1. Recession probabilities falling from the STARs. (2020). Noller, Marvin ; Eraslan, Sercan.
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2. A New “Big Data” Index of U.S. Economic Activity. (2019). Brave, Scott ; Kelley, David ; Butters, Andrew R.
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3. A Unified Framework for Dimension Reduction in Forecasting. (2017). Bura, Efstathia ; Barbarino, Alessandro .
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4. Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction. (2017). Pritsker, Matthew.
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5. Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA. (2016). Qin, Duo ; Wang, Qingchao .
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6. Nonlinear forecasting with many predictors using kernel ridge regression. (2016). van Dijk, Dick ; Groenen, Patrick ; Exterkate, Peter ; Heij, Christiaan ; Patrick, .
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:32:y:2016:i:3:p:736-753.

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7. ifo Konjunkturumfragen und Konjunkturanalyse: Band II. (2016). Nierhaus, Wolfgang ; Wollmershauser, Timo.
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8. How do US credit supply shocks propagate internationally? A GVAR approach. (2015). Ng, Tim ; Eickmeier, Sandra.
   In: European Economic Review.
   RePEc:eee:eecrev:v:74:y:2015:i:c:p:128-145.

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9. A multi-country approach to forecasting output growth using PMIs. (2014). Pesaran, M ; Chudik, Alexander ; Grossman, Valerie.
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10. Theory and practice of GVAR modeling. (2014). Pesaran, M ; Chudik, Alexander.
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11. Forecasting macroeconomic variables using collapsed dynamic factor analysis. (2014). Koopman, Siem Jan ; Bräuning, Falk ; Brauning, Falk.
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12. Forecasting with approximate dynamic factor models: The role of non-pervasive shocks. (2014). Luciani, Matteo.
    In: International Journal of Forecasting.
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13. The invoicing currency choice model of export enterprises assuming joint utility maximization and analysis of the factors influencing selection. (2014). Wang, Xiangning ; Zhao, Xing .
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14. A Multi-Country Approach to Forecasting Output Growth Using PMIs. (2014). Pesaran, M ; Chudik, Alexander ; Grossman, Valerie.
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15. Theory and Practice of GVAR Modeling. (2014). Pesaran, M ; Chudik, Alexander.
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16. Theory and Practice of GVAR Modeling. (2014). Pesaran, M ; Chudik, Alexander.
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17. How do credit supply shocks propagate internationally? A GVAR approach. (2011). Ng, Tim ; Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201127.

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18. Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression. (2011). van Dijk, Dick ; Groenen, Patrick ; Exterkate, Peter ; Heij, Christiaan ; Patrick J. F. Groenen, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110007.

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19. Price Pass-Through, Household Expenditure, and Industrial Structure: The Case of Taiwan. (2011). Kuo, Biing-Shen ; Peng, Su-Ling.
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20. Forecasting national activity using lots of international predictors: An application to New Zealand. (2011). Ng, Tim ; Eickmeier, Sandra.
    In: International Journal of Forecasting.
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21. Forecasting national activity using lots of international predictors: An application to New Zealand. (2011). Ng, Tim ; Eickmeier, Sandra.
    In: International Journal of Forecasting.
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22. Financial amplification of foreign exchange risk premia. (2011). Groen, Jan ; Etula, Erkko ; Adrian, Tobias ; Groen, Jan J. J., .
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    RePEc:eee:eecrev:v:55:y:2011:i:3:p:354-370.

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23. Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks. (2011). Luciani, Matteo.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/97308.

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24. How Do Credit Supply Shocks Propagate Internationally? A GVAR approach. (2011). Ng, Tim ; Eickmeier, Sandra.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8720.

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25. Forecasting Macroeconomic Aggregates. (2010). Mayr, Johannes.
    In: Munich Dissertations in Economics.
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26. Financial amplification of foreign exchange risk premia. (2010). Groen, Jan ; Etula, Erkko ; Adrian, Tobias ; Jan J. J. Groen, .
    In: Staff Reports.
    RePEc:fip:fednsr:461.

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27. Testing for Common Autocorrelation in Data Rich Environments. (2009). Hecq, Alain ; Cubadda, Gianluca.
    In: CEIS Research Paper.
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28. Forecasting national activity using lots of international predictors: an application to New Zealand. (2009). Ng, Tim ; Eickmeier, Sandra.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2009/04.

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29. Model selection criteria for factor-augmented regressions. (2009). Groen, Jan ; Kapetanios, George.
    In: Staff Reports.
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1. Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Nwachukwu, Jacinta ; Asongu, Simplice.
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2. Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Asongu, Simplice ; Nwachukwu, Jacinta C.
   In: Research Africa Network Working Papers.
   RePEc:abh:wpaper:16/047.

