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Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation
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References

  • 1983Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets1,097 cited
  • 1937The Bi-Factor Method771 cited
  • 2011A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models531 cited
  • 2015Grouped Patterns of Heterogeneity in Panel Data453 cited
  • 2008Large Dimensional Factor Analysis410 cited
  • 2010Global Inflation399 cited
  • 2015Quantitative effects of the shale oil revolution183 cited
  • 1981Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series162 cited
  • 2016The bank lending channel of unconventional monetary policy: The impact of the VLTROs on credit supply in Spain137 cited
  • 2014Sovereign Debt Markets in Turbulent Times: Creditor Discrimination and Crowding-Out Effects120 cited
  • 2004Likelihood-Based Estimation of Latent Generalized ARCH Structures94 cited
  • 2017Structural reforms in a debt overhang92 cited
  • 2014Consumption in the Shadow of Unemployment90 cited
  • 2014Patent Collateral, Investor Commitment, and the Market for Venture Lending84 cited
  • 2016From Bismarck to Beveridge: the other pension reform in Spain83 cited

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2014
Measuring Bank Competition in China: A Comparison of New Versus Conventional Approaches Applied to Loan Markets
83 cited

Cited by

  • 2016Fiscal Policy and the Cycle in Latin America: The Role of Financing Conditions and Fiscal Rules94 cited
  • 2016Credit, Crisis and Contract Enforcement: Evidence from the Spanish Loan Market85 cited
  • 2016Growing Like Spain: 1995-200783 cited
  • 2015The Unbearable Divergence of Unemployment in Europe76 cited
  • 2016The Countercyclical Capital Buffer in Spain: An Analysis of Key Guiding Indicators74 cited
  • 2015The Impact of the Euro on Euro Area GDP Per Capita72 cited
  • 2016When Fiscal Consolidation Meets Private Deleveraging68 cited
  • 2016How Firms Borrow in International Bond Markets: Securities Regulation and Market Segmentation67 cited
  • 2016The Determinants of Long-Term Debt Issuance by European Banks: Evidence of Two Crises67 cited
  • 2016The Effect of Electoral Systems on Voter Turnout: Evidence from a Natural Experiment66 cited
  • 2015Institutional Drivers of Capital Flows64 cited
  • 2016Measuring Market Liquidity in US Fixed Income Markets: A New Synthetic Indicator59 cited
  • 2016Las Reformas De La Ley Concursal Durante La Gran Recesiin (Bankruptcy Law Reforms During the Great Recession in Spain)51 cited
  • 2015Securitization and Asset Prices.48 cited
  • 2016Optimal Monetary Policy with Heterogeneous Agents (Updated September 2019)29 cited