| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Dynamic Factor Analysis of the Response of U.S. Interest Rates to News |
0 |
0 |
0 |
189 |
1 |
2 |
3 |
528 |
| A dynamic factor analysis of the response of U. S. interest rates to news |
0 |
0 |
0 |
143 |
2 |
5 |
6 |
453 |
| A real time coincident indicator of the euro area business cycle |
0 |
1 |
6 |
231 |
5 |
7 |
14 |
663 |
| Aggregation of Simple Linear Dynamics: Exact Asymptotic Results |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
19 |
| Aggregation of simple linear dynamics: exact asymptotic results |
0 |
0 |
0 |
4 |
1 |
2 |
3 |
29 |
| Band-Pass Filtering with High-Dimensional Time Series |
1 |
2 |
4 |
32 |
3 |
5 |
11 |
36 |
| Band-Pass Filtering with High-Dimensional Time Series |
0 |
0 |
0 |
5 |
0 |
3 |
8 |
25 |
| Coincident and leading indicators for the Euro area |
0 |
0 |
0 |
0 |
5 |
6 |
8 |
120 |
| Common Component Structural VARs |
0 |
0 |
1 |
48 |
1 |
4 |
10 |
109 |
| Common Components Structural VARs |
0 |
0 |
4 |
69 |
2 |
3 |
17 |
96 |
| Common and uncommon trends and cycles |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
79 |
| Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle |
0 |
0 |
0 |
109 |
3 |
3 |
4 |
400 |
| Diffusion of technical change and the decomposition of output into trend and cycle |
0 |
0 |
0 |
0 |
66 |
70 |
71 |
133 |
| Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? |
0 |
0 |
0 |
331 |
3 |
3 |
4 |
980 |
| Do financial variables help forecasting inflation and real activity in the Euro area ? |
0 |
0 |
0 |
50 |
2 |
4 |
5 |
160 |
| Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting |
0 |
0 |
0 |
101 |
3 |
7 |
9 |
159 |
| Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis |
0 |
0 |
0 |
61 |
0 |
4 |
8 |
69 |
| Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis |
0 |
0 |
0 |
68 |
3 |
3 |
9 |
172 |
| Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis |
0 |
0 |
0 |
24 |
0 |
4 |
8 |
95 |
| Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis |
0 |
0 |
1 |
92 |
2 |
4 |
8 |
159 |
| Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations |
0 |
0 |
1 |
159 |
2 |
3 |
8 |
265 |
| Dynamic Factor Models, Cointegration and Error Correction Mechanisms |
0 |
0 |
0 |
167 |
1 |
4 |
4 |
229 |
| Dynamic Factor Models, Cointegration, and Error Correction Mechanisms |
0 |
0 |
0 |
55 |
2 |
5 |
5 |
121 |
| Dynamic Factor model with infinite dimensional factor space: forecasting |
0 |
0 |
0 |
56 |
3 |
3 |
5 |
99 |
| Dynamic Factor model with infinite dimensional factor space: forecasting |
0 |
0 |
0 |
47 |
2 |
3 |
3 |
61 |
| EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE |
0 |
0 |
0 |
2 |
2 |
5 |
9 |
630 |
| Eigenvalue Ratio Estimators for the Number of Common Factors |
0 |
0 |
1 |
68 |
2 |
6 |
9 |
101 |
| Eigenvalue Ratio Estimators for the Number of Dynamic Factors |
1 |
1 |
1 |
52 |
4 |
5 |
7 |
101 |
| EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle |
0 |
1 |
2 |
512 |
3 |
6 |
12 |
1,640 |
| Factor Models in High-Dimensional Time Series: A Time-Domain Approach |
0 |
1 |
1 |
180 |
1 |
3 |
4 |
308 |
| Innovation and Corporate Growth in the Evolution of the Drug Industry |
0 |
0 |
0 |
431 |
2 |
8 |
11 |
992 |
| Issues Concerning the Approximation Underlying the Spectral Representation Theorem |
0 |
0 |
0 |
35 |
0 |
1 |
2 |
149 |
| Issues on Aggregation and Microfundations of Macroeconomics |
0 |
0 |
0 |
0 |
3 |
4 |
6 |
445 |
| New EuroCOIN: Tracking Economic Growth in Real Time |
0 |
0 |
0 |
156 |
3 |
12 |
14 |
604 |
| New Eurocoin: Tracking Economic Growth in Real Time |
