| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Core Inflation Index for the Euro Area |
4 |
8 |
21 |
127 |
10 |
20 |
70 |
545 |
| A Measure of Comovement for Economic Variables: Theory and Empirics |
5 |
21 |
64 |
261 |
8 |
37 |
114 |
693 |
| A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models |
4 |
6 |
23 |
85 |
10 |
19 |
66 |
243 |
| A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models |
2 |
6 |
39 |
39 |
10 |
20 |
69 |
69 |
| A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering |
2 |
11 |
33 |
114 |
7 |
24 |
68 |
267 |
| A Two-step estimator for large approximate dynamic factor models based on Kalman filtering |
3 |
10 |
54 |
171 |
4 |
17 |
97 |
315 |
| A core inflation index for the euro area |
4 |
6 |
22 |
108 |
14 |
25 |
86 |
403 |
| A quasi maximum likelihood approach for large approximate dynamic factor models |
1 |
7 |
24 |
123 |
6 |
14 |
56 |
270 |
| A real time coincident indicator of the euro area business cycle |
1 |
4 |
24 |
77 |
4 |
13 |
63 |
272 |
| Bayesian VARs with Large Panels |
2 |
7 |
37 |
154 |
7 |
19 |
72 |
262 |
| Business Cycles in the Euro Area |
2 |
8 |
39 |
39 |
3 |
17 |
52 |
52 |
| Business Cycles in the Euro Area |
5 |
16 |
88 |
88 |
11 |
26 |
147 |
147 |
| Business Cycles in the euro Area |
3 |
7 |
76 |
76 |
4 |
9 |
73 |
73 |
| Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle |
1 |
1 |
12 |
71 |
3 |
6 |
31 |
278 |
| Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? |
0 |
5 |
22 |
183 |
5 |
17 |
74 |
559 |
| Does Information Help Recovering Structural Shocks from Past Observations? |
1 |
5 |
8 |
21 |
4 |
9 |
18 |
82 |
| Does information help recovering fundamental structural shocks from past observations? |
4 |
6 |
16 |
77 |
8 |
10 |
38 |
282 |
| Does information help recovering structural shocks from past observations? |
3 |
7 |
15 |
65 |
4 |
11 |
24 |
128 |
| Dynamic Common Factors in Large Cross-Sections |
2 |
5 |
28 |
150 |
7 |
17 |
60 |
371 |
| EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE |
0 |
0 |
0 |
2 |
9 |
16 |
76 |
380 |
| EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle |
3 |
10 |
46 |
214 |
11 |
20 |
102 |
624 |
| Explaining The Great Moderation: It Is Not The Shocks |
1 |
1 |
18 |
105 |
2 |
4 |
47 |
180 |
| Explaining the Great Moderation - it is not the shocks |
0 |
3 |
35 |
77 |
1 |
10 |
71 |
138 |
| Factor Models in Large Cross-Sections of Time Series |
3 |
8 |
30 |
216 |
7 |
15 |
61 |
485 |
| Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? |
1 |
4 |
20 |
110 |
2 |
14 |
64 |
338 |
| Forecasting using a large number of predictors - Is Bayesian regression a valid alternative to principal components? |
3 |
3 |
15 |
96 |
10 |
13 |
38 |
258 |
| Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? |
2 |
6 |
25 |
102 |
7 |
18 |
65 |
268 |
| Information |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Information, Forecasts and Measurement of the Business Cycle |
5 |
6 |
18 |
150 |
10 |
17 |
85 |
696 |
| Large Bayesian VARs |
7 |
13 |
90 |
90 |
12 |
25 |
106 |
106 |
| Large Bayesian VARs |
1 |
11 |
60 |
60 |
4 |
26 |
88 |
88 |
| Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle |
0 |
4 |
33 |
127 |
5 |
21 |
97 |
416 |
| Monetary Policy in Real Time |
5 |
13 |
47 |
290 |
10 |
26 |
91 |
521 |
| Monetary Policy in Real Time |
0 |
1 |
7 |
78 |
0 |
2 |
17 |
231 |
| National Policies and Local Economies: Europe and the United States |
0 |
1 |
11 |
101 |
7 |
12 |
55 |
477 |
| Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases |
0 |
2 |
16 |
139 |
3 |
12 |
68 |
360 |
| Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases |
2 |
3 |
26 |
107 |
11 |
17 |
76 |
185 |
| Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases |
2 |
9 |
44 |
165 |
7 |
29 |
167 |
668 |
| Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases |
0 |
5 |
23 |
123 |
4 |
17 |
73 |
290 |
| Opening the Black Box: Structural Factor Models versus Structural VARs |
1 |
12 |
39 |
266 |
6 |
28 |
89 |
538 |
| Opening the Black Box: Structural Factor Models with Large Cross-Sections |
3 |
6 |
61 |
61 |
4 |
15 |
62 |
62 |
| Opening the Black Box: Structural Factor Models with Large Cross-Sections |
4 |
12 |
29 |
30 |
9 |
27 |
80 |
85 |
| Opening the black box - structural factor models with large gross-sections |
4 |
18 |
58 |
150 |
10 |
32 |
115 |
379 |
| Reference Cycles: The NBER Methodology Revisited |
2 |
8 |
38 |
151 |
6 |
19 |
90 |
374 |
| Short-Term Forecasts of Euro Area GDP Growth |
3 |
8 |
62 |
62 |
7 |
16 |
75 |
75 |
| Short-term Forecasts of Euro Area GDP Growth |
