1. Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach. (2025). Korobilis, Dimitris ; Schrder, Maximilian.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624000769.

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2. The macroeconomic effects of inflation uncertainty. (2023). Metiu, Norbert ; Prieto, Esteban.
   In: Discussion Papers.
   RePEc:zbw:bubdps:280419.

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3. Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian.
   In: Working Paper series.
   RePEc:rim:rimwps:23-06.

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4. Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron, Pablo ; Guerron-Quintana, Pablo.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2023-27.

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5. Moments, shocks and spillovers in Markov-switching VAR models. (2023). van Dijk, Dick ; Kole, Erik.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001902.

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6. Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian.
   In: Papers.
   RePEc:arx:papers:2305.09563.

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7. How is machine learning useful for macroeconomic forecasting?. (2022). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, Stephane ; Leroux, Maxime.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:37:y:2022:i:5:p:920-964.

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8. The global component of inflation volatility. (2022). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:37:y:2022:i:4:p:700-721.

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9. Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy. (2022). Stevanovic, Dalibor ; Moran, Kevin ; Toure, Adam Kader.
   In: Canadian Journal of Economics/Revue canadienne d'économique.
   RePEc:wly:canjec:v:55:y:2022:i:s1:p:379-405.

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10. Moments, Shocks and Spillovers in Markov-switching VAR Models. (2022). van Dijk, Dick ; Kole, Erik.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20210080.

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11. Aggregate skewness and the business cycle. (2022). Theodoridis, Konstantinos ; Petrella, Ivan ; Iseringhausen, Martin.
    In: Working Papers.
    RePEc:stm:wpaper:53.

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12. Fluctuations in global output volatility. (2022). Leiva-Leon, Danilo ; Ductor, Lorenzo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001844.

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13. Quantile Factor Models. (2021). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Econometrica.
    RePEc:wly:emetrp:v:89:y:2021:i:2:p:875-910.

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14. Macroeconomic and Financial Risks: A Tale of Mean and Volatility. (2021). Zhong, Molin ; Scotti, Chiara ; Caldara, Dario.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1326.

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15. Macroeconomic data transformations matter. (2021). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, Stephane ; Leroux, Maxime.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:4:p:1338-1354.

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16. Macroeconomic Data Transformations Matter. (2021). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, Stephane ; Leroux, Maxime.
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    RePEc:bbh:wpaper:20-17.

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17. The impact of uncertainty and certainty shocks. (2020). Schüler, Yves ; Schuler, Yves S.
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    RePEc:zbw:bubdps:142020.

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18. Do credit booms predict US recessions?. (2020). Mihai, Marius M.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:6:p:887-910.

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19. Quantile Factor Models. (2020). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: IZA Discussion Papers.
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20. Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects. (2020). Galbraith, John ; Zinde-Walsh, Victoria.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:218:y:2020:i:2:p:609-632.

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21. Risk shocks with time-varying higher moments. (2020). Strobel, Johannes ; Salyer, Kevin ; Lee, Gabriel ; Johannes, Strobel ; Kevin, Salyer ; Victor, Dorofeenko.
    In: Studies in Nonlinear Dynamics & Econometrics.
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22. A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Morley, James ; Hartigan, Luke.
    In: The Economic Record.
    RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293.

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23. Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy. (2020). Stevanovic, Dalibor ; Moran, Kevin ; Toure, Adam Kader.
    In: Working Papers.
    RePEc:bbh:wpaper:20-18.

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24. How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, Stephane ; Leroux, Maxime.
    In: Working Papers.
    RePEc:bbh:wpaper:20-01.

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25. How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, St'Ephane ; Leroux, Maxime.
    In: Papers.
    RePEc:arx:papers:2008.12477.

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26. Quantile Factor Models. (2020). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Papers.
    RePEc:arx:papers:1911.02173.

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27. A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2019). Morley, James ; Hartigan, Luke.
    In: Working Papers.
    RePEc:syd:wpaper:2019-10.

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28. Rank regularized estimation of approximate factor models. (2019). Ng, Serena ; Bai, Jushan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:212:y:2019:i:1:p:78-96.

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29. How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, Stephane ; Leroux, Maxime.
    In: CIRANO Working Papers.
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30. Uncertainty and Economic Activity: A Multi-Country Perspective. (2018). Rebucci, Alessandro ; Pesaran, Mohammad ; Cesa-Bianchi, Ambrogio.
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    RePEc:nbr:nberwo:24325.

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31. Uncertainty and Economic Activity: A Multi-Country Perspective. (2018). Rebucci, Alessandro ; Pesaran, Mohammad ; Cesa-Bianchi, Ambrogio.
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    RePEc:cpr:ceprdp:12713.

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32. Uncertainty and Economic Activity: A Multi-Country Perspective. (2018). Rebucci, Alessandro ; Pesaran, Mohammad ; Cesa-Bianchi, Ambrogio.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6910.

