Working Paper |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Core Inflation Index for the Euro Area |
0 |
0 |
0 |
190 |
0 |
2 |
5 |
828 |
A Measure of Comovement for Economic Variables: Theory and Empirics |
0 |
0 |
0 |
477 |
0 |
0 |
5 |
1,511 |
A core inflation index for the euro area |
0 |
0 |
3 |
262 |
1 |
2 |
6 |
955 |
A core inflation indicator for the Euro area |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
202 |
A measure of co-movement for economic variables: theory and empirics |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
158 |
A real time coincident indicator of the euro area business cycle |
0 |
3 |
5 |
228 |
0 |
5 |
8 |
654 |
An American Macroeconomic Picture. Supply and Demand Shocks in the Frequency Domain |
1 |
5 |
38 |
74 |
2 |
9 |
61 |
138 |
Anti-Trust Policy and National Growth: Some Evidence from Italy |
0 |
0 |
0 |
80 |
0 |
0 |
0 |
301 |
Asymmetric Effects of Monetary Policy Easing and Tightening |
0 |
0 |
1 |
47 |
0 |
0 |
5 |
105 |
Asymmetric Effects of Monetary Policy Easing and Tightening |
2 |
3 |
11 |
58 |
6 |
9 |
25 |
89 |
Asymmetric Effects of Monetary Policy Easing and Tightening |
0 |
0 |
1 |
48 |
0 |
0 |
2 |
46 |
Asymmetric Monetary Policy Tradeoffs |
0 |
0 |
5 |
30 |
4 |
8 |
30 |
64 |
Asymmetric Monetary Policy Tradeoffs |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Asymmetric Transmission of Oil Supply News |
1 |
8 |
24 |
24 |
4 |
13 |
35 |
35 |
Asymmetric monetary policy tradeoffs |
0 |
0 |
1 |
26 |
0 |
0 |
6 |
97 |
Coincident and leading indicators for the Euro area |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
113 |
Common Component Structural VARs |
0 |
1 |
6 |
48 |
1 |
5 |
14 |
104 |
Common Components Structural VARs |
2 |
3 |
6 |
68 |
3 |
7 |
17 |
87 |
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? |
0 |
0 |
0 |
331 |
0 |
0 |
2 |
977 |
Do financial variables help forecasting inflation and real activity in the Euro area ? |
0 |
0 |
1 |
50 |
0 |
1 |
3 |
156 |
Downside and Upside Uncertainty Shocks |
0 |
0 |
3 |
67 |
0 |
4 |
19 |
175 |
Dynamic Common Factors in Large Cross-Sections |
1 |
1 |
1 |
270 |
1 |
1 |
3 |
642 |
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting |
0 |
0 |
0 |
101 |
0 |
1 |
4 |
151 |
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis |
0 |
0 |
0 |
61 |
0 |
0 |
2 |
63 |
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis |
0 |
0 |
2 |
68 |
0 |
2 |
9 |
168 |
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 |
1 |
1 |
92 |
0 |
3 |
3 |
154 |
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations |
0 |
0 |
1 |
158 |
0 |
0 |
2 |
257 |
Dynamic Factor model with infinite dimensional factor space: forecasting |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
58 |
Dynamic Factor model with infinite dimensional factor space: forecasting |
0 |
0 |
0 |
56 |
0 |
1 |
2 |
95 |
Dynamic common factors in large cross-sections |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
143 |
Eigenvalue Ratio Estimators for the Number of Common Factors |
0 |
0 |
1 |
68 |
0 |
1 |
5 |
94 |
Eigenvalue Ratio Estimators for the Number of Dynamic Factors |
0 |
0 |
3 |
51 |
0 |
0 |
6 |
95 |
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle |
0 |
1 |
3 |
511 |
0 |
3 |
9 |
1,632 |
External Instrument SVAR Analysis for Noninvertible Shocks |
0 |
1 |
4 |
24 |
1 |
3 |
9 |
57 |
External Instrument SVAR Analysis for Noninvertible Shocks |
0 |
1 |
3 |
44 |
1 |
3 |
7 |
48 |
External Instrument SVAR Analysis forNoninvertible Shocks |
