1. Improved scalability and risk factor proxying with a two-step principal component analysis for multi-curve modelling. (2023). Cummins, Mark ; Atkins, Philip J.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:304:y:2023:i:3:p:1331-1348.

   Full description at Econpapers || Download paper

2. Principal component analysis: A generalized Gini approach. (2021). Ouraga, Tea ; Mussard, Stephane ; Charpentier, Arthur.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:294:y:2021:i:1:p:236-249.

   Full description at Econpapers || Download paper

3. Application of the Absorption Ratio to Illustrate Financial Connectedness and Interlinkages. (2020). Apps, Emma.
   In: Working Papers.
   RePEc:liv:livedp:202022.

   Full description at Econpapers || Download paper

4. Choosing the weighting coefficients for estimating the term structure from sovereign bonds. (2020). Sohatskaya, Sofia ; Lapshin, Victor.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:70:y:2020:i:c:p:635-648.

   Full description at Econpapers || Download paper

5. Simulation and evaluation of the distribution of interest rate risk. (2019). Blomvall, Jorgen ; Hagenbjork, Johan.
   In: Computational Management Science.
   RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0319-8.

   Full description at Econpapers || Download paper

6. A generic framework for monetary performance attribution. (2019). Hagenbjork, Johan ; Blomvall, Jorgen.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:105:y:2019:i:c:p:121-133.

   Full description at Econpapers || Download paper

7. General Component Analysis (GCA): A new approach to identify Chinese corporate bond market structures. (2018). Chen, Xiaosong ; Li, Xiaoteng ; Yan, Yan ; Wang, Lei.
   In: PLOS ONE.
   RePEc:plo:pone00:0199500.

   Full description at Econpapers || Download paper

8. CHOOSING THE WEIGHTING COEFFICIENTS FOR ESTIMATING THE TERM STRUCTURE FROM SOVEREIGN BONDS. (2018). Sokhatskaya, Sofia ; Lapshin, Victor.
   In: HSE Working papers.
   RePEc:hig:wpaper:73/fe/2018.

   Full description at Econpapers || Download paper

9. Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market. (2017). Caldana, Ruggero ; Roncoroni, Andrea ; Fusai, Gianluca.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:261:y:2017:i:2:p:715-734.

   Full description at Econpapers || Download paper

10. Measurement of interest rates using a convex optimization model. (2017). Blomvall, Jorgen .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:256:y:2017:i:1:p:308-316.

    Full description at Econpapers || Download paper

11. Kriging of financial term-structures. (2016). Rulliere, Didier ; Maatouk, Hassan ; Cousin, Areski.
    In: Post-Print.
    RePEc:hal:journl:hal-01206388.

    Full description at Econpapers || Download paper

12. Kriging of financial term-structures. (2016). Rulliere, Didier ; Maatouk, Hassan ; Cousin, Areski .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:255:y:2016:i:2:p:631-648.

    Full description at Econpapers || Download paper

13. Kriging of financial term-structures. (2016). Rulliere, Didier ; Maatouk, Hassan ; Cousin, Areski .
    In: Papers.
    RePEc:arx:papers:1604.02237.

    Full description at Econpapers || Download paper

14. Non-Parametric Pricing of Interest Rates Options. (2012). Mauad, Roberto ; Laurini, Márcio.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:32:y:2012:i:2:a:13534.

    Full description at Econpapers || Download paper

1. Ahn, S.C. ; Horenstein, A.R. Eigenvalue ratio test for the number of factors. 2013 Econometrica. 81 1203-1227

2. Akahori, J. ; Aoki, H. ; Nagata, Y. Generalizations of Ho-Lee’s binomial interest rate model. I. From one- to multi-factor. 2006 Asia-Pacific Financial Markets. 13 151-179

3. Akahori, J. ; Liu, N.-L. On a type-I error of a random walk hypothesis of interest rates. 2011 International Journal of Innovative Computing, Information and Control. 7 115-131
   Paper not yet in RePEc: Add citation now
   

4. Alexander, C., & Lvov, D. (2003). Statistical properties of forward LIBOR rates (Working paper).

5. Andersen, L.F.B. ; Piterbarg, V.V. . 2010 Atlantic Financial Press:
   Paper not yet in RePEc: Add citation now
   

6. Anderson, N. ; Sleath, J. New estimates of the UK real and nominal yield curves. 2001 The Bank of England Working Paper Series. 126 1-41

