Giovanni F. Veronese
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Emmanuel Dhyne & Luis J. Alvarez & Herve Le Bihan & Giovanni Veronese & Daniel Dias & Johannes Hoffmann & Nicole Jonker & Patrick Lunnemann & Fabio Rumler & Jouko Vilmunen, 2006.
"Price Changes in the Euro Area and the United States: Some Facts from Individual Consumer Price Data,"
Journal of Economic Perspectives, American Economic Association, vol. 20(2), pages 171-192, Spring.
Mentioned in:
- Branislav Žúdel: Inflačná panika
by Kriteko in Kritická ekonómia on 2012-01-27 07:32:29
- Branislav Žúdel: Inflačná panika
- Patnaik, Ila & Shah, Ajay & Veronese, Giovanni, 2011.
"How to measure inflation in India?,"
Working Papers
11/83, National Institute of Public Finance and Policy.
Mentioned in:
- The great Indian GDP measurement controversy
by Ajay Shah in Ajay Shah's blog on 2016-09-10 07:49:00 - Slamming the accelerator while hitting the brakes
by Ajay Shah in Ajay Shah's blog on 2011-05-19 13:24:00 - Kicking the wheels of the new CPI
by Ajay Shah in Ajay Shah's blog on 2011-04-28 15:29:00 - Kicking the Wheels of the New CPI
by Ajay Shah in Citizen Economists on 2011-04-29 19:35:45 - Slamming the Accelerator While Hitting the Brakes
by Ajay Shah in Citizen Economists on 2011-05-19 19:15:19
- The great Indian GDP measurement controversy
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2015.
"Nowcasting Indonesia,"
Finance and Economics Discussion Series
2015-100, Board of Governors of the Federal Reserve System (U.S.).
- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2018. "Nowcasting Indonesia," Empirical Economics, Springer, vol. 55(2), pages 597-619, September.
- Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese , Giovanni, 2015. "Nowcasting Indonesia," ADB Economics Working Paper Series 471, Asian Development Bank.
Mentioned in:
Working papers
- Claudia Biancotti & Alfonso Rosolia & Giovanni Veronese & Robert Kirchner & Francois Mouriaux, 2021.
"Covid-19 and official statistics: a wakeup call?,"
Questioni di Economia e Finanza (Occasional Papers)
605, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Webel, Karsten, 2022. "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers 31/2022, Deutsche Bundesbank.
- Irving Fisher Committee, 2021. "Issues in Data Governance," IFC Bulletins, Bank for International Settlements, number 54.
- Venditti, Fabrizio & Veronese, Giovanni, 2020.
"Global financial markets and oil price shocks in real time,"
Working Paper Series
2472, European Central Bank.
Cited by:
- Lodge, David & Manu, Ana-Simona, 2019.
"EME financial conditions: which global shocks matter?,"
Working Paper Series
2282, European Central Bank.
- Lodge, David & Manu, Ana-Simona, 2022. "EME financial conditions: Which global shocks matter?," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Höynck, Christian & Rossi, Luca, 2023.
"The drivers of market-based inflation expectations in the euro area and in the US,"
Economics Letters, Elsevier, vol. 232(C).
- Christian Hoynck & Luca Rossi, 2023. "The drivers of market-based inflation expectations in the euro area and in the US," Questioni di Economia e Finanza (Occasional Papers) 779, Bank of Italy, Economic Research and International Relations Area.
- Marcus Vinicius Santos & Fernando Morgado-Dias & Thiago C. Silva, 2023. "Oil Sector and Sentiment Analysis—A Review," Energies, MDPI, vol. 16(12), pages 1-29, June.
- Daniele Valenti & Andrea Bastianin & Matteo Manera, 2022.
"A weekly structural VAR model of the US crude oil market,"
Working Papers
2022.11, Fondazione Eni Enrico Mattei.
- Valenti, Daniele & Bastianin, Andrea & Manera, Matteo, "undated". "A weekly structural VAR model of the US crude oil market," FEEM Working Papers 324040, Fondazione Eni Enrico Mattei (FEEM).
- Valenti, Daniele & Bastianin, Andrea & Manera, Matteo, 2023. "A weekly structural VAR model of the US crude oil market," Energy Economics, Elsevier, vol. 121(C).
- Baumann, Ursel & Darracq Pariès, Matthieu & Westermann, Thomas & Riggi, Marianna & Bobeica, Elena & Meyler, Aidan & Böninghausen, Benjamin & Fritzer, Friedrich & Trezzi, Riccardo & Jonckheere, Jana & , 2021. "Inflation expectations and their role in Eurosystem forecasting," Occasional Paper Series 264, European Central Bank.
- Khan, Asad Ul Islam & Shahbaz, Muhammad & Napari, Ayuba, 2023. "Subsample stability, change detection and dynamics of oil and metal markets: A recursive approach," Resources Policy, Elsevier, vol. 83(C).
- Degasperi, Riccardo, 2023. "Identification of Expectational Shocks in the Oil Market using OPEC Announcements," The Warwick Economics Research Paper Series (TWERPS) 1464, University of Warwick, Department of Economics.
- Lodge, David & Manu, Ana-Simona, 2019.
"EME financial conditions: which global shocks matter?,"
Working Paper Series
2282, European Central Bank.
- Fabrizio Ferriani & Filippo Natoli & Giovanni Veronese & Federica Zeni, 2019.
"Risk premium in the era of shale oil,"
Temi di discussione (Economic working papers)
1215, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Filippo Natoli, 2021. "Financialization Of Commodities Before And After The Great Financial Crisis," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 488-511, April.
- Ferriani, Fabrizio & Veronese, Giovanni, 2022. "Hedging and investment trade-offs in the U.S. oil industry," Energy Economics, Elsevier, vol. 106(C).
- Fedorov, Semyon & Lavrutich, Maria & Hagspiel, Verena & Lerdahl, Thomas, 2022. "Risk and benefit sharing schemes in oil exploration and production," Energy Economics, Elsevier, vol. 116(C).
- Ferriani, Fabrizio & Natoli, Filippo & Veronese, Giovanni & Zeni, Federica, 2018.
"Futures risk premia in the era of shale oil,"
MPRA Paper
89097, University Library of Munich, Germany.
Cited by:
- Ferriani, Fabrizio & Veronese, Giovanni, 2018.
"U.S. shale producers: a case of dynamic risk management?,"
MPRA Paper
88279, University Library of Munich, Germany.
- Fabrizio Ferriani & Giovanni Veronese, 2019. "U.S. shale producers: a case of dynamic risk management?," Temi di discussione (Economic working papers) 1211, Bank of Italy, Economic Research and International Relations Area.
- Ferriani, Fabrizio & Veronese, Giovanni, 2018.
"U.S. shale producers: a case of dynamic risk management?,"
MPRA Paper
88279, University Library of Munich, Germany.
- Marcello Pericoli & Giovanni Veronese, 2017.
"Monetary policy surprises over time,"
Temi di discussione (Economic working papers)
1102, Bank of Italy, Economic Research and International Relations Area.
- Marcello Pericoli & Giovanni Veronese, 2018. "Monetary Policy Surprises over Time," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-60, March.
Cited by:
- Richhild Moessner, 2018.
"Effects of asset purchases and financial stability measures on term premia in the euro area,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
489, National Institute of Economic and Social Research.
- Richhild Moessner, 2018. "Effects of asset purchases and financial stability measures on term premia in the euro area," Applied Economics, Taylor & Francis Journals, vol. 50(43), pages 4617-4631, September.
- Richhild Moessner, 2018. "Effects of asset purchases and financial stability measures on term premia in the euro area," BIS Working Papers 721, Bank for International Settlements.
- Lemke, Wolfgang & Werner, Thomas, 2017.
"Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme,"
Working Paper Series
2106, European Central Bank.
- Lemke, Wolfgang & Werner, Thomas, 2020. "Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme," Journal of Banking & Finance, Elsevier, vol. 111(C).
- Lemke, Wolfgang & Werner, Thomas, 2018. "Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181594, Verein für Socialpolitik / German Economic Association.
- Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2018. "Central bank-driven mispricing," SAFE Working Paper Series 226, Leibniz Institute for Financial Research SAFE, revised 2018.
- Martina Cecioni, 2018. "ECB monetary policy and the euro exchange rate," Temi di discussione (Economic working papers) 1172, Bank of Italy, Economic Research and International Relations Area.
- Marco Bottone & Alfonso Rosolia, 2019. "Monetary policy, firms’ inflation expectations and prices: causal evidence from firm-level data," Temi di discussione (Economic working papers) 1218, Bank of Italy, Economic Research and International Relations Area.
- Marcello Pericoli & Giovanni Veronese, 2015.
"Forecaster heterogeneity, surprises and financial markets,"
Temi di discussione (Economic working papers)
1020, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2018.
"Exchange rates and macro news in emerging markets,"
Research in International Business and Finance, Elsevier, vol. 46(C), pages 516-527.
- Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016. "Exchange Rates and Macro News in Emerging Markets," Discussion Papers of DIW Berlin 1558, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016. "Exchange Rates and Macro News in Emerging Markets," CESifo Working Paper Series 5816, CESifo.
- Luca Brugnolini & Antonello D’Agostino & Alex Tagliabracci, 2021. "Is Anything Predictable in Market-Based Surprises?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(3), pages 387-410, November.
- Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014.
"Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis,"
CESifo Working Paper Series
4912, CESifo.
- Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2016. "Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 180-188.
- Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014. "Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis," Discussion Papers of DIW Berlin 1399, DIW Berlin, German Institute for Economic Research.
- Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2018.
"Exchange rates and macro news in emerging markets,"
Research in International Business and Finance, Elsevier, vol. 46(C), pages 516-527.
- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2015.
"Nowcasting Indonesia,"
Finance and Economics Discussion Series
2015-100, Board of Governors of the Federal Reserve System (U.S.).
- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2018. "Nowcasting Indonesia," Empirical Economics, Springer, vol. 55(2), pages 597-619, September.
- Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese , Giovanni, 2015. "Nowcasting Indonesia," ADB Economics Working Paper Series 471, Asian Development Bank.
Cited by:
- Oguzhan Cepni & I. Ethem Guney & Norman R. Swanson, 2020. "Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 18-36, January.
- Caruso, Alberto, 2018. "Nowcasting with the help of foreign indicators: The case of Mexico," Economic Modelling, Elsevier, vol. 69(C), pages 160-168.
- Bragoli, Daniela & Modugno, Michele, 2017.
"A now-casting model for Canada: Do U.S. variables matter?,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 786-800.
- Daniela Bragoli & Michele Modugno, 2016. "A Nowcasting Model for Canada: Do U.S. Variables Matter?," Finance and Economics Discussion Series 2016-036, Board of Governors of the Federal Reserve System (U.S.).
- Cepni, Oguzhan & Güney, I. Ethem & Swanson, Norman R., 2019. "Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes," International Journal of Forecasting, Elsevier, vol. 35(2), pages 555-572.
- Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023. "Lessons from Nowcasting GDP across the World," International Finance Discussion Papers 1385, Board of Governors of the Federal Reserve System (U.S.).
- Tony Chernis & Rodrigo Sekkel, 2017.
"A Dynamic Factor Model for Nowcasting Canadian GDP Growth,"
Staff Working Papers
17-2, Bank of Canada.
- Tony Chernis & Rodrigo Sekkel, 2017. "A dynamic factor model for nowcasting Canadian GDP growth," Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
- Yose Rizal Damuri & Prabaning Tyas & Haryo Aswicahyono & Lionel Priyadi & Stella Kusumawardhani & Ega Kurnia Yazid, 2021. "Tracking the Ups and Downs in Indonesia’s Economic Activity During COVID-19 Using Mobility Index: Evidence from Provinces in Java and Bali," Working Papers DP-2021-18, Economic Research Institute for ASEAN and East Asia (ERIA).
- Bragoli, Daniela, 2017. "Now-casting the Japanese economy," International Journal of Forecasting, Elsevier, vol. 33(2), pages 390-402.
