Working Paper |
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12 months |
Total |
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3 months |
12 months |
Total |
A Core Inflation Index for the Euro Area |
0 |
0 |
0 |
187 |
0 |
4 |
10 |
801 |
A Measure of Comovement for Economic Variables: Theory and Empirics |
1 |
2 |
5 |
476 |
1 |
4 |
14 |
1,495 |
A core inflation index for the euro area |
1 |
1 |
8 |
250 |
1 |
1 |
15 |
921 |
A core inflation indicator for the Euro area |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
176 |
A measure of co-movement for economic variables: theory and empirics |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
152 |
A real time coincident indicator of the euro area business cycle |
0 |
1 |
3 |
209 |
0 |
3 |
9 |
629 |
Anti-Trust Policy and National Growth: Some Evidence from Italy |
0 |
3 |
3 |
78 |
0 |
4 |
4 |
299 |
Asymmetric Effects of Monetary Policy Easing and Tightening |
2 |
3 |
5 |
43 |
3 |
5 |
13 |
42 |
Asymmetric Effects of Monetary Policy Easing and Tightening |
1 |
2 |
3 |
45 |
1 |
4 |
6 |
33 |
Asymmetric Effects of Monetary Policy Easing and Tightening |
0 |
0 |
3 |
43 |
0 |
2 |
12 |
91 |
Asymmetric effects of monetary policy easing and tightening |
0 |
0 |
1 |
20 |
0 |
3 |
5 |
78 |
Coincident and leading indicators for the Euro area |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
111 |
Common Component Structural VARs |
2 |
5 |
10 |
34 |
4 |
9 |
22 |
65 |
Common Components Structural VARs |
0 |
1 |
9 |
55 |
0 |
1 |
22 |
57 |
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? |
0 |
0 |
2 |
331 |
0 |
0 |
2 |
972 |
Do financial variables help forecasting inflation and real activity in the Euro area ? |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
151 |
Downside and Upside Uncertainty Shocks |
0 |
2 |
14 |
58 |
3 |
8 |
51 |
110 |
Dynamic Common Factors in Large Cross-Sections |
0 |
0 |
3 |
269 |
0 |
0 |
4 |
637 |
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting |
1 |
2 |
3 |
101 |
1 |
3 |
5 |
146 |
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis |
0 |
1 |
1 |
60 |
0 |
1 |
2 |
58 |
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis |
0 |
0 |
2 |
65 |
0 |
1 |
5 |
156 |
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis |
1 |
1 |
1 |
23 |
2 |
2 |
3 |
85 |
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis |
0 |
1 |
1 |
90 |
0 |
1 |
5 |
146 |
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations |
0 |
1 |
1 |
156 |
0 |
1 |
2 |
250 |
Dynamic Factor model with infinite dimensional factor space: forecasting |
0 |
1 |
2 |
56 |
0 |
1 |
3 |
93 |
Dynamic Factor model with infinite dimensional factor space: forecasting |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
55 |
Dynamic common factors in large cross-sections |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
140 |
Eigenvalue Ratio Estimators for the Number of Common Factors |
0 |
1 |
2 |
66 |
1 |
4 |
8 |
80 |
Eigenvalue Ratio Estimators for the Number of Dynamic Factors |
0 |
0 |
0 |
47 |
0 |
0 |
2 |
88 |
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle |
2 |
4 |
9 |
502 |
2 |
4 |
24 |
1,602 |
Federal policies and local economies: Europe and the U.S |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
117 |
Fiscal Foresight and the Effects of Goverment Spending |
0 |
0 |
2 |
81 |
3 |
12 |
39 |
328 |
Fiscal Foresight and the Effects of Government Spending |
0 |
0 |
1 |
51 |
5 |
10 |
28 |
215 |
Fiscal Foresight and the Effects of Government Spending |
0 |
0 |
5 |
33 |
10 |
21 |
75 |
242 |
Fiscal Foresight and the Effects of Government Spending |
0 |
2 |
4 |
230 |
5 |
15 |
52 |
667 |
Fundamentalness, Granger Causality and Aggregation |
1 |
1 |
7 |
90 |
2 |
5 |
18 |
156 |
Government Spending Shocks in Open Economy VARs |
1 |
1 |
4 |
114 |
6 |
16 |
35 |
293 |
Government Spending Shocks in Open Economy VARs |
0 |
1 |
2 |
93 |
12 |
27 |
50 |
270 |
Knowledge Spillovers and the Growth of Local Industries |
0 |
0 |
0 |
169 |
0 |
0 |
3 |
448 |
Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle |
0 |
1 |
4 |
282 |
0 |
3 |
9 |
778 |
Let's get real: a factor analytical approach to disaggregated business cycle dynamics |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
216 |
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
0 |
0 |
43 |
2 |
4 |
12 |
177 |
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
0 |
1 |
82 |
1 |
4 |
13 |
188 |
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
3 |
4 |
55 |
7 |
15 |
31 |
206 |
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
1 |
1 |
2 |
345 |
2 |
11 |
27 |
1,392 |
Macroeconomic Uncertainty and Vector Autoregressions |
0 |
1 |
6 |
30 |
0 |
4 |
14 |
68 |
Macroeconomic Uncertainty and Vector Autoregressions |
1 |
4 |
10 |
67 |
2 |
8 |
18 |
53 |
National Policies and Local Economies: Europe and the United States |
