1. Let the Tree Decide: FABART A Non-Parametric Factor Model. (2025). Velasco, Sofia.
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2. Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia.
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3. Evaluating Monetary Policy Effectiveness in North Macedonia: Evidence from a Bayesian Favar Framework. (2022). Jasna, Tonovska ; Artan, Sulejmani ; Magdalena, Petrovska ; Miso, Nikolov.
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4. Investigating the effect of climate uncertainty on global commodity markets. (2021). Nam, Kyungsik.
   In: Energy Economics.
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5. Mortgage credit volumes and monetary policy after the Great Recession. (2021). Leu, Shawn ; Robertson, Mari L.
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6. Unobserved components models with stochastic volatility for extracting trends and cycles in credit. (2020). O'Brien, Martin ; Velasco, Sofia.
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7. How Fluctuations in Macroeconomic Indicators Affect Inflation in Iran. (2018). Babaee, Majid ; Tavakolian, Hossein ; Shakeri, Abbas.
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8. The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.
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9. How big is the comeback? Japanese exchange rate pass-through assessed by Time-Varying FAVAR. (2016). Moussa, Zakaria.
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10. How big is the comeback? Japanese exchange rate pass-through assessed by time-varying FAVAR. (2016). Moussa, Zakaria.
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11. What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism. (2014). Zabczyk, Pawel ; mumtaz, haroon ; Ellis, Colin.
    In: Economic Journal.
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12. The Effect of Monetary Shocks on Disaggregated Prices in a Data Rich Environment: a Bayesian FAVAR Approach. (2012). Jalali-Naini, Ahmad ; Hemati, Maryam.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:6:y:2012:i:4:p:27-60.

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1. Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure. (2021). shin, yongcheol ; Serlenga, Laura ; Kapetanios, George.
   In: Journal of Econometrics.
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2. Is the ‘Great Recession’ really so different from the past?. (2015). Wieladek, Tomasz ; Chiu, Adrian.
   In: Discussion Papers.
   RePEc:mpc:wpaper:0040.

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3. Global House Price Fluctuations: Synchronization and Determinants. (2012). Terrones, Marco ; Otrok, Christopher ; Kose, Ayhan ; Hirata, Hideaki.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:18362.

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4. An endogenously clustered factor approach to international business cycles. (2012). Owyang, Michael ; Savascin, Ozge ; Francis, Neville.
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5. Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR. (2010). mumtaz, haroon.
   In: Bank of England working papers.
   RePEc:boe:boeewp:0386.

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6. Understanding Sources of the Change in International Business Cycles. (2007). Tekatli, Necati.
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   RePEc:bge:wpaper:335.

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7. Generalized Factor Models: A Bayesian Approach. (2007). Tekatli, Necati.
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8. Exploring the International Linkages of the Euro Area: a Global VAR Analysis. (2006). Smith, L. Vanessa ; Pesaran, Mohammad ; di Mauro, Filippo ; Dees, Stephane ; Bank, European Central.
   In: Computing in Economics and Finance 2006.
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9. Regional Inflation Dynamics within and across Euro Area and a Comparison with the US. (2006). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Guenter.
   In: Computing in Economics and Finance 2006.
   RePEc:sce:scecfa:338.

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10. 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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11. Inflation Globalization and the Fall of Country Specific Fluctuations. (2006). mumtaz, haroon.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:166.

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12. Measuring the Sources of Cyclical Fluctuations in the G7 Economies.. (2006). Hecq, Alain ; Cubadda, Gianluca ; Centoni, Marco.
    In: Economics & Statistics Discussion Papers.
    RePEc:mol:ecsdps:esdp06028.

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13. International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: ICER Working Papers.
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14. International Stock Markets Comovements: the Role of Economic and Financial Integration. (2006). MORANA, CLAUDIO.
    In: ICER Working Papers.
    RePEc:icr:wpicer:25-2006.

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15. A quasi maximum likelihood approach for large approximate dynamic factor models. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006674.

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16. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5724.

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17. 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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18. How synchronized are central and east European economies with the euro area? Evidence from a structural factor model. (2005). Eickmeier, Sandra ; Breitung, Jörg.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:3379.

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19. Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model. (2005). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:2936.

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20. Reduced-Rank Identification of Structural Shocks in VARs. (2005). .
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0512011.

