Suchergebnisse

Measuring the Output Gap Using Large Datasets

Do National Account Statistics Underestimate US Real Output Growth?

In: FEDS Notes No. 2018-01-09-1 https://doi.org/10.17016/2380-7172.2116

Common Factors, Trends, and Cycles in Large Datasets

In: FEDS Working Paper No. 2017-111

On the Stability of Euro Area Money Demand and its Implications for Monetary Policy

In: Oxford Bulletin of Economics and Statistics, Band 80, Heft 4, S. 755-787

Non-Stationary Dynamic Factor Models for Large Datasets

The common component of firm growth

In: Structural change and economic dynamics, Band 26, S. 73-82

ISSN: 1873-6017

Estimation and Forecasting in Large Datasets with Conditionally Heteroskedastic Dynamic Common factors

In: ECB Working Paper No. 1115

A Review of Nonfundamentalness and Identification in Structural VAR Models

In: ECB Working Paper No. 922

A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models

In: ECB Working Paper No. 903

Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions

In: Journal of international trade & economic development: an international and comparative review, Band 28, Heft 2, S. 230-256

ISSN: 1469-9559

The distribution of household consumption-expenditure budget shares

In: Structural change and economic dynamics, Band 23, Heft 1, S. 69-91

ISSN: 1873-6017

The Distribution of Household Consumption-Expenditure Budget Shares

In: ECB Working Paper No. 1061

Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness

Time series in high dimensions: the general dynamic factor model