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Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato.
In: Journal of Forecasting.
RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593.

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  1. Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1446_24.

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  39. Ita-coin: a new coincident indicator for the Italian economy. (2013). Bencivelli, Lorenzo ; aprigliano, valentina.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_935_13.

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  40. Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility. (2013). Venditti, Fabrizio ; Marcellino, Massimiliano ; Porqueddu, Mario.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_896_13.

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  41. Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies. (2012). Giovannelli, Alessandro.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:255.

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  42. Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach. (2012). Buss, Ginters.
    In: Working Papers.
    RePEc:ltv:wpaper:201206.

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  43. A New Real-Time Indicator for the Euro Area GDP. (2012). Buss, Ginters.
    In: Working Papers.
    RePEc:ltv:wpaper:201202.

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  44. A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables. (2012). Marcellino, Massimiliano ; Foroni, Claudia.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2012/07.

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  45. Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations. (2012). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/134458.

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  46. More is not always better : back to the Kalman filter in dynamic factor models. (2012). Ruiz, Esther ; Poncela, Pilar.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws122317.

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  47. 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.
    RePEc:sas:wpaper:20115.

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  48. One-Sided Representations of Generalized Dynamic Factor Models. (2011). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1106.

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  49. Regional and sectoral dynamics of the Dutch staffing labor cycle. (2011). Reijer, Ard ; den Reijer, Ard H. J., .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:1826-1837.

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  50. One-Sided Representations of Generalized Dynamic Factor Models. (2011). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/94959.

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