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isPartOf:"Finance and economics discussion series"
type_genre:"Non-commercial literature"
~isPartOf:"CAMA working paper series"
~isPartOf:"Working paper series"
~subject:"Forecasting model"
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Improving the robustness of Markov-Switching dynamic factor models with time-varying volatility
Aumond, Romain
;
Royer, Julien
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2024
Persistent link: https://www.econbiz.de/10014486414
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2
Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
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3
Monitoring the economy in real time : trends and gaps in real activity and prices
Hasenzagl, Thomas
;
Pellegrino, Filippo
;
Reichlin, Lucrezia
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2023
Persistent link: https://www.econbiz.de/10014321020
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4
Recession signals and business cycle dynamics : tying the pieces together
Kiley, Michael T.
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2023
Persistent link: https://www.econbiz.de/10014282984
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5
Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Guerrón-Quintana, Pablo A.
;
Khazanov, Alexey
;
Zhong, Molin
-
2023
Persistent link: https://www.econbiz.de/10014284236
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6
Stock returns predictability with unstable predictors
Calonaci, Fabio
;
Kapetanios, George
;
Price, Simon
-
2022
Persistent link: https://www.econbiz.de/10012878864
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7
Expectations and term premia in EFSF bond yields
Carriero, Andrea
;
Ricci, Lorenzo
;
Vangelista, Elisabetta
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2022
Persistent link: https://www.econbiz.de/10013384831
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8
Cyclical signals from the labor market
Berger, Tino
;
Boll, Paul David
;
Morley, James C.
;
Wong, …
-
2021
Persistent link: https://www.econbiz.de/10012664131
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9
Identifying high-frequency shocks with Bayesian mixed-frequency VARs
Paccagnini, Alessia
;
Parla, Fabio
-
2021
Persistent link: https://www.econbiz.de/10012792759
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10
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
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