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Explaining yield curve dynamics
Füss, Roland, (2011)
Forecasting the probability of US recessions : a Probit and dynamic factor modelling approach
Chen, Zhihong, (2011)
Forecasting with many predictors : is boosting a viable alternative?
Buchen, Teresa, (2011)
Are disaggregate data useful for factor analysis in forecasting French GDP?
Barhoumi, Karim, (2010)
Une revue de la littérature des modèles à facteurs dynamiques
Barhoumi, Karim, (2013)