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Can We Use Seasonally Adjusted Indicators in Dynamic Factor Models?
16 references·3 citing·36 second hop
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References

  • 2011Short-run forecasting of the euro-dollar exchange rate with economic fundamentals109 cited
  • 2011Income and Democracy: Revisiting the Evidence100 cited
  • 2012Markov-Switching Dynamic Factor Models in Real Time99 cited
  • 2015Envy and Habits: Panel Data Estimates of Interdependent Preferences98 cited
  • 2012Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models89 cited
  • 2010Local Versus Aggregate Lending Channels: The Effects Of Securitization On Corporate Credit Supply In Spain72 cited
  • 2012Determinants of Default Ratios in the Segment of Loans to Households in Spain70 cited
  • 2011Do Dynamic Provisions Reduce Income Smoothing Using Loan Loss Provisions?69 cited
  • 2012International Reserves and Gross Capital Flows - Dynamics During Financial Stress65 cited
  • 2012The Effectiveness of Forex Interventions in Four Latin American Countries64 cited
  • 2011The Effects of Fiscal Shocks on the Exchange Rate in Spain62 cited
  • 2012Extracting Non-Linear Signals from Several Economic Indicators62 cited
  • 2012Liquidity, Term Spreads and Monetary Policy61 cited
  • 2011Cross-Border Coordination of Prudential Supervision and Deposit Guarantees61 cited
  • 2012Determinants of Corporate Default: A BMA Approach

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60 cited
  • 2011Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models56 cited
  • Cited by

    • 2014Price-Cost Mark-Ups in the Spanish Economy: A Microeconomic Perspective80 cited
    • 2013Meeting Our D€Stiny. A Disaggregated Euro Area Short Term Indicator Model to Forecast GDP (Y) Growth42 cited
    • 2014Correlations32 cited