- Bantis, Evripidis & Clements, Michael P. & Urquhart, Andrew, 2023. "Forecasting GDP growth rates in the United States and Brazil using Google Trends," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1909-1924.
- Michele Modugno & Bariş Soybilgen & M. Ege Yazgan, 2016.
"Nowcasting Turkish GDP and News Decomposition,"
Finance and Economics Discussion Series
2016-044, Board of Governors of the Federal Reserve System (U.S.).
- Modugno, Michele & Soybilgen, Barış & Yazgan, Ege, 2016. "Nowcasting Turkish GDP and news decomposition," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1369-1384.
- Tatjana Dahlhaus & Justin-Damien Guénette & Garima Vasishtha, 2015.
"Nowcasting BRIC+M in Real Time,"
Staff Working Papers
15-38, Bank of Canada.
- Dahlhaus, Tatjana & Guénette, Justin-Damien & Vasishtha, Garima, 2017. "Nowcasting BRIC+M in real time," International Journal of Forecasting, Elsevier, vol. 33(4), pages 915-935.
- Tingguo Zheng & Xinyue Fan & Wei Jin & Kuangnan Fang, 2024. "Forecasting CPI with multisource data: The value of media and internet information," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(3), pages 702-753, April.
- Alifatussaadah, Ardiana & Primariesty, Anindya Diva & Soleh, Agus Mohamad & Andriansyah, Andriansyah, 2019. "Nowcasting Indonesia's GDP Growth: Are Fiscal Data Useful?," MPRA Paper 105252, University Library of Munich, Germany.
- González-Astudillo, Manuel & Baquero, Daniel, 2019. "A nowcasting model for Ecuador: Implementing a time-varying mean output growth," Economic Modelling, Elsevier, vol. 82(C), pages 250-263.
- Soybilgen, Barış & Yazgan, Ege, 2018. "Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate," Economic Modelling, Elsevier, vol. 72(C), pages 99-108.
- Bhadury, Soumya & Ghosh, Saurabh & Kumar, Pankaj, 2019. "Nowcasting GDP Growth Using a Coincident Economic Indicator for India," MPRA Paper 96007, University Library of Munich, Germany.
- Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni, 2011.
"Tracking India Growth in Real Time,"
Working Papers
11/90, National Institute of Public Finance and Policy.
Cited by:
- Daniela Bragoli & Jack Fosten, 2018.
"Nowcasting Indian GDP,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(2), pages 259-282, April.
- Daniela Bragoli & Jack Fosten, 2016. "Nowcasting Indian GDP," University of East Anglia School of Economics Working Paper Series 2016-06, School of Economics, University of East Anglia, Norwich, UK..
- Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012.
"Pronósticos de corto plazo en tiempo real para la actividad económica colombiana,"
Borradores de Economia
9827, Banco de la Republica.
- Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012. "Pronósticos de corto plazo en tiempo real para la actividad económica colombiana," Borradores de Economia 724, Banco de la Republica de Colombia.
- Tatjana Dahlhaus & Justin-Damien Guénette & Garima Vasishtha, 2015.
"Nowcasting BRIC+M in Real Time,"
Staff Working Papers
15-38, Bank of Canada.
- Dahlhaus, Tatjana & Guénette, Justin-Damien & Vasishtha, Garima, 2017. "Nowcasting BRIC+M in real time," International Journal of Forecasting, Elsevier, vol. 33(4), pages 915-935.
- Sangeeta Das & Dipankor Coondoo, 2018. "Is PMI Useful in Quarterly GDP Growth Forecasts for India? An Exploratory Note," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 199-207, December.
- Herwadkar, Snehal S. & Ghosh, Saurabh, 2020. "Is PMI a good leading indicator of industrial production?: Evidence from India," MPRA Paper 97924, University Library of Munich, Germany.
- Daniela Bragoli & Jack Fosten, 2018.
"Nowcasting Indian GDP,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(2), pages 259-282, April.
- Patnaik, Ila & Shah, Ajay & Veronese, Giovanni, 2011.
"How to measure inflation in India?,"
Working Papers
11/83, National Institute of Public Finance and Policy.
Cited by:
- Yanamandra, Venkataramana, 2015. "Exchange rate changes and inflation in India: What is the extent of exchange rate pass-through to imports?," Economic Analysis and Policy, Elsevier, vol. 47(C), pages 57-68.
- Concetta Rondinelli & Giovanni F. Veronese, 2010.
"Housing rent dynamics in Italy,"
Questioni di Economia e Finanza (Occasional Papers)
62, Bank of Italy, Economic Research and International Relations Area.
- Rondinelli, Concetta & Veronese, Giovanni, 2011. "Housing rent dynamics in Italy," Economic Modelling, Elsevier, vol. 28(1-2), pages 540-548, January.
- Rondinelli, Concetta & Veronese, Giovanni, 2011. "Housing rent dynamics in Italy," Economic Modelling, Elsevier, vol. 28(1), pages 540-548.
Cited by:
- Ofer Raz-Dror, 2019. "The Changes In Rent In Israel During The Years Of The Housing Crisis 2008–2015," Israel Economic Review, Bank of Israel, vol. 17(1), pages 73-116.
- Francesca Modena & Concetta Rondinelli, 2011.
"Leaving home and housing prices. The experience of Italian youth emancipation,"
Temi di discussione (Economic working papers)
818, Bank of Italy, Economic Research and International Relations Area.
- Francesca Modena & Concetta Rondinelli, 2011. "Leaving home and housing prices. The experience of Italian youth emancipation," Department of Economics Working Papers 1101, Department of Economics, University of Trento, Italia.
- Greenaway-McGrevy, Ryan & Sorensen, Kade, 2021. "A Time-Varying Hedonic Approach to quantifying the effects of loss aversion on house prices," Economic Modelling, Elsevier, vol. 99(C).
- Kavonius, Ilja Kristian & Törmälehto, Veli-Matti, 2022. "Is the financial market driving income distribution? – An analysis of the linkage between income and wealth in Europe," Working Paper Series 2707, European Central Bank.
- Lee, Hung-Wei & Lin, Che-Chun & Tsai, I-Chun, 2023. "Another application of call options: Explaining the divergence between the housing market and the rental market," Finance Research Letters, Elsevier, vol. 53(C).
- Luca Casolaro & Cristina Fabrizi, 2018. "House prices in local markets in Italy: dynamics, levels and the role of urban agglomerations," Questioni di Economia e Finanza (Occasional Papers) 456, Bank of Italy, Economic Research and International Relations Area.
- Cankun Wei & Meichen Fu & Li Wang & Hanbing Yang & Feng Tang & Yuqing Xiong, 2022. "The Research Development of Hedonic Price Model-Based Real Estate Appraisal in the Era of Big Data," Land, MDPI, vol. 11(3), pages 1-30, February.
- Ouyang, Yanyan & Cai, Hongbo & Yu, Xuefei & Li, Zijian, 2022. "Capitalization of social infrastructure into China's urban and rural housing values: Empirical evidence from Bayesian Model Averaging," Economic Modelling, Elsevier, vol. 107(C).
- Hu, Lirong & He, Shenjing & Han, Zixuan & Xiao, He & Su, Shiliang & Weng, Min & Cai, Zhongliang, 2019. "Monitoring housing rental prices based on social media:An integrated approach of machine-learning algorithms and hedonic modeling to inform equitable housing policies," Land Use Policy, Elsevier, vol. 82(C), pages 657-673.
- Sofia Vale & Felipa de Mello-Sampayo, 2021. "Effect of Hierarchical Parish System on Portuguese Housing Rents," Sustainability, MDPI, vol. 13(2), pages 1-17, January.
- Kai Duttle, 2016. "Cognitive Skills And Confidence: Interrelations With Overestimation, Overplacement And Overprecision," Bulletin of Economic Research, Wiley Blackwell, vol. 68(S1), pages 42-55, December.
- Elena Pirani & Maria Veronica Dorgali & Valentina Tocchioni & Alessandra Petrucci, 2024. "Housing Conditions, Neighbourhood Area and Life Satisfaction in Old Age," Econometrics Working Papers Archive 2024_06, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Fabio Busetti & Juri Marcucci & Giovanni Veronese, 2009.
"Comparing forecast accuracy: A Monte Carlo investigation,"
Temi di discussione (Economic working papers)
723, Bank of Italy, Economic Research and International Relations Area.
- Busetti, Fabio & Marcucci, Juri, 2013. "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, vol. 29(1), pages 13-27.
Cited by:
- Barbara Rossi, 2011.
"Advances in Forecasting Under Instability,"
Working Papers
11-20, Duke University, Department of Economics.
- Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324, Elsevier.
- Mario Porqueddu & Fabrizio Venditti, 2012.
"Do food commodity prices have asymmetric effects on Euro-Area inflation?,"
Temi di discussione (Economic working papers)
878, Bank of Italy, Economic Research and International Relations Area.
- Porqueddu Mario & Venditti Fabrizio, 2014. "Do food commodity prices have asymmetric effects on euro-area inflation?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 419-443, September.
- Francesco D’Amuri & Juri Marcucci, 2010.
"“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index,"
Working Papers
2010.31, Fondazione Eni Enrico Mattei.
- D'Amuri, Francesco/FD & Marcucci, Juri/JM, 2009. ""Google it!" Forecasting the US unemployment rate with a Google job search index," MPRA Paper 18248, University Library of Munich, Germany.
- D'Amuri, Francesco & Marcucci, Juri, 2009. "‘Google it!’ Forecasting the US unemployment rate with a Google job search index," ISER Working Paper Series 2009-32, Institute for Social and Economic Research.
- Xu, Yongan & Li, Ming & Yan, Wen & Bai, Jiancheng, 2022. "Predictability of the renewable energy market returns: The informational gains from the climate policy uncertainty," Resources Policy, Elsevier, vol. 79(C).
- Caruso, Alberto, 2018. "Nowcasting with the help of foreign indicators: The case of Mexico," Economic Modelling, Elsevier, vol. 69(C), pages 160-168.
- Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2013.
"Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
742, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Guillén, Osmani Teixeira & Hecq, Alain & Issler, João Victor & Saraiva, Diogo, 2015. "Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions," International Journal of Forecasting, Elsevier, vol. 31(3), pages 862-875.
- Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2015. "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 763, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2014. "Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 753, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Clark, Todd & McCracken, Michael, 2013.
"Advances in Forecast Evaluation,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1107-1201,
Elsevier.
- Todd E. Clark & Michael W. McCracken, 2011. "Advances in forecast evaluation," Working Papers (Old Series) 1120, Federal Reserve Bank of Cleveland.
- Todd E. Clark & Michael W. McCracken, 2011. "Advances in forecast evaluation," Working Papers 2011-025, Federal Reserve Bank of St. Louis.
- Pablo Pincheira Brown & Nicolás Hardy, 2024.
"Correlation‐based tests of predictability,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1835-1858, September.
- Pincheira, Pablo & Hardy, Nicolas, 2022. "Correlation Based Tests of Predictability," MPRA Paper 112014, University Library of Munich, Germany.
- Pincheira, Pablo M. & West, Kenneth D., 2016. "A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts," Research in Economics, Elsevier, vol. 70(2), pages 304-319.
- Roccazzella, Francesco & Candelon, Bertrand, 2022. "Should we care about ECB inflation expectations?," LIDAM Discussion Papers LFIN 2022004, Université catholique de Louvain, Louvain Finance (LFIN).
- Yaojie Zhang & Yudong Wang & Feng Ma & Yu Wei, 2022. "To jump or not to jump: momentum of jumps in crude oil price volatility prediction," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-31, December.
- Fuwei Jiang & Joshua Lee & Xiumin Martin & Guofu Zhou, 2019.
"Manager sentiment and stock returns,"
CEMA Working Papers
677, China Economics and Management Academy, Central University of Finance and Economics.
