this work references cited by second hopReferences
- 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
- 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
- 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
- 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
- 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
- 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
- 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
- 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
- 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
- 1982Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets975 cited
- 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
- 2008Forecasting economic time series using targeted predictors704 cited
- 2008GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?*587 cited
- 2008Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?521 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work