7. Andrews, D. Heteroskedasticity and autocorrelation consistent covariance matrix estimation. 1991 Econometrica. 59 817-858

8. Bai, J. ; Ng, S. Determining the number of factors in approximate factor models. 2002 Econometrica. 70 191-221

9. Barzanti, L. ; Corradi, C. A note on interest rate term structure estimation using tension splines. 1998 Insurance: Mathematics and Economics. 22 139-143

10. Bermin, H. On dynamic forward rate modeling and principal component analysis. 2014 International Journal of Theoretical and Applied Finance. 17 1-20

11. Bhar, R., Chiarella, C., & Tô, T.-D. (2002). A maximum likelihood approach to estimation of Heath–Jarrow–Morton models. (Working paper).

12. Bibinger, M. ; Hautsch, N. ; Malec, P. ; Reiss, M. Estimating the quadratic covariance matrix from noisy observations: local method of moments and efficiency. 2014 The Annals of Statistics. 42 1312-1346

13. Carcano, N. Yield curve risk management: adjusting principal component analysis for model errors. 2009 The Journal of Risk. 12 3-16
    Paper not yet in RePEc: Add citation now
    

14. Carcano, N. ; Dall’O, H. Alternative models for hedging yield curve risk: An empirical comparison. 2011 Journal of Banking and Finance. 35 2991-3000

15. Carmona, R. ; Tehranchi, M.R. Interest rate models: An infinite dimensional stochastic analysis perspective. 2006 Springer-Verlag:
    Paper not yet in RePEc: Add citation now
    

16. Chen, R. ; Scott, L. Multi-factor Cox–Ingersoll–Ross models of the term structure: estimates and tests from a Kalman filter model. 2003 Journal of Real Estate Finance and Economics. 2 143-172

17. Chiu, N.-C. ; Fang, S.-C. ; Lavery, J.E. ; Lin, J.-Y. ; Wang, Y. Approximating term structure of interest rates using cubic L1 splines. 2008 European Journal of Operational Research. 184 990-1004

18. Diebold, F.X. ; Li, C. Forecasting the term structure of government bond yields. 2006 Journal of Econometrics. 130 337-364

19. Falini, J. Pricing caps with HJM models: The benefits of humped volatility. 2010 European Journal of Operational Research. 207 1358-1367

20. Fama, B. ; Bliss, R.R. The information in long-maturity forward rates. 1987 The American Economic Review. 77 680-692

21. Filipovic, D. . 2009 Springer Finance:
    Paper not yet in RePEc: Add citation now
    
22. Filipovic, D. Consistency problems for Heath–Jarrow–Morton interest rate models. 2011 Springer:
    Paper not yet in RePEc: Add citation now
    

23. Gauthier, G. ; Simonato, J.-G. Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates. 2012 European Journal of Operational Research. 219 442-451

24. Goyenko, A. ; Subrahmanyam, R. ; Ukhov, A. The term structure of bond market liquidity and its implications for expected bond returns. 2011 Journal of Financial and Quantitative Analysis. 46 111-139

25. Hasbrouck, J. Measuring the information content of stock trades. 1991 Journal of Finance. 46 179-207

26. Heath, D. ; Jarrow, R. ; Morton, A. Bond pricing and the term structure of interest rates: A new methodology for contingent claims valuation. 1992 Econometrica. 60 77-105

27. Jarrow, R.A. . 2002 Stanford University Press:
    Paper not yet in RePEc: Add citation now
    

28. Kiefer, N.M. ; Vogelsang, T.J. A new asymptotic theory for heteroskedasticity-autocorrelation robust tests. 2005 Econometric Theory. 21 1130-1164

29. Kiefer, N.M. ; Vogelsang, T.J. Heteroskedasticity-autocorrelation robust standard errors using the Bartlett kernel without truncation. 2002 Econometrica. 70 2093-2095

30. Kletskin, I. ; Lee, S. ; Li, H. ; Li, M. ; Liu, R. ; Tolmasky, C. ; Wu, Y. Correlation structures corresponding to forward rates. 2004 Canadian Applied Mathematics Quarterly. 12 125-135
    Paper not yet in RePEc: Add citation now
    