- Jiang, Fuwei & Lee, Joshua & Martin, Xiumin & Zhou, Guofu, 2019. "Manager sentiment and stock returns," Journal of Financial Economics, Elsevier, vol. 132(1), pages 126-149.
- Chen, Jian & Tang, Guohao & Yao, Jiaquan & Zhou, Guofu, 2023. "Employee sentiment and stock returns," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
- Naraidoo, Ruthira & Paya, Ivan, 2012.
"Forecasting monetary policy rules in South Africa,"
International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
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Cited by:
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"Consumer Price Setting In Italy,"
Temi di discussione (Economic working papers)
556, Bank of Italy, Economic Research and International Relations Area.
- Silvia Fabiani & Angela Gattulli & Roberto Sabbatini & Giovanni Veronese, 2006. "Consumer Price Setting in Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 65(1), pages 31-74, May.
Cited by:
- Silvia Fabiani & Angela Gattulli & Giovanni Veronese & Roberto Sabbatini, 2010. "Price adjustment in Italy: evidence from micro producer and consumer prices," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(2-3), pages 93-104.
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"Sticky Prices in the Euro Area: A Summary of New Micro-Evidence,"
Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 575-584, 04-05.
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- Fernando Martins & Luis J. Álvarez, 2006. "Sticky Prices in The Euro Area: a Summary of New Micro Evidence," Working Papers w200605, Banco de Portugal, Economics and Research Department.
- Álvarez, L. & Dhyne, E. & Hoeberichts, M. & Kwapil, C. & Le Bihan, H. & Lünnemann, P. & Martins, F. & Sabbatini, R. & Stahl,H. & Vermeulen, P. & Vilmunen, J., 2005. "Sticky Prices in the Euro Area: A Summary of New Micro Evidence," Working papers 138, Banque de France.
- Álvarez, Luis J. & Dhyne, Emmanuel & Hoeberichts, Marco & Kwapil, Claudia & Le Bihan, Hervé & Lünnemann, Patrick & Martins, Fernando & Sabbatini, Roberto & Stahl, Harald & Vermeulen, Philip & Vilmunen, 2006. "Sticky prices in the euro area: a summary of new micro evidence," Discussion Paper Series 1: Economic Studies 2006,02, Deutsche Bundesbank.
- Luis J. Álvarez & Emmanuel Dhyne & Marco M. Hoeberichts & Claudia Kwapil & Hervé le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2005. "Sticky prices in the euro area: a summary of new micro evidence," Working Papers 0542, Banco de España.
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"Microeconomic Evidence on Price-Setting,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 6, pages 231-284,
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Springer Books, in: Paolo Giovane & Roberto Sabbatini (ed.), The Euro, Inflation and Consumer’s Perceptions, chapter 1, pages 13-49,
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Oxford Economic Papers, Oxford University Press, vol. 68(3), pages 782-810.
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"A core inflation indicator for the Euro area,"
ULB Institutional Repository
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"Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?,"
CEPR Discussion Papers
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- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2003. "Do financial variables help forecasting inflation and real activity in the euro area?," Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1243-1255, September.
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"Core Inflation Indicators For Saudi Arabia,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
201410, University of Kansas, Department of Economics, revised Mar 2015.
- Ryadh M. Alkhareif & William A. Barnett, 2015. "Core Inflation Indicators for Saudi Arabia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(3), pages 257-266.
- Javier Emmanuel Anguiano-Pita & Antonio Ruiz-Porras, 2020. "Desarrollo financiero y crecimiento económico en América del Norte," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 12(1), pages 165-199, June.
- Bobeica Elena & Holton Sarah & Koester Gerrit, 2023. "Bringing Inflation Back Under Control," Intereconomics: Review of European Economic Policy, Sciendo, vol. 58(3), pages 136-141, June.
- Sandra Eickmeier & Christina Ziegler, 2008. "How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 237-265.
- Cristina Conflitti and Matteo Luciani, 2019.
"Oil Price Pass-through into Core Inflation,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).
- Cristina Conflitti & Matteo Luciani, 2019. "Oil Price Pass-Through into Core Inflation," FEDS Notes 2019-04-30, Board of Governors of the Federal Reserve System (U.S.).
- Cristina Conflitti & Matteo Luciani, 2017. "Oil price pass-through into core inflation," Questioni di Economia e Finanza (Occasional Papers) 405, Bank of Italy, Economic Research and International Relations Area.
- Cristina Conflitti & Matteo Luciani, 2017. "Oil Price Pass-Through into Core Inflation," FEDS Notes 2017-10-19-1, Board of Governors of the Federal Reserve System (U.S.).
- Cristina Conflitti & Matteo Luciani, 2017. "Oil Price Pass-Through into Core Inflation," Finance and Economics Discussion Series 2017-085, Board of Governors of the Federal Reserve System (U.S.).
- Forni, Mario & Cavicchioli, Maddalena & Lippi, Marco & Zaffaroni, Paolo, 2016. "Eigenvalue Ratio Estimators for the Number of Common Factors," CEPR Discussion Papers 11440, C.E.P.R. Discussion Papers.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2012.
"Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations,"
Working Papers ECARES
ECARES 2012-046, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2015. "Dynamic factor models with infinite-dimensional factor spaces: One-sided representations," Journal of Econometrics, Elsevier, vol. 185(2), pages 359-371.
- Stracca, Livio & Bilke, Laurent, 2008.
"A persistence-weighted measure of core inflation in the euro area,"
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905, European Central Bank.
- Bilke, Laurent & Stracca, Livio, 2007. "A persistence-weighted measure of core inflation in the Euro area," Economic Modelling, Elsevier, vol. 24(6), pages 1032-1047, November.
- Carlos Cesar Trucios-Maza & João H. G Mazzeu & Luis K. Hotta & Pedro L. Valls Pereira & Marc Hallin, 2019. "On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting," Working Papers ECARES 2019-32, ULB -- Universite Libre de Bruxelles.
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"ALICE: A new inflation monitoring tool,"
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2175, European Central Bank.
- Zivile Zekaite & Gabe de Bondt & Elke Hahn, 2017. "Alice: A New Inflation Monitoring Tool," EcoMod2017 10414, EcoMod.
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"Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment,"
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- Drechsel, Katja & Scheufele, Rolf, 2013. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," IWH Discussion Papers 7/2013, Halle Institute for Economic Research (IWH).
- Katja Heinisch & Rolf Scheufele, 2018. "Bottom-up or direct? Forecasting German GDP in a data-rich environment," Empirical Economics, Springer, vol. 54(2), pages 705-745, March.
- Alhassan Abdullah Mohammed, 2011. "A Coincident Indicator of the Gulf Cooperation Council Business Cycle," Review of Middle East Economics and Finance, De Gruyter, vol. 6(3), pages 1-23, February.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011.
"One-Sided Representations of Generalized Dynamic Factor Models,"
Working Papers ECARES
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- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," EIEF Working Papers Series 1106, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2011.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," DSS Empirical Economics and Econometrics Working Papers Series 2011/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Rangan Gupta & Alan Kabundi & Stephen M. Miller, 2010.
"Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals,"
Working Papers
1001, University of Nevada, Las Vegas , Department of Economics.
- Gupta, Rangan & Kabundi, Alain & Miller, Stephen M., 2011. "Forecasting the US real house price index: Structural and non-structural models with and without fundamentals," Economic Modelling, Elsevier, vol. 28(4), pages 2013-2021, July.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working papers 2009-42, University of Connecticut, Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 200927, University of Pretoria, Department of Economics.
- Alain Kabundi & Rangan Gupta, 2009.
"A Large Factor Model for Forecasting Macroeconomic Variables in South Africa,"
Working Papers
137, Economic Research Southern Africa.
- Gupta, Rangan & Kabundi, Alain, 2011. "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1076-1088, October.
- Matteo Ciccarelli & Benoit Mojon, 2008.
"Global inflation,"
Working Paper Series
WP-08-05, Federal Reserve Bank of Chicago.
- Ciccarelli, Matteo & Mojon, Benoît, 2006. "Global Inflation," Kiel Working Papers 1337, Kiel Institute for the World Economy (IfW Kiel).
- Flora Budianto & Giovanni Lombardo & Benoit Mojon & Daniel Rees, 2021. "Global reflation ?," BIS Bulletins 43, Bank for International Settlements.
- Ciccarelli, Matteo & Mojon, Benoît, 2005. "Global inflation," Working Paper Series 537, European Central Bank.
- Matteo Ciccarelli & Benoît Mojon, 2010. "Global Inflation," The Review of Economics and Statistics, MIT Press, vol. 92(3), pages 524-535, August.
- Matteo Ciccarelli & Benoît Mojon, 2005. "Global Inflation," Working Papers Central Bank of Chile 357, Central Bank of Chile.
- Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008.
"New Eurocoin: Tracking Economic Growth in Real Time,"
Center for Economic Research (RECent)
020, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007. "New Eurocoin: Tracking Economic Growth in Real Time," Temi di discussione (Economic working papers) 631, Bank of Italy, Economic Research and International Relations Area.
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2010. "New Eurocoin: Tracking Economic Growth in Real Time," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 1024-1034, November.
- Lippi, Marco & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni, 2006. "New EuroCOIN: Tracking Economic Growth in Real Time," CEPR Discussion Papers 5633, C.E.P.R. Discussion Papers.
- Philippe Goulet Coulombe & Karin Klieber & Christophe Barrette & Maximilian Goebel, 2024. "Maximally Forward-Looking Core Inflation," Papers 2404.05209, arXiv.org.
- Necati Tekatli, 2010. "A New Core Inflation Indicator for Turkey (Turkiye Ekonomisi Icin Yeni Bir Cekirdek Enflasyon Gostergesi)," Working Papers 1019, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009.
"Forecasting inflation with gradual regime shifts and exogenous information,"
CREATES Research Papers
2009-03, Department of Economics and Business Economics, Aarhus University.
- Hubrich, Kirstin & González, Andrés & Teräsvirta, Timo, 2011. "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series 1363, European Central Bank.
- Adam Jêdrzejczyk, 2012. "Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach," Working Papers 63, Department of Applied Econometrics, Warsaw School of Economics.
- Marlene Amstad & Andreas M. Fischer, 2009.
"Monthly pass-through ratios,"
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- Eliana Viviano & Luciana Aimone Gigio & Emanuela Ciapanna & Daniele Coin & Fabrizio Colonna & Federica Lagna & Raffaele Santioni, 2012. "The retail trade sector and the food industry in Italy," Questioni di Economia e Finanza (Occasional Papers) 119, Bank of Italy, Economic Research and International Relations Area.
- Juan manuel Julio & Héctor manuel Zárate, 2008.
"The Price Setting Behavior in Colombia: evidence from PPI micro data,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 26(56), pages 12-44, June.
- Juan Manuel Julio & Héctor Manuel Zárate, 2008. "The Price Setting Behavior in Colombia: Evidence from PPI Micro Data," Borradores de Economia 483, Banco de la Republica de Colombia.
- Juan Manuel Julio & Héctor Manuel Zárate, 2008. "The Price Setting Behavior in Colombia:Evidence from PPI Micro Data," Borradores de Economia 4511, Banco de la Republica.
- Juan Manuel Julio & Héctor Manuel Zárate, 2008. "The Price Setting Behavior in Colombia: Evidence from PPI Micro Data," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 12-44, June.
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- Konstantins Benkovskis & Ludmila Fadejeva & Krista Kalnberzina, 2010. "Price Setting Behaviour in Latvia: Descriptive Evidence from CPI Microdata," Discussion Papers 2010/01, Latvijas Banka.
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"A unified framework for understanding and comparing dynamic wage and price-setting models,"
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257, Banque de France.
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"The construction of coincident and leading indicators for the euro area business cycler of the euro area business cycle,"
Temi di discussione (Economic working papers)
434, Bank of Italy, Economic Research and International Relations Area.
Cited by:
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- Libero Monteforte, 2004.
"Aggregation bias in macro models: does it matter foir the euro area?,"
Temi di discussione (Economic working papers)
534, Bank of Italy, Economic Research and International Relations Area.
