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 |
1 |
3 |
4 |
826 |
A Measure of Comovement for Economic Variables: Theory and Empirics |
0 |
0 |
1 |
477 |
0 |
2 |
8 |
1,511 |
A core inflation index for the euro area |
0 |
1 |
4 |
262 |
0 |
2 |
10 |
953 |
A core inflation indicator for the Euro area |
0 |
0 |
0 |
0 |
1 |
1 |
14 |
202 |
A measure of co-movement for economic variables: theory and empirics |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
157 |
A real time coincident indicator of the euro area business cycle |
0 |
1 |
9 |
225 |
0 |
1 |
11 |
649 |
An American Macroeconomic Picture. Supply and Demand Shocks in the Frequency Domain |
5 |
10 |
40 |
69 |
8 |
18 |
67 |
129 |
Anti-Trust Policy and National Growth: Some Evidence from Italy |
0 |
0 |
1 |
80 |
0 |
0 |
1 |
301 |
Asymmetric Effects of Monetary Policy Easing and Tightening |
0 |
1 |
1 |
48 |
1 |
2 |
4 |
46 |
Asymmetric Effects of Monetary Policy Easing and Tightening |
0 |
1 |
3 |
47 |
2 |
3 |
8 |
105 |
Asymmetric Effects of Monetary Policy Easing and Tightening |
2 |
3 |
10 |
55 |
3 |
5 |
20 |
80 |
Asymmetric Monetary Policy Tradeoffs |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Asymmetric Monetary Policy Tradeoffs |
0 |
1 |
8 |
30 |
4 |
10 |
30 |
56 |
Asymmetric Transmission of Oil Supply News |
2 |
8 |
16 |
16 |
3 |
11 |
22 |
22 |
Asymmetric monetary policy tradeoffs |
0 |
0 |
1 |
26 |
0 |
0 |
8 |
97 |
Coincident and leading indicators for the Euro area |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
112 |
Common Component Structural VARs |
0 |
3 |
5 |
47 |
0 |
3 |
11 |
99 |
Common Components Structural VARs |
0 |
0 |
3 |
65 |
1 |
4 |
10 |
80 |
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? |
0 |
0 |
0 |
331 |
1 |
1 |
3 |
977 |
Do financial variables help forecasting inflation and real activity in the Euro area ? |
0 |
0 |
2 |
50 |
0 |
0 |
3 |
155 |
Downside and Upside Uncertainty Shocks |
1 |
1 |
3 |
67 |
3 |
5 |
25 |
171 |
Dynamic Common Factors in Large Cross-Sections |
0 |
0 |
0 |
269 |
0 |
1 |
2 |
641 |
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting |
0 |
0 |
0 |
101 |
0 |
0 |
4 |
150 |
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis |
0 |
0 |
0 |
61 |
2 |
2 |
3 |
63 |
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis |
0 |
0 |
2 |
68 |
3 |
3 |
7 |
166 |
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
87 |
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis |
0 |
0 |
0 |
91 |
0 |
0 |
1 |
151 |
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations |
0 |
0 |
1 |
158 |
0 |
1 |
3 |
257 |
Dynamic Factor model with infinite dimensional factor space: forecasting |
0 |
0 |
0 |
47 |
0 |
1 |
3 |
58 |
Dynamic Factor model with infinite dimensional factor space: forecasting |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
94 |
Dynamic common factors in large cross-sections |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
141 |
Eigenvalue Ratio Estimators for the Number of Common Factors |
1 |
1 |
1 |
68 |
1 |
3 |
5 |
93 |
Eigenvalue Ratio Estimators for the Number of Dynamic Factors |
0 |
0 |
3 |
51 |
1 |
2 |
6 |
95 |
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle |
0 |
0 |
3 |
510 |
1 |
2 |
11 |
1,629 |
External Instrument SVAR Analysis for Noninvertible Shocks |
1 |
2 |
2 |
43 |
3 |
4 |
5 |
45 |
External Instrument SVAR Analysis for Noninvertible Shocks |
0 |
1 |
5 |
23 |
0 |
2 |
11 |
54 |
External Instrument SVAR Analysis forNoninvertible Shocks |
