| 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 |
0 |
0 |
1 |
526 |
| A dynamic factor analysis of the response of U. S. interest rates to news |
0 |
0 |
0 |
143 |
0 |
0 |
1 |
448 |
| A real time coincident indicator of the euro area business cycle |
0 |
1 |
6 |
230 |
0 |
1 |
8 |
656 |
| Aggregation of Simple Linear Dynamics: Exact Asymptotic Results |
0 |
0 |
0 |
2 |
0 |
2 |
4 |
18 |
| Aggregation of simple linear dynamics: exact asymptotic results |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
27 |
| Band-Pass Filtering with High-Dimensional Time Series |
1 |
2 |
2 |
30 |
2 |
4 |
7 |
31 |
| Band-Pass Filtering with High-Dimensional Time Series |
0 |
0 |
1 |
5 |
0 |
1 |
8 |
22 |
| Coincident and leading indicators for the Euro area |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
114 |
| Common Component Structural VARs |
0 |
0 |
4 |
48 |
0 |
1 |
9 |
105 |
| Common Components Structural VARs |
0 |
0 |
4 |
69 |
1 |
1 |
17 |
93 |
| Common and uncommon trends and cycles |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
79 |
| Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle |
0 |
0 |
0 |
109 |
0 |
0 |
3 |
397 |
| Diffusion of technical change and the decomposition of output into trend and cycle |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
63 |
| Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? |
0 |
0 |
0 |
331 |
0 |
0 |
1 |
977 |
| Do financial variables help forecasting inflation and real activity in the Euro area ? |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
156 |
| Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting |
0 |
0 |
0 |
101 |
0 |
0 |
2 |
152 |
| Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis |
0 |
0 |
0 |
61 |
0 |
1 |
4 |
65 |
| Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis |
0 |
0 |
1 |
68 |
0 |
1 |
7 |
169 |
| Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis |
0 |
0 |
0 |
24 |
0 |
1 |
4 |
91 |
| Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis |
0 |
0 |
1 |
92 |
0 |
1 |
4 |
155 |
| Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations |
0 |
0 |
1 |
159 |
0 |
4 |
6 |
262 |
| Dynamic Factor Models, Cointegration and Error Correction Mechanisms |
0 |
0 |
0 |
167 |
0 |
0 |
1 |
225 |
| Dynamic Factor Models, Cointegration, and Error Correction Mechanisms |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
116 |
| 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 |
96 |
| EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
625 |
| Eigenvalue Ratio Estimators for the Number of Common Factors |
0 |
0 |
1 |
68 |
0 |
0 |
5 |
95 |
| Eigenvalue Ratio Estimators for the Number of Dynamic Factors |
0 |
0 |
0 |
51 |
0 |
1 |
4 |
96 |
| EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle |
0 |
0 |
3 |
511 |
1 |
2 |
9 |
1,634 |
| Factor Models in High-Dimensional Time Series: A Time-Domain Approach |
0 |
0 |
0 |
179 |
0 |
0 |
3 |
305 |
| Innovation and Corporate Growth in the Evolution of the Drug Industry |
0 |
0 |
0 |
431 |
0 |
1 |
4 |
984 |
| Issues Concerning the Approximation Underlying the Spectral Representation Theorem |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
148 |
| Issues on Aggregation and Microfundations of Macroeconomics |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
441 |
| New EuroCOIN: Tracking Economic Growth in Real Time |
0 |
0 |
0 |
156 |
0 |
1 |
4 |
592 |
| New Eurocoin: Tracking Economic Growth in Real Time |
0 |
0 |
0 |
116 |
1 |
3 |
6 |
453 |
| New Eurocoin: Tracking Economic Growth in Real Time |
0 |
0 |
0 |
236 |
1 |
2 |
8 |
836 |
| Noise Bubbles |
0 |
0 |
1 |
25 |
1 |
3 |
5 |
84 |
| Noise Bubbles |
0 |
0 |
0 |
66 |
0 |
0 |
7 |
255 |
| Noise Bubbles |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
272 |
| Noisy News in Business Cycles |
0 |
0 |
3 |
78 |
0 |
0 |
5 |
231 |
| Noisy News in Business Cycles |
0 |
0 |
0 |
62 |
0 |
2 |
3 |
232 |
| Noisy News in Business cycles |
0 |
0 |
0 |
116 |
0 |
0 |
1 |
377 |
| Non-Stationary Dynamic Factor Models for Large Datasets |
0 |
0 |
0 |
132 |
0 |
3 |
6 |
220 |
| On persistence of shocks to economic variables: a common misconception |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
66 |
| One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
0 |
76 |
0 |
0 |
1 |
234 |
| One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
0 |
218 |
1 |
4 |
8 |
478 |
| One-Sided Representations of Generalized Dynamic Factor Models |
0 |
0 |
2 |
51 |
0 |
1 |
5 |
158 |
| Opening the Black Box: Structural Factor Models versus Structural VARs |
0 |
0 |
1 |
383 |
0 |
2 |
8 |
884 |
| Opening the Black Box: Structural Factor Models with Large Cross-Sections |
0 |
0 |
0 |
149 |
0 |
2 |
6 |
486 |
| Opening the Black Box: Structural Factor Models with Large Cross-Sections |
0 |
0 |
0 |
88 |
0 |
1 |
3 |
467 |
| Opening the black box: structural factor models with large cross-sections |
0 |
1 |
1 |
347 |
0 |
6 |
12 |
1,123 |
| Optimal Dimension Reduction for High-dimensional and Functional Time Series |
0 |
