| 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 |
0 |
0 |
0 |
190 |
2 |
4 |
11 |
839 |
| A Measure of Comovement for Economic Variables: Theory and Empirics |
0 |
0 |
0 |
477 |
1 |
2 |
11 |
1,522 |
| A core inflation index for the euro area |
0 |
0 |
3 |
265 |
1 |
7 |
17 |
972 |
| A core inflation indicator for the Euro area |
0 |
0 |
0 |
0 |
1 |
15 |
33 |
235 |
| A measure of co-movement for economic variables: theory and empirics |
0 |
0 |
0 |
0 |
3 |
7 |
13 |
171 |
| A real time coincident indicator of the euro area business cycle |
0 |
0 |
3 |
231 |
2 |
2 |
17 |
671 |
| An American Macroeconomic Picture. Supply and Demand Shocks in the Frequency Domain |
0 |
0 |
8 |
82 |
2 |
6 |
30 |
168 |
| An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain |
1 |
2 |
9 |
9 |
2 |
4 |
21 |
21 |
| Anti-Trust Policy and National Growth: Some Evidence from Italy |
0 |
0 |
0 |
80 |
3 |
3 |
11 |
312 |
| Asymmetric Effects of Monetary Policy Easing and Tightening |
0 |
0 |
2 |
49 |
1 |
6 |
49 |
154 |
| Asymmetric Effects of Monetary Policy Easing and Tightening |
0 |
0 |
0 |
48 |
2 |
8 |
19 |
65 |
| Asymmetric Effects of Monetary Policy Easing and Tightening |
0 |
1 |
5 |
63 |
5 |
9 |
41 |
130 |
| Asymmetric Monetary Policy Tradeoffs |
0 |
1 |
3 |
3 |
0 |
6 |
19 |
20 |
| Asymmetric Transmission of Oil Supply News |
0 |
0 |
10 |
34 |
4 |
8 |
47 |
82 |
| Asymmetric Transmission of Oil Supply News |
1 |
7 |
8 |
8 |
4 |
6 |
14 |
14 |
| Asymmetric monetary policy tradeoffs |
0 |
0 |
1 |
27 |
3 |
5 |
20 |
117 |
| Coincident and leading indicators for the Euro area |
0 |
0 |
0 |
0 |
1 |
3 |
13 |
126 |
| Common Component Structural VARs |
1 |
1 |
1 |
49 |
3 |
4 |
13 |
117 |
| Common Components Structural VARs |
0 |
0 |
1 |
69 |
2 |
2 |
15 |
102 |
| Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? |
1 |
1 |
1 |
332 |
1 |
6 |
16 |
993 |
| Do financial variables help forecasting inflation and real activity in the Euro area ? |
0 |
0 |
0 |
50 |
0 |
3 |
9 |
165 |
| Downside and Upside Uncertainty Shocks |
0 |
0 |
3 |
70 |
4 |
12 |
25 |
200 |
| Dynamic Common Factors in Large Cross-Sections |
0 |
0 |
0 |
270 |
3 |
3 |
7 |
649 |
| Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting |
0 |
0 |
0 |
101 |
1 |
2 |
13 |
164 |
| Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis |
0 |
0 |
0 |
61 |
1 |
5 |
16 |
79 |
| Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis |
0 |
0 |
0 |
68 |
2 |
4 |
13 |
181 |
| Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis |
0 |
0 |
0 |
24 |
4 |
5 |
18 |
105 |
| Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis |
0 |
0 |
0 |
92 |
1 |
1 |
9 |
163 |
| Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations |
0 |
0 |
1 |
159 |
4 |
5 |
17 |
274 |
| Dynamic Factor model with infinite dimensional factor space: forecasting |
0 |
0 |
0 |
47 |
1 |
3 |
8 |
66 |
| Dynamic Factor model with infinite dimensional factor space: forecasting |
0 |
0 |
0 |
56 |
2 |
5 |
10 |
105 |
| Dynamic common factors in large cross-sections |
0 |
0 |
0 |
0 |
6 |
7 |
17 |
160 |
| Eigenvalue Ratio Estimators for the Number of Common Factors |
0 |
0 |
0 |
68 |
2 |
4 |
16 |
110 |
| Eigenvalue Ratio Estimators for the Number of Dynamic Factors |
1 |
1 |
2 |
53 |
4 |
5 |
16 |
111 |
| EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle |
0 |
0 |
1 |
512 |
2 |
9 |
22 |
1,654 |
| External Instrument SVAR Analysis for Noninvertible Shocks |
0 |
0 |
2 |
46 |
5 |
9 |
26 |
74 |
| External Instrument SVAR Analysis for Noninvertible Shocks |
0 |
0 |
2 |
26 |
2 |
3 |
