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Predictive performance of mixed-frequency nowcasting and forecasting models : (with application to Philippine inflation and GDP growth)
Mariano, Roberto S., (2020)
Real-time forecasting in a data-rich environment
Liebermann, Joe͏̈lle, (2012)
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
Bańbura, Marta, (2014)
The effects of monetary policy using structural factor analysis
Liu, Dandan, (2013)
Does a factor Phillips curve help? : An evaluation of the predictive power for US inflation
Liu, Dandan, (2011)
Regime switiching in the dynamic relationship between stock returns and inflation
Liu, Dandan, (2005)