1 |
1 |
5 |
38 |
3 |
7 |
18 |
52 |
Federal policies and local economies: Europe and the U.S |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
121 |
Fiscal Foresight and the Effects of Goverment Spending |
0 |
1 |
2 |
83 |
0 |
2 |
4 |
364 |
Fiscal Foresight and the Effects of Government Spending |
0 |
0 |
2 |
234 |
3 |
5 |
9 |
704 |
Fiscal Foresight and the Effects of Government Spending |
0 |
0 |
2 |
39 |
0 |
1 |
8 |
280 |
Fiscal Foresight and the Effects of Government Spending |
0 |
0 |
2 |
53 |
1 |
2 |
7 |
240 |
Frequency-band estimation of the number of factors detecting the main business cycle shocks |
0 |
0 |
2 |
33 |
3 |
5 |
9 |
58 |
Fundamentalness, Granger Causality and Aggregation |
0 |
2 |
5 |
99 |
0 |
4 |
11 |
178 |
Government Spending Shocks in Open Economy VARs |
0 |
0 |
0 |
95 |
0 |
0 |
4 |
301 |
Government Spending Shocks in Open Economy VARs |
0 |
0 |
1 |
118 |
0 |
1 |
3 |
318 |
Knowledge Spillovers and the Growth of Local Industries |
0 |
0 |
0 |
170 |
0 |
1 |
2 |
454 |
Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle |
0 |
0 |
1 |
284 |
0 |
1 |
6 |
789 |
Let's get real: a factor analytical approach to disaggregated business cycle dynamics |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
225 |
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
0 |
1 |
44 |
1 |
2 |
4 |
193 |
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
0 |
1 |
57 |
0 |
3 |
7 |
235 |
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
0 |
1 |
346 |
0 |
1 |
6 |
1,418 |
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
0 |
2 |
84 |
2 |
3 |
9 |
200 |
Macroeconomic Uncertainty and Vector Autoregressions |
0 |
0 |
0 |
31 |
0 |
0 |
4 |
81 |
Macroeconomic Uncertainty and Vector Autoregressions |
0 |
0 |
1 |
74 |
1 |
2 |
9 |
72 |
National Policies and Local Economies: Europe and the United States |
0 |
0 |
2 |
163 |
0 |
6 |
22 |
759 |
National policies and local economies: Europe and the United States |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
102 |
New EuroCOIN: Tracking Economic Growth in Real Time |
0 |
0 |
0 |
156 |
0 |
1 |
10 |
590 |
New Eurocoin: Tracking Economic Growth in Real Time |
0 |
0 |
0 |
116 |
0 |
0 |
3 |
447 |
New Eurocoin: Tracking Economic Growth in Real Time |
0 |
0 |
1 |
236 |
2 |
2 |
11 |
831 |
News, Uncertainty and Economic Fluctuations |
0 |
0 |
0 |
40 |
1 |
1 |
2 |
60 |
News, Uncertainty and Economic Fluctuations (No News is Good News) |
0 |
0 |
3 |
96 |
0 |
0 |
5 |
209 |
No News in Business Cycles |
0 |
0 |
1 |
59 |
0 |
0 |
3 |
307 |
No News in Business Cycles |
0 |
1 |
3 |
80 |
1 |
2 |
5 |
278 |
No News in Business Cycles |
0 |
0 |
0 |
16 |
0 |
2 |
4 |
178 |
No News in Business Cycles |
0 |
0 |
0 |
210 |
0 |
1 |
5 |
511 |
No News in Business Cycles |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
352 |
No news in business cycles |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
302 |
Noise Bubbles |
0 |
0 |
0 |
50 |
0 |
1 |
2 |
272 |
Noise Bubbles |
0 |
0 |
1 |
66 |
1 |
2 |
4 |
251 |
Noise Bubbles |
0 |
1 |
1 |
25 |
0 |
1 |
3 |
80 |
Noisy News in Business Cycles |
0 |
0 |
0 |
62 |
1 |
1 |
3 |
230 |
Noisy News in Business Cycles |
2 |
3 |
5 |
78 |
3 |
5 |
9 |
231 |
Noisy News in Business cycles |
0 |
0 |
0 |
116 |
0 |
0 |
0 |
376 |
Nonlinear transmission of financial shocks: Some new evidence |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
14 |
One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
2 |
218 |
0 |
0 |
4 |