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21. Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?. (2005). Reichlin, Lucrezia ; Giannone, Domenico.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0511016.

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22. 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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23. Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
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24. Internationale Konjunkturverbunde. (2005). Graff, Michael.
    In: KOF Working papers.
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25. IMPORTANCIA DE LAS PERTURBACIONES EXTERNAS EN LA ECONOMÍA ESPAÑOLA TRAS LA INTEGRACIÓN: ¿TAMAÑO DEL SHOCK O GRADO DE RESPUESTA?. (2005). Perez, Pedro ; Garcia, Jose ; Escriche, Luisa .
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26. Monetary policy and the house price boom across U.S. states. (2005). Otrok, Christopher ; Del Negro, Marco.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-24.

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27. Exploring the international linkages of the euro area: a global VAR analysis. (2005). Pesaran, Mohammad ; di Mauro, Filippo ; Dees, Stephane ; Smith, Vanessa.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005568.

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28. Is time ripe for a currency union in emerging East Asia? The role of monetary stabilisation. (2005). Sanchez, Marcelo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005567.

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29. Global inflation. (2005). Mojon, Benoit ; Ciccarelli, Matteo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005537.

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30. A Cross-Country Financial Accelerator: Evidence from North America and Europe. (2005). Taylor, Mark ; Sarno, Lucio ; Mody, Ashoka.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5037.

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31. Exploring the International Linkages of the Euro Area: a Global VAR Analysis. (2005). Smith, L. Vanessa ; Pesaran, Mohammad ; di Mauro, Filippo ; Dees, Stephane.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1425.

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32. Exploring the International Linkages of the Euro Area: a Global VAR Analysis. (2005). Smith, L. Vanessa ; Pesaran, Mohammad ; di Mauro, Filippo ; Dees, Stephane.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0518.

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33. Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures. (2004). Trapp, Monika ; Dullmann, Klaus .
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:4251.

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34. Business Cycle Transmission from the US to Germany: a Structural Factor Approach. (2004). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:2021.

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35. Similarities and convergence in G-7 cycles. (2004). Ortega, Eva ; Ciccarelli, Matteo ; Canova, Fabio.
    In: Economics Working Papers.
    RePEc:upf:upfgen:924.

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36. International demand and liquidity shocks in a SVAR model of the Australian economy. (2004). Fry-McKibbin, Renee.
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:8:p:849-863.

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37. The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation.. (2004). Radchenko, Stanislav ; Korenok, Oleg.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200413.

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38. The Comovement of Returns and Investment Within the Multinational Firm. (2004). Desai, Mihir A. ; Foley, Fritz C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10785.

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39. Emerging Market Business Cycles: The Cycle is the Trend. (2004). Gopinath, Gita ; Aguiar, Mark.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10734.

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40. Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
    In: NBER Working Papers.
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41. How Well Do Markov Switching Models Describe Actual Business Cycles? The Case of Synchronization. (2004). Summers, Peter ; Smith, Penelope.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2004n09.

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42. Determinants of business cycle comovement: a robust analysis. (2004). Kouparitsas, Michael ; Baxter, Marianne.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-04-14.

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43. Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-03.

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44. Emerging market business cycles: the cycle is the trend. (2004). Gopinath, Gita ; Aguiar, Mark.
    In: Working Papers.
    RePEc:fip:fedbwp:04-4.

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45. Classical Business Cycles in America: Are National Business Cycles Synchronised?. (2004). .
    In: International Journal of Applied Econometrics and Quantitative Studies.
    RePEc:eaa:ijaeqs:v:1:y2004:i:1_16.

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46. Understanding Changes in International Business Cycle Dynamics. (2003). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9859.

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47. What moves sovereign bond markets? The effects of economic news on U.S. and German yields. (2003). Goldberg, Linda ; Leonard, Deborah.
    In: Current Issues in Economics and Finance.
    RePEc:fip:fednci:y:2003:i:sep:n:v.9no.9.

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48. The Transmission of US Shocks to Latin America. (2003). Canova, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3963.

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49. A multivariate latent factor decomposition of international bond yield spreads. (2000). pagan, adrian ; Martin, Vance.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:6:p:697-715.

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50. Asymmetric shocks among U.S. states. (2000). Del Negro, Marco.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2000-27.

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