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Showing results 1 to 12 of 12
Issue DateTitleAuthor(s)
16-Oct-2013Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns-
16-Oct-2013Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model-
16-Oct-2013Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model-
16-Oct-2013Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment-
16-Oct-2013Dynamic factor models-
16-Oct-2013Estimating large-scale factor models for economic activity in Germany : do they outperform simpler models?-
16-Oct-2013Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP-
16-Oct-2013Forecasting German GDP using alternative factor models based on large datasets-
16-Oct-2013Global Factors, Unemployment Adjustment and the Natural Rate-
16-Oct-2013How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach-
16-Oct-2013Real-time forecasting of GDP based on a large factor model with monthly and quarterly data-
16-Oct-2013Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures-
Showing results 1 to 12 of 12