1. Financial Stress Regimes and the Macroeconomy. (2018). Owyang, Michael ; Galvão, Ana ; Galvo, Ana Beatriz.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:50:y:2018:i:7:p:1479-1505.

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2. Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Casarin, Roberto ; Billio, Monica.
   In: Papers.
   RePEc:arx:papers:1608.02740.

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3. Bayesian nonparametric sparse seemingly unrelated regression model (SUR). (2016). Rossini, Luca ; Casarin, Roberto ; Billio, Monica.
   In: Working Papers.
   RePEc:ven:wpaper:2016:20.

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4. Factor augmented VAR revisited - A sparse dynamic factor model approach. (2016). Kaufmann, Sylvia ; Beyeler, Simon.
   In: Working Papers.
   RePEc:szg:worpap:1608.

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5. 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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6. Analyzing business and financial cycles using multi-level factor models. (2014). Eickmeier, Sandra ; Breitung, Jörg.
   In: Discussion Papers.
   RePEc:zbw:bubdps:112014.

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7. Financial stress regimes and the macroeconomy. (2014). Owyang, Michael ; Galvão, Ana ; Galvo, Ana B..
   In: Working Papers.
   RePEc:fip:fedlwp:2014-020.

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8. Analyzing business and financial cycles using multi-level factor models. (2014). Eickmeier, Sandra ; Breitung, Jörg.
   In: CAMA Working Papers.
   RePEc:een:camaaa:2014-43.

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9. A new index of financial conditions. (2014). Koop, Gary ; Korobilis, Dimitris.
   In: European Economic Review.
   RePEc:eee:eecrev:v:71:y:2014:i:c:p:101-116.

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10. Variable Selection in Predictive MIDAS Models. (2014). Marsilli, Clément.
    In: Working papers.
    RePEc:bfr:banfra:520.

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11. Bayesian estimation of sparse dynamic factor models with order-independent identification. (2013). Schumacher, Christian ; Kaufmann, Sylvia.
    In: Working Papers.
    RePEc:szg:worpap:1304.

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12. A new index of financial conditions. (2013). Koop, Gary ; Korobilis, Dimitris.
    In: Working Papers.
    RePEc:str:wpaper:1307.

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13. A New Index of Financial Conditions. (2013). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:45463.

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14. A New Index of Financial Conditions. (2013). Koop, Gary ; Korobilis, Dimitris ; Dimitris, Korobilis ; Gary, Koop.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:475.

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

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2. 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.
   RePEc:eee:reveco:v:39:y:2015:i:c:p:449-468.

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3. Short-term forecasts of French GDP: a dynamic factor model with targeted predictors.. (2012). Bessec, Marie.
   In: Working papers.
   RePEc:bfr:banfra:409.

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4. Forecasting GDP over the business cycle in a multi-frequency and data-rich environment. (2012). Bessec, Marie ; Bouabdallah, O..
   In: Working papers.
   RePEc:bfr:banfra:384.

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5. A Grouped Factor Model. (2011). Chen, Pu.
   In: MPRA Paper.
   RePEc:pra:mprapa:28083.

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6. The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model. (2011). Woerz, Julia ; Feldkircher, Martin ; Benkovskis, Konstantins ; Bessonovs, Andrejs ; Beņkovskis, Konstantīns ; Worz, Julia.
   In: Focus on European Economic Integration.
   RePEc:onb:oenbfi:y:2011:i:3:b:1.

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7. Forecasting monthly industrial production in real-time: from single equations to factor-based models. (2010). Parigi, giuseppe ; Golinelli, Roberto ; Bulligan, Guido.
   In: Empirical Economics.
   RePEc:spr:empeco:v:39:y:2010:i:2:p:303-336.

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8. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2010). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
   In: Working Papers.
   RePEc:nlv:wpaper:1001.

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9. Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting. (2010). Jovanovic, Branimir ; Petrovska, Magdalena.
   In: Working Papers.
   RePEc:mae:wpaper:2010-02.

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10. Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks. (2010). MORANA, CLAUDIO.
    In: ICER Working Papers - Applied Mathematics Series.
    RePEc:icr:wpmath:36-2010.

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11. GDP nowcasting with ragged-edge data: a semi-parametric modeling. (2010). GUEGAN, Dominique ; Ferrara, Laurent ; Rakotomarolahy, Patrick.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00460461.

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12. Green Shoots? Where, when and how?. (2010). Poncela, Pilar ; Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel.
    In: Working Papers.
    RePEc:fda:fdaddt:2010-04.

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13. Monetary policy, housing booms and financial (im)balances. (2010). Hofmann, Boris ; Eickmeier, Sandra.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101178.

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14. Forecasting national activity using lots of international predictors: an application to New Zealand. (2009). Ng, Tim ; Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7580.

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15. Factor forecasting using international targeted predictors: the case of German GDP. (2009). Schumacher, Christian.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7579.

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16. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2009-42.