- Monteforte, Libero, 2007. "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
- Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008.
"Nowcasting: The real-time informational content of macroeconomic data,"
Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
- Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
- Domenico Giannone & Lucrezia Reichlin & David H Small, 2007. "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006 164, Money Macro and Finance Research Group.
- Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
- Maria A. Arias & Charles S. Gascon & David E. Rapach, 2014.
"Metro Business Cycles,"
Working Papers
2014-46, Federal Reserve Bank of St. Louis.
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"Dating the Euro Area Business Cycle,"
Working Papers
237, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Michael ARTIS & Massimiliano MARCELLINO & Tommaso PROIETTI, 2002. "Dating the Euro Area Business Cycle," Economics Working Papers ECO2002/24, European University Institute.
- Artis, Michael & Marcellino, Massimiliano & Proietti, Tommaso, 2003. "Dating the Euro Area Business Cycle," CEPR Discussion Papers 3696, C.E.P.R. Discussion Papers.
- Andrea Carriero & Massimiliano Marcellino, 2011.
"Sectoral Survey‐based Confidence Indicators for Europe,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(2), pages 175-206, April.
- Andrea Carriero & Massimiliano Marcellino, 2007. "Sectoral Survey-based Confidence Indicators for Europe," Working Papers 320, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- In Choi & Jorg Breitung, 2011.
"Factor models,"
Working Papers
1121, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), revised Dec 2011.
- Jörg Breitung & In Choi, 2013. "Factor models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 11, pages 249-265, Edward Elgar Publishing.
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"El "IMACO": un índice mensual líder de la actividad económica en Colombia,"
Borradores de Economia
609, Banco de la Republica de Colombia.
- Herman Kamil & José David Pulido & José Luis Torres, 2010. "El IMACO": un índice mensual líder de la actividad económica en Colombia"," Borradores de Economia 7129, Banco de la Republica.
- Sandra Eickmeier & Christina Ziegler, 2008. "How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 237-265.
- Cimadomo, Jacopo & Bénassy-Quéré, Agnès, 2012.
"Changing patterns of fiscal policy multipliers in Germany, the UK and the US,"
Journal of Macroeconomics, Elsevier, vol. 34(3), pages 845-873.
- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012. "Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US," PSE-Ecole d'économie de Paris (Postprint) hal-00966144, HAL.
- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012. "Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US," Post-Print hal-00966144, HAL.
- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012. "Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00966144, HAL.
- Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003.
"Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle,"
Computing in Economics and Finance 2003
242, Society for Computational Economics.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio, 2001. "EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle," CEPR Discussion Papers 3108, C.E.P.R. Discussion Papers.
- Marie Bessec, 2013.
"Short‐Term Forecasts of French GDP: A Dynamic Factor Model with Targeted Predictors,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 500-511, September.
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- Bessec, M., 2012. "Short-term forecasts of French GDP: a dynamic factor model with targeted predictors," Working papers 409, Banque de France.
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"Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach,"
Working Papers
w200307, Banco de Portugal, Economics and Research Department.
- Rua, Antonio & Nunes, Luis C., 2005. "Coincident and leading indicators for the euro area: A frequency band approach," International Journal of Forecasting, Elsevier, vol. 21(3), pages 503-523.
- Donatella Baiardi & Carluccio Bianchi, 2012. "Un Indicatore per la Lombardia e per le Province di Milano e Pavia (Nuova versione)," Quaderni di Dipartimento 158, University of Pavia, Department of Economics and Quantitative Methods.
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- Riccardo Cristadoro & Mario Forni & Lucrezia Reichlin & Giovanni Veronese, 2001.
"A core inflation index for the euro area,"
Temi di discussione (Economic working papers)
435, Bank of Italy, Economic Research and International Relations Area.
- Reichlin, Lucrezia & Forni, Mario & Cristadoro, Riccardo & Veronese, Giovanni, 2001. "A Core Inflation Index for the Euro Area," CEPR Discussion Papers 3097, C.E.P.R. Discussion Papers.
- Mr. Maxym Kryshko, 2011. "Data-Rich DSGE and Dynamic Factor Models," IMF Working Papers 2011/216, International Monetary Fund.
- Christian Schulz, 2007. "Forecasting economic growth for Estonia : application of common factor methodologies," Bank of Estonia Working Papers 2007-09, Bank of Estonia, revised 04 Sep 2007.
- Philippe Moës, 2012. "Multivariate models with dual cycles: implications for output gap and potential growth measurement," Empirical Economics, Springer, vol. 42(3), pages 791-818, June.
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- Jörg Breitung & Sandra Eickmeier, 2006.
"Dynamic Factor Models,"
Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 3, pages 25-40,
Springer.
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- Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007.
"Real-time measurement of business conditions,"
International Finance Discussion Papers
901, Board of Governors of the Federal Reserve System (U.S.).
- Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009. "Real-Time Measurement of Business Conditions," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting,"
CEPR Discussion Papers
3432, C.E.P.R. Discussion Papers.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
- Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
- Domenico Giannone & Michele Lenza, 2009.
"Business cycles in the euro area,"
Research Bulletin, European Central Bank, vol. 8, pages 5-7.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the euro Area," Working Papers ECARES 2008_040, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the Euro Area," NBER Working Papers 14529, National Bureau of Economic Research, Inc.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2009. "Business Cycles in the Euro Area," CEPR Discussion Papers 7124, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010. "Business Cycles in the Euro Area," NBER Chapters, in: Europe and the Euro, pages 141-167, National Bureau of Economic Research, Inc.
- Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2009. "Business cycles in the euro area," Working Paper Series 1010, European Central Bank.
- Stephen G. Hall & Nicholas G. Zonzilos, 2003. "An Indicator Measuring Underlying Economic Activity in Greece," Working Papers 04, Bank of Greece.
- Inklaar, Robert & Jacobs, Jan & Romp, Ward, 2003.
"Business cycle indexes: does a heap of data help?,"
CCSO Working Papers
200312, University of Groningen, CCSO Centre for Economic Research.
- Robert Inklaar & Jan Jacobs & Ward Romp, 2005. "Business Cycle Indexes: Does a Heap of Data Help?," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(3), pages 309-336.
- Marc Hallin & Roman Liska, 2008.
"Dynamic Factors in the Presence of Block Structure,"
Working Papers ECARES
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- Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," Economics Working Papers ECO2008/22, European University Institute.
- Tatiana Cesaroni, 2011.
"The cyclical behavior of the Italian business survey data,"
Empirical Economics, Springer, vol. 41(3), pages 747-768, December.
- Tatiana Cesaroni, 2007. "Inspecting the cyclical properties of the Italian Manufacturing Business survey data," ISAE Working Papers 83, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, "undated".
"Principal components at work: The empirical analysis of monetary policy with large datasets,"
Working Papers
223, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Massimiliano Marcellino & Carlo A. Favero & Francesca Neglia, 2005. "Principal components at work: the empirical analysis of monetary policy with large data sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 603-620.
- Andrea Carriero & Massimiliano Marcellino, 2007.
"A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK,"
Working Papers
590, Queen Mary University of London, School of Economics and Finance.
- Carriero, Andrea & Marcellino, Massimiliano, 2007. "A comparison of methods for the construction of composite coincident and leading indexes for the UK," International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
- Peter McAdam, 2007.
"USA, Japan and the Euro Area: Comparing Business-Cycle Features,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 21(1), pages 135-156.
- McAdam, Peter, 2003. "US, Japan and the euro area: comparing business-cycle features," Working Paper Series 283, European Central Bank.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010.
"Nowcasting,"
Working Paper Series
1275, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010. "Nowcasting," CEPR Discussion Papers 7883, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Nowcasting," Working Papers ECARES ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
- Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008.
"New Eurocoin: Tracking Economic Growth in Real Time,"
Center for Economic Research (RECent)
020, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007. "New Eurocoin: Tracking Economic Growth in Real Time," Temi di discussione (Economic working papers) 631, Bank of Italy, Economic Research and International Relations Area.
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2010. "New Eurocoin: Tracking Economic Growth in Real Time," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 1024-1034, November.
- Lippi, Marco & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni, 2006. "New EuroCOIN: Tracking Economic Growth in Real Time," CEPR Discussion Papers 5633, C.E.P.R. Discussion Papers.
- Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua, 2003.
"Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area,"
Tinbergen Institute Discussion Papers
03-069/4, Tinbergen Institute.
- António Rua & João Valle e Azevedo & Siem Jan Koopman, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Working Papers w200316, Banco de Portugal, Economics and Research Department.
- Valentina Aprigliano & Lorenzo Bencivelli, 2013. "Ita-coin: a new coincident indicator for the Italian economy," Temi di discussione (Economic working papers) 935, Bank of Italy, Economic Research and International Relations Area.
- F. Ferroni & B. Klaus, 2014.
"Euro Area business cycles in turbulent times: convergence or decoupling?,"
Working papers
522, Banque de France.
- Filippo Ferroni & Benjamin Klaus, 2015. "Euro Area business cycles in turbulent times: convergence or decoupling?," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3791-3815, July.
- Klaus, Benjamin & Ferroni, Filippo, 2015. "Euro area business cycles in turbulent times: convergence or decoupling?," Working Paper Series 1819, European Central Bank.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013.
"Now-Casting and the Real-Time Data Flow,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237,
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- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
- Muriel Nguiffo-Boyom, 2014. "2007-2013: This is what the indicator told us ? Evaluating the performance of real-time nowcasts from a dynamic factor model," BCL working papers 88, Central Bank of Luxembourg.
- Alain Galli, 2018.
"Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(2), pages 179-218, November.
- Dr. Alain Galli, 2017. "Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model," Working Papers 2017-08, Swiss National Bank.
- Beate Schirwitz, 2013. "Business Fluctuations, Job Flows and Trade Unions - Dynamics in the Economy," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 47.
- In Choi & Dukpa Kim & Yun Jung Kim & Noh‐Sun Kwark, 2018.
"A multilevel factor model: Identification, asymptotic theory and applications,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 355-377, April.
- In Choi & Dukpa Kim & Yun Jung Kim & Noh-Sun Kwark, 2016. "A Multilevel Factor Model: Identification, Asymptotic Theory and Applications," Working Papers 1609, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
- Adam Jêdrzejczyk, 2012. "Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach," Working Papers 63, Department of Applied Econometrics, Warsaw School of Economics.
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"Monthly pass-through ratios,"
Globalization Institute Working Papers
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- Amstad, Marlene & Fischer, Andreas M., 2010. "Monthly pass-through ratios," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1202-1213, July.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions, Second Version," PIER Working Paper Archive 08-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Apr 2008.
- Lorenza Rossi & Emilio Zanetti Chini, 2017.
"Firms' Dynamics and Business Cycle: New Disaggregated Data,"
DEM Working Papers Series
141, University of Pavia, Department of Economics and Management.
- Lorenza Rossi & Emilio Zanetti Chini, 2016. "Firms’ Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 123, University of Pavia, Department of Economics and Management.
- Lorenza Rossi & Emilio Zanetti Chini, 2018. "Firms Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 151, University of Pavia, Department of Economics and Management.
- Marlene Amstad & Andreas M. Fischer, 2005.
"Shock identification of macroeconomic forecasts based on daily panels,"
Staff Reports
206, Federal Reserve Bank of New York.
- Fischer, Andreas & Amstad, Marlene, 2005. "Shock Identification of Macroeconomic Forecasts Based on Daily Panels," CEPR Discussion Papers 5008, C.E.P.R. Discussion Papers.
- Marlene Amstad & Andreas Fischer, 2005. "Shock Identification of Macroeconomic Forecasts based on Daily Panels," Working Papers 05.02, Swiss National Bank, Study Center Gerzensee.
- Mojon, Benoît & Agresti, Anna Maria, 2001. "Some stylised facts on the euro area business cycle," Working Paper Series 95, European Central Bank.
- Wallis, Kenneth F., 2008. "Macroeconomic modelling in central banks in Latin America," Documentos de Proyectos 3627, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Reichlin, Lucrezia, 2002.
