1. Impulse response analysis in conditional quantile models with an application to monetary policy. (2021). Mizen, Paul ; Kim, Tae-Hwan ; Lee, Dongjin.
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2. Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy. (2020). Mizen, Paul ; Kim, Tae-Hwan ; Lee, Dongjin.
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3. The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA. (2019). Lahiri, Radhika ; Wei, Honghong.
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1. Nowcasting Quarterly GDP Growth in Suriname with Factor-MIDAS and Mixed-Frequency VAR Models. (2021). Ooft, Gavin ; Bhaghoe, Sailesh.
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2. Housing Demand Shocks and Households Balance Sheets. (2021). Anderes, Marc.
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3. Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models. (2020). Lin, Jiahe ; Michailidis, George.
   In: Papers.
   RePEc:arx:papers:1912.04146.

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4. A Regularized Factor-augmented Vector Autoregressive Model. (2019). Daniele, Maurizio ; Schnaitmann, Julie.
   In: Papers.
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5. Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph.
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6. How Financial Conditions Matter Differently across Latin America. (2017). Brandao Marques, Luis ; Brandao-Marques, Luis ; Ruiz, Esther Perez.
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7. Policy and Macro Signals as Inputs to Inflation Expectation Formation. (2016). Hubert, Paul ; Maule, Becky.
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8. Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions. (2016). Yamamoto, Yohei.
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9. Housing and Monetary Policy in the Business Cycle: What do Housing Rents have to Say?. (2015). Duarte, Joao ; Dias, Daniel.
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10. A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union. (2015). Park, Cyn-Young ; Kim, David ; Huh, Hyeon-seung.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:449-468.

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11. Emerging market economies and the world interest rate. (2015). Lastrapes, William ; Bahadir, Berrak.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:58:y:2015:i:c:p:1-28.

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12. Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095.

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13. Likelihood-based Analysis for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Jungbacker, Borus.
    In: Tinbergen Institute Discussion Papers.
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14. A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors. (2014). Trapani, Lorenzo ; Rossi, Eduardo ; Castagnetti, Carolina.
    In: DEM Working Papers Series.
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15. Business Cycle Fluctuations and the Distribution of Consumption. (2014). Gambetti, Luca ; De Giorgi, Giacomo.
    In: CEPR Discussion Papers.
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16. Credit Risk in the Euro area.. (2014). Mojon, Benoit ; Gilchrist, Simon.
    In: Working papers.
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17. Global House Price Fluctuations: Synchronization and Determinants. (2013). Terrones, Marco ; Otrok, Christopher ; Kose, Ayhan ; Hirata, Hideaki.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/038.

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18. Dynamic Factor Models: A review of the Literature .. (2013). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier ; Darne, O..
    In: Working papers.
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19. Disentangling the Channels of the 2007-09 Recession. (2012). Watson, Mark W. ; Stock, James H..
    In: Brookings Papers on Economic Activity.
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20. Monetary Policy and Risk-Premium Shocks in Hungary: Results from a Large Bayesian VAR. (2011). Carare, Alina ; Popescu, Adina.
    In: IMF Working Papers.
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21. Detecting big structural breaks in large factor models. (2011). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Cabrales, Antonio ; Albornoz, Facundo.
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22. Systemic Risks and the Macroeconomy. (2010). Lucchetta, Marcella ; de Nicolo, Gianni.
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23. Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR. (2010). mumtaz, haroon.
    In: Bank of England working papers.
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24. All together now: do international factors explain relative price comovements?. (2010). Tanaka, Misa ; mumtaz, haroon ; Karagedikli, Ozer.
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25. Infinite-dimensional VARs and factor models. (2009). Pesaran, Mohammad ; Chudik, Alexander.
    In: Working Paper Series.
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26. Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal. (2008). Serati, Massimiliano ; Manera, Matteo ; Plotegher, Michele.
    In: Working Papers.
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27. On implications of micro price data for macro models. (2008). Smets, Frank ; Maćkowiak, Bartosz ; Makowiak, Bartosz.
    In: Working Paper Series.
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28. Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach. (2007). Yue, Vivian ; Diebold, Francis ; Li, Canlin.
    In: CFS Working Paper Series.
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29. Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information. (2007). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel.
    In: Tinbergen Institute Discussion Papers.
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30. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, Mohammad ; Chudik, Alexander.
    In: IZA Discussion Papers.
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31. Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?. (2007). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Carlo Alberto Notebooks.
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32. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, Mohammad ; Chudik, Alexander.
    In: Cambridge Working Papers in Economics.
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33. Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation. (2007). Demers, Frederick ; Cheung, Calista.
    In: Staff Working Papers.
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34. Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model. (2006). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
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35. Business cycle transmission from the euro area to CEECs. (2006). Eickmeier, Sandra ; Breitung, Jörg.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:229.

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36. Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: Working Papers.
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37. Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5621.

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38. Macroeconometric Modelling with a Global Perspective. (2006). Smith, Ronald ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1659.

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39. International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:32.

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40. A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:28.

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41. Macroeconometric Modelling with a Global Perspective. (2006). Smith, Ronald ; Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0604.

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42. Dynamic factor models. (2005). Eickmeier, Sandra ; Breitung, Jörg.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4232.

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43. Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy. (2005). Milani, Fabio ; Belviso, Francesco.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0503023.

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44. Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11467.

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45. Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach. (2005). Moench, Emanuel ; Monch, Emanuel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005544.

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46. Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach. (2005). Zoega, Gylfi ; Smith, Ronald.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0524.

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47. THE IMPACT OF STATE OWNED BANKS ON INTEREST RATES SPREAD. (2005). Barros, Alexandre.
    In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting].
    RePEc:anp:en2005:041.

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48. The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation.. (2004). Radchenko, Stanislav ; Korenok, Oleg.
    In: Departmental Working Papers.
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49. The role of permanent and transitory components in business cycle volatility moderation. (2004). Radchenko, Stanislav ; Korenok, Oleg.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:149.

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50. Forecasting in large macroeconomic panels using Bayesian Model Averaging. (2003). Potter, Simon ; Koop, Gary.
    In: Staff Reports.
    RePEc:fip:fednsr:163.

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