1 |
2 |
5 |
40 |
5 |
12 |
26 |
64 |
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 |
0 |
2 |
83 |
2 |
2 |
6 |
366 |
Fiscal Foresight and the Effects of Government Spending |
0 |
0 |
0 |
39 |
1 |
1 |
6 |
281 |
Fiscal Foresight and the Effects of Government Spending |
1 |
1 |
3 |
235 |
1 |
1 |
9 |
705 |
Fiscal Foresight and the Effects of Government Spending |
0 |
0 |
1 |
53 |
0 |
0 |
5 |
240 |
Frequency-band estimation of the number of factors detecting the main business cycle shocks |
0 |
0 |
2 |
33 |
0 |
0 |
8 |
58 |
Fundamentalness, Granger Causality and Aggregation |
0 |
0 |
2 |
99 |
0 |
1 |
7 |
179 |
Government Spending Shocks in Open Economy VARs |
0 |
0 |
1 |
118 |
0 |
1 |
3 |
319 |
Government Spending Shocks in Open Economy VARs |
0 |
0 |
0 |
95 |
1 |
4 |
6 |
305 |
Knowledge Spillovers and the Growth of Local Industries |
0 |
0 |
0 |
170 |
0 |
1 |
3 |
455 |
Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle |
0 |
0 |
0 |
284 |
0 |
1 |
4 |
790 |
Let's get real: a factor analytical approach to disaggregated business cycle dynamics |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
226 |
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
0 |
1 |
44 |
0 |
0 |
3 |
193 |
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
0 |
1 |
346 |
0 |
0 |
4 |
1,418 |
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
0 |
2 |
84 |
0 |
0 |
7 |
200 |
Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model |
0 |
1 |
2 |
58 |
0 |
1 |
6 |
236 |
Macroeconomic Uncertainty and Vector Autoregressions |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
81 |
Macroeconomic Uncertainty and Vector Autoregressions |
0 |
0 |
0 |
74 |
0 |
0 |
3 |
72 |
National Policies and Local Economies: Europe and the United States |
0 |
0 |
1 |
163 |
0 |
0 |
15 |
759 |
National policies and local economies: Europe and the United States |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
102 |
New EuroCOIN: Tracking Economic Growth in Real Time |
0 |
0 |
0 |
156 |
0 |
1 |
10 |
591 |
New Eurocoin: Tracking Economic Growth in Real Time |
0 |
0 |
1 |
236 |
0 |
3 |
10 |
834 |
New Eurocoin: Tracking Economic Growth in Real Time |
0 |
0 |
0 |
116 |
0 |
2 |
5 |
449 |
News, Uncertainty and Economic Fluctuations |
0 |
0 |
0 |
40 |
0 |
0 |
2 |
60 |
News, Uncertainty and Economic Fluctuations (No News is Good News) |
0 |
0 |
2 |
96 |
1 |
1 |
5 |
210 |
No News in Business Cycles |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
178 |
No News in Business Cycles |
0 |
0 |
0 |
59 |
0 |
0 |
1 |
307 |
No News in Business Cycles |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
352 |
No News in Business Cycles |
0 |
0 |
0 |
210 |
0 |
0 |
2 |
511 |
No News in Business Cycles |
0 |
0 |
2 |
80 |
0 |
1 |
5 |
279 |
No news in business cycles |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
302 |
Noise Bubbles |
0 |
0 |
1 |
66 |
1 |
2 |
6 |
253 |
Noise Bubbles |
0 |
0 |
0 |
50 |
0 |
0 |
2 |
272 |
Noise Bubbles |
0 |
0 |
1 |
25 |
0 |
1 |
4 |
81 |
Noisy News in Business Cycles |
0 |
0 |
4 |
78 |
0 |
0 |
8 |
231 |
Noisy News in Business Cycles |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
230 |
Noisy News in Business cycles |
0 |
0 |
0 |
116 |
0 |
1 |
1 |
377 |
Nonlinear transmission of financial shocks: Some new evidence |
0 |
1 |
1 |
3 |
0 |
1 |
2 |
15 |
One-Sided Representations of Generalized Dynamic Factor Models |
1 |
1 |
2 |
51 |
1 |
3 |
4 |
157 |
One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