"Factor Models in Large Cross-Sections of Time Series,"
CEPR Discussion Papers
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- Lucrezia Reichlin, 2003. "Factor models in large cross sections of time series," ULB Institutional Repository 2013/10179, ULB -- Universite Libre de Bruxelles.
- Marcellino, Massimiliano & Proietti, Tommaso & Frale, Cecilia & Mazzi, Gian Luigi, 2008.
"A Monthly Indicator of the Euro Area GDP,"
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- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2008. "A Monthly Indicator of the Euro Area GDP," Economics Working Papers ECO2008/32, European University Institute.
- Marie Diron, 2008. "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 371-390.
- Donatella Baiardi & Carluccio Bianchi, 2010. "Un Indicatore di Attività Economica per la Lombardia e per le Province di Milano e Pavia," Quaderni di Dipartimento 130, University of Pavia, Department of Economics and Quantitative Methods.
- Domenico Giannone & Troy Matheson, 2006.
"A new core inflation indicator for New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
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- Giannone, Domenico & Matheson, Troy, 2007. "A New Core Inflation Indicator for New Zealand," CEPR Discussion Papers 6469, C.E.P.R. Discussion Papers.
- Domenico Giannone & Troy Matheson, 2007. "A new core inflation indicator for New Zealand," ULB Institutional Repository 2013/6407, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Troy D. Matheson, 2007. "A New Core Inflation Indicator for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 145-180, December.
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- Marlene Amstad & Ye Huan & Guonan Ma, 2014. "Developing an underlying inflation gauge for China," BIS Working Papers 465, Bank for International Settlements.
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"A general to specific approach for constructing composite business cycle indicators,"
Economic Modelling, Elsevier, vol. 33(C), pages 367-374.
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"Monetary transmission mechanism and time variation in the Euro area,"
Empirical Economics, Springer, vol. 47(3), pages 781-823, November.
- Kemal Bagzibagli, 2012. "Monetary Transmission Mechanism and Time Variation in the Euro Area," Discussion Papers 12-12, Department of Economics, University of Birmingham.
- Eickmeier, Sandra & Breitung, Jörg, 2005. "How synchronized are central and east European economies with the euro area? Evidence from a structural factor model," Discussion Paper Series 1: Economic Studies 2005,20, Deutsche Bundesbank.
- Sylvia Kaufmann, 2003. "The business cycle of European countries Bayesian clustering of country - individual IP growth series," Working Papers 83, Oesterreichische Nationalbank (Austrian Central Bank).
- Sandra Eickmeier & Joerg Breitung, 2006. "Business cycle transmission from the euro area to CEECs," Computing in Economics and Finance 2006 229, Society for Computational Economics.
- Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010. "Forecasting monthly industrial production in real-time: from single equations to factor-based models," Empirical Economics, Springer, vol. 39(2), pages 303-336, October.
- Fischer, Andreas & Amstad, Marlene, 2005.
"Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data,"
CEPR Discussion Papers
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- Marlene Amstad & Andreas M. Fischer, 2006. "Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data," Working Papers 2006-06, Swiss National Bank.
- Marlene Amstad & Andreas M. Fischer, 2005. "Time-varying pass-through from import prices to consumer prices: evidence from an event study with real-time data," Staff Reports 228, Federal Reserve Bank of New York.
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"A real-time measure of business conditions in Malta,"
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"A wavelet-based multivariate multiscale approach for forecasting,"
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w201612, Banco de Portugal, Economics and Research Department.
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"A core inflation index for the euro area,"
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435, Bank of Italy, Economic Research and International Relations Area.
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Cited by:
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002.
"Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?,"
CEPR Discussion Papers
3146, C.E.P.R. Discussion Papers.
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"Aggregation bias in macro models: does it matter foir the euro area?,"
Temi di discussione (Economic working papers)
534, Bank of Italy, Economic Research and International Relations Area.
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"Relative Goods' Prices, Pure Inflation, and the Phillips Correlation,"
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13615, National Bureau of Economic Research, Inc.
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"Dynamic Factor Models,"
Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 3, pages 25-40,
Springer.
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- Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank.
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"The FRBNY Staff Underlying Inflation Gauge: UIG,"
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"Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?,"
International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
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- Kirstin Hubrich, 2004. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Computing in Economics and Finance 2004 230, Society for Computational Economics.
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"Core measures of inflation as predictors of total inflation,"
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08-9, Federal Reserve Bank of Philadelphia.
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"Forecasting inflation and tracking monetary policy in the euro area: does national information help?,"
Empirical Economics, Springer, vol. 44(3), pages 1065-1086, June.
- Venditti, Fabrizio & Cristadoro, Riccardo & Saporito, Giuseppe, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Working Paper Series 900, European Central Bank.
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"Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Frauke Schleer-van Gellecom (ed.), Advances in Non-linear Economic Modeling, edition 127, pages 205-232,
Springer.
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"Monthly pass-through ratios,"
Globalization Institute Working Papers
26, Federal Reserve Bank of Dallas.
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"A Factorial Decomposition Of Inflation In Peru, An Alternative Measure Of Core Inflation,"
Documentos de Trabajo / Working Papers
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"Shock identification of macroeconomic forecasts based on daily panels,"
Staff Reports
206, Federal Reserve Bank of New York.
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"Developing an underlying inflation gauge for China,"
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"A policy-sensible core-inflation measure for the euro area,"
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617, Bank of Italy, Economic Research and International Relations Area.
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"Measuring changes in the value of the numeraire,"
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"Are More Data Always Better for Factor Analysis?,"
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- Marlene Amstad & Simon M. Potter, 2009. "Real time underlying inflation gauges for monetary policymakers," Staff Reports 420, Federal Reserve Bank of New York.
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"A real time coincident indicator of the euro area business cycle,"
Temi di discussione (Economic working papers)
436, Bank of Italy, Economic Research and International Relations Area.
Cited by:
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- Libero Monteforte, 2004.
"Aggregation bias in macro models: does it matter foir the euro area?,"
Temi di discussione (Economic working papers)
534, Bank of Italy, Economic Research and International Relations Area.
- Monteforte, Libero, 2007. "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
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"Nowcasting: The real-time informational content of macroeconomic data,"
Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
- Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
- Domenico Giannone & Lucrezia Reichlin & David H Small, 2007. "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006 164, Money Macro and Finance Research Group.
- Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model,"
Tinbergen Institute Discussion Papers
13-142/III, Tinbergen Institute, revised 01 Nov 2014.
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- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- Maria A. Arias & Charles S. Gascon & David E. Rapach, 2014.
"Metro Business Cycles,"
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2014-46, Federal Reserve Bank of St. Louis.
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"Sectoral Survey‐based Confidence Indicators for Europe,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(2), pages 175-206, April.
- Andrea Carriero & Massimiliano Marcellino, 2007. "Sectoral Survey-based Confidence Indicators for Europe," Working Papers 320, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- In Choi & Jorg Breitung, 2011.
"Factor models,"
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1121, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), revised Dec 2011.
- Jörg Breitung & In Choi, 2013. "Factor models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 11, pages 249-265, Edward Elgar Publishing.
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"El "IMACO": un índice mensual líder de la actividad económica en Colombia,"
Borradores de Economia
609, Banco de la Republica de Colombia.
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- Sandra Eickmeier & Christina Ziegler, 2008. "How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 237-265.
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"Changing patterns of fiscal policy multipliers in Germany, the UK and the US,"
Journal of Macroeconomics, Elsevier, vol. 34(3), pages 845-873.
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- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012. "Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00966144, HAL.
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"Short‐Term Forecasts of French GDP: A Dynamic Factor Model with Targeted Predictors,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 500-511, September.
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"Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach,"
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- Riccardo Cristadoro & Mario Forni & Lucrezia Reichlin & Giovanni Veronese, 2001.
"A core inflation index for the euro area,"
Temi di discussione (Economic working papers)
435, Bank of Italy, Economic Research and International Relations Area.
- Reichlin, Lucrezia & Forni, Mario & Cristadoro, Riccardo & Veronese, Giovanni, 2001. "A Core Inflation Index for the Euro Area," CEPR Discussion Papers 3097, C.E.P.R. Discussion Papers.
- Mr. Maxym Kryshko, 2011. "Data-Rich DSGE and Dynamic Factor Models," IMF Working Papers 2011/216, International Monetary Fund.
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- Philippe Moës, 2012. "Multivariate models with dual cycles: implications for output gap and potential growth measurement," Empirical Economics, Springer, vol. 42(3), pages 791-818, June.
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- Jörg Breitung & Sandra Eickmeier, 2006.
"Dynamic Factor Models,"
Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 3, pages 25-40,
Springer.
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Working Paper Research
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- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010. "Business Cycles in the Euro Area," NBER Chapters, in: Europe and the Euro, pages 141-167, National Bureau of Economic Research, Inc.
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"A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK,"
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International Review of Applied Economics, Taylor & Francis Journals, vol. 21(1), pages 135-156.
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- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Nowcasting," Working Papers ECARES ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2006.
"VARs, common factors and the empirical validation of equilibrium business cycle models,"
ULB Institutional Repository
2013/10127, ULB -- Universite Libre de Bruxelles.
- Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," Working Papers 258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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"New Eurocoin: Tracking Economic Growth in Real Time,"
Center for Economic Research (RECent)
020, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
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"Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area,"
Tinbergen Institute Discussion Papers
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"Now-Casting and the Real-Time Data Flow,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237,
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"Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(2), pages 179-218, November.
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"A multilevel factor model: Identification, asymptotic theory and applications,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 355-377, April.
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- Adam Jêdrzejczyk, 2012. "Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach," Working Papers 63, Department of Applied Econometrics, Warsaw School of Economics.
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"Monthly pass-through ratios,"
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"Firms' Dynamics and Business Cycle: New Disaggregated Data,"
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- Lorenza Rossi & Emilio Zanetti Chini, 2016. "Firms’ Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 123, University of Pavia, Department of Economics and Management.
- Lorenza Rossi & Emilio Zanetti Chini, 2018. "Firms Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 151, University of Pavia, Department of Economics and Management.
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"Shock identification of macroeconomic forecasts based on daily panels,"
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"A new core inflation indicator for New Zealand,"
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- Domenico Giannone & Troy Matheson, 2007. "A new core inflation indicator for New Zealand," ULB Institutional Repository 2013/6407, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Troy D. Matheson, 2007. "A New Core Inflation Indicator for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 145-180, December.
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- Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010. "Forecasting monthly industrial production in real-time: from single equations to factor-based models," Empirical Economics, Springer, vol. 39(2), pages 303-336, October.
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- Philippe Moës, 2008. "Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth," Working Paper Research 136, National Bank of Belgium.
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"Are Weekly Inflation Forecasts Informative?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 237-252, April.
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"A real-time measure of business conditions in Malta,"
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- Jeffrey Sheen & Stefan Trück & Ben Zhe Wang, 2015. "Daily Business and External Condition Indices for the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 38-53, June.
- Giuseppe Parigi & Roberto Golinelli, 2007. "The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(2), pages 77-94.
- Michael Graff & Dominik Studer, 2018. "Konstruktion von Sammelindikatoren für den Konjunkturverlauf bei prekärer Datenlage am Beispiel Montenegros," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 12(3), pages 81-91, October.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio, 2001.
"EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle,"
CEPR Discussion Papers
3108, C.E.P.R. Discussion Papers.
- Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003. "Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle," Computing in Economics and Finance 2003 242, Society for Computational Economics.
Cited by:
- Massimiliano Serati & Matteo Manera & Michele Plotegher, 2008.
"Modelling electricity prices: from the state of the art to a draft of a new proposal,"
LIUC Papers in Economics
210, Cattaneo University (LIUC).
- Matteo Manera & Massimiliano Serati & Michele Plotegher, 2008. "Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal," Working Papers 2008.9, Fondazione Eni Enrico Mattei.