31. Lekkos, I. A critique of factor analysis of interest rates. 2000 Journal of Derivatives. 8 72-83
    Paper not yet in RePEc: Add citation now
    
32. Litterman, R. ; Scheinkman, J. Common factors affecting bond returns. 1991 Journal of Fixed Income. 1 54-61
    Paper not yet in RePEc: Add citation now
    
33. Liu, N. A comparative study of principal component analysis on term structure of interest rates. 2010 JSIAM Letters. 2 57-60
    Paper not yet in RePEc: Add citation now
    

34. Lord, R. ; Pelsser, A. Level-slope-curvature: Fact or artefact?. 2007 Applied Mathematical Finance. 14 105-130

35. Müller, U. A theory of robust long-run variance estimation. 2007 Journal of Econometrics. 141 1331-1352
    Paper not yet in RePEc: Add citation now
    

36. McCulloch, J.H. The tax adjusted yield curve. 1975 Journal of Finance. 30 811-830

37. McCullogh, J. Measuring the term structure of interest rates. 1971 Journal of Business. 44 19-31
    Paper not yet in RePEc: Add citation now
    

38. Mercurio, F. ; Moraleda, J. An analytically tractable interest rate model with humped volatility. 2000 European Journal of Operational Research. 120 205-214

39. Mizrach, B. ; Neely, C.J. Treasury market microstructure of the US. 2011 En : Meyers, R.A. Complex systems in finance and econometrics. Springer: New York
    Paper not yet in RePEc: Add citation now
    
40. Nawalkha, S.K. ; Believa, A.B. ; Soto, G.M. . 2007 John Wiley & Sons, Inc:
    Paper not yet in RePEc: Add citation now
    

41. Ohashi, A., & Simas, A. B. (2015). Principal components analysis for semi-martingales and stochastic PDE, arXiv:1503.05909.

42. Rebonato, R. . 2002 Princeton University Press:
    Paper not yet in RePEc: Add citation now
    

43. Richter, A., & Teichmann, J. (2014). Discrete time term structure theory and consistent recalibration models. Preprint arXiv://1409.1830.

44. Rutkowski, M. Valuation and hedging of contingent claims in the HJM model with deterministic volatilities. 1996 Applied Mathematical Finance. 3 237-267

45. Schmidt, W.M. Interest rate term structure modelling. 2011 European Journal of Operational Research. 214 1-14

46. Stambaugh, R.F. The information in forward rates: implications for models of the term structure. 1988 Journal of Financial Economics. 21 41-70

47. Steeley, J. Modelling the dynamics of the term structure of interest rates. 1990 The Economic and Social Review. 21 337-361
    Paper not yet in RePEc: Add citation now
    

48. Stock, J.H. ; Watson, M.W. Forecasting with many predictors. 2006 Elsevier:

49. Sun, Y. Fixed-smoothing asymptotics in a two-step generalized method of moments framework. 2014 Econometrica. 82 2327-2370

50. Trolle, A.B. ; Schwartz, E.S. A general stochastic volatility model for the pricing of interest rate derivatives. 2009 Review of Financial Studies. 22 2007-2057

51. Vasicek, O. ; Fong, H.G. Term structure modeling using exponential splines. 1982 Journal of Finance. 37 339-356

52. Vogelsang, T.J. ; Wagner, M. A fixed-b perspective on the Phillips-Perron unit root tests. 2013 Econometric Theory. 29 609-628

1. Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander.
   In: The World Economy.
   RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

   Full description at Econpapers || Download paper

2. Housing Demand Shocks and Households’ Balance Sheets. (2021). Anderes, Marc.
   In: KOF Working papers.
   RePEc:kof:wpskof:21-492.

   Full description at Econpapers || Download paper

3. Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
   In: Papers.
   RePEc:arx:papers:1911.02173.

   Full description at Econpapers || Download paper

4. How well can we learn large factor models without assuming strong factors?. (2019). Zhu, Yinchu.
   In: Papers.
   RePEc:arx:papers:1910.10382.

   Full description at Econpapers || Download paper

5. Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo.
   In: Papers.
   RePEc:arx:papers:1708.02786.