2 |
218 |
1 |
3 |
6 |
473 |
One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
0 |
76 |
0 |
1 |
1 |
234 |
Opening the Black Box: Structural Factor Models versus Structural VARs |
0 |
0 |
1 |
382 |
0 |
1 |
8 |
881 |
Opening the Black Box: Structural Factor Models with Large Cross-Sections |
0 |
0 |
0 |
149 |
1 |
3 |
6 |
484 |
Opening the Black Box: Structural Factor Models with Large Cross-Sections |
0 |
0 |
0 |
88 |
0 |
0 |
2 |
465 |
Opening the black box: structural factor models with large cross-sections |
0 |
0 |
0 |
346 |
0 |
4 |
8 |
1,116 |
Reference Cycles: The NBER Methodology Revisited |
0 |
0 |
0 |
225 |
0 |
0 |
7 |
686 |
Risk and potential insurance in Europe |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
58 |
Sufficient information in structural VARs |
0 |
0 |
1 |
226 |
0 |
0 |
2 |
611 |
Testing for Sufficient Information in Structural VARs |
0 |
0 |
0 |
104 |
0 |
0 |
3 |
242 |
Testing for Sufficient Information in Structural VARs |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
244 |
Testing for Sufficient Information in Structural VARs |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
185 |
The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach |
0 |
0 |
3 |
157 |
0 |
0 |
5 |
440 |
The Forcasting Performance of Dynamic Factor Models with Vintage Data |
0 |
0 |
0 |
49 |
0 |
1 |
1 |
81 |
The Forecasting Performance of Dynamic Factor Models with Vintage Data |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
47 |
The Forecasting Performance of Dynamic Factor Models with Vintage Data |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
41 |
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting |
1 |
2 |
6 |
1,240 |
1 |
3 |
17 |
2,799 |
The Generalized Dynamic Factor Model: Identification and Estimation |
0 |
0 |
2 |
1,127 |
0 |
2 |
13 |
2,884 |
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
453 |
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
0 |
0 |
1 |
394 |
1 |
2 |
6 |
1,252 |
The Generalized Dynamic Factor Model: Representation Theory |
0 |
0 |
1 |
451 |
0 |
2 |
7 |
1,085 |
The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors |
0 |
1 |
3 |
14 |
0 |
2 |
11 |
29 |
The Nonlinear Transmission of Financial Shocks: Some Evidence |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
18 |
The dynamic e ects of monetary policy: A structural factor model approach |
0 |
0 |
2 |
168 |
0 |
1 |
4 |
463 |
The generalised dynamic factor model: consistency and rates |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
133 |
The generalised dynamic factor model: identification and estimation |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
404 |
The generalised dynamic factor model: one sided estimation and forecasting |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
226 |
The impact of financial shocks on the forecast distribution of output and inflation |
1 |
2 |
5 |
33 |
2 |
3 |
10 |
41 |
Using Stationarity Tests in Antitrust Market Definition |
0 |
0 |
0 |
440 |
0 |
1 |
2 |
1,108 |
VAR Information and the Empirical Validation of DSGE Models |
0 |
0 |
0 |
138 |
0 |
2 |
8 |
155 |
VAR Information and the Empirical Validation of DSGE Models |
0 |
0 |
0 |
89 |
0 |
0 |
3 |
149 |
VAR Information and the Empirical Validation of DSGE Models |
0 |
0 |
0 |
71 |
0 |
1 |
1 |
145 |
Validating DSGE Models through Dynamic Factor Models |
0 |
0 |
3 |
23 |
0 |
0 |
6 |
37 |
Total Working Papers |
12 |
39 |
191 |
13,625 |
47 |
168 |
681 |
41,068 |