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2. Changing patterns of fiscal policy multipliers in Germany, the UK and the US. (2012). Cimadomo, Jacopo ; Benassy-Quere, Agnès.
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3. A Dynamic Factor Analysis of Business Cycle on Firm-Level Data. (2006). Capasso, Marco ; Alessi, Lucia.
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4. The Stacked Leading Indicators Dynamic Factor Model: A Sensitivity Analysis of Forecast Accuracy using Bootstrapping. (2006). Grenouilleau, Daniel .
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5. SOCIAL NETWORKING AND INDIVIDUAL OUTCOMES: INDIVIDUAL DECISIONS AND MARKET CONTEXT. (2005). Soetevent, Adriaan ; Ioannides, Yannis.
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6. Shock Identification of Macroeconomic Forecasts Based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
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7. A sorted leading indicators dynamic (SLID) factor model for short-run euro-area GDP forecasting. (2004). Grenouilleau, Daniel .
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8. Are they All in the Same Boat? the 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages. (2003). Bayoumi, Tamim ; Helbling, Thomas.
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1. Measuring persistent global economic factors with output, commodity price, and commodity currency data. (2024). Basistha, Arabinda ; Startz, Richard.
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2. Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Poncela, Pilar ; Miranda, Karen.
   In: International Journal of Forecasting.
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3. 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Peña, Daniel ; Escribano, Alvaro ; Pea, Daniel.
   In: International Journal of Forecasting.
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4. Dynamic Effects of Persistent Shocks. (2020). Sanz, Carlos ; Gonzalo, Jesus ; Alloza, Mario.
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5. Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review. (2019). Ma, Tiefeng ; Liu, Shuangzhe ; Sun, Ruili ; Sathye, Milind.
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6. Simultaneous statistical inference in dynamic factor models: Chi-square approximation and model-based bootstrap. (2019). Dickhaus, Thorsten ; Sirotko-Sibirskaya, Natalia.
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7. Dynamic Effects of Persistent Shocks. (2019). Sanz, Carlos ; Gonzalo, Jesus ; Alloza, Mario ; Muoz, Jesus Gonzalo.
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8. A spectral EM algorithm for dynamic factor models. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele.
   In: Journal of Econometrics.
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9. Bayesian Sensitivity Analysis of a Nonlinear Dynamic Factor Analysis Model with Nonparametric Prior and Possible Nonignorable Missingness. (2017). Chow, Sy-Miin ; Tang, Niansheng ; Ibrahim, Joseph G ; Zhu, Hongtu.
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10. An Automatic Leading Indicator Based Growth Forecast For 2016-17 and The Outlook Beyond.. (2017). Mundle, Sudipto ; Chakravartti, Parma.
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11. An Automatic Leading Indicator Based Growth Forecast For 2016-17 and The Outlook Beyond. (2017). Mundle, Sudipto ; Chakravartti, Parma.
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12. BIAS correction for dynamic factor models. (2017). Bastos, Guadalupe ; Garcia-Martos, Carolina ; Alonso, Andres Modesto .
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13. A bottom-up approach for forecasting GDP in a data rich environment. (2016). Rua, António ; Pinheiro, Maximiano ; Dias, Francisco Craveiro.
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14. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
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15. A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks. (2013). Tsiaplias, Sarantis ; Chua, Chew.
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16. Nonlinear Regime-Switching State-Space (RSSS) Models. (2013). Chow, Sy-Miin ; Zhang, Guangjian.
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17. On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks. (2013). Ledenyov, Dimitri.
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18. Maximum likelihood estimation of time series models: the Kalman filter and beyond. (2013). Proietti, Tommaso ; Luati, Alessandra.
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19. Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model. (2013). van der Wel, Michel ; Koopman, Siem Jan.
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20. Maximum likelihood estimation of time series models: the Kalman filter and beyond. (2012). Proietti, Tommaso ; Tommaso, Proietti ; Alessandra, Luati .
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21. Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model. (2011). van der Wel, Michel ; Koopman, Siem Jan.
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22. Forecasting electricity prices and their volatilities using Unobserved Components. (2011). Snchez, Mara Jess ; Rodrguez, Julio ; Garca-Martos, Carolina .
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23. A Wavelet Approach for Factor-Augmented Forecasting. (2010). Rua, António.
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24. Sectoral Price Data and Models of Price Setting. (2009). Wiederholt, Mirko ; Moench, Emanuel ; Maćkowiak, Bartosz ; Makowiak, Bartosz.
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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. Sectoral price data and models of price setting. (2009). Wiederholt, Mirko ; Moench, Emanuel ; Maćkowiak, Bartosz ; Makowiak, Bartosz.
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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. Modelling multiple time series via common factors. (2008). Yao, Qiwei ; Pan, Jiazhu.
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29. Opening the black box: structural factor models with large cross-sections. (2007). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
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30. Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling. (2005). Kapetanios, George ; Camba-Mendez, Gonzalo.
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31. Identifying the time-effect factors of multiple time series. (2005). Hu, Yu-Pin.
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32. Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models. (2005). Poncela, Pilar ; Ortega, José.
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33. FORECASTING QUARTERLY BRAZILIAN GDP GROWTH RATE WITH LINEAR AND NONLINEAR DIFFUSION INDEX MODELS. (2005). Ferreira, Roberto ; LUIZ IVAN DE MELO CASTELAR, .
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34. Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models. (2005). Ferreira, Roberto ; Bierens, Herman ; Castelar, Ivan.
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35. Inflation and Endogenous Growth in Underground Economies. (2004). Gillman, Max ; Cziraky, Dario .
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36. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models. (2004). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
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37. Macroeconomic Forecasting with Independent Component Analysis. (2004). Yau, Ruey.
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38. Conjonctures sectorielles et prévision à court terme de lactivité : lapport de lenquête de conjoncture dans les services. (2002). Erkel-Rousse, Hélène ; Bouton, Franois .
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39. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models. (2002). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
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40. Factor Models in Large Cross-Sections of Time Series. (2002). Reichlin, Lucrezia.
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41. Multivariate analysis in vector time series. (2001). Peña, Daniel ; Galeano, Pedro ; Pea, Daniel.
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42. About a Coincident Index for the State of the Economy. (2001). Melo-Velandia, Luis ; Nieto, Fabio H..
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43. About a Coincidente Index for the State of the Economy. (2001). Melo-Velandia, Luis.
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44. Dynamic Factor Analysis with ARMA Factors. (2000). Heaton, Chris ; Solo, Victor.
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45. Forecasting with nostationary dynamic factor models. (2000). Poncela, Pilar ; Peña, Daniel ; Pea, Daniel.
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46. Fitting arma time series by structural equation models. (1997). Buuren, Stef.
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47. TIME-VARYING FACTORS AND CROSS-AUTOCORRELATIONS IN SHORT-HORIZON STOCK RETURNS. (1997). Hameed, Allaudeen.
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48. Alternative Tests of International Asset Substitutability. (1988). Boothe, Paul ; Glassman, Debra .
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