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 |
188 |
0 |
1 |
1 |
521 |
A dynamic factor analysis of the response of U. S. interest rates to news |
0 |
0 |
0 |
143 |
0 |
0 |
0 |
447 |
A real time coincident indicator of the euro area business cycle |
0 |
0 |
6 |
214 |
1 |
1 |
10 |
636 |
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
13 |
Aggregation of simple linear dynamics: exact asymptotic results |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
26 |
Band-Pass Filtering with High-Dimensional Time Series |
2 |
3 |
22 |
22 |
2 |
4 |
11 |
11 |
Band-Pass Filtering with High-Dimensional Time Series |
1 |
1 |
3 |
3 |
1 |
3 |
5 |
5 |
Coincident and leading indicators for the Euro area |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
111 |
Common Component Structural VARs |
2 |
3 |
13 |
41 |
3 |
4 |
29 |
83 |
Common Components Structural VARs |
2 |
3 |
8 |
62 |
2 |
4 |
15 |
69 |
Common and uncommon trends and cycles |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
75 |
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle |
0 |
0 |
0 |
109 |
0 |
0 |
0 |
393 |
Diffusion of technical change and the decomposition of output into trend and cycle |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
61 |
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? |
0 |
0 |
1 |
331 |
0 |
1 |
3 |
974 |
Do financial variables help forecasting inflation and real activity in the Euro area ? |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
151 |
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting |
0 |
0 |
2 |
101 |
0 |
0 |
4 |
146 |
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis |
0 |
0 |
2 |
61 |
0 |
0 |
2 |
59 |
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis |
0 |
0 |
1 |
66 |
1 |
2 |
4 |
159 |
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis |
0 |
1 |
2 |
24 |
0 |
2 |
4 |
87 |
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis |
0 |
1 |
2 |
91 |
0 |
1 |
3 |
148 |
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations |
0 |
0 |
2 |
157 |
0 |
0 |
3 |
252 |
Dynamic Factor Models, Cointegration and Error Correction Mechanisms |
0 |
0 |
0 |
166 |
0 |
0 |
7 |
221 |
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
115 |
Dynamic Factor model with infinite dimensional factor space: forecasting |
0 |
0 |
1 |
56 |
0 |
0 |
1 |
93 |
Dynamic Factor model with infinite dimensional factor space: forecasting |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
55 |
EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE |
0 |
0 |
0 |
2 |
0 |
1 |
9 |
617 |
Eigenvalue Ratio Estimators for the Number of Common Factors |
1 |
1 |
2 |
67 |
2 |
3 |
11 |
85 |
Eigenvalue Ratio Estimators for the Number of Dynamic Factors |
0 |
0 |
1 |
48 |
0 |
0 |
1 |
89 |
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle |
0 |
1 |
8 |
506 |
0 |
2 |
19 |
1,616 |
Factor Models in High-Dimensional Time Series: A Time-Domain Approach |
0 |
0 |
2 |
177 |
0 |
0 |
5 |
296 |
Innovation and Corporate Growth in the Evolution of the Drug Industry |
0 |
0 |
2 |
430 |
0 |
0 |
7 |
969 |
Issues Concerning the Approximation Underlying the Spectral Representation Theorem |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
147 |
Issues on Aggregation and Microfundations of Macroeconomics |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
436 |
New EuroCOIN: Tracking Economic Growth in Real Time |
0 |
0 |
0 |
155 |
0 |
0 |
3 |
579 |
New Eurocoin: Tracking Economic Growth in Real Time |
2 |
2 |
9 |
232 |
4 |
9 |
38 |
817 |
New Eurocoin: Tracking Economic Growth in Real Time |
1 |
1 |
1 |
114 |
2 |
5 |
12 |
439 |
Noise Bubbles |
0 |
0 |
1 |
65 |
1 |
1 |
18 |
247 |
Noise Bubbles |
1 |
1 |
3 |
50 |
2 |
2 |
25 |
270 |
Noise Bubbles |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
77 |
Noisy News in Business Cycles |
0 |
0 |
2 |
62 |
0 |
0 |
39 |
227 |
Noisy News in Business Cycles |
1 |
1 |
5 |
71 |
1 |
4 |
52 |
218 |
Noisy News in Business cycles |
0 |
0 |
1 |
116 |
1 |
1 |
31 |
375 |
Non-Stationary Dynamic Factor Models for Large Datasets |
0 |
0 |
1 |
130 |
4 |
5 |
31 |
206 |
On persistence of shocks to economic variables: a common misconception |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
65 |
One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
0 |
76 |
0 |
0 |
4 |
232 |
One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
0 |
49 |
0 |
0 |
3 |
153 |
One-Sided Representations of Generalized Dynamic Factor Models |
2 |
2 |
3 |
216 |
3 |
3 |
7 |
465 |
Opening the Black Box: Structural Factor Models versus Structural VARs |
0 |
0 |
5 |
378 |
1 |
1 |
10 |
867 |
Opening the Black Box: Structural Factor Models with Large Cross-Sections |
0 |
0 |
0 |
149 |
1 |
1 |
38 |
478 |
Opening the Black Box: Structural Factor Models with Large Cross-Sections |
0 |
0 |
0 |
88 |
0 |
1 |
43 |
462 |
Opening the black box: structural factor models with large cross-sections |
0 |
1 |
3 |
346 |
0 |
2 |
23 |
1,106 |
Optimal Dimension Reduction for High-dimensional and Functional Time Series |
0 |
0 |
1 |
79 |
1 |
2 |
3 |
123 |
