1. Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos.
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2. Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho.
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3. Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors. (2021). Molina, Carlos ; Kirchner, Markus ; Fornero, Jorge.
   In: Working Papers Central Bank of Chile.
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4. A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics. (2020). Bormetti, Giacomo ; Lillo, Fabrizio ; Vassallo, Danilo.
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5. Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components. (2019). Lingauer, Michael ; Ramsauer, Franz ; Min, Aleksey.
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6. Dynamic Factor Models in gretl. The DFM package. (2019). Venetis, Ioannis ; Lucchetti, Riccardo (Jack).
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7. A dynamic factor model for nowcasting Canadian GDP growth. (2017). Sekkel, Rodrigo ; Chernis, Tony.
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8. Copula-Based Factor Models for Multivariate Asset Returns. (2017). Ramsauer, Franz ; Ivanov, Eugen ; Min, Aleksey.
   In: Econometrics.
   RePEc:gam:jecnmx:v:5:y:2017:i:2:p:20-:d:98854.

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9. A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Sekkel, Rodrigo ; Chernis, Tony.
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   RePEc:bca:bocawp:17-2.

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10. Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre.
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11. A global trade model for the euro area. (2016). Osbat, Chiara ; Modugno, Michele ; D'Agostino, Antonello.
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    RePEc:ecb:ecbwps:20161986.

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12. Interpreting the latent dynamic factors by threshold FAVAR model. (2016). Tuzcuoglu, Kerem ; Hacioglu Hoke, Sinem.
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13. A Global Trade Model for the Euro Area. (2015). Osbat, Chiara ; Modugno, Michele ; D'Agostino, Antonello.
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14. Monetary transmission mechanism and time variation in the Euro area. (2014). Bagzibagli, Kemal.
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15. Dinámica de la política monetaria e inflación objetivo en Colombia: una aproximación FAVAR. (2012). Tamayo, Jorge Andres ; Londoño, Andres ; Velasquez, Carlos Alberto ; Londoo, Andres Felipe .
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16. Monetary Transmission Mechanism and Time Variation in the Euro Area. (2012). Bagzibagli, Kemal.
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17. Identification of Macroeconomic Factors in Large Panels. (2008). Houssa, Romain ; Dewachter, Hans ; Bork, Lasse.
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2. Likelihood-based Analysis for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Jungbacker, Borus.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20080007.

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3. Optimal strategies for selecting project portfolios using uncertain value estimates. (2014). Liesio, Juuso ; Vilkkumaa, Eeva ; Salo, Ahti.
   In: European Journal of Operational Research.
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4. A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors. (2014). Koop, Gary ; Gefang, Deborah ; Campolieti, Michele.
   In: Journal of Economic Dynamics and Control.
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5. Dynamic factor multivariate GARCH model. (2014). Santos, Andre ; Moura, Guilherme ; Santos, Andre A. P., .
   In: Computational Statistics & Data Analysis.
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   In: Working Papers.
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7. Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike.
   In: Journal of Business & Economic Statistics.
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8. Bayesian estimation of sparse dynamic factor models with order-independent identification. (2013). Schumacher, Christian ; Kaufmann, Sylvia.
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9. A new look at variation in employment growth in Canada. (2013). Koop, Gary ; Gefang, Deborah ; Campolieti, Michele.
   In: Working Papers.
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10. The dynamics of bank loans short-term interest rates in the Euro area: what lessons can we draw from the current crisis?. (2013). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi ; Avouyi-Dovi, S. Patrick Sevestre., .
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11. Multivariate stochastic volatility modelling using Wishart autoregressive processes. (2013). Triantafyllopoulos, Kostas.
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12. Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results. (2012). Schumacher, Christian ; Kaufmann, Sylvia.
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13. Bayesian factor analysis for spatially correlated data: application to cancer incidence data in Scotland. (2012). Mezzetti, Maura.
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14. Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study. (2012). Eratalay, Mustafa Hakan.
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15. Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models. (2012). Caporin, Massimiliano ; Asai, Manabu ; McAleer, M. J..
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16. The dynamic adjustments of stock prices to inflation disturbances. (2012). Valcarcel, Victor (Vic).
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17. Optimal portfolios with minimum capital requirements. (2012). Santos, Andre ; Ruiz, Esther ; Santos, André A. P., ; Nogales, Francisco J. ; van Dijk, Dick.
    In: Journal of Banking & Finance.
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19. Heteroskedastic Dynamic Factor Models: A Monte Carlo Study. (2012). Moura, Guilherme ; Suren, Gijsbert .
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20. Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model. (2011). Pajor, Anna.
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21. A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi). (2010). Tekatli, Necati.
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22. Mixed frequency models: Bayesian approaches to estimation and prediction. (2010). Puggioni, Gavino ; Rodriguez, Abel.
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23. Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search. (2009). Ni, Shawn ; Sun, Dongchu ; Loddo, Antonello .
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25. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse.
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26. Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios. (2009). Zaffaroni, Paolo ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
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27. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse.
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28. Matrix-State Particle Filter for Wishart Stochastic Volatility Processes. (2008). Sartore, Domenico ; Casarin, Roberto.
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29. Particle Filters for Markov-Switching Stochastic-Correlation Models. (2008). Casarin, Roberto ; amisano, gianni.
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30. A Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model. (2008). Smith, Penelope ; Lim, Guay ; Chua, Chew.
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31. High dimensional covariance matrix estimation using a factor model. (2008). Fan, Jianqing ; Lv, Jinchi, .
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32. Factor estimation using MCMC-based Kalman filter methods. (2008). Tsiaplias, Sarantis.
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35. Multivariate stochastic volatility using state space models. (2008). Triantafyllopoulos, Kostas.
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38. Matrix-State Particle Filter for Wishart Stochastic Volatility Processes. (2007). Sartore, Domenico ; Casarin, Roberto.
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40. A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors. (2007). Tsiaplias, Sarantis.
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41. Multivariate stochastic volatility (Revised in May 2007, Handbook of Financial Time Series (Published in Handbook of Financial Time Series (eds T.G. Andersen, R.A. Davis, Jens-Peter Kreiss and T. Mikosch), 365-400. Springer-Verlag: New York. April 2009. ). (2007). Omori, Yasuhiro ; Asai, Manabu ; Chib, Siddhartha.
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42. Understanding Sources of the Change in International Business Cycles. (2007). Tekatli, Necati.
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43. Generalized Factor Models: A Bayesian Approach. (2007). Tekatli, Necati.
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44. Fast estimation of multivariate stochastic volatility. (2007). Triantafyllopoulos, Kostas ; Montana, Giovanni.
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47. Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models. (2004). Richard, Jean-Francois ; Liesenfeld, Roman.
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48. Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models. (2004). Liesenfeld, Roman ; Richard, Jean-Francois.
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