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A semiparametric factor model of interest rates and tests of the affine term structure
Ghysels, Eric - In: The review of economics and statistics 80 (1998) 4, pp. 535-548
Persistent link: https://www.econbiz.de/10001254697
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Constructing common factors from continuous and categorical data
Ng, Serena - In: Econometric reviews 34 (2015) 6/10, pp. 1141-1171
Persistent link: https://www.econbiz.de/10011483453
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Nowcasting business cycles : a Bayesian approach to dynamic heterogeneous factor models
D'Agostino, Antonello; Giannone, Domenico; Lenza, Michele; … - 2015
Persistent link: https://www.econbiz.de/10011409519
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Now-casting inflation using high frequency data
Modugno, Michele - In: International journal of forecasting 29 (2013) 4, pp. 664-675
Persistent link: https://www.econbiz.de/10010221306
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Nowcasting business cycles : a Bayesian approach to dynamic heterogeneous factor models
D'Agostino, Antonello; Giannone, Domenico; Lenza, Michele; … - In: Dynamic factor models, (pp. 569-594). 2016
Persistent link: https://www.econbiz.de/10011448723
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A global trade model for the euro area
D'Agostino, Antonello; Modugno, Michele; Osbat, Chiara - 2016
Persistent link: https://www.econbiz.de/10011619965
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Nowcasting Turkish GDP and news decomposition
Modugno, Michele; Soybilgen, Barış; Yazgan, Mustafa Ege - In: International journal of forecasting 32 (2016) 4, pp. 1369-1384
Persistent link: https://www.econbiz.de/10011622169
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Unspanned macroeconomic factors in the yield curve
Coroneo, Laura; Giannone, Domenico; Modugno, Michele - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 472-485
Persistent link: https://www.econbiz.de/10011691663
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A now-casting model for Canada : Do U.S. variables matter?
Bragoli, Daniela; Modugno, Michele - In: International journal of forecasting 33 (2017) 4, pp. 786-800
Persistent link: https://www.econbiz.de/10011746907
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A global trade model for the euro-area
D'Agostino, Antonello; Modugno, Michele; Osbat, Chiara - In: International journal of central banking : IJCB 13 (2017) 4, pp. 1-34
Persistent link: https://www.econbiz.de/10011785083