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33. Principal Components and Regularized Estimation of Factor Models. (2017). Ng, Serena ; Bai, Jushan.
    In: Papers.
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1. The business cycle: periodic pandemic or rollercoaster ride?. (2019). Morley, James.
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2. Credit Crunch and Downward Nominal Wage Rigidities. (2019). Rouillard, Jean-François.
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3. Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?. (2017). Panovska, Irina ; Morley, James.
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4. Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia.
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5. Level and Volatility Factors in Macroeconomic Data. (2017). Ng, Serena ; Gorodnichenko, Yuriy.
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6. Level and volatility factors in macroeconomic data. (2017). Ng, Serena ; Gorodnichenko, Yuriy.
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7. Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
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8. Countercyclical Elasticity of Substitution. (2017). Santaeulalia-Llopis, Raul ; Koh, Dongya.
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9. A New Approach to Modelling Sector Stock Returns in China. (2016). CHONG, Terence Tai Leung ; Li, Nasha ; Zou, Lin.
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10. Recent Inflation Developments and Challenges for Research and Monetary Policymaking : The 47th Konstanz Seminar on Monetary Theory and Monetary Policy, Insel Reichenau, Germany 5-12-2016. (2016). Mester, Loretta.
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11. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Watson, M W ; Stock, J H.
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12. Agent based-stock flow consistent macroeconomics: Towards a benchmark model. (2016). Stiglitz, Joseph ; Kinsella, Stephen ; Godin, Antoine ; Gallegati, Mauro ; Caiani, Alessandro ; Caverzasi, Eugenio.
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13. Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Nwachukwu, Jacinta ; Asongu, Simplice.
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14. Globalization and Governance: A Critical Contribution to the Empirics. (2016). Tchamyou, Vanessa ; Efobi, Uchenna ; Asongu, Simplice.
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15. Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Asongu, Simplice ; Nwachukwu, Jacinta C.
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16. The incremental effect of education on corruption: evidence of synergy from lifelong learning. (2015). Nwachukwu, Jacinta ; Asongu, Simplice.
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17. The Pass-Through of Sovereign Risk. (2015). Bocola, Luigi.
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18. Labour market performance in OECD countries: A comprehensive empirical modelling approach of institutional interdependencies. (2013). Schleer, Frauke ; Sachs, Andreas.
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19. Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors. (2013). Bai, Jushan ; Ando, Tomohiro.
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20. A factor-augemented model of markup on mortgage loans in Poland. (2013). Bystrov, Victor.
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21. Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries. (2013). Schorfheide, Frank ; Cuba-Borda, Pablo ; Aruoba, S. Boragan.
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22. Dynamic linear panel regression models with interactive fixed effects. (2013). Weidner, Martin ; Moon, Hyungsik.
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23. Macro determinants of U.S. stock market risk premia in bull and bear markets. (2013). Menkhoff, Lukas ; Baetje, Fabian.
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24. On bootstrapping panel factor series. (2013). Trapani, Lorenzo.
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25. Primary commodity prices: Co-movements, common factors and fundamentals. (2013). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
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26. A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models. (2012). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
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27. Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H..
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28. Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions. (2012). Yamamoto, Yohei.
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29. Estimation of high-dimensional linear factor models with grouped variables. (2012). Heaton, Chris ; Solo, Victor.
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30. Forecasting government bond yields with large Bayesian vector autoregressions. (2012). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
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31. Dimension reduction and model averaging for estimation of artists age-valuation profiles. (2012). Galbraith, John ; Hodgson, Douglas J..
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32. Asymptotic distribution of factor augmented estimators for panel regression. (2012). Sul, Donggyu ; Han, Chirok ; Greenaway-McGrevy, Ryan.
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33. Are the Fama–French factors good proxies for latent risk factors? Evidence from the data of SHSE in China. (2012). Wang, Meijin ; Cai, Lingfeng ; Lin, Jianhao.
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34. A model for vast panels of volatilities. (2012). Veredas, David ; Luciani, Matteo.
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35. Structural interactions in spatial panels. (2011). Holly, Sean ; Bhattacharjee, Arnab.
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36. Detecting big structural breaks in large factor models. (2011). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
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37. Macro factors in oil futures returns. (2011). le Pen, Yannick ; Sevi, Benoit.
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38. Were Fed’s active monetary policy actions necessary?. (2010). Pang, Iris Ai Jao, .
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39. Forecasting Hong Kong economy using factor augmented vector autoregression. (2010). Pang, Iris Ai Jao, .
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40. Equity premium predictions with adaptive macro indexes. (2010). Bai, Jennie.
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41. Factor forecasting using international targeted predictors: The case of German GDP. (2010). Schumacher, Christian.
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42. Factor-GMM estimation with large sets of possibly weak instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George.
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43. Factor forecasting using international targeted predictors: the case of German GDP. (2009). Schumacher, Christian.
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44. How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads. (2009). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
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45. How Has the Euro Changed the Monetary Transmission Mechanism?. (2009). Giannoni, Marc P. ; Boivin, Jean ; Mojon, Benoit.
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47. Model selection criteria for factor-augmented regressions. (2009). Kapetanios, George ; Groen, Jan.
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48. Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
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49. Dimension Reduction and Model Averaging for Estimation of Artists Age-Valuation Profiles. (2009). Hodgson, Douglas ; Galbraith, John.
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50. Estimation methods in panel data models with observed and unobserved components: a Monte Carlo study. (2008). Rossi, Eduardo ; Castagnetti, Carolina.
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51. Real-Time Measurement of Business Conditions. (2008). Scotti, Chiara ; Diebold, Francis ; Aruoba, S. Boragan.
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52. How Has the Euro Changed the Monetary Transmission?. (2008). Mojon, Benoit ; Giannoni, Marc ; Boivin, Jean.
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53. Global Forces and Monetary Policy Effectiveness. (2008). Giannoni, Marc ; Boivin, Jean.
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54. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
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55. Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments. (2008). Swanson, Norman ; Armah, Nii Ayi.
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56. Real-time measurement of business conditions. (2008). Scotti, Chiara ; Diebold, Francis ; Aruoba, S. Boragan.
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57. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2008/16.

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58. Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; de Mol, Christine.
    In: Journal of Econometrics.
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59. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
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60. Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: CEPR Discussion Papers.
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61. Factor Analysis in a Model with Rational Expectations. (2007). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
    In: NBER Working Papers.
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62. Global Forces and Monetary Policy Effectiveness. (2007). Giannoni, Marc P. ; Boivin, Jean.
    In: NBER Chapters.
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63. Too much cocited documents. This list is not complete

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