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2. The macroeconomic effects of the sovereign debt crisis in the euro area. (2015). Ropele, Tiziano ; Neri, Stefano.
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3. Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2014). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta.
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4. Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections. (2014). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta.
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5. Dynamic Factor Models, Cointegration and Error Correction Mechanisms. (2014). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo.
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6. Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?. (2013). Luciani, Matteo ; Barigozzi, Matteo ; Conti, Antonio Maria .
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   RePEc:ulb:ulbeco:2013/153330.

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2. Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa. (2020). Viegi, Nicola ; Kabundi, Alain ; Loate, Tumisang.
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3. Dissecting the financial cycle with dynamic factor models. (2017). Proaño, Christian ; Proao, Christian R ; Menden, Christian .
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4. Dissecting the financial cycle with dynamic factor models. (2017). Proaño, Christian ; Proao, Christian R ; Menden, Christian .
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6. Dissecting the financial cycle with dynamic factor models. (2017). Proaño, Christian ; Proao, Christian R ; Menden, Christian .
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7. Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach. (2017). Potjagailo, Galina.
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8. Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus.
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9. Spillover effects from euro area monetary policy across the EU: A factor-augmented VAR approach. (2016). Potjagailo, Galina.
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10. Evaluating the combined forecasts of the dynamic factor model and the artificial neural network model using linear and nonlinear combining methods. (2016). Mwambi, Henry ; Babikir, Ali.
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12. The dynamic effects of government spending: a FAVAR approach. (2016). Pallara, Kevin.
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23. EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gian Luigi.
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24. Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies. (2015). Lopezespinosa, German.
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25. EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries. (2015). Proietti, Tommaso ; Marcellino, Massimiliano ; Grassi, Stefano ; Mazzi, Gian Luigi ; Frale, Cecilia.
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26. Markov-switching mixed-frequency VAR models. (2015). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia.
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27. Dynamic factor models with infinite-dimensional factor spaces: One-sided representations. (2015). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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30. EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gian Luigi.
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31. Improving the reliability of real-time Hodrick-Prescott Filtering using survey forecasts. (2014). Moura, Marcelo ; Galimberti, Jaqueson.
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40. EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries. (2013). Proietti, Tommaso ; Marcellino, Massimiliano ; Grassi, Stefano ; Mazzi, Gian Luigi ; Frale, Cecilia.
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46. Now-Casting and the Real-Time Data Flow. (2013). Modugno, Michele ; Babura, Marta ; Reichlin, Lucrezia ; Giannone, Domenico.
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47. A Monthly Business Cycle Indicator for Ireland. (2013). Liebermann, Joëlle ; Conefrey, Thomas.
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48. A survey of econometric methods for mixed-frequency data. (2013). Marcellino, Massimiliano ; Foroni, Claudia.
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49. Dynamic Factor Models: A review of the Literature .. (2013). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier ; Darne, O..
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50. Ita-coin: a new coincident indicator for the Italian economy. (2013). Bencivelli, Lorenzo ; aprigliano, valentina.
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51. Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility. (2013). Venditti, Fabrizio ; Marcellino, Massimiliano ; Porqueddu, Mario.
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52. Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies. (2012). Giovannelli, Alessandro.
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53. Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach. (2012). Buss, Ginters.
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54. A New Real-Time Indicator for the Euro Area GDP. (2012). Buss, Ginters.
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55. A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables. (2012). Marcellino, Massimiliano ; Foroni, Claudia.
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56. Uncertainty and leveraged Lucas Trees: the cross section of equilibrium volatility risk premia. (2012). Vedolin, Andrea.
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57. Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008. (2012). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan.
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58. Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations. (2012). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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59. More is not always better : back to the Kalman filter in dynamic factor models. (2012). Ruiz, Esther ; Poncela, Pilar.
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60. El canal de préstamos de la política monetaria en Colombia. Un enfoque FAVAR. (2012). Rodríguez H., Diego H. ; López, Enrique ; Galarza, Fernando Tenjo ; Lopez, Enrique ; Diego H. Rodriguez H., .
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61. Choques internacionales reales y financieros y su impacto sobre la economía colombiana. (2012). Rodríguez N., Norberto ; López, Enrique ; Gonzalez, Andres ; Echavarría, Juan ; Rodriguez, Norberto ; Echavarria, Juan Jose ; Lopez, Enrique.
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62. El canal de préstamos de la política monetaria en Colombia. Un enfoque FAVAR. (2012). Riveros, Edgberto Alexander .
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63. Choques internacionales reales y financieros y su impacto sobre la economía colombiana. (2012). Gonzalez, Andres ; Echavarría, Juan ; Echavarria, Juan Jose.
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64. Choques internacionales reales y financieros y su impacto sobre la economía colombiana. (2012). Rodríguez N., Norberto ; López, Enrique ; Gonzalez, Andres ; Echavarría, Juan ; Rodiguez, Norberto ; Echavarria, Juan Jose ; Lopez, Enrique.
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65. France in the global economy: a structural approximate dynamic factor model analysis. (2011). Nadal De Simone, Francisco ; Kabundi, Alain.
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66. One-Sided Representations of Generalized Dynamic Factor Models. (2011). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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67. One-Sided Representations of Generalized Dynamic Factor Models. (2011). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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68. Regional and sectoral dynamics of the Dutch staffing labor cycle. (2011). Reijer, Ard ; den Reijer, Ard H. J., .
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69. One-Sided Representations of Generalized Dynamic Factor Models. (2011). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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70. Monetary Policy and the Housing Market: A Structural Factor Analysis. (2010). Luciani, Matteo.
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71. Too much cocited documents. This list is not complete

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