17 |
74 |
| External Instrument SVAR Analysis forNoninvertible Shocks |
1 |
3 |
24 |
64 |
3 |
12 |
73 |
137 |
| Federal policies and local economies: Europe and the U.S |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
126 |
| Fiscal Foresight and the Effects of Goverment Spending |
0 |
0 |
0 |
83 |
2 |
3 |
17 |
383 |
| Fiscal Foresight and the Effects of Government Spending |
0 |
0 |
1 |
40 |
0 |
3 |
17 |
298 |
| Fiscal Foresight and the Effects of Government Spending |
0 |
0 |
0 |
53 |
0 |
1 |
7 |
247 |
| Fiscal Foresight and the Effects of Government Spending |
1 |
1 |
4 |
239 |
3 |
5 |
32 |
737 |
| Frequency-band estimation of the number of factors detecting the main business cycle shocks |
0 |
0 |
2 |
35 |
2 |
2 |
11 |
69 |
| Fundamentalness, Granger Causality and Aggregation |
0 |
0 |
3 |
102 |
1 |
7 |
21 |
200 |
| Government Spending Shocks in Open Economy VARs |
0 |
0 |
0 |
118 |
4 |
11 |
25 |
344 |
| Government Spending Shocks in Open Economy VARs |
0 |
0 |
2 |
97 |
3 |
6 |
21 |
326 |
| Knowledge Spillovers and the Growth of Local Industries |
0 |
0 |
1 |
171 |
0 |
1 |
9 |
464 |
| Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle |
0 |
0 |
4 |
288 |
5 |
5 |
35 |
825 |
| Let's get real: a factor analytical approach to disaggregated business cycle dynamics |
0 |
0 |
0 |
0 |
2 |
3 |
11 |
237 |
| Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
0 |
0 |
346 |
2 |
5 |
21 |
1,439 |
| Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
0 |
0 |
58 |
0 |
1 |
14 |
250 |
| Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
0 |
0 |
44 |
0 |
1 |
5 |
198 |
| Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
0 |
1 |
85 |
0 |
0 |
6 |
206 |
| Macroeconomic Uncertainty and Vector Autoregressions |
0 |
0 |
0 |
74 |
1 |
6 |
21 |
93 |
| Macroeconomic Uncertainty and Vector Autoregressions |
0 |
0 |
2 |
33 |
1 |
2 |
12 |
93 |
| National Policies and Local Economies: Europe and the United States |
0 |
0 |
0 |
163 |
0 |
1 |
7 |
766 |
| National policies and local economies: Europe and the United States |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
109 |
| New EuroCOIN: Tracking Economic Growth in Real Time |
0 |
0 |
0 |
156 |
3 |
6 |
24 |
615 |
| New Eurocoin: Tracking Economic Growth in Real Time |
0 |
0 |
1 |
117 |
5 |
6 |
16 |
465 |
| New Eurocoin: Tracking Economic Growth in Real Time |
0 |
0 |
0 |
236 |
5 |
7 |
21 |
855 |
| News, Uncertainty and Economic Fluctuations |
0 |
0 |
0 |
40 |
2 |
3 |
7 |
67 |
| News, Uncertainty and Economic Fluctuations (No News is Good News) |
0 |
0 |
0 |
96 |
3 |
5 |
16 |
226 |
| No News in Business Cycles |
0 |
0 |
0 |
59 |
1 |
1 |
10 |
317 |
| No News in Business Cycles |
0 |
0 |
1 |
211 |
3 |
3 |
17 |
528 |
| No News in Business Cycles |
0 |
0 |
0 |
16 |
2 |
3 |
9 |
187 |
| No News in Business Cycles |
0 |
0 |
0 |
80 |
5 |
6 |
20 |
299 |
| No News in Business Cycles |
0 |
0 |
0 |
49 |
1 |
2 |
14 |
366 |
| No news in business cycles |
0 |
0 |
0 |
56 |
0 |
3 |
21 |
323 |
| Noise Bubbles |
0 |
0 |
0 |
25 |
2 |
6 |
20 |
101 |
| Noise Bubbles |
0 |
0 |
0 |
66 |
3 |
4 |
11 |
264 |
| Noise Bubbles |
0 |
0 |
0 |
50 |
3 |
6 |
18 |
290 |
| Noisy News in Business Cycles |
0 |
0 |
0 |
78 |
2 |
8 |
14 |
245 |
| Noisy News in Business Cycles |
0 |
0 |
0 |
62 |
3 |
15 |
45 |
275 |
| Noisy News in Business cycles |
0 |
0 |
0 |
116 |
1 |
4 |
10 |
387 |
| Nonlinear Monetary Policy Tradeoffs |
1 |
3 |
8 |
38 |
1 |
6 |
34 |
98 |
| Nonlinear transmission of financial shocks: Some new evidence |
0 |
0 |
0 |
3 |
0 |
6 |
21 |
36 |
