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1. Nowcasting Quarterly GDP Growth in Suriname with Factor-MIDAS and Mixed-Frequency VAR Models. (2021). Ooft, Gavin ; Bhaghoe, Sailesh.
   In: Studies in Applied Economics.
   RePEc:ris:jhisae:0176.

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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. Firm-specific, industry-specific and macroeconomic factors of life insurers’ profitability: Evidence from Canada. (2020). Killins, Robert N.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300713.

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4. 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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5. Competition and credit procyclicality in European banking. (2019). Lucotte, Yannick ; Leroy, Aurélien.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:99:y:2019:i:c:p:237-251.

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6. A Regularized Factor-augmented Vector Autoregressive Model. (2019). Daniele, Maurizio ; Schnaitmann, Julie.
   In: Papers.
   RePEc:arx:papers:1912.06049.

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7. Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph.
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   RePEc:pra:mprapa:80791.

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8. How Financial Conditions Matter Differently across Latin America. (2017). Brandao Marques, Luis ; Brandao-Marques, Luis ; Ruiz, Esther Perez.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2017/218.

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9. Policy and Macro Signals as Inputs to Inflation Expectation Formation. (2016). Hubert, Paul ; Maule, Becky.
   In: Sciences Po publications.
   RePEc:spo:wpmain:info:hdl:2441/79hle3i1b69dqrocqsjarh6lb1.

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10. Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions. (2016). Yamamoto, Yohei.
    In: Discussion paper series.
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11. Endogenous credit standards and aggregate fluctuations. (2016). Ravn, Søren Hove.
    In: Journal of Economic Dynamics and Control.
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12. Financial Business Cycles. (2015). Iacoviello, Matteo.
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13. Housing and Monetary Policy in the Business Cycle: What do Housing Rents have to Say?. (2015). Duarte, Joao ; Dias, Daniel.
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14. 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.
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15. Does tax policy affect credit spreads? Evidence from the US and UK. (2015). Qian, Zongxin ; Ji, Kan.
    In: Journal of Macroeconomics.
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16. Emerging market economies and the world interest rate. (2015). Lastrapes, William ; Bahadir, Berrak.
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17. Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim.
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18. Oil Prices and the Dynamics of Output and Real Exchange Rate. (2015). Oyekola, Olayinka ; Minford, A. Patrick ; Meenagh, David.
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19. Likelihood-based Analysis for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Jungbacker, Borus.
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20. Optimal Monetary Policy with Counter-Cyclical Credit Spreads. (2014). Olivero, Maria ; Airaudo, Marco.
    In: School of Economics Working Paper Series.
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21. A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors. (2014). Trapani, Lorenzo ; Rossi, Eduardo ; Castagnetti, Carolina.
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22. Financial Business Cycles. (2014). Iacoviello, Matteo.
    In: International Finance Discussion Papers.
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23. Business Cycle Fluctuations and the Distribution of Consumption. (2014). Gambetti, Luca ; De Giorgi, Giacomo.
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24. Credit Risk in the Euro area.. (2014). Mojon, Benoit ; Gilchrist, Simon.
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25. Leaning Against Windy Bank Lending. (2014). Villa, Stefania ; Melina, Giovanni.
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26. Fiscal Policy and Lending Relationships. (2013). Villa, Stefania ; Melina, Giovanni.
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27. Global House Price Fluctuations: Synchronization and Determinants. (2013). Terrones, Marco ; Otrok, Christopher ; Kose, Ayhan ; Hirata, Hideaki.
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28. Monetary policy and asset prices with belief-driven fluctuations. (2013). Lansing, Kevin ; Cardani, Roberta ; Airaudo, Marco.
    In: Journal of Economic Dynamics and Control.
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29. Financial frictions in the euro area: a Bayesian assessment. (2013). Villa, Stefania.
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30. Dynamic Factor Models: A review of the Literature .. (2013). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier ; Darne, O..
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31. Assessing macro-financial linkages: A model comparison exercise. (2012). McAdam, Peter ; Makarski, Krzysztof ; Locarno, Alberto ; Kolasa, Marcin ; Kliem, Martin ; Lafourcade, Pierre ; Jonsson, Magnus ; Gerke, Rafael.
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32. 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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33. Monetary policy shocks in a DSGE model with a shadow banking system. (2011). Verona, Fabio ; Martins, Manuel ; Drumond, Ines ; Manuel M. F. Martins, .
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34. Monetary Policy and Risk-Premium Shocks in Hungary: Results from a Large Bayesian VAR. (2011). Carare, Alina ; Popescu, Adina.
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35. Detecting big structural breaks in large factor models. (2011). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Cabrales, Antonio ; Albornoz, Facundo.
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36. Fiscal Policy and Lending Relationships. (2011). Villa, Stefania ; Melina, Giovanni.
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37. Systemic Risks and the Macroeconomy. (2010). Lucchetta, Marcella ; de Nicolo, Gianni.
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38. Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR. (2010). mumtaz, haroon.
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39. All together now: do international factors explain relative price comovements?. (2010). Tanaka, Misa ; mumtaz, haroon ; Karagedikli, Ozer.
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40. Credit and banking in a DSGE model of the euro area. (2010). Signoretti, Federico ; Sessa, Luca ; Neri, Stefano ; Gerali, Andrea.
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41. Infinite-dimensional VARs and factor models. (2009). Pesaran, Mohammad ; Chudik, Alexander.
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42. Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal. (2008). Serati, Massimiliano ; Manera, Matteo ; Plotegher, Michele.
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43. On implications of micro price data for macro models. (2008). Smets, Frank ; Maćkowiak, Bartosz ; Makowiak, Bartosz.
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44. Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach. (2007). Yue, Vivian ; Diebold, Francis ; Li, Canlin.
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45. Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information. (2007). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel.
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46. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, Mohammad ; Chudik, Alexander.
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47. Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?. (2007). MORANA, CLAUDIO ; Bagliano, Fabio.
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48. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, Mohammad ; Chudik, Alexander.
    In: Cambridge Working Papers in Economics.
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49. Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation. (2007). Demers, Frederick ; Cheung, Calista.
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50. Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model. (2006). Eickmeier, Sandra.
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51. Business cycle transmission from the euro area to CEECs. (2006). Eickmeier, Sandra ; Breitung, Jörg.
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52. Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
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53. Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
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54. Macroeconometric Modelling with a Global Perspective. (2006). Smith, Ronald ; Pesaran, Mohammad.
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55. International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
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56. 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.
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57. Macroeconometric Modelling with a Global Perspective. (2006). Smith, Ronald ; Pesaran, Mohammad.
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58. Dynamic factor models. (2005). Eickmeier, Sandra ; Breitung, Jörg.
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59. Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy. (2005). Milani, Fabio ; Belviso, Francesco.
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60. Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
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61. Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach. (2005). Moench, Emanuel ; Monch, Emanuel.
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62. Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach. (2005). Zoega, Gylfi ; Smith, Ronald.
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63. 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].
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64. The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation.. (2004). Radchenko, Stanislav ; Korenok, Oleg.
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65. 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.
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66. Forecasting in large macroeconomic panels using Bayesian Model Averaging. (2003). Potter, Simon ; Koop, Gary.
    In: Staff Reports.
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