   Full description at Econpapers || Download paper

6. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W.
   In: Handbook of Macroeconomics.
   RePEc:eee:macchp:v2-415.

   Full description at Econpapers || Download paper

7. Generalized Efficient Inference on Factor Models with Long-Range Dependence. (2016). Ergemen, Yunus Emre .
   In: CREATES Research Papers.
   RePEc:aah:create:2016-05.

   Full description at Econpapers || Download paper

8. Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?. (2015). Hartigan, Luke .
   In: Discussion Papers.
   RePEc:swe:wpaper:2015-17.

   Full description at Econpapers || Download paper

9. Short-term forecasting with mixed-frequency data: A MIDASSO approach. (2015). Siliverstovs, Boriss.
   In: KOF Working papers.
   RePEc:kof:wpskof:15-375.

   Full description at Econpapers || Download paper

10. A noisy principal component analysis for forward rate curves. (2015). Laurini, Márcio ; Ohashi, Alberto .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:246:y:2015:i:1:p:140-153.

    Full description at Econpapers || Download paper

11. Asymptotic analysis of the squared estimation error in misspecified factor models. (2015). Onatski, Alexei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:388-406.

    Full description at Econpapers || Download paper

12. Risks of large portfolios. (2015). Liao, Yuan ; Fan, Jianqing ; Shi, Xiaofeng .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:367-387.

    Full description at Econpapers || Download paper

13. Estimating the common break date in large factor models. (2015). Chen, Liang.
    In: Economics Letters.
    RePEc:eee:ecolet:v:131:y:2015:i:c:p:70-74.

    Full description at Econpapers || Download paper

14. Analyzing business cycle asymmetries in a multi-level factor model. (2015). Breitung, Jörg ; Eickmeier, Sandra.
    In: Economics Letters.
    RePEc:eee:ecolet:v:127:y:2015:i:c:p:31-34.

    Full description at Econpapers || Download paper

15. Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods. (2015). Rezitis, Anthony.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-03-28.

    Full description at Econpapers || Download paper

16. The macroeconomic effects of the sovereign debt crisis in the euro area. (2015). Ropele, Tiziano ; Neri, Stefano.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1007_15.

    Full description at Econpapers || Download paper

17. Supervision in Factor Models Using a Large Number of Predictors. (2015). Hillebrand, Eric ; Boldrini, Lorenzo .
    In: CREATES Research Papers.
    RePEc:aah:create:2015-38.

    Full description at Econpapers || Download paper

18. Efficient estimation of heterogeneous coefficients in panel data models with common shock. (2014). Lu, Lina ; Li, Kunpeng.
    In: MPRA Paper.
    RePEc:pra:mprapa:59312.

    Full description at Econpapers || Download paper

19. Commodity-Price Comovement and Global Economic Activity. (2014). Coibion, Olivier ; Bhattarai, Saroj ; Alquist, Ron.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20003.

    Full description at Econpapers || Download paper

20. Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities. (2014). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19792.

    Full description at Econpapers || Download paper

21. Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Okui, Ryo ; Iwakura, Haruo .
    In: KIER Working Papers.
    RePEc:kyo:wpaper:887.

    Full description at Econpapers || Download paper

22. The KOF Economic Barometer, Version 2014. (2014). Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael ; Abberger, Klaus.
    In: KOF Working papers.
    RePEc:kof:wpskof:14-353.

    Full description at Econpapers || Download paper

23. Das neue KOF Konjunkturbarometer – Version 2014. (2014). Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael ; Abberger, Klaus.
    In: KOF Analysen.
    RePEc:kof:anskof:v:8:y:2014:i:1:p:91-106.

    Full description at Econpapers || Download paper

24. Linear regression for panel with unknown number of factors as interactive fixed effects. (2014). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:35/14.

    Full description at Econpapers || Download paper

25. Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia. (2014). Vespignani, Joaquin ; Hudson, Kerry B..
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-78.

    Full description at Econpapers || Download paper

26. Sufficient information in structural VARs. (2014). Gambetti, Luca ; Forni, Mario.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:66:y:2014:i:c:p:124-136.

    Full description at Econpapers || Download paper

27. Detecting big structural breaks in large factor models. (2014). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; JuanJ. Dolado, .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:180:y:2014:i:1:p:30-48.