| One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
0 |
218 |
1 |
23 |
62 |
535 |
| One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
0 |
51 |
1 |
4 |
16 |
173 |
| One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
0 |
76 |
1 |
3 |
9 |
243 |
| Opening the Black Box: Structural Factor Models versus Structural VARs |
0 |
1 |
2 |
384 |
3 |
5 |
13 |
894 |
| Opening the Black Box: Structural Factor Models with Large Cross-Sections |
0 |
0 |
0 |
88 |
3 |
5 |
12 |
477 |
| Opening the Black Box: Structural Factor Models with Large Cross-Sections |
0 |
0 |
0 |
149 |
2 |
4 |
10 |
494 |
| Opening the black box: structural factor models with large cross-sections |
0 |
0 |
1 |
347 |
2 |
5 |
29 |
1,145 |
| Reference Cycles: The NBER Methodology Revisited |
0 |
0 |
1 |
226 |
4 |
6 |
19 |
705 |
| Risk and potential insurance in Europe |
0 |
0 |
0 |
0 |
3 |
3 |
8 |
66 |
| Sufficient information in structural VARs |
0 |
0 |
0 |
226 |
2 |
6 |
36 |
647 |
| Testing for Sufficient Information in Structural VARs |
0 |
0 |
0 |
46 |
3 |
5 |
11 |
255 |
| Testing for Sufficient Information in Structural VARs |
0 |
0 |
0 |
104 |
1 |
1 |
10 |
252 |
| Testing for Sufficient Information in Structural VARs |
0 |
0 |
0 |
35 |
3 |
6 |
14 |
199 |
| The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach |
1 |
1 |
2 |
159 |
3 |
3 |
15 |
455 |
| The Forcasting Performance of Dynamic Factor Models with Vintage Data |
0 |
0 |
0 |
49 |
1 |
5 |
13 |
94 |
| The Forecasting Performance of Dynamic Factor Models with Vintage Data |
0 |
0 |
0 |
13 |
3 |
5 |
13 |
60 |
| The Forecasting Performance of Dynamic Factor Models with Vintage Data |
0 |
0 |
0 |
17 |
5 |
9 |
15 |
56 |
| The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting |
0 |
1 |
1 |
1,241 |
7 |
11 |
36 |
2,835 |
| The Generalized Dynamic Factor Model: Identification and Estimation |
0 |
0 |
5 |
1,132 |
6 |
13 |
42 |
2,926 |
| The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
0 |
0 |
0 |
394 |
14 |
17 |
29 |
1,281 |
| The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
0 |
0 |
0 |
0 |
9 |
14 |
39 |
492 |
| The Generalized Dynamic Factor Model: Representation Theory |
0 |
1 |
2 |
453 |
6 |
32 |
83 |
1,168 |
| The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors |
0 |
0 |
0 |
14 |
2 |
4 |
7 |
36 |
| The Nonlinear Transmission of Financial Shocks: Some Evidence |
0 |
0 |
1 |
10 |
6 |
7 |
14 |
32 |
| The dynamic e ects of monetary policy: A structural factor model approach |
0 |
0 |
1 |
169 |
0 |
0 |
6 |
469 |
| The generalised dynamic factor model: consistency and rates |
0 |
0 |
0 |
0 |
4 |
5 |
15 |
148 |
| The generalised dynamic factor model: identification and estimation |
0 |
0 |
0 |
0 |
10 |
13 |
25 |
429 |
| The generalised dynamic factor model: one sided estimation and forecasting |
0 |
0 |
0 |
0 |
8 |
9 |
26 |
252 |
| The impact of financial shocks on the forecast distribution of output and inflation |
0 |
0 |
2 |
35 |
0 |
4 |
22 |
63 |
| Using Stationarity Tests in Antitrust Market Definition |
0 |
0 |
0 |
440 |
2 |
3 |
14 |
1,122 |
| VAR Information and the Empirical Validation of DSGE Models |
0 |
0 |
0 |
89 |
1 |
3 |
11 |
160 |
| VAR Information and the Empirical Validation of DSGE Models |
0 |
0 |
0 |
138 |
5 |
6 |
17 |
172 |
| VAR Information and the Empirical Validation of DSGE Models |
0 |
0 |
0 |
71 |
1 |
6 |
13 |
158 |
| Validating DSGE Models through Dynamic Factor Models |
0 |
1 |
2 |
25 |
1 |
3 |
13 |
50 |
| Total Working Papers |
9 |
26 |
140 |
13,765 |
286 |
626 |
2,131 |
43,199 |