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Financial Conditions Indexes for the United States and Euro Area
Matheson, Troy - 2011
Financial conditions indexes are developed for the United States and euro area using a wide range of financial indicators and a dynamic factor model. The financial conditions indexes are shown to be useful for forecasting economic activity and have good revision properties
Persistent link: https://www.econbiz.de/10014401316
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Financial conditions indexes for the United States and euro area
Matheson, Troy - 2011
Persistent link: https://www.econbiz.de/10009486300
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Financial Conditions Indexes for the United States and Euro Area
Matheson, Troy - 2011
Financial conditions indexes are developed for the United States and euro area using a wide range of financial indicators and a dynamic factor model. The financial conditions indexes are shown to be useful for forecasting economic activity and have good revision properties
Persistent link: https://www.econbiz.de/10013125869
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The Great Recession and the inflation puzzle
Matheson, Troy; Stavrev, Emil - 2013
Persistent link: https://www.econbiz.de/10009756794
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Mind your ps and qs! : improving ARMA forecasts with RBC priors
Lees, Kirdan; Matheson, Troy - In: Economics letters 96 (2007) 2, pp. 275-281
Persistent link: https://www.econbiz.de/10003503976
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News and monetary shocks at a high frequency : a simple approach
Matheson, Troy; Stavrev, Emil - 2014
Persistent link: https://www.econbiz.de/10010441773