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A measure of comovement for economic variables : theory and empirics
Croux, Christophe; Forni, Mario; Reichlin, Lucrezia - In: The review of economics and statistics 83 (2001) 2, pp. 232-241
Persistent link: https://www.econbiz.de/10001579515
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The generalized dynamic-factor model : identification and estimation
Forni, Mario (contributor) - In: The review of economics and statistics 82 (2000) 4, pp. 540-554
Persistent link: https://www.econbiz.de/10001533459
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New Eurocoin : tracking economic growth in real time
Altissimo, Filippo; Cristadoro, Riccardo; Forni, Mario; … - In: The review of economics and statistics 92 (2010) 4, pp. 1024-1034
Persistent link: https://www.econbiz.de/10008746347
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A quasi-maximum likelihood approach for large, approximate dynamic factor models
Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia - In: The review of economics and statistics 94 (2012) 4, pp. 1014-1024
Persistent link: https://www.econbiz.de/10009668442
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A model of the Fed's view on inflation
Hasenzagl, Thomas; Pellegrino, Filippo; Reichlin, Lucrezia - In: The review of economics and statistics 104 (2022) 4, pp. 686-704
Persistent link: https://www.econbiz.de/10013402162
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A MEASURE OF COMOVEMENT FOR ECONOMIC VARIABLES: THEORY AND EMPIRICS
Croux, Christophe; Forni, Mario; Reichlin, Lucrezia - In: The review of economics and statistics 83 (2001) 2, pp. 232-241
Persistent link: https://www.econbiz.de/10006379961
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THE GENERALIZED DYNAMIC-FACTOR MODEL: IDENTIFICATION AND ESTIMATION
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: The review of economics and statistics 82 (2000) 4, pp. 540-554
Persistent link: https://www.econbiz.de/10006382808
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New Eurocoin: Tracking Economic Growth in Real Time
Altissimo, Filippo; Cristadoro, Riccardo; Forni, Mario; … - In: The review of economics and statistics 92 (2010) 4, pp. 1024-1035
Persistent link: https://www.econbiz.de/10008721971
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A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia - In: The review of economics and statistics 94 (2012) 4, pp. 1014-1025
Persistent link: https://www.econbiz.de/10010041769