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A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions. (2003). Marcellino, Massimiliano ; Kapetanios, George.
In: Working Papers.
RePEc:qmw:qmwecw:wp489.

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Cited: 46

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  1. Revisiting useful approaches to data-rich macroeconomic forecasting. (2015). Kapetanios, George ; Groen, Jan.
    In: Staff Reports.
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  2. Forecasting Macroeconomic Aggregates. (2010). Mayr, Johannes.
    In: Munich Dissertations in Economics.
    RePEc:lmu:dissen:11140.

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  3. Leading indicator properties of US high-yield credit spreads. (2010). cipollini, andrea ; Aslanidis, Nektarios.
    In: Journal of Macroeconomics.
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  4. Leading indicator properties of US high-yield credit spreads. (2009). cipollini, andrea ; Aslanidis, Nektarios.
    In: Working Papers.
    RePEc:urv:wpaper:2072/15810.

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  5. Forecasting World Trade: Direct Versus “Bottom-Up” Approaches. (2009). Dees, Stephane ; Burgert, Matthias.
    In: Open Economies Review.
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  6. Forecasting financial crises and contagion in Asia using dynamic factor analysis. (2009). cipollini, andrea ; Kapetanios, G..
    In: Journal of Empirical Finance.
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  7. The global dimension of inflation - evidence from factor-augmented Phillips curves. (2009). Eickmeier, Sandra ; Moll, Katharina .
    In: Working Paper Series.
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  8. The global dimension of inflation: evidence from factor-augmented Phillips curves. (2008). Eickmeier, Sandra ; Moll, Katharina .
    In: Discussion Paper Series 1: Economic Studies.
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  9. A Review of Forecasting Techniques for Large Data Sets. (2008). Eklund, Jana ; Kapetanios, George.
    In: Working Papers.
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  10. Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting. (2008). Groen, Jan ; Kapetanios, George ; Jan J. J. Groen, .
    In: Working Papers.
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  11. A Review of Forecasting Techniques for Large Data Sets. (2008). Eklund, Jana ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:625.

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  12. Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting. (2008). Groen, Jan ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:624.

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  13. Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis. (2008). cipollini, andrea ; Kapetanios, George.
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  14. The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models. (2008). DARRACQ PARIES, Matthieu ; Maurin, Laurent.
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  15. Forecasting world trade: direct versus bottom-up approaches. (2008). Dees, Stephane ; Burgert, Matthias.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008882.

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  16. Factor Analysis in a Model with Rational Expectations. (2007). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
    In: NBER Working Papers.
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  17. Leading indicator properties of the US corporate spreads. (2007). cipollini, andrea ; Aslanidis, Nektarios.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
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  18. Regional inflation dynamics within and across euro area countries and a comparison with the US. (2006). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Gunter W..
    In: CFS Working Paper Series.
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  19. Disaggregate evidence on the persistence of consumer price inflation. (2006). Clark, Todd E.
    In: Journal of Applied Econometrics.
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  20. A Dynamic Factor Analysis of Business Cycle on Firm-Level Data. (2006). Capasso, Marco ; Alessi, Lucia.
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  21. Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis. (2006). cipollini, andrea.
    In: Computing in Economics and Finance 2006.
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  22. Regional Inflation Dynamics within and across Euro Area and a Comparison with the US. (2006). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Guenter.
    In: Computing in Economics and Finance 2006.
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  23. Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: Working Papers.
    RePEc:igi:igierp:306.

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  24. The Role of Search Frictions and Bargaining for Inflation Dynamics. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: Working Papers.
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  25. Regional inflation dynamics within and across euro area countries and a comparison with the US. (2006). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Gunter W.
    In: Working Paper Series.
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  26. Business cycle synchronisation in East Asia. (2006). Ruffer, Rasmus ; Moneta, Fabio.
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  27. Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: CEPR Discussion Papers.
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  28. A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: CEPR Discussion Papers.
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  29. How synchronized are central and east European economies with the euro area? Evidence from a structural factor model. (2005). Eickmeier, Sandra ; Breitung, Jörg.
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  30. Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model. (2005). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
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  31. Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis. (2005). cipollini, andrea ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp538.

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  32. Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis. (2005). Kapetanios, George ; Cipollini, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:538.