0 |
1 |
1 |
159 |
1 |
4 |
9 |
729 |
National policies and local economies: Europe and the United States |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
99 |
New EuroCOIN: Tracking Economic Growth in Real Time |
0 |
0 |
1 |
155 |
0 |
0 |
7 |
577 |
New Eurocoin: Tracking Economic Growth in Real Time |
0 |
0 |
2 |
113 |
0 |
1 |
11 |
430 |
New Eurocoin: Tracking Economic Growth in Real Time |
1 |
4 |
10 |
227 |
2 |
7 |
45 |
794 |
News, Uncertainty and Economic Fluctuations |
0 |
0 |
0 |
39 |
0 |
2 |
3 |
55 |
News, Uncertainty and Economic Fluctuations (No News is Good News) |
0 |
0 |
4 |
92 |
0 |
2 |
11 |
201 |
No News in Business Cycles |
0 |
0 |
0 |
77 |
1 |
3 |
9 |
253 |
No News in Business Cycles |
0 |
0 |
1 |
49 |
5 |
11 |
46 |
329 |
No News in Business Cycles |
0 |
0 |
0 |
210 |
0 |
0 |
7 |
504 |
No News in Business Cycles |
0 |
0 |
0 |
57 |
0 |
5 |
15 |
289 |
No News in Business Cycles |
0 |
0 |
1 |
15 |
0 |
9 |
23 |
161 |
No news in business cycles |
0 |
0 |
0 |
55 |
7 |
20 |
49 |
280 |
Noise Bubbles |
0 |
1 |
1 |
65 |
0 |
6 |
19 |
236 |
Noise Bubbles |
0 |
1 |
2 |
48 |
3 |
6 |
21 |
253 |
Noise Bubbles |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
76 |
Noisy News in Business Cycles |
0 |
2 |
2 |
62 |
5 |
17 |
40 |
208 |
Noisy News in Business Cycles |
0 |
1 |
2 |
68 |
7 |
15 |
37 |
187 |
Noisy News in Business cycles |
0 |
1 |
1 |
116 |
8 |
9 |
29 |
359 |
One-Sided Representations of Generalized Dynamic Factor Models |
0 |
1 |
2 |
214 |
0 |
1 |
4 |
460 |
One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
0 |
49 |
1 |
1 |
3 |
152 |
One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
0 |
76 |
0 |
2 |
5 |
231 |
Opening the Black Box: Structural Factor Models versus Structural VARs |
1 |
1 |
2 |
374 |
1 |
2 |
8 |
860 |
Opening the Black Box: Structural Factor Models with Large Cross-Sections |
0 |
0 |
1 |
149 |
6 |
12 |
22 |
453 |
Opening the Black Box: Structural Factor Models with Large Cross-Sections |
0 |
0 |
1 |
88 |
5 |
12 |
42 |
436 |
Opening the black box: structural factor models with large cross-sections |
0 |
1 |
2 |
345 |
3 |
5 |
19 |
1,090 |
Reference Cycles: The NBER Methodology Revisited |
1 |
1 |
2 |
224 |
2 |
3 |
6 |
675 |
Risk and potential insurance in Europe |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
57 |
Sufficient information in structural VARs |
0 |
2 |
3 |
222 |
1 |
9 |
16 |
584 |
Testing for Sufficient Information in Structural VARs |
0 |
1 |
2 |
103 |
1 |
5 |
8 |
227 |
Testing for Sufficient Information in Structural VARs |
0 |
0 |
0 |
46 |
3 |
6 |
25 |
235 |
Testing for Sufficient Information in Structural VARs |
0 |
0 |
2 |
35 |
0 |
3 |
25 |
171 |
The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach |
0 |
1 |
4 |
151 |
0 |
1 |
14 |
427 |
The Forcasting Performance of Dynamic Factor Models with Vintage Data |
0 |
0 |
0 |
49 |
0 |
1 |
3 |
76 |
The Forecasting Performance of Dynamic Factor Models with Vintage Data |
1 |
1 |
1 |
13 |
1 |
1 |
2 |
46 |
The Forecasting Performance of Dynamic Factor Models with Vintage Data |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
30 |
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting |
0 |
2 |
3 |
1,226 |
1 |
3 |
12 |
2,761 |
The Generalized Dynamic Factor Model: Identification and Estimation |
0 |
0 |
4 |
1,117 |
1 |
4 |
19 |
2,851 |
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
448 |
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
0 |
0 |
1 |
392 |
1 |
1 |
5 |
1,242 |
The Generalized Dynamic Factor Model: Representation Theory |
0 |
1 |
4 |
450 |
0 |
2 |
9 |
1,072 |
The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors |
1 |
2 |
6 |
6 |
2 |
5 |
10 |
10 |
The Nonlinear Transmission of Financial Shocks: Some Evidence |
0 |
1 |
6 |
6 |
0 |
1 |
11 |
11 |
The dynamic e ects of monetary policy: A structural factor model approach |
0 |
1 |
6 |
160 |
2 |
7 |
27 |
431 |
The generalised dynamic factor model: consistency and rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
129 |
The generalised dynamic factor model: identification and estimation |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
390 |
The generalised dynamic factor model: one sided estimation and forecasting |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
217 |
Using Stationarity Tests in Antitrust Market Definition |
0 |
0 |
2 |
434 |
1 |
3 |
6 |
1,097 |
VAR Information and the Empirical Validation of DSGE Models |
0 |
0 |
2 |
137 |
0 |
1 |
6 |
141 |
VAR Information and the Empirical Validation of DSGE Models |
0 |
0 |
1 |
88 |
0 |
0 |
2 |
140 |
VAR Information and the Empirical Validation of DSGE Models |
0 |
1 |
1 |
71 |
0 |
2 |
9 |
139 |
Validating DSGE Models through Dynamic Factor Models |
0 |
0 |
9 |
9 |
2 |
2 |
13 |
13 |
Total Working Papers |
20 |
75 |
238 |
13,003 |
151 |
440 |
1,421 |
38,855 |