470 |
One-Sided Representations of Generalized Dynamic Factor Models |
1 |
1 |
1 |
50 |
1 |
1 |
1 |
154 |
One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
233 |
Opening the Black Box: Structural Factor Models versus Structural VARs |
0 |
0 |
2 |
382 |
0 |
2 |
8 |
880 |
Opening the Black Box: Structural Factor Models with Large Cross-Sections |
0 |
0 |
0 |
88 |
0 |
1 |
2 |
465 |
Opening the Black Box: Structural Factor Models with Large Cross-Sections |
0 |
0 |
0 |
149 |
0 |
1 |
3 |
481 |
Opening the black box: structural factor models with large cross-sections |
0 |
0 |
0 |
346 |
0 |
1 |
4 |
1,112 |
Reference Cycles: The NBER Methodology Revisited |
0 |
0 |
0 |
225 |
0 |
2 |
8 |
686 |
Risk and potential insurance in Europe |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
58 |
Sufficient information in structural VARs |
0 |
1 |
1 |
226 |
0 |
2 |
3 |
611 |
Testing for Sufficient Information in Structural VARs |
0 |
0 |
0 |
46 |
1 |
1 |
1 |
244 |
Testing for Sufficient Information in Structural VARs |
0 |
0 |
0 |
104 |
2 |
2 |
3 |
242 |
Testing for Sufficient Information in Structural VARs |
0 |
0 |
0 |
35 |
1 |
1 |
2 |
185 |
The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach |
0 |
0 |
4 |
157 |
2 |
2 |
8 |
440 |
The Forcasting Performance of Dynamic Factor Models with Vintage Data |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
80 |
The Forecasting Performance of Dynamic Factor Models with Vintage Data |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
47 |
The Forecasting Performance of Dynamic Factor Models with Vintage Data |
0 |
0 |
1 |
17 |
0 |
0 |
3 |
40 |
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting |
1 |
1 |
5 |
1,238 |
5 |
8 |
18 |
2,796 |
The Generalized Dynamic Factor Model: Identification and Estimation |
0 |
1 |
4 |
1,127 |
0 |
4 |
14 |
2,882 |
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
0 |
0 |
1 |
394 |
1 |
1 |
5 |
1,250 |
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
453 |
The Generalized Dynamic Factor Model: Representation Theory |
0 |
0 |
1 |
451 |
0 |
2 |
6 |
1,083 |
The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors |
0 |
1 |
2 |
13 |
2 |
4 |
9 |
27 |
The Nonlinear Transmission of Financial Shocks: Some Evidence |
0 |
0 |
2 |
9 |
0 |
0 |
3 |
17 |
The dynamic e ects of monetary policy: A structural factor model approach |
0 |
0 |
4 |
168 |
0 |
1 |
5 |
462 |
The generalised dynamic factor model: consistency and rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
131 |
The generalised dynamic factor model: identification and estimation |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
402 |
The generalised dynamic factor model: one sided estimation and forecasting |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
225 |
The impact of financial shocks on the forecast distribution of output and inflation |
0 |
0 |
6 |
31 |
1 |
2 |
12 |
38 |
Using Stationarity Tests in Antitrust Market Definition |
0 |
0 |
2 |
440 |
0 |
0 |
3 |
1,107 |
VAR Information and the Empirical Validation of DSGE Models |
0 |
0 |
0 |
138 |
0 |
0 |
6 |
153 |
VAR Information and the Empirical Validation of DSGE Models |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
144 |
VAR Information and the Empirical Validation of DSGE Models |
0 |
0 |
0 |
89 |
1 |
1 |
5 |
149 |
Validating DSGE Models through Dynamic Factor Models |
1 |
1 |
4 |
23 |
2 |
3 |
9 |
37 |
Total Working Papers |
18 |
49 |
211 |
13,586 |
84 |
206 |
712 |
40,900 |