Euro area countries respond asymmetrically to the common monetary policy? |
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0 |
2 |
21 |
0 |
0 |
2 |
143 |
Do National Account Statistics Underestimate US Real Output Growth? |
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0 |
0 |
3 |
0 |
1 |
1 |
13 |
Do euro area countries respond asymmetrically to the common monetary policy? |
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0 |
9 |
225 |
0 |
0 |
17 |
518 |
Dynamic Factor Models, Cointegration and Error Correction Mechanisms |
0 |
0 |
0 |
167 |
0 |
0 |
2 |
225 |
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
116 |
Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks |
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0 |
0 |
110 |
1 |
4 |
5 |
222 |
Inferential Theory for Generalized Dynamic Factor Models |
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1 |
4 |
78 |
0 |
2 |
6 |
177 |
Lessons from Nowcasting GDP across the World |
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0 |
4 |
30 |
1 |
3 |
15 |
35 |
Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model |
0 |
0 |
0 |
97 |
0 |
0 |
0 |
229 |
Measuring the Euro Area Output Gap |
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1 |
4 |
4 |
1 |
6 |
21 |
21 |
Monetary Policy and the Housing Market: A Structural Factor Analysis |
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0 |
1 |
60 |
0 |
0 |
6 |
206 |
Monetary Policy and the Housing Market: A Structural Factor Analysis |
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0 |
0 |
141 |
0 |
1 |
4 |
261 |
Monetary Policy, and the Housing Market: A Structural Factor Analysis |
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0 |
0 |
3 |
0 |
1 |
3 |
51 |
Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis |
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0 |
0 |
115 |
0 |
1 |
3 |
320 |
Non-Stationary Dynamic Factor Models for Large Datasets |
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0 |
1 |
132 |
1 |
1 |
4 |
216 |
Nowcasting Indonesia |
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0 |
0 |
34 |
1 |
3 |
4 |
102 |
Nowcasting Indonesia |
0 |
0 |
2 |
66 |
1 |
4 |
9 |
129 |
Nowcasting Norway |
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0 |
0 |
84 |
0 |
1 |
2 |
198 |
Oil Price Pass-Through into Core Inflation |
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0 |
0 |
34 |
0 |
0 |
0 |
65 |
Oil Price Pass-Through into Core Inflation |
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0 |
2 |
38 |
0 |
1 |
5 |
93 |
Oil Price Pass-Through into Core Inflation |
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0 |
1 |
125 |
0 |
2 |
4 |
243 |
Oil price pass-through into core inflation |
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0 |
4 |
82 |
1 |
3 |
15 |
302 |
Quantifying the COVID-19 Effects on Core PCE Price Inflation |
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0 |
2 |
27 |
1 |
3 |
7 |
41 |
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm |
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1 |
1 |
1 |
0 |
2 |
4 |
4 |
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm |
1 |
1 |
5 |
63 |
1 |
2 |
15 |
106 |
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models |
0 |
0 |
1 |
29 |
0 |
1 |
4 |
67 |
Ranking Systemically Important Financial Institutions |
0 |
0 |
1 |
85 |
1 |
5 |
8 |
181 |
Ranking Systemically Important Financial Institutions |
0 |
0 |
0 |
30 |
1 |
1 |
2 |
141 |
Ranking systemically important financial institutions |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
120 |
Relative prices and pure inflation since the mid-1990s |
1 |
1 |
3 |
13 |
4 |
5 |
15 |
49 |
Surfing through the GFC: systemic risk in Australia |
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0 |
1 |
32 |
0 |
1 |
3 |
87 |
The Euro Area has a growth problem |
0 |
2 |
6 |
6 |
0 |
1 |
5 |
5 |
Uncertainty and Heterogeneity in factor models forecasting |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
87 |
Uncertainty and heterogeneity in factor models forecasting |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
112 |
Total Working Papers |
2 |
7 |
58 |
2,403 |
16 |
63 |
216 |
5,528 |