- Serati, Massimiliano & Manera, Matteo & Plotegher, Michele, 2008. "Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal," International Energy Markets Working Papers 44426, Fondazione Eni Enrico Mattei (FEEM).
- Martin Schneider & Martin Spitzer, 2004. "Forecasting Austrian GDP using the generalized dynamic factor model," Working Papers 89, Oesterreichische Nationalbank (Austrian Central Bank).
- Libero Monteforte, 2004.
"Aggregation bias in macro models: does it matter foir the euro area?,"
Temi di discussione (Economic working papers)
534, Bank of Italy, Economic Research and International Relations Area.
- Monteforte, Libero, 2007. "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
- Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008.
"Nowcasting: The real-time informational content of macroeconomic data,"
Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
- Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
- Domenico Giannone & Lucrezia Reichlin & David H Small, 2007. "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006 164, Money Macro and Finance Research Group.
- Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model,"
Tinbergen Institute Discussion Papers
13-142/III, Tinbergen Institute, revised 01 Nov 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper 2013/20, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- Maria A. Arias & Charles S. Gascon & David E. Rapach, 2014.
"Metro Business Cycles,"
Working Papers
2014-46, Federal Reserve Bank of St. Louis.
- Arias, Maria A. & Gascon, Charles S. & Rapach, David E., 2016. "Metro business cycles," Journal of Urban Economics, Elsevier, vol. 94(C), pages 90-108.
- Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2003.
"Dating the Euro Area Business Cycle,"
Working Papers
237, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Michael ARTIS & Massimiliano MARCELLINO & Tommaso PROIETTI, 2002. "Dating the Euro Area Business Cycle," Economics Working Papers ECO2002/24, European University Institute.
- Artis, Michael & Marcellino, Massimiliano & Proietti, Tommaso, 2003. "Dating the Euro Area Business Cycle," CEPR Discussion Papers 3696, C.E.P.R. Discussion Papers.
- Andrea Carriero & Massimiliano Marcellino, 2011.
"Sectoral Survey‐based Confidence Indicators for Europe,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(2), pages 175-206, April.
- Andrea Carriero & Massimiliano Marcellino, 2007. "Sectoral Survey-based Confidence Indicators for Europe," Working Papers 320, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- In Choi & Jorg Breitung, 2011.
"Factor models,"
Working Papers
1121, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), revised Dec 2011.
- Jörg Breitung & In Choi, 2013. "Factor models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 11, pages 249-265, Edward Elgar Publishing.
- Herman Kamil & Jose David Pulido & Jose Luis Torres, 2010.
"El "IMACO": un índice mensual líder de la actividad económica en Colombia,"
Borradores de Economia
609, Banco de la Republica de Colombia.
- Herman Kamil & José David Pulido & José Luis Torres, 2010. "El IMACO": un índice mensual líder de la actividad económica en Colombia"," Borradores de Economia 7129, Banco de la Republica.
- Sandra Eickmeier & Christina Ziegler, 2008. "How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 237-265.
- Cimadomo, Jacopo & Bénassy-Quéré, Agnès, 2012.
"Changing patterns of fiscal policy multipliers in Germany, the UK and the US,"
Journal of Macroeconomics, Elsevier, vol. 34(3), pages 845-873.
- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012. "Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US," PSE-Ecole d'économie de Paris (Postprint) hal-00966144, HAL.
- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012. "Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US," Post-Print hal-00966144, HAL.
- Jacopo Cimadomo & Agnès Bénassy-Quéré, 2012. "Changing Patterns of Fiscal Policy Multipliers in Germany, the UK and the US," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00966144, HAL.
- Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009. "A Robust Criterion for Determining the Number of Factors in Approximate Factor Models," Working Papers ECARES 2009_023, ULB -- Universite Libre de Bruxelles.
- Marie Bessec, 2013.
"Short‐Term Forecasts of French GDP: A Dynamic Factor Model with Targeted Predictors,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 500-511, September.
- Marie Bessec, 2013. "Short-term forecasts of French GDP: A dynamic factor model with targeted predictors," Post-Print hal-01515605, HAL.
- Bessec, M., 2012. "Short-term forecasts of French GDP: a dynamic factor model with targeted predictors," Working papers 409, Banque de France.
- António Rua & Luís Catela Nunes, 2003.
"Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach,"
Working Papers
w200307, Banco de Portugal, Economics and Research Department.
- Rua, Antonio & Nunes, Luis C., 2005. "Coincident and leading indicators for the euro area: A frequency band approach," International Journal of Forecasting, Elsevier, vol. 21(3), pages 503-523.
- Eickmeier, Sandra, 2006. "Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model," Discussion Paper Series 1: Economic Studies 2006,31, Deutsche Bundesbank.
- Mr. Maxym Kryshko, 2011. "Data-Rich DSGE and Dynamic Factor Models," IMF Working Papers 2011/216, International Monetary Fund.
- Christian Schulz, 2007. "Forecasting economic growth for Estonia : application of common factor methodologies," Bank of Estonia Working Papers 2007-09, Bank of Estonia, revised 04 Sep 2007.
- Philippe Moës, 2012. "Multivariate models with dual cycles: implications for output gap and potential growth measurement," Empirical Economics, Springer, vol. 42(3), pages 791-818, June.
- Klaus Abberger & Michael Graff & Boriss Siliverstovs & Jan-Egbert Sturm, 2014. "The KOF Economic Barometer, Version 2014," KOF Working papers 14-353, KOF Swiss Economic Institute, ETH Zurich.
- Jörg Breitung & Sandra Eickmeier, 2006.
"Dynamic Factor Models,"
Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 3, pages 25-40,
Springer.
- Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic factor models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 27-42, March.
- Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank.
- K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler, 2008.
"Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise,"
Working Paper Research
133, National Bank of Belgium.
- G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008. "Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise," Bank of Lithuania Working Paper Series 1, Bank of Lithuania.
- Barhoumi, K. & Rünstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C., 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Working papers 215, Banque de France.
- Van Nieuwenhuyze, Christophe & Benk, Szilard & Rünstler, Gerhard & Cristadoro, Riccardo & Den Reijer, Ard & Jakaitiene, Audrone & Jelonek, Piotr & Rua, António & Ruth, Karsten & Barhoumi, Karim, 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Occasional Paper Series 84, European Central Bank.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007.
"Real-time measurement of business conditions,"
International Finance Discussion Papers
901, Board of Governors of the Federal Reserve System (U.S.).
- Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009. "Real-Time Measurement of Business Conditions," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- Cubadda, Gianluca, 2004.
"A Reduced Rank Regression Approach to Coincident and Leading Indexes Building,"
Economics & Statistics Discussion Papers
esdp04022, University of Molise, Department of Economics.
- Gianluca Cubadda, 2007. "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 271-292, April.
- Amstad, Marlene & Ye, Huan & Ma, Guonan, 2018. "Developing an underlying inflation gauge for China," BOFIT Discussion Papers 11/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
- Domenico Giannone & Michele Lenza, 2009.
"Business cycles in the euro area,"
Research Bulletin, European Central Bank, vol. 8, pages 5-7.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the euro Area," Working Papers ECARES 2008_040, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the Euro Area," NBER Working Papers 14529, National Bureau of Economic Research, Inc.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2009. "Business Cycles in the Euro Area," CEPR Discussion Papers 7124, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010. "Business Cycles in the Euro Area," NBER Chapters, in: Europe and the Euro, pages 141-167, National Bureau of Economic Research, Inc.
- Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2009. "Business cycles in the euro area," Working Paper Series 1010, European Central Bank.
- Stephen G. Hall & Nicholas G. Zonzilos, 2003. "An Indicator Measuring Underlying Economic Activity in Greece," Working Papers 04, Bank of Greece.
- Inklaar, Robert & Jacobs, Jan & Romp, Ward, 2003.
"Business cycle indexes: does a heap of data help?,"
CCSO Working Papers
200312, University of Groningen, CCSO Centre for Economic Research.
- Robert Inklaar & Jan Jacobs & Ward Romp, 2005. "Business Cycle Indexes: Does a Heap of Data Help?," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(3), pages 309-336.
- Marc Hallin & Roman Liska, 2008.
"Dynamic Factors in the Presence of Block Structure,"
Working Papers ECARES
2008_012, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," Economics Working Papers ECO2008/22, European University Institute.
- Tatiana Cesaroni, 2011.
"The cyclical behavior of the Italian business survey data,"
Empirical Economics, Springer, vol. 41(3), pages 747-768, December.
- Tatiana Cesaroni, 2007. "Inspecting the cyclical properties of the Italian Manufacturing Business survey data," ISAE Working Papers 83, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, "undated".
"Principal components at work: The empirical analysis of monetary policy with large datasets,"
Working Papers
223, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Massimiliano Marcellino & Carlo A. Favero & Francesca Neglia, 2005. "Principal components at work: the empirical analysis of monetary policy with large data sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 603-620.
- von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2016.
"The interest rate pass-through in the euro area during the sovereign debt crisis,"
Journal of International Money and Finance, Elsevier, vol. 68(C), pages 386-402.
- von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," Discussion Papers 10/2015, Deutsche Bundesbank.
- Leo Krippner & Sandra Eickmeier & Julia von Borstel, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," Reserve Bank of New Zealand Discussion Paper Series DP2015/03, Reserve Bank of New Zealand.
- von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113035, Verein für Socialpolitik / German Economic Association.
- Julia von Borstel & Sandra Eickmeier & Leo Krippner, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," CAMA Working Papers 2015-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Andrea Carriero & Massimiliano Marcellino, 2007.
"A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK,"
Working Papers
590, Queen Mary University of London, School of Economics and Finance.
- Carriero, Andrea & Marcellino, Massimiliano, 2007. "A comparison of methods for the construction of composite coincident and leading indexes for the UK," International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
- Peter McAdam, 2007.
"USA, Japan and the Euro Area: Comparing Business-Cycle Features,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 21(1), pages 135-156.
- McAdam, Peter, 2003. "US, Japan and the euro area: comparing business-cycle features," Working Paper Series 283, European Central Bank.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010.
"Nowcasting,"
Working Paper Series
1275, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010. "Nowcasting," CEPR Discussion Papers 7883, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Nowcasting," Working Papers ECARES ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
- Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua, 2003.
"Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area,"
Tinbergen Institute Discussion Papers
03-069/4, Tinbergen Institute.
- António Rua & João Valle e Azevedo & Siem Jan Koopman, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Working Papers w200316, Banco de Portugal, Economics and Research Department.
- Valentina Aprigliano & Lorenzo Bencivelli, 2013. "Ita-coin: a new coincident indicator for the Italian economy," Temi di discussione (Economic working papers) 935, Bank of Italy, Economic Research and International Relations Area.
- Filippo Altissimo & Alberto Locarno & Stefano Siviero, 2002. "Dealing with forward-looking expectations and policy rules in quantifying the channels of transmission of monetary policy," Temi di discussione (Economic working papers) 460, Bank of Italy, Economic Research and International Relations Area.
- Massimiliano Serati & Gianni Amisano, 2008. "Building composite leading indexes in a dynamic factor model framework: a new proposal," LIUC Papers in Economics 212, Cattaneo University (LIUC).
- F. Ferroni & B. Klaus, 2014.
"Euro Area business cycles in turbulent times: convergence or decoupling?,"
Working papers
522, Banque de France.
- Filippo Ferroni & Benjamin Klaus, 2015. "Euro Area business cycles in turbulent times: convergence or decoupling?," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3791-3815, July.
- Klaus, Benjamin & Ferroni, Filippo, 2015. "Euro area business cycles in turbulent times: convergence or decoupling?," Working Paper Series 1819, European Central Bank.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013.
"Now-Casting and the Real-Time Data Flow,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237,
Elsevier.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
- Muriel Nguiffo-Boyom, 2014. "2007-2013: This is what the indicator told us ? Evaluating the performance of real-time nowcasts from a dynamic factor model," BCL working papers 88, Central Bank of Luxembourg.