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17. Comparing forecasts of Latvias GDP using simple seasonal ARIMA models and direct versus indirect approach. (2009). Buss, Ginters.
    In: MPRA Paper.
    RePEc:pra:mprapa:16684.

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18. Forecasting national activity using lots of international predictors: an application to New Zealand. (2009). Ng, Tim ; Eickmeier, Sandra.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2009/04.

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19. The Persistence of Inflation in Switzerland. (2009). Maag, Thomas ; Elmer, Simone .
    In: KOF Working papers.
    RePEc:kof:wpskof:09-235.

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20. Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model. (2009). Eickmeier, Sandra.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:6:p:933-959.

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21. Forecasting the world economy in the short-term. (2009). Jakaitiene, Audrone ; Dees, Stephane.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091059.

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22. The global dimension of inflation - evidence from factor-augmented Phillips curves. (2009). Eickmeier, Sandra ; Moll, Katharina .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091011.

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23. Are disaggregate data useful for factor analysis in forecasting French GDP?. (2009). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier.
    In: Working papers.
    RePEc:bfr:banfra:232.

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24. Ñ-STING: España Short Term INdicator of Growth. (2009). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel.
    In: Working Papers.
    RePEc:bde:wpaper:0912.

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25. The global dimension of inflation: evidence from factor-augmented Phillips curves. (2008). Eickmeier, Sandra ; Moll, Katharina .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7556.

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26. Factor vector autoregressive estimation: a new approach. (2008). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:3:y:2008:i:1:p:15-23.

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27. The Currency Equivalent Index and the Current Stock of Money. (2008). Kelly, Logan.
    In: MPRA Paper.
    RePEc:pra:mprapa:7176.

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28. Recovering Delisting Returns of Hedge Funds. (2008). Jackwerth, Jens ; Kolokolova, Olga ; Hodder, James E..
    In: MPRA Paper.
    RePEc:pra:mprapa:11641.

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29. Real-Time Measurement of Business Conditions, Second Version. (2008). Scotti, Chiara ; Diebold, Francis ; Aruoba, S. Boragan.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:08-011.

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30. Real-Time Measurement of Business Conditions. (2008). Scotti, Chiara ; Diebold, Francis ; Aruoba, S. Boragan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14349.

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31. Phillips Curve Inflation Forecasts. (2008). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14322.

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32. International shocks and national house prices. (2008). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: ICER Working Papers - Applied Mathematics Series.
    RePEc:icr:wpmath:14-2008.

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33. Real-time measurement of business conditions. (2008). Scotti, Chiara ; Diebold, Francis ; Aruoba, S. Boragan.
    In: Working Papers.
    RePEc:fip:fedpwp:08-19.

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34. Revisiting useful approaches to data-rich macroeconomic forecasting. (2008). Kapetanios, George ; Groen, Jan.
    In: Staff Reports.
    RePEc:fip:fednsr:327.

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35. Phillips curve inflation forecasts. (2008). Watson, Mark ; Stock, James.
    In: Conference Series ; [Proceedings].
    RePEc:fip:fedbcp:y:2008:n:53:x:2.

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36. Flow of conjunctural information and forecast of euro area economic activity. (2008). Heinisch, Katja ; Maurin, Laurent ; Drechsel, Katja .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008925.

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37. The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models. (2008). DARRACQ PARIES, Matthieu ; Maurin, Laurent.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008894.

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38. Dynamic Factors in the Presence of Block Structure. (2008). Liska, Roman ; Hallin, Marc.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2008_012.

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39. Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change. (2008). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6706.

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40. The Effects of Monetary Policy in the Czech Republic: An Empirical Study. (2008). Morgese Borys, Magdalena ; Horvath, Roman.
    In: Working Papers.
    RePEc:cnb:wpaper:2008/4.

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41. Introducing the EURO-STING: Short Term INdicator of Euro Area Growth. (2008). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel.
    In: Working Papers.
    RePEc:bde:wpaper:0807.

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42. Measuring the Economic Stock of Money. (2007). Kelly, Logan.
    In: MPRA Paper.
    RePEc:pra:mprapa:4914.

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43. Real-Time Measurement of Business Conditions. (2007). Scotti, Chiara ; Diebold, Francis ; Aruoba, S. Boragan.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:07-028.

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44. Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset. (2007). Wright, Jonathan ; Faust, Jon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13397.

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45. Real-time measurement of business conditions. (2007). Scotti, Chiara ; Diebold, Francis ; Aruoba, S. Boragan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:901.

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46. Econometric analyses with backdated data: unified Germany and the euro area. (2007). Marcellino, Massimiliano ; Angelini, Elena.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007752.

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47. A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP. (2007). Rünstler, Gerhard ; Banbura, Marta ; Babura, Marta ; Runstler, Gerhard.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007751.

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48. Gold Prices and Inflation. (2007). Tkacz, Greg.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-35.

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49. Generalized Factor Models: A Bayesian Approach. (2007). Tekatli, Necati.
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:730.08.

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50. Do macro variables, asset markets, or surveys forecast inflation better?. (2006). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2006-15.

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