5 |
12 |
29 |
116 |
15 |
31 |
115 |
270 |
| Short-term forecasts of euro area GDP growth |
1 |
6 |
75 |
75 |
10 |
32 |
138 |
138 |
| The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting |
17 |
35 |
151 |
664 |
24 |
62 |
278 |
1,366 |
| The Generalized Dynamic Factor Model: Identification and Estimation |
29 |
67 |
198 |
588 |
47 |
118 |
351 |
1,345 |
| The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
3 |
10 |
43 |
240 |
10 |
31 |
116 |
631 |
| The construction of coincident and leading indicators for the euro area business cycler of the euro area business cycle |
1 |
2 |
22 |
112 |
1 |
9 |
64 |
321 |
| Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited |
1 |
4 |
25 |
245 |
3 |
19 |
104 |
951 |
| Trends and Cycles in Labour Productivity in the Major OECD Countries |
1 |
1 |
7 |
125 |
2 |
6 |
31 |
406 |
| Trends and Cycles in Labour Productivity in the Major OECD Countries |
0 |
1 |
5 |
63 |
1 |
8 |
18 |
266 |
| Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? |
2 |
7 |
35 |
242 |
7 |
19 |
88 |
517 |
| Trends and cycles in the euro area: how much heterogeneity and should we worry about it? |
3 |
5 |
18 |
111 |
3 |
5 |
37 |
238 |
| VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models |
0 |
1 |
12 |
191 |
2 |
11 |
44 |
462 |
| VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models |
2 |
2 |
8 |
153 |
5 |
10 |
32 |
528 |
| What are shocks capturing in DSGE modelling? Structure versus misspecification |
0 |
0 |
0 |
0 |
2 |
6 |
45 |
206 |
| Total Working Papers |
166 |
466 |
2,124 |
8,026 |
425 |
1,149 |
4,698 |
21,179 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Core Inflation Indicator for the Euro Area |
0 |
0 |
0 |
1 |
5 |
12 |
84 |
303 |
| A Measure Of Comovement For Economic Variables: Theory And Empirics |
3 |
11 |
47 |
160 |
5 |
23 |
89 |
401 |
| Comment |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
6 |
| Common and uncommon trends and cycles |
0 |
0 |
7 |
29 |
0 |
2 |
19 |
79 |
| Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle |
0 |
0 |
12 |
50 |
0 |
1 |
28 |
149 |
| Do financial variables help forecasting inflation and real activity in the euro area? |
2 |
4 |
18 |
70 |
3 |
5 |
35 |
201 |
| Does information help recovering structural shocks from past observations? |
2 |
2 |
12 |
25 |
4 |
12 |
33 |
100 |
| Dynamic Common Factors in Large Cross-Sections |
0 |
0 |
0 |
0 |
2 |
10 |
42 |
335 |
| Explaining The Great Moderation: It Is Not The Shocks |
3 |
9 |
34 |
42 |
6 |
15 |
73 |
107 |
| Federal policies and local economies: Europe and the US |
2 |
6 |
14 |
75 |
2 |
7 |
23 |
180 |
| Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? |
0 |
5 |
12 |
12 |
2 |
15 |
40 |
40 |
| Information, forecasts, and measurement of the business cycle |
1 |
6 |
15 |
54 |
2 |
10 |
32 |
143 |
| Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics |
6 |
12 |
30 |
146 |
14 |
23 |
77 |
421 |
| Nowcasting: The real-time informational content of macroeconomic data |
4 |
17 |
44 |
60 |
6 |
25 |
91 |
134 |
| OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS |
6 |
8 |
8 |
8 |
9 |
18 |
18 |
18 |
| On persistence of shocks to economic variables: A common misconception |
0 |
0 |
5 |
30 |
0 |
0 |
13 |
80 |
| Real business cycle under test; A multi-country, multi-sector exercise: by Horst Entorf |
0 |
0 |
0 |
11 |
0 |
1 |
5 |
63 |
| Risk and potential insurance in Europe |
1 |
1 |
3 |
27 |
2 |
2 |
12 |
114 |
| Segmented Trends and Non-stationary Time Series |
2 |
2 |
20 |
120 |
7 |
11 |
91 |
579 |
| Structural change and unit root econometrics |
0 |
1 |
3 |
13 |
1 |
4 |
12 |
38 |
| Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott |
0 |
6 |
21 |
23 |
2 |
9 |
35 |
40 |
| The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment |
1 |
3 |
31 |
185 |
1 |
7 |
87 |
635 |
| The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
7 |
18 |
47 |
98 |
11 |
32 |
92 |
193 |
| The Generalized Dynamic-Factor Model: Identification And Estimation |
13 |
34 |
87 |
424 |
23 |
58 |
168 |
1,033 |
| The generalized dynamic factor model consistency and rates |
3 |
7 |
24 |
83 |
4 |
9 |
37 |
201 |
| Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? |
0 |
1 |
4 |
38 |
3 |
6 |
23 |
156 |
| VAR analysis, nonfundamental representations, blaschke matrices |
4 |
6 |
37 |
115 |
8 |
13 |
68 |
231 |
| VARs, common factors and the empirical validation of equilibrium business cycle models |
2 |
2 |
7 |
59 |
5 |
6 |
27 |
156 |
| Total Journal Articles |
62 |
161 |
542 |
1,959 |
127 |
337 |
1,356 |
6,136 |