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2. Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato.
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3. Assessing the usefulness of survey‐based data in forecasting firms capital formation: Evidence from Italy. (2022). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire.
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4. Addressing Unemployment Rate Forecast Errors in Relation to the Business Cycle. (2022). Scheer, Bas.
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5. Forecasting corporate capital accumulation in Italy: the role of survey-based information. (2021). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire.
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6. Changing transmission of monetary policy on disaggregate inflation in India. (2020). Dash, Pradyumna ; Kumar, Ankit.
   In: Economic Modelling.
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7. Forecasting with instabilities: An application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
   In: Journal of Macroeconomics.
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8. Forecasting with instabilities: an application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
   In: Temi di discussione (Economic working papers).
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1. On the applicability of dynamic factor models for forecasting real GDP growth in Armenia. (2021). Poghosyan, Karen.
   In: Applied Econometrics.
   RePEc:ris:apltrx:0411.

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2. Housing Demand Shocks and Households Balance Sheets. (2021). Anderes, Marc.
   In: KOF Working papers.
   RePEc:kof:wpskof:21-492.

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3. Nonlinear factor models for network and panel data. (2021). Fernandez-Val, Ivan ; Chen, Mingli ; Weidner, Martin.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:220:y:2021:i:2:p:296-324.

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4. The Soundness of Financial Institutions In The Fragile Five Countries. (2021). Akpinar, Ozgur ; Okur, Mustafa ; Kose, Ali.
   In: International Journal of Business Research and Management (IJBRM).
   RePEc:aml:intbrm:v:12:y:2021:i:3:p:89-102.

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5. Sequential testing for structural stability in approximate factor models. (2020). Trapani, Lorenzo ; Barigozzi, Matteo.
   In: Papers.
   RePEc:arx:papers:1708.02786.

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6. Empirical modelling of survey-based expectations for the design of economic indicators in five European regions. (2019). Claveria, Oscar ; Torra, Salvador ; Monte, Enric.
   In: Empirica.
   RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-017-9395-1.

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7. Evolutionary Computation for Macroeconomic Forecasting. (2019). Claveria, Oscar ; Torra, Salvador ; Monte, Enric.
   In: Computational Economics.
   RePEc:kap:compec:v:53:y:2019:i:2:d:10.1007_s10614-017-9767-4.

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8. Macroeconomic Gains from Reforming the Agri-Food Sector: The Case of France. (2019). Batini, Nicoletta.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2019/041.

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9. Did financial factors matter during the Great Recession?. (2019). Paccagnini, Alessia.
   In: Economics Letters.
   RePEc:eee:ecolet:v:174:y:2019:i:c:p:26-30.

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10. A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:135:y:2018:i:1:d:10.1007_s11205-016-1490-3.

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11. New Classification of Developed and Emerging Countries Based on the Effects of Subprime Crises: Kohonen Map Method. (2018). Feki, Rochdi ; Zribi, Manel ; Abdelkafi, Ines.
    In: Journal of the Knowledge Economy.
    RePEc:spr:jknowl:v:9:y:2018:i:3:d:10.1007_s13132-016-0378-4.

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12. “Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201801.

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13. “Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric.
    In: AQR Working Papers.
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14. A new approach for the quantification of qualitative measures of economic expectations. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:51:y:2017:i:6:d:10.1007_s11135-016-0416-0.

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15. Predicting Financial Crises: A Study of Asian Economies. (2017). Dash, Priyadarshi.
    In: Global Business Review.
    RePEc:sae:globus:v:18:y:2017:i:5:p:1262-1277.

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16. Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201711.

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17. “Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric.
    In: AQR Working Papers.
    RePEc:aqr:wpaper:201706.

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18. Efficient estimation of approximate factor models via penalized maximum likelihood. (2016). Liao, Yuan ; Bai, Jushan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:191:y:2016:i:1:p:1-18.

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19. Forecasting Core Inflation: The Case of South Africa. (2015). Ruch, Franz ; GUPTA, RANGAN ; Balcilar, Mehmet ; Modise, Mampho P..
    In: Working Papers.
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20. Global and country-specific factors in real effective exchange rates. (2015). Nagayasu, Jun.
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21. Forecasting Core Inflation: The Case of South Africa. (2015). Ruch, Franz ; GUPTA, RANGAN ; Balcilar, Mehmet ; Balcilarauthor-Name, Mehmet ; Modise, Mampho P.
    In: Working Papers.
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22. Geographical diversification with a World Volatility Index. (2015). Chevallier, Julien ; Aboura, Sofiane.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:30:y:2015:i:c:p:62-82.

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23. A cross-volatility index for hedging the country risk. (2015). Chevallier, Julien ; Aboura, Sofiane.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:25-41.

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24. Cross-market volatility index with Factor-DCC. (2015). Chevallier, Julien ; Aboura, Sofiane.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:132-140.

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25. Asymptotic analysis of the squared estimation error in misspecified factor models. (2015). Onatski, Alexei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:388-406.

