1. Causality Between Brent and West Texas Intermediate: The Effects of COVID-19 Pandemic and Russia–Ukraine War. (2025). Lahmiri, Salim.
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2. Forecasting crude oil prices: Does global financial uncertainty matter?. (2024). Ma, Yong ; Zhou, Mingtao ; Li, Shuaibing.
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1. Identification of Time-Varying Factor Models. (2024). Cheung, Ying Lun.
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2. Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander.
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3. Housing Demand Shocks and Households Balance Sheets. (2021). Anderes, Marc.
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4. Forecasting own brand sales: Does incorporating competition help?. (2019). Franses, Philip Hans ; Fok, Dennis.
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5. Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake. (2015). hsiao, cheng ; Fujiki, Hiroshi.
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6. Bayesian estimation of sparse dynamic factor models with order-independent identification. (2013). Schumacher, Christian ; Kaufmann, Sylvia.
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7. Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression. (2013). Ouysse, Rachida.
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8. Mining Big Data Using Parsimonious Factor and Shrinkage Methods. (2013). Swanson, Norman ; Kim, Hyun Hak.
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9. Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets. (2013). Swanson, Norman ; Kim, Kihwan.
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10. Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version. (2013). Hansen, Bruce ; Cheng, Xu.
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11. Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure. (2013). MORANA, CLAUDIO.
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12. Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?. (2013). Hammoudeh, Shawkat ; Modise, Mampho P. ; Khuong, Duc .
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13. Short-term forecasts of French GDP: A dynamic factor model with targeted predictors. (2013). Bessec, Marie.
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14. Nowcasting Czech GDP in Real Time. (2013). Rusnák, Marek.
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15. Dynamic Factor Models: A review of the Literature .. (2013). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier ; Darne, O..
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16. Uncertainty and heterogeneity in factor models forecasting. (2013). Monteforte, Libero ; Luciani, Matteo.
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17. Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility. (2013). Venditti, Fabrizio ; Marcellino, Massimiliano ; Porqueddu, Mario.
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18. Forecasting with Many Models: Model Confidence Sets and Forecast Combination. (2013). Sekkel, Rodrigo ; Samuels, Jon D..
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19. Diffusion Indexes with Sparse Loadings. (2013). Kristensen, Johannes.
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20. Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression. (2013). van Dijk, Dick ; Groenen, Patrick ; Exterkate, Peter ; Patrick J. F. Groenen, ; Heij, Christiaan.
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21. Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies. (2012). Giovannelli, Alessandro.
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22. Estimating High-Dimensional Time Series Models.. (2012). Medeiros, Marcelo ; Mendes, Eduardo F..
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23. Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach. (2012). Hansen, Bruce ; Cheng, Xu.
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24. Generating short-term forecasts of the Lithuanian GDP using factor models. (2012). Enas, Julius Stak.
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25. Lasso-type and Heuristic Strategies in Model Selection and Forecasting. (2012). Winker, Peter ; Savin, Ivan.
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26. Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland. (2012). Siliverstovs, Boriss ; Kholodilin, Konstantin.
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27. Nowcasting the French index of industrial production: A comparison from bridge and factor models. (2012). Darné, Olivier ; Brunhes-Lesage, Veronique .
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28. Sometimes it helps: the evolving predictive power of spreads on GDP dynamics. (2012). Passaro, Raffaele ; Nicoletti, Giulio.
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29. Forecasting GDP over the business cycle in a multi-frequency and data-rich environment. (2012). Bessec, Marie ; Bouabdallah, O..
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30. Forecasting economic activity with higher frequency targeted predictors. (2012). Venditti, Fabrizio ; Marcellino, Massimiliano ; Bulligan, Guido.
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31. Estimating High-Dimensional Time Series Models. (2012). Medeiros, Marcelo ; Mendes, Eduardo F..
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32. Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Lee, Tae Hwy ; Hillebrand, Eric.
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33. Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence. (2011). Swanson, Norman ; Kim, Hyun Hak.
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34. Forecasting national activity using lots of international predictors: An application to New Zealand. (2011). Ng, Tim ; Eickmeier, Sandra.
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35. A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP. (2011). Rünstler, Gerhard ; Banbura, Marta ; Runstler, Gerhard.
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36. Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks. (2011). Luciani, Matteo.
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38. Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP. (2010). Siliverstovs, Boriss ; Kholodilin, Konstantin.
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39. Real-time macroeconomic monitoring: real activity, inflation, and interactions. (2010). Diebold, Francis ; Aruoba, S. Boragan.
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40. Factor forecasting using international targeted predictors: The case of German GDP. (2010). Schumacher, Christian.
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41. Factor forecasting using international targeted predictors: the case of German GDP. (2009). Schumacher, Christian.
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42. To Combine Forecasts or to Combine Information?. (2009). Lee, Tae Hwy ; Huang, Huiyu.
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43. Forecasting national activity using lots of international predictors: an application to New Zealand. (2009). Ng, Tim ; Eickmeier, Sandra.
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44. Boosting diffusion indices. (2009). Ng, Serena ; Bai, Jushan.
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45. Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth. (2009). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel.
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47. Forecasting investment: A fishing contest using survey data. (2008). Maria, José ; Serra, Sara.
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48. Forecasting Using Targeted Diffusion Indexes. (2008). Rua, António ; Pinheiro, Maximiano ; Dias, Francisco Craveiro.
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49. Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; de Mol, Christine.
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50. The cyclical component factor model. (2008). Hansen, Henrik ; Dahl, Christian ; Smidt, John.
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