    Full description at Econpapers || Download paper

28. Selection of the number of factors in presence of structural instability: a Monte Carlo study. (2014). Stevanovic, Dalibor ; MAO TAKONGMO, Charles Olivier.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2014s-44.

    Full description at Econpapers || Download paper

29. Dimensions of Macroeconomic Uncertainty: A Common Factor Analysis. (2014). Henzel, Steffen ; Rengel, Malte.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4991.

    Full description at Econpapers || Download paper

30. Commodity Price Co-Movement and Global Economic Activity. (2014). Coibion, Olivier ; Alquist, Ron.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-32.

    Full description at Econpapers || Download paper

31. The Global Partnership for Sustainable Development. (2013). Quibria, M.G. ; Huang, Yongfu.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp2013-057.

    Full description at Econpapers || Download paper

32. Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons. (2013). Choi, In.
    In: Working Papers.
    RePEc:sgo:wpaper:1209.

    Full description at Econpapers || Download paper

33. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
    In: MPRA Paper.
    RePEc:pra:mprapa:53745.

    Full description at Econpapers || Download paper

34. A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets. (2013). GUO-FITOUSSI, Liang .
    In: MPRA Paper.
    RePEc:pra:mprapa:50005.

    Full description at Econpapers || Download paper

35. Detecting Big Structural Breaks in Large Factor Models. (2013). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:677.

    Full description at Econpapers || Download paper

36. Bond Spreads and Economic Activity in Eight European Economies. (2013). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
    In: Discussion Papers.
    RePEc:not:notcfc:13/09.

    Full description at Econpapers || Download paper

37. The Comovement in Commodity Prices; Sources and Implications. (2013). Coibion, Olivier ; Alquist, Ron.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/140.

    Full description at Econpapers || Download paper

38. Testing for Factor Loading Structural Change under Common Breaks. (2013). Yamamoto, Yohei ; Tanaka, Shinya .
    In: Discussion Papers.
    RePEc:hit:econdp:2013-17.

    Full description at Econpapers || Download paper

39. Shrinkage estimation of high-dimensional factor models with structural instabilities. (2013). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
    In: Working Papers.
    RePEc:fip:fedpwp:14-4.

    Full description at Econpapers || Download paper

40. Large panel data models with cross-sectional dependence: a survey. (2013). Pesaran, M ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:153.

    Full description at Econpapers || Download paper

41. Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model. (2013). Moreira, Marcelo ; Hallin, Marc ; Onatski, Alexei ; Marcelo Moreira J., .
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/137736.

    Full description at Econpapers || Download paper

42. Dimensions of macroeconomic uncertainty: A common factor analysis. (2013). Henzel, Steffen ; Rengel, Malte.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_167.

    Full description at Econpapers || Download paper

43. Large Panel Data Models with Cross-Sectional Dependence: A Survey. (2013). Pesaran, M ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4371.

    Full description at Econpapers || Download paper

44. Factor models. (2011). Choi, In ; Breitung, Jörg.
    In: Working Papers.
    RePEc:sgo:wpaper:1121.

    Full description at Econpapers || Download paper

45. Principal Components and Factor Analysis. A Comparative Study.. (2011). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:35486.

    Full description at Econpapers || Download paper

46. Panel Data Models with Unobserved Multiple Time- Varying Effects to Estimate Risk Premium of Corporate Bonds. (2010). Kneip, Alois ; Bada, Oualid .
    In: MPRA Paper.
    RePEc:pra:mprapa:26006.

    Full description at Econpapers || Download paper

47. Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005.. (2010). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:22077.

    Full description at Econpapers || Download paper

48. Cross-sectional Dependence in Panel Data Analysis. (2010). Sarafidis, Vasilis ; Wansbeek, Tom.
    In: MPRA Paper.
    RePEc:pra:mprapa:20367.

    Full description at Econpapers || Download paper

49. A Robust Criterion for Determining the Number of Factors in Approximate Factor Models. (2009). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2009_023.

    Full description at Econpapers || Download paper

50. Bond Spreads as Predictors of Economic Activity in Eight European Economies. (). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
    In: Discussion Papers.
    RePEc:not:notcfc:12/11.

    Full description at Econpapers || Download paper

Report date: 2025-02-21 22:24:15 || Missing content? Let us know