Permanent and temporary fluctuations in macroeconomics |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
32 |
Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals |
0 |
0 |
0 |
247 |
0 |
0 |
0 |
519 |
Reference Cycles: The NBER Methodology Revisited |
0 |
0 |
2 |
225 |
1 |
1 |
6 |
678 |
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting |
0 |
1 |
7 |
1,231 |
2 |
4 |
18 |
2,774 |
The Generalized Dynamic Factor Model: Identification and Estimation |
3 |
3 |
7 |
1,123 |
6 |
7 |
24 |
2,866 |
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
0 |
1 |
1 |
393 |
0 |
1 |
4 |
1,245 |
The Generalized Dynamic Factor Model: Representation Theory |
0 |
0 |
1 |
450 |
0 |
2 |
8 |
1,076 |
The dynamic effects of aggregate demand and supply disturbances: comment |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
225 |
The generalised dynamic factor model: consistency and rates |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
130 |
The generalised dynamic factor model: identification and estimation |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
394 |
The generalised dynamic factor model: one sided estimation and forecasting |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
220 |
Tracking economic growth in real time during the pandemic: a rationale for a revision of €-coin |
0 |
0 |
1 |
11 |
0 |
1 |
4 |
20 |
Trend-cycle decompositions and measures of persistence: does time aggregation matter? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
33 |
VAR analysis, non-fundamental representations, Blashke matrices |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
229 |
Validating DSGE Models through Dynamic Factor Models |
0 |
0 |
10 |
19 |
0 |
0 |
16 |
27 |
Total Working Papers |
18 |
27 |
145 |
9,353 |
45 |
88 |
641 |
27,040 |
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 |
0 |
47 |
0 |
0 |
29 |
223 |
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 |
62 |
0 |
1 |
2 |
194 |
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors |
0 |
0 |
1 |
9 |
0 |
0 |
4 |
43 |
Common and uncommon trends and cycles |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
211 |
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle |
0 |
0 |
0 |
93 |
1 |
1 |
1 |
288 |
Do financial variables help forecasting inflation and real activity in the euro area? |
1 |
1 |
14 |
198 |
1 |
3 |
22 |
548 |
Dynamic factor model with infinite‐dimensional factor space: Forecasting |
1 |
1 |
3 |
15 |
1 |
2 |
8 |
73 |
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis |
0 |
1 |
3 |
35 |
0 |
2 |
11 |
138 |
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations |
0 |
0 |
3 |
31 |
0 |
1 |
8 |
125 |
Editors' note |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
81 |
Editors' note |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
32 |
Factor models in high-dimensional time series—A time-domain approach |
0 |
0 |
0 |
28 |
0 |
1 |
2 |
78 |
High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research |
0 |
1 |
1 |
1 |
0 |
4 |
4 |
4 |
ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
57 |
Il primo esercizio italiano di valutazione della ricerca: una prima valutazione |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
131 |
Innovation and corporate growth in the evolution of the drug industry |
0 |
1 |
6 |
155 |
0 |
1 |
19 |
546 |
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors |
1 |
3 |
15 |
33 |
2 |
4 |
25 |
79 |
Linear System Challenges of Dynamic Factor Models |
0 |
0 |
2 |
2 |
0 |
0 |
5 |
5 |
New Eurocoin: Tracking Economic Growth in Real Time |
2 |
3 |
5 |
234 |
6 |
10 |
21 |
642 |
Noise Bubbles |
2 |
2 |
2 |
22 |
3 |
5 |
7 |
97 |
Noisy News in Business Cycles |
1 |
1 |
4 |
65 |
1 |
2 |
43 |
283 |
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS |
0 |
1 |
3 |
511 |
0 |
3 |
48 |
1,288 |
On persistence of shocks to economic variables: A common misconception |
0 |
0 |
2 |
114 |
0 |
1 |
7 |
250 |
On the dynamic shape of aggregated error correction models |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
118 |
Optimal dimension reduction for high-dimensional and functional time series |
0 |
0 |
0 |
11 |
0 |
1 |
4 |
66 |
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY |
0 |
1 |
6 |
287 |
1 |
2 |
11 |
653 |
The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment |
3 |
3 |
9 |
419 |
3 |
4 |
18 |
1,195 |
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
0 |
2 |
8 |
330 |
1 |
3 |
18 |
829 |
The Generalized Dynamic-Factor Model: Identification And Estimation |
0 |
1 |
8 |
914 |
2 |
6 |
36 |
2,342 |
The Principle of Labor Value |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
31 |
The general dynamic factor model: One-sided representation results |
0 |
0 |
0 |
64 |
0 |
1 |
3 |
182 |
The generalized dynamic factor model consistency and rates |
1 |
1 |
3 |
222 |
1 |
1 |
10 |
552 |
Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
242 |
VAR analysis, nonfundamental representations, blaschke matrices |
1 |
2 |
9 |
526 |
2 |
4 |
20 |
1,026 |
Total Journal Articles |
13 |
25 |
107 |
4,640 |
25 |
63 |
388 |
12,652 |