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. On foreign drivers of emerging markets fluctuations. (2023). Wlasiuk, Juan M ; Lorca, Jorge ; Bajraj, Gent.
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3. Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data. (2021). Zagst, Rudi ; Defend, Monica ; Portelli, Lorenzo ; Ramsauer, Franz ; Sandrini, Francesco ; Min, Aleksey.
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4. Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors. (2021). Molina, Carlos ; Kirchner, Markus ; Fornero, Jorge.
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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. A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Sekkel, Rodrigo ; Chernis, Tony.
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9. Empirical identification of factor models. (2016). Yagihashi, Takeshi ; Phiromswad, Piyachart.
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10. A global trade model for the euro area. (2016). Osbat, Chiara ; Modugno, Michele ; D'Agostino, Antonello.
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11. A Global Trade Model for the Euro Area. (2015). Osbat, Chiara ; Modugno, Michele ; D'Agostino, Antonello.
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12. Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment. (2015). Ruiz, Esther ; Poncela, Pilar.
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13. Specification Analysis of International Treasury Yield Curve Factors. (2014). Tiozzo Pezzoli, Luca ; Pegoraro, Fulvio ; Siegel, A. F..
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14. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse.
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15. On the Economic Evaluation of Volatility Forecasts. (2009). Voev, Valeri.
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16. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse.
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1. Searching for Wages in an Estimated Labor Matching Model. (2017). Potter, Tristan ; Chahrour, Ryan ; Chugh, Sanjay .
   In: 2017 Meeting Papers.
   RePEc:red:sed017:542.

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2. Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach. (2014). Nadal De Simone, Francisco ; Jin, Xisong ; Nadal De Simone, Francisco de A., .
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:14:y:2014:i:c:p:81-101.

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3. IS IGNORANCE BLISS? THE COST OF BUSINESS-CYCLE UNCERTAINTY. (2013). d'Addona, Stefano ; Brevik, Frode.
   In: Macroeconomic Dynamics.
   RePEc:cup:macdyn:v:17:y:2013:i:04:p:728-746_00.

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4. Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach. (2013). Nadal De Simone, Francisco ; Jin, Xisong.
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   RePEc:bcl:bclwop:bclwp082.

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5. A conditionally heteroskedastic independent factor model with an application to financial stock returns. (2012). Peña, Daniel ; Gonzalez-Prieto, Ester ; Pea, Daniel ; Garcia-Ferrer, Antonio.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:28:y:2012:i:1:p:70-93.

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6. Are structural parameters of DSGE models stable in Korea?. (2012). Lee, Jiho.
   In: Journal of Asian Economics.
   RePEc:eee:asieco:v:23:y:2012:i:1:p:50-59.

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7. An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal. (2012). Nadal De Simone, Francisco ; Jin, Xisong.
   In: BCL working papers.
   RePEc:bcl:bclwop:bclwp075.

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8. RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE. (2010). Vahey, Shaun ; Smith, Christie ; Matheson, Troy ; Karagedikli, Ozer ; Özer Karagedikli, .
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9. Structural macro-wconometric modelling in a policy environment. (2009). pagan, adrian ; Fukač, Martin ; Fukac, Martin.
   In: Reserve Bank of New Zealand Discussion Paper Series.
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10. Dynamic mortality factor model with conditional heteroskedasticity. (2009). Gao, Quansheng ; Hu, Chengjun.
    In: Insurance: Mathematics and Economics.
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11. Identification of Macroeconomic Factors in Large Panels. (2009). Houssa, Romain ; Dewachter, Hans ; Bork, Lasse.
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12. Estimating baseline real business cycle models of the Australian economy. (2008). Harding, Don ; Negara, Siwage .
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13. Production Stages and the Transmission of Technological Progress. (2008). Rebei, Nooman ; Phaneuf, Louis.
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14. Estimating the Speed of Convergence in the Neoclassical Growth Model: An MLE Estimation of Structural Parameters Using the Stochastic Neoclassical Growth Model, Time-Series Data, and the Kalman Filter. (2008). Swaine, Daniel G..
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15. A robust criterion for determining the number of static factors in approximate factor models.. (2008). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008903.

