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CONFERENCE PAPERS - Coincident and Leading Indicators for the EURO Area
Forni, M.; Hallin, M.; Lippi, M.; Reichlin, I. - In: The economic journal : the journal of the Royal … 111 (2001) 471, pp. C62
Persistent link: https://www.econbiz.de/10007492187
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THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscherfnr rid="fn1">fn id="fn1">The interviewer is at the University of Vienna.
Pötscher, Benedikt M.; Akaike, H.; Anderson, T.W.; Aoki, M. - In: Econometric theory 23 (2007) 4, pp. 711-748
Persistent link: https://www.econbiz.de/10007732415
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Theory and Methods - The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 830-840
Persistent link: https://www.econbiz.de/10006606305
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The generalized dynamic factor model consistency and rates
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of econometrics 119 (2004) 2, pp. 231-256
Persistent link: https://www.econbiz.de/10006757707
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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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Aggregation of linear dynamic microeconomic models
Forni, Mario; Lippi, Marco - In: Journal of mathematical economics 31 (1999) 1, pp. 131
Persistent link: https://www.econbiz.de/10006052398
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Do financial variables help forecasting inflation and real activity in the euro area?
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of monetary economics 50 (2003) 6, pp. 1243-1256
Persistent link: https://www.econbiz.de/10007654228
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The Generalized Dynamic Factor Model: Representation Theory
Forni, Mario; Lippi, Marco - In: Econometric theory 17 (2001) 6, pp. 1113-1142
Persistent link: https://www.econbiz.de/10006976349
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The general dynamic factor model: One-sided representation results
Forni, Mario; Lippi, Marco - In: Journal of econometrics 163 (2011) 1, pp. 23-29
Persistent link: https://www.econbiz.de/10009017646
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OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
Forni, Mario; Giannone, Domenico; Lippi, Marco; … - In: Econometric theory 25 (2009) 5, pp. 1319-1347
Persistent link: https://www.econbiz.de/10008306944