0 |
1 |
1 |
117 |
2 |
6 |
12 |
459 |
| New Eurocoin: Tracking Economic Growth in Real Time |
0 |
0 |
0 |
236 |
1 |
7 |
14 |
843 |
| Noise Bubbles |
0 |
0 |
0 |
50 |
4 |
9 |
9 |
281 |
| Noise Bubbles |
0 |
0 |
0 |
25 |
2 |
7 |
11 |
91 |
| Noise Bubbles |
0 |
0 |
0 |
66 |
0 |
1 |
6 |
256 |
| Noisy News in Business Cycles |
0 |
0 |
0 |
62 |
2 |
14 |
17 |
246 |
| Noisy News in Business Cycles |
0 |
0 |
2 |
78 |
2 |
3 |
6 |
234 |
| Noisy News in Business cycles |
0 |
0 |
0 |
116 |
0 |
1 |
2 |
378 |
| Non-Stationary Dynamic Factor Models for Large Datasets |
0 |
0 |
0 |
132 |
1 |
5 |
10 |
225 |
| On persistence of shocks to economic variables: a common misconception |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
69 |
| One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
0 |
76 |
2 |
4 |
5 |
238 |
| One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
0 |
218 |
5 |
15 |
23 |
493 |
| One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
2 |
51 |
1 |
5 |
10 |
163 |
| Opening the Black Box: Structural Factor Models versus Structural VARs |
0 |
0 |
1 |
383 |
1 |
3 |
7 |
887 |
| Opening the Black Box: Structural Factor Models with Large Cross-Sections |
0 |
0 |
0 |
149 |
1 |
1 |
6 |
487 |
| Opening the Black Box: Structural Factor Models with Large Cross-Sections |
0 |
0 |
0 |
88 |
1 |
4 |
6 |
471 |
| Opening the black box: structural factor models with large cross-sections |
0 |
0 |
1 |
347 |
1 |
12 |
23 |
1,135 |
| Optimal Dimension Reduction for High-dimensional and Functional Time Series |
0 |
0 |
0 |
79 |
4 |
4 |
9 |
134 |
| Permanent and temporary fluctuations in macroeconomics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
32 |
| Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals |
0 |
0 |
0 |
251 |
0 |
4 |
5 |
529 |
| Reference Cycles: The NBER Methodology Revisited |
0 |
0 |
1 |
226 |
3 |
6 |
10 |
696 |
| The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting |
0 |
0 |
3 |
1,240 |
6 |
10 |
20 |
2,811 |
| The Generalized Dynamic Factor Model: Identification and Estimation |
1 |
3 |
4 |
1,131 |
5 |
12 |
20 |
2,902 |
| The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
0 |
0 |
0 |
394 |
2 |
6 |
11 |
1,260 |
| The Generalized Dynamic Factor Model: Representation Theory |
0 |
0 |
0 |
451 |
10 |
14 |
20 |
1,103 |
| The dynamic effects of aggregate demand and supply disturbances: comment |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
233 |
| The generalised dynamic factor model: consistency and rates |
0 |
0 |
0 |
0 |
2 |
4 |
9 |
140 |
| The generalised dynamic factor model: identification and estimation |
0 |
0 |
0 |
0 |
1 |
7 |
11 |
413 |
| The generalised dynamic factor model: one sided estimation and forecasting |
0 |
0 |
0 |
0 |
5 |
8 |
12 |
237 |
| Tracking economic growth in real time during the pandemic: a rationale for a revision of €-coin |
0 |
1 |
1 |
13 |
2 |
5 |
7 |
29 |
| Trend-cycle decompositions and measures of persistence: does time aggregation matter? |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
37 |
| VAR analysis, non-fundamental representations, Blashke matrices |
0 |
0 |
0 |
0 |
1 |
5 |
8 |
240 |
| Validating DSGE Models through Dynamic Factor Models |
0 |
0 |
2 |
24 |
1 |
2 |
10 |
45 |
| Total Working Papers |
3 |
11 |
40 |
9,482 |
205 |
399 |
643 |
28,026 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Aggregation of linear dynamic microeconomic models |
0 |
0 |
1 |
50 |
1 |
4 |
10 |
239 |
| Aggregation: Aggregate production functions and related topics, collected papers by Franklin M. Fisher: Franklin M. Fisher, edited by John Monz (The MIT Press, Cambridge, MA) pp. xxiv-280, $45.00 (cloth) |