0 |
0 |
79 |
0 |
1 |
5 |
130 |
| 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 |
1 |
1 |
1 |
525 |
| Reference Cycles: The NBER Methodology Revisited |
1 |
1 |
1 |
226 |
1 |
3 |
6 |
690 |
| The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting |
0 |
0 |
4 |
1,240 |
1 |
1 |
14 |
2,801 |
| The Generalized Dynamic Factor Model: Identification and Estimation |
0 |
1 |
2 |
1,128 |
0 |
2 |
14 |
2,890 |
| The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
0 |
0 |
0 |
394 |
0 |
0 |
5 |
1,254 |
| The Generalized Dynamic Factor Model: Representation Theory |
0 |
0 |
0 |
451 |
0 |
1 |
9 |
1,089 |
| The dynamic effects of aggregate demand and supply disturbances: comment |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
230 |
| The generalised dynamic factor model: consistency and rates |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
136 |
| The generalised dynamic factor model: identification and estimation |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
406 |
| The generalised dynamic factor model: one sided estimation and forecasting |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
229 |
| Tracking economic growth in real time during the pandemic: a rationale for a revision of €-coin |
0 |
0 |
1 |
12 |
0 |
2 |
4 |
24 |
| Trend-cycle decompositions and measures of persistence: does time aggregation matter? |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
36 |
| VAR analysis, non-fundamental representations, Blashke matrices |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
235 |
| Validating DSGE Models through Dynamic Factor Models |
0 |
1 |
3 |
24 |
1 |
4 |
10 |
43 |
| Total Working Papers |
2 |
7 |
43 |
9,471 |
13 |
74 |
316 |
27,627 |
| 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 |
0 |
2 |
6 |
235 |
| 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 |
2 |
5 |
202 |
| Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors |
0 |
0 |
0 |
9 |
0 |
0 |
4 |
49 |
| Common and uncommon trends and cycles |
0 |
1 |
2 |
62 |
0 |
2 |
3 |
215 |
| Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle |
0 |
0 |
0 |
94 |
0 |
2 |
3 |
293 |
| Do financial variables help forecasting inflation and real activity in the euro area? |
0 |
0 |
2 |
207 |
1 |
3 |
10 |
579 |
| Dynamic factor model with infinite‐dimensional factor space: Forecasting |
0 |
0 |
1 |
19 |
0 |
0 |
3 |
83 |
| Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis |
0 |
0 |
2 |
38 |
0 |
1 |
5 |
147 |
| Dynamic factor models with infinite-dimensional factor spaces: One-sided representations |
0 |
1 |
5 |
41 |
0 |
2 |
12 |
149 |
| 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 |
1 |
29 |
0 |
1 |
3 |
83 |
| High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
17 |
| 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 |
0 |
0 |
1 |
132 |
| Informing DSGE Models Through Dynamic Factor Models |
0 |
2 |
2 |
2 |
2 |
7 |
7 |
7 |
| Innovation and corporate growth in the evolution of the drug industry |
0 |
0 |
3 |
161 |
1 |
3 |
9 |
567 |
| Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors |
1 |
1 |
6 |
46 |
2 |
7 |
19 |
120 |
| Linear System Challenges of Dynamic Factor Models |
0 |
0 |
0 |
2 |
1 |
1 |
4 |
11 |
| New Eurocoin: Tracking Economic Growth in Real Time |
0 |
0 |
2 |
246 |
0 |
1 |
10 |
670 |
| Noise Bubbles |
0 |
1 |
3 |
25 |
2 |
5 |
14 |
118 |
| Noisy News in Business Cycles |
0 |
0 |
2 |
67 |
0 |
2 |
9 |
297 |
| OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS |
0 |
0 |
1 |
517 |
0 |
5 |
13 |
1,316 |
| On persistence of shocks to economic variables: A common misconception |
0 |
1 |
1 |
115 |
0 |
2 |
2 |
256 |
| On the dynamic shape of aggregated error correction models |
0 |
0 |
0 |
42 |
0 |
1 |
3 |
122 |
| Optimal dimension reduction for high-dimensional and functional time series |
0 |
0 |
0 |
12 |
1 |
1 |
2 |
71 |
| THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY |
0 |
0 |
7 |
300 |
1 |
3 |
14 |
682 |
| The Dynamic Effects of Aggregate Demand and Supply Disturbances: Comment |
0 |
1 |
7 |
436 |
1 |
4 |
15 |
1,228 |
| The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting |
0 |
0 |
1 |
337 |
2 |
3 |
19 |
861 |
| The Generalized Dynamic-Factor Model: Identification And Estimation |
1 |
2 |
11 |
934 |
2 |
7 |
27 |
2,399 |
| The Principle of Labor Value |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
32 |
| The general dynamic factor model: One-sided representation results |
0 |
0 |
0 |
64 |
0 |
3 |
6 |
190 |
| The generalized dynamic factor model consistency and rates |
0 |
1 |
3 |
227 |
0 |
2 |
11 |
574 |
| Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? |
0 |
0 |
0 |
62 |
0 |
2 |
6 |
249 |
| VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS |
0 |
0 |
3 |
4 |
0 |
0 |
5 |
7 |
| VAR analysis, nonfundamental representations, blaschke matrices |
0 |
1 |
13 |
553 |
0 |
2 |
23 |
1,075 |
| Total Journal Articles |
2 |
12 |
80 |
4,815 |
16 |
76 |
275 |
13,207 |
LogEc is hosted by the
Örebro University School of Business.