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2. Weekly Economic Activity: Measurement and Informational Content. (2021). Wegmueller, Philipp ; Glocker, Christian ; Guggia, Valentino ; Wegmuller, Philipp.
   In: WIFO Working Papers.
   RePEc:wfo:wpaper:y:2021:i:627.

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1. Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander.
   In: The World Economy.
   RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

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2. A monthly leading indicator of Swiss GDP growth based on Okun’s law. (2023). Kugler, Peter ; Sheldon, George.
   In: Swiss Journal of Economics and Statistics.
   RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00115-w.

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3. Do daily lead texts help nowcasting GDP growth?. (2023). Burri, Marc.
   In: IRENE Working Papers.
   RePEc:irn:wpaper:23-02.

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4. Obtaining consistent time series from Google Trends. (2022). Martínez, Isabel ; Eichenauer, Vera ; Indergand, Ronald ; Martinez, Isabel Z ; Sax, Christoph.
   In: Economic Inquiry.
   RePEc:bla:ecinqu:v:60:y:2022:i:2:p:694-705.

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

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6. A daily fever curve for the Swiss economy. (2020). Kaufmann, Daniel ; Burri, Marc.
   In: Swiss Journal of Economics and Statistics.
   RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-020-00051-z.

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7. Real-financial connectedness in the Swiss economy. (2020). Yilmaz, Kamil ; Uluceviz, Erhan.
   In: Swiss Journal of Economics and Statistics.
   RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-019-0049-z.

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8. A daily fever curve for the Swiss economy. (2020). Kaufmann, Daniel ; Burri, Marc.
   In: IRENE Working Papers.
   RePEc:irn:wpaper:20-05.

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

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10. 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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11. Der neue Konjunkturindex KonSens: Ein gleichlaufender, vierteljährlicher Sammelindikator für Liechtenstein. (2019). Brunhart, Andreas.
    In: EconStor Preprints.
    RePEc:zbw:esprep:225261.

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12. How well can we learn large factor models without assuming strong factors?. (2019). Zhu, Yinchu.
    In: Papers.
    RePEc:arx:papers:1910.10382.

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13. Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model. (2018). Galli, Alain.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:14:y:2018:i:2:d:10.1007_s41549-018-0030-4.

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14. Konstruktion von Sammelindikatoren für den Konjunkturverlauf bei prekärer Datenlage am Beispiel Montenegros. (2018). Graff, Michael ; Studer, Dominik.
    In: KOF Analysen.
    RePEc:kof:anskof:v:12:y:2018:i:3:p:81-91.

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15. Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model. (2017). Galli, Alain.
    In: Working Papers.
    RePEc:snb:snbwpa:2017-08.

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16. Mixed-frequency models for tracking short-term economic developments in Switzerland. (2017). Scheufele, Rolf ; Hepenstrick, Christian ; Galli, Alain ; Alain, Rolf Scheufele .
    In: Working Papers.
    RePEc:snb:snbwpa:2017-02.

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17. Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893.

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18. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Watson, M W ; Stock, J H.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-415.

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19. Generalized Efficient Inference on Factor Models with Long-Range Dependence. (2016). Ergemen, Yunus Emre.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-05.

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20. Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?. (2015). Hartigan, Luke.
    In: Discussion Papers.
    RePEc:swe:wpaper:2015-17.

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21. Dissecting the purchasing managers index. (2015). Siliverstovs, Boriss.
    In: KOF Working papers.
    RePEc:kof:wpskof:15-376.

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22. Short-term forecasting with mixed-frequency data: A MIDASSO approach. (2015). Siliverstovs, Boriss.
    In: KOF Working papers.
    RePEc:kof:wpskof:15-375.

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23. A noisy principal component analysis for forward rate curves. (2015). Laurini, Márcio ; Ohashi, Alberto.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:246:y:2015:i:1:p:140-153.

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24. 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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25. Risks of large portfolios. (2015). Liao, Yuan ; Fan, Jianqing ; Shi, Xiaofeng.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:367-387.

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26. Estimating the common break date in large factor models. (2015). Chen, Liang.
    In: Economics Letters.
    RePEc:eee:ecolet:v:131:y:2015:i:c:p:70-74.

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27. Analyzing business cycle asymmetries in a multi-level factor model. (2015). Eickmeier, Sandra ; Breitung, Jörg.
    In: Economics Letters.
    RePEc:eee:ecolet:v:127:y:2015:i:c:p:31-34.

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28. 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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29. The macroeconomic effects of the sovereign debt crisis in the euro area. (2015). Ropele, Tiziano ; Neri, Stefano.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1007_15.

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30. Supervision in Factor Models Using a Large Number of Predictors. (2015). Hillebrand, Eric ; Boldrini, Lorenzo .
    In: CREATES Research Papers.
    RePEc:aah:create:2015-38.