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  33. Factor analysis in a New-Keynesian model. (2005). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
    In: Working Paper Series.
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  34. Factor Analysis in a New-Keynesian Model. (2005). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
    In: CEPR Discussion Papers.
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  35. Business Cycle Transmission from the US to Germany: a Structural Factor Approach. (2004). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
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  36. Dynamic Factor Extraction of Cross-Sectional Dependence in Panel Unit Root Tests. (2004). Kapetanios, George.
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  37. A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data. (2004). cipollini, andrea ; Kapetanios, George.
    In: Working Papers.
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  38. Dynamic Factor Extraction of Cross-Sectional Dependence in Panel Unit Root Tests. (2004). Kapetanios, George.
    In: Working Papers.
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  39. A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data. (2004). Kapetanios, George ; Cipollini, Andrea.
    In: Working Papers.
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  40. Working Paper 89. (2004). Schneider, Martin ; Spitzer, Martin .
    In: Working Papers.
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  41. A Dynamic Factor Analysis of Financial Contagion in Asia. (2003). cipollini, andrea ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp498.

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  42. A Dynamic Factor Analysis of Financial Contagion in Asia. (2003). Kapetanios, George ; Cipollini, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:498.

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  43. Are More Data Always Better for Factor Analysis?. (2003). Ng, Serena ; Boivin, Jean.
    In: NBER Working Papers.
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  44. Disaggregate evidence on the persistence of consumer price inflation. (2003). Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp03-11.

    Full description at Econpapers || Download paper

  45. The transmission mechanism in a changing world. (2003). Marcellino, Massimiliano ; Galvão, Ana ; artis, michael ; Ana Beatriz C. Galvao, .
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2003/18.

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  46. Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US. (2002). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Guenter.
    In: Regional and Urban Modeling.
    RePEc:ekd:002836:283600037.

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  32. Comovements in the prices of securities issued by large complex financial institutions. (2005). Stevens, Ibrahim ; Marsh, Ian.
    In: Bank of England working papers.
    RePEc:boe:boeewp:256.

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  33. Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach. (2004). Chow, Hwee Kwan ; CHOY, KEEN MENG.
    In: Working Papers.
    RePEc:siu:wpaper:16-2004.

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  34. Forecasting Austrian GDP using the generalized dynamic factor model.. (2004). Schneider, Martin ; Scneider, Martin.
    In: Working Papers.
    RePEc:onb:oenbwp:89.

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  35. A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions. (2003). Marcellino, Massimiliano ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp489.

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  36. Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth?. (2003). Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Working Papers.
    RePEc:igi:igierp:236.

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  37. Leading Indicators for Euro-area Inflation and GDP Growth. (2003). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Working Papers.
    RePEc:igi:igierp:235.

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  38. Business Survey Data: Do They Help in Forecasting the Macro Economy?. (2003). Jansson, Per ; Lof, Mrten.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0151.

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  39. Business cycle indexes: does a heap of data help?. (2003). Romp, Ward ; Jacobs, Jan ; Inklaar, Robert.
    In: CCSO Working Papers.
    RePEc:gro:rugccs:200312.

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  40. Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators. (2003). Ciccarelli, Matteo ; Canova, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4033.

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  41. Leading Indicators for Euro Area Inflation and GDP Growth. (2003). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3893.

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  42. Estimating large-scale factor models for economic activity in Germany : do they outperform simpler models?. (2002). Schumacher, Christian ; Dreger, Christian.
    In: HWWA Discussion Papers.
    RePEc:zbw:hwwadp:26321.

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  43. The Prediction of Business Cycle Phases: Financial Variables and International Linkages. (2002). Sensier, Marianne ; Osborn, Denise.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:15.

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  44. Automatic Leading Indicators (ALIs) versus Macro Econometric Structural Models (MESMs): Comparison of Inflation and GDP growth Forecasting. (2002). Qin, Duo ; Ducanes, Geoffrey ; Quising, Pilipinas ; Magtibay-Ramos, Nedelyn ; Cagas, Marie Anne .
    In: EcoMod2007.
    RePEc:ekd:000239:23900072.

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  45. Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach: The Case of Developing Asia. (2002). Qin, Duo ; Ducanes, Geoffrey ; Quising, Pilipinas ; Magtibay-Ramos, Nedelyn ; Cagas, Marie Anne .
    In: EcoMod2007.
    RePEc:ekd:000239:23900071.

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  46. How Much Intraregional Exchange Rate Variability Could A Currency Union Remove? The Case of ASEAN+3. (2002). Qin, Duo ; Tan, Tao.
    In: EcoMod2008.
    RePEc:ekd:000238:23800111.

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  47. Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models?. (2002). Schumacher, Christian ; Dreger, Christian.
    In: Discussion Paper Series.
    RePEc:ags:hwwadp:26321.

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  48. PREDICTING UK BUSINESS CYCLE REGIMES. (2000). Sensier, Marianne ; Osborn, Denise ; Birchenhall, Chris R..
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:134.

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  49. Predicting UK Business Cycle Regimes. (2000). Sensier, Marianne ; Osborn, Denise ; Birchenhall, C R.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:02.

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  50. Predicting UK Business Cycle Regimes. (2000). Sensier, Marianne ; Birchenhall, Chris.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0953.

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