- Fornaro, Paolo, 2017. "Know the Present to Understand the Future: Nowcasting and Forecasting the Finnish Economy," ETLA Brief 59, The Research Institute of the Finnish Economy.
- In Choi & Dukpa Kim & Yun Jung Kim & Noh‐Sun Kwark, 2018.
"A multilevel factor model: Identification, asymptotic theory and applications,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 355-377, April.
- In Choi & Dukpa Kim & Yun Jung Kim & Noh-Sun Kwark, 2016. "A Multilevel Factor Model: Identification, Asymptotic Theory and Applications," Working Papers 1609, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
- Adam Jêdrzejczyk, 2012. "Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach," Working Papers 63, Department of Applied Econometrics, Warsaw School of Economics.
- Marlene Amstad & Andreas M. Fischer, 2009.
"Monthly pass-through ratios,"
Globalization Institute Working Papers
26, Federal Reserve Bank of Dallas.
- Amstad, Marlene & Fischer, Andreas M., 2010. "Monthly pass-through ratios," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1202-1213, July.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions, Second Version," PIER Working Paper Archive 08-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Apr 2008.
- Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010. "Forecasting industrial production: the role of information and methods," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The IFC's contribution to the 57th ISI Session, Durban, August 2009, volume 33, pages 227-235, Bank for International Settlements.
- Lorenza Rossi & Emilio Zanetti Chini, 2017.
"Firms' Dynamics and Business Cycle: New Disaggregated Data,"
DEM Working Papers Series
141, University of Pavia, Department of Economics and Management.
- Lorenza Rossi & Emilio Zanetti Chini, 2016. "Firms’ Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 123, University of Pavia, Department of Economics and Management.
- Lorenza Rossi & Emilio Zanetti Chini, 2018. "Firms Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 151, University of Pavia, Department of Economics and Management.
- Marlene Amstad & Andreas M. Fischer, 2005.
"Shock identification of macroeconomic forecasts based on daily panels,"
Staff Reports
206, Federal Reserve Bank of New York.
- Fischer, Andreas & Amstad, Marlene, 2005. "Shock Identification of Macroeconomic Forecasts Based on Daily Panels," CEPR Discussion Papers 5008, C.E.P.R. Discussion Papers.
- Marlene Amstad & Andreas Fischer, 2005. "Shock Identification of Macroeconomic Forecasts based on Daily Panels," Working Papers 05.02, Swiss National Bank, Study Center Gerzensee.
- Mojon, Benoît & Agresti, Anna Maria, 2001. "Some stylised facts on the euro area business cycle," Working Paper Series 95, European Central Bank.
- Wallis, Kenneth F., 2008. "Macroeconomic modelling in central banks in Latin America," Documentos de Proyectos 3627, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Marcellino, Massimiliano & Proietti, Tommaso & Frale, Cecilia & Mazzi, Gian Luigi, 2008.
"A Monthly Indicator of the Euro Area GDP,"
CEPR Discussion Papers
7007, C.E.P.R. Discussion Papers.
- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2008. "A Monthly Indicator of the Euro Area GDP," Economics Working Papers ECO2008/32, European University Institute.
- Marie Diron, 2008. "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 371-390.
- Domenico Giannone & Troy Matheson, 2006.
"A new core inflation indicator for New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/02, Reserve Bank of New Zealand.
- Giannone, Domenico & Matheson, Troy, 2007. "A New Core Inflation Indicator for New Zealand," CEPR Discussion Papers 6469, C.E.P.R. Discussion Papers.
- Domenico Giannone & Troy Matheson, 2007. "A new core inflation indicator for New Zealand," ULB Institutional Repository 2013/6407, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Troy D. Matheson, 2007. "A New Core Inflation Indicator for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 145-180, December.
- Abdullah Alhassan, 2009. "A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle," IMF Working Papers 2009/073, International Monetary Fund.
- Marlene Amstad & Ye Huan & Guonan Ma, 2014.
"Developing an underlying inflation gauge for China,"
Working Papers
853, Bruegel.
- Marlene Amstad & Ye Huan & Guonan Ma, 2014. "Developing an underlying inflation gauge for China," BIS Working Papers 465, Bank for International Settlements.
- Cubadda, Gianluca & Guardabascio, Barbara & Hecq, Alain, 2013.
"A general to specific approach for constructing composite business cycle indicators,"
Economic Modelling, Elsevier, vol. 33(C), pages 367-374.
- Gianluca Cubadda & Barbara Guardabascio & Alain Hecq, 2012. "A General to Specific Approach for Constructing Composite Business Cycle Indicators," CEIS Research Paper 224, Tor Vergata University, CEIS, revised 27 Feb 2012.
- Kemal Bagzibagli, 2014.
"Monetary transmission mechanism and time variation in the Euro area,"
Empirical Economics, Springer, vol. 47(3), pages 781-823, November.
- Kemal Bagzibagli, 2012. "Monetary Transmission Mechanism and Time Variation in the Euro Area," Discussion Papers 12-12, Department of Economics, University of Birmingham.
- Eickmeier, Sandra & Breitung, Jörg, 2005. "How synchronized are central and east European economies with the euro area? Evidence from a structural factor model," Discussion Paper Series 1: Economic Studies 2005,20, Deutsche Bundesbank.
- Sylvia Kaufmann, 2003. "The business cycle of European countries Bayesian clustering of country - individual IP growth series," Working Papers 83, Oesterreichische Nationalbank (Austrian Central Bank).
- Sandra Eickmeier & Joerg Breitung, 2006. "Business cycle transmission from the euro area to CEECs," Computing in Economics and Finance 2006 229, Society for Computational Economics.
- Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010. "Forecasting monthly industrial production in real-time: from single equations to factor-based models," Empirical Economics, Springer, vol. 39(2), pages 303-336, October.
- Fischer, Andreas & Amstad, Marlene, 2005.
"Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data,"
CEPR Discussion Papers
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- Marlene Amstad & Andreas M. Fischer, 2006. "Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data," Working Papers 2006-06, Swiss National Bank.
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"Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases,"
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- Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
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"Are Weekly Inflation Forecasts Informative?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 237-252, April.
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- Valentina Aprigliano, 2011. "The relationship between the PMI and the Italian index of industrial production and the impact of the latest economic crisis," Temi di discussione (Economic working papers) 820, Bank of Italy, Economic Research and International Relations Area.
- Christophe Van Nieuwenhuyze, 2006. "A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts," Working Paper Research 80, National Bank of Belgium.
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"A real-time measure of business conditions in Malta,"
CBM Working Papers
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"The Australian Business Cycle: A Coincident Indicator Approach,"
RBA Research Discussion Papers
rdp2005-07, Reserve Bank of Australia.
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"Forecasting German GDP using alternative factor models based on large datasets,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(4), pages 271-302.
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"Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models?,"
HWWA Discussion Papers
199, Hamburg Institute of International Economics (HWWA).
- Dreger, Christian & Schumacher, Christian, 2002. "Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models?," Discussion Paper Series 26321, Hamburg Institute of International Economics.
- Sandra Eickmeier, 2009. "Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 933-959.
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"Dynamic Factor Models: A review of the Literature ,"
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- Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013. "Dynamic factor models: A review of the literature," Post-Print hal-01385974, HAL.
- Agnieszka Gehringer & Thomas Mayer, 2021. "Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(1), pages 71-89, April.
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- Domenico Giannone & Lucrezia Reichlin & David Small, 2008. "Nowcasting: the real time informational content of macroeconomic data releases," ULB Institutional Repository 2013/6409, ULB -- Universite Libre de Bruxelles.
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"A wavelet-based multivariate multiscale approach for forecasting,"
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- Jeffrey Sheen & Stefan Trück & Ben Zhe Wang, 2015. "Daily Business and External Condition Indices for the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 38-53, June.
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Articles
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"Hedging and investment trade-offs in the U.S. oil industry,"
Energy Economics, Elsevier, vol. 106(C).
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"Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers,"
Working Papers
23-3, HEC Montreal, Canada Research Chair in Risk Management.
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- Giraldo, Carlos & Giraldo, Iader & Huertas, Cristian & Sánchez, Juan Camilo, 2024. "Determinants of Financial Hedging Strategies among Commodity Producer Firms in Latin America," Documentos de trabajo 21196, FLAR.
- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2018.
"Nowcasting Indonesia,"
Empirical Economics, Springer, vol. 55(2), pages 597-619, September.
See citations under working paper version above.
- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2015. "Nowcasting Indonesia," Finance and Economics Discussion Series 2015-100, Board of Governors of the Federal Reserve System (U.S.).
- Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese , Giovanni, 2015. "Nowcasting Indonesia," ADB Economics Working Paper Series 471, Asian Development Bank.
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"Monetary Policy Surprises over Time,"
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-60, March.
See citations under working paper version above.
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- Rondinelli, Concetta & Veronese, Giovanni, 2011.
"Housing rent dynamics in Italy,"
Economic Modelling, Elsevier, vol. 28(1-2), pages 540-548, January.
- Rondinelli, Concetta & Veronese, Giovanni, 2011. "Housing rent dynamics in Italy," Economic Modelling, Elsevier, vol. 28(1), pages 540-548.
See citations under working paper version above.- Concetta Rondinelli & Giovanni F. Veronese, 2010. "Housing rent dynamics in Italy," Questioni di Economia e Finanza (Occasional Papers) 62, Bank of Italy, Economic Research and International Relations Area.
- Riccardo Cristadoro & Giovanni Veronese, 2011.
"Monetary policy in India: is something amiss?,"
Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 4(2), pages 166-192, September.
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"New Empirics of monetary policy dynamics: evidence from the CFA franc zones,"
Working Papers of the African Governance and Development Institute.
13/016, African Governance and Development Institute..
- Simplice Asongu, 2016. "New empirics of monetary policy dynamics: evidence from the CFA franc zones," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 7(2), pages 164-204, June.
- Asongu, Simplice A, 2013. "New Empirics of monetary policy dynamics: evidence from the CFA franc zones," MPRA Paper 48495, University Library of Munich, Germany.
- Asongu, Simplice A, 2013.
"Does Money Matter in Africa? New Empirics on Long- and Short-run Effects of Monetary Policy on Output and Prices,"
MPRA Paper
48494, University Library of Munich, Germany.
- Asongu Simplice, 2013. "Does Money Matter in Africa? New Empirics on Long- and Short-run Effects of Monetary Policy on Output and Prices," Working Papers of the African Governance and Development Institute. 13/005, African Governance and Development Institute..
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"The Long Run Stability of Money in the Proposed East African Monetary Union,"
Research Africa Network Working Papers
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- Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2020. "The Long Run Stability of Money in the Proposed East African Monetary Union," Working Papers 20/034, European Xtramile Centre of African Studies (EXCAS).
- Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2020. "The Long Run Stability of Money in the Proposed East African Monetary Union," Working Papers of the African Governance and Development Institute. 20/034, African Governance and Development Institute..
- Asongu, Simplice & Folarin, Oludele & Biekpe, Nicholas, 2020. "The Long Run Stability of Money in the Proposed East African Monetary Union," MPRA Paper 107089, University Library of Munich, Germany.
- A. Asongu, Simplice & E. Folarin, Oludele & Biekpe, Nicholas, 2020. "The Long-Run Stability of Money in the ProposedE ast AfricanMonetary Union," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(3), pages 457-478.
- Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2019.
"The Stability of Demand for Money in the Proposed Southern African Monetary Union,"
Working Papers of the African Governance and Development Institute.
19/025, African Governance and Development Institute..
- Asongu, Simplice & Folarin, Oludele & Biekpe, Nicholas, 2019. "The Stability of Demand for Money in the Proposed Southern African Monetary Union," MPRA Paper 101092, University Library of Munich, Germany.
- Simplice Asongu & Oludele Folarin & Nicholas Biekpe, 2019. "The stability of demand for money in the proposed Southern African Monetary Union," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 15(2), pages 222-244, August.
- Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2019. "The Stability of Demand for Money in the Proposed Southern African Monetary Union," Working Papers 19/025, European Xtramile Centre of African Studies (EXCAS).
- Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2019. "The Stability of Demand for Money in the Proposed Southern African Monetary Union," Research Africa Network Working Papers 19/025, Research Africa Network (RAN).
- Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2019. "The Stability of Demand for Money in the Proposed Southern African Monetary Union," CEREDEC Working Papers 19/025, Centre de Recherche pour le Développement Economique (CEREDEC).
- Paul Levine, 2010.
"Monetary Policy in an Uncertain World : Probability Models and the Design of Robust Monetary Rules,"
Macroeconomics Working Papers
21853, East Asian Bureau of Economic Research.
- Levine, Paul, 2010. "Monetary policy in an uncertain world: Probability models and the design of robust monetary rules," Working Papers 10/72, National Institute of Public Finance and Policy.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," School of Economics Discussion Papers 0210, School of Economics, University of Surrey.
- Paul Levine, 2012. "Monetary policy in an uncertain world: probability models and the design of robust monetary rules," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 70-88, April.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," Working Papers id:2761, eSocialSciences.
- Alberto Coco & Nicola Viegi, 2019.
"The monetary policy of the South African Reserve Bank: stance, communication and credibility,"
Working Papers
788, Economic Research Southern Africa.
- Alberto Coco & Nicola Viegi, 2020. "The monetary policy of the South African Reserve Bank stance communication and credibility," Working Papers 10024, South African Reserve Bank.
- Valerio Astuti & Alessio Ciarlone & Alberto Coco, 2022. "The role of central bank communication in inflation-targeting Eastern European emerging economies," Temi di discussione (Economic working papers) 1381, Bank of Italy, Economic Research and International Relations Area.
- R Sumithra, 2020. "Monetary Policy Goals for Economic Stability in India," Shanlax International Journal of Economics, Shanlax Journals, vol. 8(2), pages 5-11, March.
- Asongu Simplice, 2013.
"New Empirics of monetary policy dynamics: evidence from the CFA franc zones,"
Working Papers of the African Governance and Development Institute.
13/016, African Governance and Development Institute..
- Stefano Siviero & Giovanni Veronese, 2011.
"A policy-sensible benchmark core inflation measure,"
Oxford Economic Papers, Oxford University Press, vol. 63(4), pages 648-672, December.
Cited by:
- Jim Dolmas & Mark A. Wynne, 2008. "Measuring core inflation: notes from a 2007 Dallas Fed conference," Staff Papers, Federal Reserve Bank of Dallas, issue May.
- Wojciech W. Charemza & Yuriy Kharin & Vladislav Maevskiy, 2014.
"Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Frauke Schleer-van Gellecom (ed.), Advances in Non-linear Economic Modeling, edition 127, pages 205-232,
Springer.
- Wojciech Charemza & Yuriy Kharin & Vladislav Maevskiy, 2012. "Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence," Discussion Papers in Economics 12/22, Division of Economics, School of Business, University of Leicester.
- Silvia Fabiani & Angela Gattulli & Giovanni Veronese & Roberto Sabbatini, 2010.
"Price adjustment in Italy: evidence from micro producer and consumer prices,"
Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(2-3), pages 93-104.
Cited by:
- Jürgen Jerger & Oke Röhe, 2012.
"Testing for Parameter Stability in DSGE Models. The Cases of France, Germany, Italy, and Spain,"
Working Papers
118, Bavarian Graduate Program in Economics (BGPE).
- Jürgen Jerger & Oke Röhe, 2014. "Testing for parameter stability in DSGE models. The cases of France, Germany, Italy, and Spain," International Economics and Economic Policy, Springer, vol. 11(3), pages 329-351, September.
- Marianna Riggi & Sergio Santoro, 2015. "On the Slope and the Persistence of the Italian Phillips Curve," International Journal of Central Banking, International Journal of Central Banking, vol. 11(2), pages 157-197, March.
- Luis J. Álvarez & Pablo Burriel & Ignacio Hernando, 2010.
"Price-setting behaviour in Spain: evidence from micro PPI data,"
Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(2-3), pages 105-121.
- Luis J. Álvarez & Pablo Burriel & Ignacio Hernando, 2005. "Price setting behaviour in Spain: evidence from micro PPI data," Working Papers 0527, Banco de España.
- Hernando, Ignacio & Álvarez, Luis J. & Burriel, Pablo, 2005. "Price setting behaviour in Spain: evidence from micro PPI data," Working Paper Series 522, European Central Bank.
- Esfahani, Hamideh, 2019. "Profitability of horizontal mergers in the presence of price stickiness," European Journal of Operational Research, Elsevier, vol. 279(3), pages 941-950.
- Jürgen Jerger & Oke Röhe, 2012.
"Testing for Parameter Stability in DSGE Models. The Cases of France, Germany, Italy, and Spain,"
Working Papers
118, Bavarian Graduate Program in Economics (BGPE).
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2010.
"New Eurocoin: Tracking Economic Growth in Real Time,"
The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 1024-1034, November.
See citations under working paper version above.
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007. "New Eurocoin: Tracking Economic Growth in Real Time," Temi di discussione (Economic working papers) 631, Bank of Italy, Economic Research and International Relations Area.
- Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008. "New Eurocoin: Tracking Economic Growth in Real Time," Center for Economic Research (RECent) 020, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Lippi, Marco & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni, 2006. "New EuroCOIN: Tracking Economic Growth in Real Time," CEPR Discussion Papers 5633, C.E.P.R. Discussion Papers.
- Silvia Fabiani & Angela Gattulli & Roberto Sabbatini & Giovanni Veronese, 2006.
"Consumer Price Setting in Italy,"
Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 65(1), pages 31-74, May.
See citations under working paper version above.
- Silvia Fabiani & Angela Gattulli & Roberto Sabbatini & Giovanni Veronese, 2005. "Consumer Price Setting In Italy," Temi di discussione (Economic working papers) 556, Bank of Italy, Economic Research and International Relations Area.
- Emmanuel Dhyne & Luis J. Alvarez & Herve Le Bihan & Giovanni Veronese & Daniel Dias & Johannes Hoffmann & Nicole Jonker & Patrick Lunnemann & Fabio Rumler & Jouko Vilmunen, 2006.
"Price Changes in the Euro Area and the United States: Some Facts from Individual Consumer Price Data,"
Journal of Economic Perspectives, American Economic Association, vol. 20(2), pages 171-192, Spring.
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- Roman Horvath & Fabrizio Coricelli, 2010.
"Price setting and market structure: an empirical analysis of micro data in Slovakia,"
PSE-Ecole d'économie de Paris (Postprint)
hal-00643319, HAL.
- Roman Horvath & Fabrizio Coricelli, 2010. "Price setting and market structure: an empirical analysis of micro data in Slovakia," Post-Print hal-00643319, HAL.
- Roman Horvath & Fabrizio Coricelli, 2010. "Price setting and market structure: an empirical analysis of micro data in Slovakia," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00643319, HAL.
- Fabrizio Coricelli & Roman Horváth, 2010. "Price setting and market structure: an empirical analysis of micro data in Slovakia," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(2-3), pages 209-233.
- Slanicay Martin, 2014. "Some Notes on Historical, Theoretical, and Empirical Background of DSGE Models," Review of Economic Perspectives, Sciendo, vol. 14(2), pages 145-164, June.
- Burstein, Ariel Tomas & Hellwig, Christian, 2007.
"Prices and Market Shares in a Menu Cost Model,"
CEPR Discussion Papers
6504, C.E.P.R. Discussion Papers.
- Ariel Burstein & Christian Hellwig, 2007. "Prices and Market Shares in a Menu Cost Model," NBER Working Papers 13455, National Bureau of Economic Research, Inc.
- Christian Hellwig & Ariel Burstein, 2007. "Prices and Market Shares in a Menu Cost Model," 2007 Meeting Papers 327, Society for Economic Dynamics.
- Mikael Carlsson & Oskar Nordstrom Skans, 2012.
"Evaluating Microfoundations for Aggregate Price Rigidities: Evidence from Matched Firm-Level Data on Product Prices and Unit Labor Cost,"
American Economic Review, American Economic Association, vol. 102(4), pages 1571-1595, June.
- Carlsson, Mikael & Nordström Skans, Oskar, 2011. "Evaluating microfoundations for aggregate price rigidities: evidence from matched firm-level data on product prices and unit labor cost," Working Paper Series 2011:8, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Carlsson, Mikael & Nordström Skans, Oskar, 2009. "Evaluating Microfoundations for Aggregate Price Rigidities: Evidence from Matched Firm- Level Data on Product Prices and Unit Labor Cost," Working Paper Series 231, Sveriges Riksbank (Central Bank of Sweden).
- Carlsson, Mikael & Nordström Skans, Oskar, 2009. "Evaluating microfoundations for aggregate price regidities: evidence from matched firm-level data on product prices and unit labor cost," Working Paper Series 1083, European Central Bank.
- Guimaraes, Bernardo & Sheedy, Kevin D., 2008.
"Sales and monetary policy,"
LSE Research Online Documents on Economics
25492, London School of Economics and Political Science, LSE Library.
- Kevin Sheedy & Bernardo Guimaraes, 2009. "Sales and Monetary Policy," 2009 Meeting Papers 365, Society for Economic Dynamics.
- Bernardo Guimaraes & Kevin D. Sheedy, 2011. "Sales and Monetary Policy," American Economic Review, American Economic Association, vol. 101(2), pages 844-876, April.
- Guimaraes, Bernardo & Sheedy, Kevin, 2008. "Sales and Monetary Policy," CEPR Discussion Papers 6940, C.E.P.R. Discussion Papers.
- Bernardo Guimaraes & Kevin D. Sheedy, 2008. "Sales and Monetary Policy," CEP Discussion Papers dp0887, Centre for Economic Performance, LSE.
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"Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing,"
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Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1631-1650, December.
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MPRA Paper
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"Seasonality and the Effect of Advertising on Price,"
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"The kinked demand curve and price rigidity : evidence from scanner data,"
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"Welfare Implications of Heterogeneous Labor Markets in a Currency Area,"
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"Time-varying (S, s) band models: Properties and interpretation,"
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"Wage and Price Setting Behaviour of Lithuanian Firms,"
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"Restaurant Prices and the Minimum Wage,"
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"Price Rigidity: Microeconomic Evidence and Macroeconomic Implications,"
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- Hemmaty , Maryam & Bayat , Saeed, 2013. "Price Setting in Iran: Some Stylized Facts from CPI Micro Data," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 8(1), pages 75-108, January.
- Nicoletta Berardi & Federico Ravenna & Mario Samano, 2020. "Everyday Regular Prices," Working papers 746, Banque de France.
- Patrick Lünnemann & Ladislav Wintr, 2011. "Price Stickiness in the US and Europe Revisited: Evidence from Internet Prices," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(5), pages 593-621, October.
- Roman Horvath & Fabrizio Coricelli, 2010.
"Price setting and market structure: an empirical analysis of micro data in Slovakia,"
PSE-Ecole d'économie de Paris (Postprint)
hal-00643319, HAL.
- Cristadoro, Riccardo & Forni, Mario & Reichlin, Lucrezia & Veronese, Giovanni, 2005.
"A Core Inflation Indicator for the Euro Area,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 539-560, June.
See citations under working paper version above.
- Riccardo Cristadoro & Mario Forni & Lucrezia Reichlin & Giovanni Veronese, 2005. "A core inflation indicator for the Euro area," ULB Institutional Repository 2013/10131, ULB -- Universite Libre de Bruxelles.
Chapters
- Riccardo Cristadoro & Giovanni Veronese, 2006.
"Tracking the Economy in the Largest Euro Area Countries: a Large Datasets Approach,"
Springer Books, in: Convergence or Divergence in Europe?, pages 63-93,
Springer.
Cited by:
- Adanero-Donderis , M. & Darné, O. & Ferrara, L., 2007. "Deux indicateurs probabilistes de retournement cyclique pour l’économie française," Working papers 187, Banque de France.