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31. Efficient estimation of heterogeneous coefficients in panel data models with common shock. (2014). Lu, Lina ; Li, Kunpeng.
    In: MPRA Paper.
    RePEc:pra:mprapa:59312.

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32. Commodity-Price Comovement and Global Economic Activity. (2014). Coibion, Olivier ; Bhattarai, Saroj ; Alquist, Ron.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20003.

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33. Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities. (2014). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19792.

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34. Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Okui, Ryo ; Iwakura, Haruo .
    In: KIER Working Papers.
    RePEc:kyo:wpaper:887.

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35. The KOF Economic Barometer, Version 2014. (2014). Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael ; Abberger, Klaus.
    In: KOF Working papers.
    RePEc:kof:wpskof:14-353.

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36. Das neue KOF Konjunkturbarometer – Version 2014. (2014). Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael ; Abberger, Klaus.
    In: KOF Analysen.
    RePEc:kof:anskof:v:8:y:2014:i:1:p:91-106.

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37. Linear regression for panel with unknown number of factors as interactive fixed effects. (2014). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:35/14.

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38. Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia. (2014). Vespignani, Joaquin ; Hudson, Kerry B..
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-78.

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39. Sufficient information in structural VARs. (2014). Gambetti, Luca ; Forni, Mario.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:66:y:2014:i:c:p:124-136.

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40. Detecting big structural breaks in large factor models. (2014). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:180:y:2014:i:1:p:30-48.

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41. 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.
    RePEc:cir:cirwor:2014s-44.

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42. Dimensions of Macroeconomic Uncertainty: A Common Factor Analysis. (2014). Henzel, Steffen ; Rengel, Malte.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4991.

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43. Commodity Price Co-Movement and Global Economic Activity. (2014). Coibion, Olivier ; Alquist, Ron.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-32.

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44. The Global Partnership for Sustainable Development. (2013). Huang, Yongfu ; Quibria, M. G..
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp2013-057.

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45. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
    In: MPRA Paper.
    RePEc:pra:mprapa:53745.

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46. A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets. (2013). Guo-Fitoussi, Liang.
    In: MPRA Paper.
    RePEc:pra:mprapa:50005.

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47. Detecting Big Structural Breaks in Large Factor Models. (2013). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:677.

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48. Bond Spreads and Economic Activity in Eight European Economies. (2013). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
    In: Discussion Papers.
    RePEc:not:notcfc:13/09.

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49. The Comovement in Commodity Prices: Sources and Implications. (2013). Coibion, Olivier ; Alquist, Ron.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/140.

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50. Testing for Factor Loading Structural Change under Common Breaks. (2013). Yamamoto, Yohei ; Tanaka, Shinya.
    In: Discussion Papers.
    RePEc:hit:econdp:2013-17.

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51. Shrinkage estimation of high-dimensional factor models with structural instabilities. (2013). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
    In: Working Papers.
    RePEc:fip:fedpwp:14-4.

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52. Large panel data models with cross-sectional dependence: a survey. (2013). Pesaran, Mohammad ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:153.

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53. Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model. (2013). Onatski, Alexei ; Moreira, Marcelo ; Hallin, Marc ; Marcelo Moreira J., .
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/137736.

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54. Dimensions of macroeconomic uncertainty: A common factor analysis. (2013). Henzel, Steffen ; Rengel, Malte.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_167.

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55. Large Panel Data Models with Cross-Sectional Dependence: A Survey. (2013). Pesaran, Mohammad ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4371.

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56. Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons. (2012). Choi, In.
    In: Working Papers.
    RePEc:sgo:wpaper:1209.

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57. Bond Spreads as Predictors of Economic Activity in Eight European Economies. (2012). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
    In: Discussion Papers.
    RePEc:not:notcfc:12/11.

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58. Factor models. (2011). Choi, In ; Breitung, Jörg.
    In: Working Papers.
    RePEc:sgo:wpaper:1121.

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59. Principal Components and Factor Analysis. A Comparative Study.. (2011). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:35486.

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60. Panel Data Models with Unobserved Multiple Time- Varying Effects to Estimate Risk Premium of Corporate Bonds. (2010). Bada, Oualid ; Kneip, Alois.
    In: MPRA Paper.
    RePEc:pra:mprapa:26006.

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61. Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005.. (2010). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:22077.

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62. Cross-sectional Dependence in Panel Data Analysis. (2010). Sarafidis, Vasilis ; Wansbeek, Tom.
    In: MPRA Paper.
    RePEc:pra:mprapa:20367.

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63. A Robust Criterion for Determining the Number of Factors in Approximate Factor Models. (2009). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2009_023.

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