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16. A multivariate generalized independent factor GARCH model with an application to financial stock returns. (2008). Peña, Daniel ; Gonzalez-Prieto, Ester ; Pea, Daniel ; Garcia-Ferrer, Antonio.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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17. A Multivariate Perspective for Modeling and Forecasting Inflations Conditional Mean and Variance. (2007). Capasso, Marco.
    In: LEM Papers Series.
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18. A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models. (2007). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
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19. A micro-meso-macro perspective on the methodology of evolutionary economics: integrating history, simulation and econometrics. (2007). Foster, John.
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20. RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence. (2007). Vahey, Shaun ; Smith, Christie ; Matheson, Troy ; Karagedikli, Ozer.
    In: Reserve Bank of New Zealand Discussion Paper Series.
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21. Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model. (2007). Schuh, Scott ; Ireland, Peter.
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22. Remittances and the Dutch disease. (2007). Mandelman, Federico ; Lartey, Emmanuel ; Acosta, Pablo.
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23. Opening the black box: structural factor models with large cross-sections. (2007). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
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24. Technology Shocks and Business Cycles: The Role of Processing Stages and Nominal Rigidities. (2007). Rebei, Nooman ; Phaneuf, Louis.
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25. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
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26. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
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27. What do “residuals” from first-order conditions reveal about DGE models?. (2006). Letendre, Marc-Andre ; Johri, Alok.
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28. Estimating Macroeconomic Models: A Likelihood Approach. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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29. Making a match: combining theory and evidence in policy-oriented macroeconomic modelling. (2005). pagan, adrian ; Kapetanios, George ; Scott, Alasdair.
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30. DSGE Models in a Data-Rich Environment. (2005). Giannoni, Marc ; Boivin, Jean.
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31. Investment and Time to Plan: A Comparison of Structures vs. Equipment in a Panel of Italian Firms. (2005). Galeotti, Marzio ; del boca, alessandra ; Rota, Paola ; Himmelberg, Charles .
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32. Bayesian Analysis of DSGE Models. (2005). Schorfheide, Frank.
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33. Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach. (2004). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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34. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models. (2004). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
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35. Estimating nonlinear dynamic equilibrium economies: a likelihood approach. (2004). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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36. Habit Formation and the Persistence of Monetary Shocks. (2002). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
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37. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models. (2002). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
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38. Validating Monetary DSGE Models through VARs. (2002). Canova, Fabio.
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39. Habit Formation and the Persistence of Monetary Shocks. (2002). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
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40. Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence. (2002). Bouakez, Hafedh.
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41. Labour Market Dynamics in RBC Models. (2001). Letendre, Marc-Andre ; Johri, Alok.
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42. Maximum likelihood in the frequency domain: the importance of time-to-plan. (2001). Vigfusson, Robert ; Christiano, Lawrence.
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47. A Method for Taking Models to the Data. (1999). Ireland, Peter.
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48. Does monetary policy generate recessions?. (1998). Zha, Tao ; Sims, Christopher.
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52. An equilibrium model of the business cycle with household production and fiscal policy. (1995). Wright, Randall ; Rogerson, Richard ; McGrattan, Ellen.
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53. Small Sample Properties of Generalized Method of Moments Based Wald Tests. (1994). Eichenbaum, Martin ; Burnside, Craig.
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54. The Econometrics of Indeterminacy: An Applied Study. (1994). Guo, Jang-Ting ; Farmer, Roger.
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55. The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics. (1992). Fair, Ray.
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56. The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics. (1992). Fair, Ray.
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57. Measures of Fit for Calibrated Models. (1991). Watson, Mark.
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