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26. Dynamic factor models with infinite-dimensional factor spaces: One-sided representations. (2015). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:185:y:2015:i:2:p:359-371.

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27. Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods. (2015). Rezitis, Anthony.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-03-28.

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28. Labour market adjustments in Europe and the US: How different?. (2015). Smets, Frank ; Beyer, Robert ; Beyer, Robert C. M., .
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    RePEc:ecb:ecbwps:20151767.

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29. Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment. (2015). Ruiz, Esther ; Poncela, Pilar.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws1502.

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30. Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis. (2015). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: CEPR Discussion Papers.
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31. Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2015). Rodriguez Caballero, Carlos ; Haldrup, Niels ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir.
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32. Supervision in Factor Models Using a Large Number of Predictors. (2015). Hillebrand, Eric ; Boldrini, Lorenzo .
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33. Lending standards, credit booms and monetary policy. (2014). Güntner, Jochen ; Afanasyeva, Elena ; Guntner, Jochen.
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34. Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities. (2014). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
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35. Lending Standards, Credit Booms and Monetary Policy. (2014). Güntner, Jochen ; Afanasyeva, Elena ; Guntner, Jochen.
    In: Economics working papers.
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36. How to foresee banking crises? A survey of the empirical literature. (2014). Kauko, Karlo.
    In: Economic Systems.
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37. Cross-market index with Factor-DCC. (2014). Chevallier, Julien ; Aboura, Sofiane.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:40:y:2014:i:c:p:158-166.

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38. Selection of the number of factors in presence of structural instability: a Monte Carlo study. (2014). Stevanovic, Dalibor ; MAO TAKONGMO, Charles Olivier.
    In: CIRANO Working Papers.
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39. Nowcasting global economic growth: A factor-augmented mixed-frequency approach.. (2014). Marsilli, Clément ; Ferrara, Laurent.
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40. Important Channels of Transmission Monetary Policy Shock in South Africa. (2013). Ndou, Eliphas ; Nombulelo Gumata, Alain Kabundi, .
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41. Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors. (2013). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C..
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42. Shrinkage estimation of high-dimensional factor models with structural instabilities. (2013). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
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43. The common component of firm growth. (2013). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
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    RePEc:eee:streco:v:26:y:2013:i:c:p:73-82.

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44. Factor models in high-dimensional time series—A time-domain approach. (2013). Lippi, Marco ; Hallin, Marc.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:123:y:2013:i:7:p:2678-2695.

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45. Dynamic factor Value-at-Risk for large heteroskedastic portfolios. (2013). Wu, Jason ; Aramonte, Sirio ; Giudice Rodriguez, Marius del, .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4299-4309.

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46. Dynamic Factor Models: A review of the Literature .. (2013). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier ; Darne, O..
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47. Uncertainty and heterogeneity in factor models forecasting. (2013). Monteforte, Libero ; Luciani, Matteo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_930_13.

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48. Do euro area countries respond asymmetrically to the common monetary policy?. (2013). Luciani, Matteo ; Conti, Antonio ; Barigozzi, Matteo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_923_13.

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49. Identifying the Independent Sources of Consumption Variation. (2012). Moneta, Alessio ; Barigozzi, Matteo.
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50. An alternative business cycle dating procedure for South Africa. (2012). Ruch, Franz ; Bosch, Adl.
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51. Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment. (2012). GUPTA, RANGAN.
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52. Efficient Estimation of Approximate Factor Models. (2012). Liao, Yuan ; Bai, Jushan.
    In: MPRA Paper.
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53. Do Euro area countries respond asymmetrically to the common monetary policy?. (2012). Luciani, Matteo ; Barigozzi, Matteo ; Conti, Antonio .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:43344.

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54. Do disaggregated CPI data improve the accuracy of inflation forecasts?. (2012). Ibarra, Raul.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1305-1313.

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55. Short-term forecasting of the Japanese economy using factor models. (2012). Lombardi, Marco ; Godbout, Claudia.
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56. Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations. (2012). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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57. Monetary Policy and the Housing Market: A Structural Factor Analysis. (2012). Luciani, Matteo.
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58. A model for vast panels of volatilities. (2012). Veredas, David ; Luciani, Matteo.
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59. Short-Term Forecasting of the Japanese Economy Using Factor Models. (2012). Lombardi, Marco ; Godbout, Claudia.
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60. One-Sided Representations of Generalized Dynamic Factor Models. (2011). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: DSS Empirical Economics and Econometrics Working Papers Series.
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61. Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets. (2011). Duncan, Andrew.
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62. Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors. (2011). Uwilingiye, Josine ; GUPTA, RANGAN ; Modise, Mampho P..
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63. Forecasting economic growth in the euro area during the Great Moderation and the Great Recession. (2011). Maier, Philipp ; Lombardi, Marco.
    In: Working Paper Series.
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64. One-Sided Representations of Generalized Dynamic Factor Models. (2011). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: Working Papers ECARES.
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