SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Dynamic Index Model for Large Cross Sections
0 references·16 citing·48 second hop
A Dynamic Index Model for Large Cross Sections (1992)A Dynamic Index Model for Large Cross Sec…Measuring the Output Gap using Large Datasets (2021)Measuring the Output Gap usin…Factor extraction using Kalman filter and smoothing: This is not just another survey (2021)Factor extraction using Kalma…Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks (2015)Sign Restrictions in Bayesian…Likelihood‐based dynamic factor analysis for measurement and forecasting (2014)Likelihood‐based dynamic fact…Dynamic factor models with infinite-dimensional factor spaces: One-sided representations (2014)Dynamic factor models with in…Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model (2013)Forecasting the US term struc…Identification and Estimation of Dynamic Factor Models (2012)Identification and Estimation…Are Disaggregate Data Useful for Factor Analysis in Forecasting French GDP? (2010)Are Disaggregate Data Useful …Likelihood-based Analysis for Dynamic Factor Models (2008)Likelihood-based Analysis for…Disaggregate Evidence on the Persistence of Consumer Price Inflation (2004)Disaggregate Evidence on the …A Spatial Analysis of Sectoral Complementarity (2003)A Spatial Analysis of Sectora…A new semiparametric spatial model for panel time series (2001)A new semiparametric spatial …A new composite index of coincident economic indicators in Japan: how can we improve forecast performances? (2001)A new composite index of coin…Scaling the volatility of GDP growth rates (1998)Scaling the volatility of GDP…World Income Components: Measuring and Exploiting International Risk Sharing Opportunities (1995)World Income Components: Meas…One business cycle and one trend from (many,) many disaggregates (1994)One business cycle and one tr…The equity premium: A puzzle (1985)Endogenous Technological Change (1989)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)Some Results in the CAPM with Nontraded Endowments (1996)The New Public Finance (2006)On the Benefits of GDP-Indexed Government Debt: Lessons from a Model of Sovereign Defaults (2012)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models (2014)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Determining the Number of Factors in Approximate Factor Models (2002)Tests for serial dependence in static, non-Gaussian factor models (2015)Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models (2016)Nowcasting Turkish GDP and news decomposition (2016)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Estimation of Economic Growth in France Using Business Survey Data (2004)Time to Build and Aggregate Fluctuations (1982)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Emergent Macroeconomics: An Agent-Based Approach to Business Fluctuations (2008)The size variance relationship of business firm growth rates (2008)The contribution of population health and demographic change to economic growth in China and India (2009)Oil and the Macroeconomy since World War II (1983)GMM estimation with cross sectional dependence (1999)Misallocation, Economic Growth, and Input-Output Economics (2011)Misallocation, Economic Growth, and Input–Output Economics (2013)Emissions cap or emissions tax? A multi-sector business cycle analysis (2016)Real Business Cycles (1983)Economic Forces and the Stock Market (1986)Estimating Vector Autoregressions with Panel Data (1988)Staggered prices in a utility-maximizing framework (1983)Efficient Tests for an Autoregressive Unit Root (1996)Staggered Prices in a Utility-Maximizing Framework (1996)Price Setting Behaviour: Micro Evidence on Slovakia (2006)INFLATION PERSISTENCE AND CORE INFLATION: THE CASE OF SOUTH AFRICA (2009)Changes in the Transmission of Monetary Policy: Evidence from a Time-Varying Factor-Augmented VAR (2010)Clausulas comparativas do portugues (1975)Recursive Methods in Economic Dynamics (1989)Convergence Across States and Regions (1991)Monetary Transmission in Diverse Economies (2002)Some econometric issues in measuring the monetary transmission mechanism, with an application to developing countries (2002)What does the UK's monetary policy and inflation experience tell us about the transmission mechanism? (2002)Principal Component Analysis of High Frequency Data (2015)Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis (2017)Research on China's financial systemic risk contagion under jump and heavy-tailed risk (2020)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 1998Scaling the volatility of GDP growth rates167 cited
  • 2003A Spatial Analysis of Sectoral Complementarity167 cited
  • 2014Dynamic factor models with infinite-dimensional factor spaces: One-sided representations119 cited
  • 2008Likelihood-based Analysis for Dynamic Factor Models97 cited
  • 2001A new semiparametric spatial model for panel time series90 cited
  • 2014Likelihood‐based dynamic factor analysis for measurement and forecasting86 cited
  • 1994One business cycle and one trend from (many,) many disaggregates47 cited
  • 1995World Income Components: Measuring and Exploiting International Risk Sharing Opportunities37 cited
  • 2001A new composite index of coincident economic indicators in Japan: how can we improve forecast performances?37 cited
  • 2004Disaggregate Evidence on the Persistence of Consumer Price Inflation36 cited
  • 2015Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks36 cited
  • 2012Identification and Estimation of Dynamic Factor Models35 cited
  • 2021Measuring the Output Gap using Large Datasets34 cited
  • 2013Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

34 cited
  • 2010Are Disaggregate Data Useful for Factor Analysis in Forecasting French GDP?34 cited
  • 2021Factor extraction using Kalman filter and smoothing: This is not just another survey29 cited