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3. The incremental effect of education on corruption: evidence of synergy from lifelong learning. (2015). Nwachukwu, Jacinta ; Asongu, Simplice.
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4. Likelihood-based Analysis for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Jungbacker, Borus .
   In: Tinbergen Institute Discussion Papers.
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5. A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence. (2014). Pesaran, M ; Holly, Sean ; Bailey, Natalia.
   In: CESifo Working Paper Series.
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6. The environmental convergence hypothesis: Carbon dioxide emissions according to the source of energy. (2013). Herrerias, Maria Jesus.
   In: Energy Policy.
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7. IV Estimation of Panels with Factor Residuals. (2013). Sarafidis, Vasilis ; Robertson, Donald.
   In: Cambridge Working Papers in Economics.
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8. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
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9. Social Interactions in the Labor Market. (2011). Kniesner, Thomas ; Grodner, Andrew ; Bishop, John A..
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10. Were Fed’s active monetary policy actions necessary?. (2010). Pang, Iris Ai Jao, .
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    RePEc:pra:mprapa:32496.

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11. Forecasting Hong Kong economy using factor augmented vector autoregression. (2010). Pang, Iris Ai Jao, .
    In: MPRA Paper.
    RePEc:pra:mprapa:32495.

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12. Forecasting Macroeconomic Aggregates. (2010). Mayr, Johannes.
    In: Munich Dissertations in Economics.
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13. The Great Recession: US dynamics and spillovers to the world economy. (2010). MORANA, CLAUDIO ; Bagliano, Fabio.
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14. Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data. (2007). Mihov, Ilian ; Giannoni, Marc ; Boivin, Jean.
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15. A Note on the Pooling of Individual PANIC Unit Root Tests. (2007). Westerlund, Joakim.
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16. Econometric analyses with backdated data: unified Germany and the euro area. (2007). Marcellino, Massimiliano ; Angelini, Elena.
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17. Opening the black box: structural factor models with large cross-sections. (2007). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
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18. Transition Modeling and Econometric Convergence Tests. (2007). Sul, Donggyu ; Phillips, Peter.
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19. Panel Data Models with Multiple Time-Varying Individual Effects. (2007). Schmidt, Peter ; Lee, Young Hoon ; Ahn, Seung.
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20. Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?. (2007). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Carlo Alberto Notebooks.
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21. Sticky prices and monetary policy: Evidence from disaggregated US data. (2006). Mihov, Ilian ; Giannoni, Marc ; Boivin, Jean .
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22. Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; de Mol, Christine .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5040.

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23. A Spatio-Temporal Model of House Prices in the US. (2006). Yamagata, Takashi ; Pesaran, M ; Holly, Sean.
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24. Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
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25. A Two-step estimator for large approximate dynamic factor models based on Kalman filtering. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
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26. Comovements in volatility in the euro money market. (2006). MORANA, CLAUDIO ; Cassola, Nuno.
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27. Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; de Mol, Christine .
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28. A quasi maximum likelihood approach for large approximate dynamic factor models. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine .
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29. Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David H.
    In: Working Paper Series.
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30. Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; de Mol, Christine .
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31. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
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32. New EuroCOIN: Tracking Economic Growth in Real Time. (2006). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo .
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33. Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
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34. A Spatio-Temporal Model of House Prices in the US. (2006). Yamagata, Takashi ; Pesaran, M ; Holly, Sean.
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35. International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
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36. A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
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37. A Spatio-Temporal Model of House Prices in the US. (2006). Yamagata, Takashi ; Pesaran, M ; Holly, Sean.
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38. Dynamic factor models. (2005). Eickmeier, Sandra ; Breitung, Jörg.
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39. Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model. (2005). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
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40. Large dimension forecasting models and random singular value spectra. (2005). Potters, Marc ; Miceli, Augusta M. ; Laloux, Laurent ; Bouchaud, Jean-Philippe.
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41. Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
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42. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence. (2005). Kao, Chihwa ; Bai, Jushan.
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43. Pooling-based Data Interpolation and Backdating. (2005). Marcellino, Massimiliano.
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44. Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases. (2005). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David .
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45. Global inflation. (2005). Mojon, Benoit ; Ciccarelli, Matteo.
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46. Factor analysis in a New-Keynesian model. (2005). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
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47. Pooling-based data interpolation and backdating. (2005). Marcellino, Massimiliano.
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48. LISREL 8.54: A program for structural equation modelling with latent variables. (2004). Cziraky, Dario .
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49. A Dynamic Factor Approach to Nonlinear Stability Analysis. (2004). Shintani, Mototsugu.
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50. Interpolation and backdating with a large information set. (2003). Marcellino, Massimiliano ; Henry, Jerome ; Angelini, Elena.
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