0 |
0 |
0 |
63 |
0 |
0 |
5 |
202 |
| Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors |
0 |
2 |
2 |
11 |
2 |
5 |
6 |
54 |
| Common and uncommon trends and cycles |
0 |
0 |
2 |
62 |
1 |
1 |
4 |
216 |
| Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle |
0 |
0 |
0 |
94 |
1 |
2 |
5 |
295 |
| Do financial variables help forecasting inflation and real activity in the euro area? |
0 |
0 |
1 |
207 |
1 |
3 |
12 |
582 |
| Dynamic factor model with infinite‐dimensional factor space: Forecasting |
0 |
0 |
1 |
19 |
3 |
3 |
5 |
86 |
| Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis |
0 |
0 |
2 |
38 |
1 |
2 |
7 |
149 |
| Dynamic factor models with infinite-dimensional factor spaces: One-sided representations |
0 |
0 |
5 |
41 |
1 |
5 |
15 |
154 |
| Editors' note |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
32 |
| Editors' note |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
81 |
| Factor models in high-dimensional time series—A time-domain approach |
0 |
0 |
0 |
29 |
0 |
1 |
3 |
84 |
| High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research |
0 |
0 |
1 |
3 |
0 |
1 |
3 |
18 |
| ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
58 |
| Il primo esercizio italiano di valutazione della ricerca: una prima valutazione |
0 |
0 |
0 |
23 |
1 |
2 |
3 |
134 |
| Informing DSGE Models Through Dynamic Factor Models |
0 |
1 |
3 |
3 |
4 |
10 |
17 |
17 |
| Innovation and corporate growth in the evolution of the drug industry |
0 |
0 |
3 |
161 |
2 |
5 |
12 |
572 |
| Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors |
0 |
0 |
4 |
46 |
0 |
4 |
19 |
124 |
| Linear System Challenges of Dynamic Factor Models |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
11 |
| New Eurocoin: Tracking Economic Growth in Real Time |
0 |
1 |
2 |
247 |
0 |
4 |
11 |
674 |
| Noise Bubbles |
0 |
0 |
1 |
25 |
0 |
2 |
10 |
120 |
| Noisy News in Business Cycles |
0 |
0 |
2 |
67 |
0 |
3 |
10 |
300 |
| OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS |
1 |
3 |
4 |
520 |
5 |
9 |
18 |
1,325 |
| On persistence of shocks to economic variables: A common misconception |
0 |
0 |
1 |
115 |
0 |
0 |
2 |
256 |
| On the dynamic shape of aggregated error correction models |
0 |
0 |
0 |
42 |
0 |
0 |
2 |
122 |
| Optimal dimension reduction for high-dimensional and functional time series |
0 |
0 |
0 |
12 |
1 |
4 |
5 |
75 |
| THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY |
0 |
2 |
6 |
302 |
4 |
9 |
19 |
691 |
| The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment |
1 |
1 |
5 |
437 |
4 |
9 |
21 |
1,237 |
| The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
1 |
2 |
3 |
339 |
4 |
16 |
28 |
877 |
| The Generalized Dynamic-Factor Model: Identification And Estimation |
0 |
2 |
11 |
936 |
9 |
21 |
42 |
2,420 |
| The Principle of Labor Value |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
33 |
| The general dynamic factor model: One-sided representation results |
0 |
0 |
0 |
64 |
0 |
3 |
8 |
193 |
| The generalized dynamic factor model consistency and rates |
0 |
0 |
3 |
227 |
1 |
2 |
12 |
576 |
| Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? |
0 |
0 |
0 |
62 |
1 |
1 |
4 |
250 |
| VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS |
0 |
1 |
4 |
5 |
3 |
4 |
9 |
11 |
| VAR analysis, nonfundamental representations, blaschke matrices |
0 |
0 |
6 |
553 |
0 |
7 |
16 |
1,082 |
| Total Journal Articles |
3 |
15 |
73 |
4,830 |
50 |
143 |
347 |
13,350 |
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