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Results 171-180 of 22033.
Year of PublicationTitleAuthor(s)
2009Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UKCaggiano, Giovanni; Kapetanios, George; Labhard, Vincent
2007Dynamic factor GARCH: Multivariate volatility forecast for a large number of seriesAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007Generalized dynamic factor model + GARCH exploiting multivariate information for univariate predictionAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2009Does accounting for spatial effects help forecasting the growth of Chinese provinces?Girardin, Eric; Kholodilin, Konstantin Arkadievich
2006Comparing alternative predictors based on large-panel factor modelsD’Agostino, Antonello; Giannone, Domenico
2010Do Google searches help in nowcasting private consumption? A real-time evidence for the USKholodilin, Konstantin Arkadievich; Podstawski, Maximilian; Siliverstovs, Boriss
2017Keine Immobilienpreisblase in Deutschland - aber regional begrenzte Übertreibungen in TeilmärktenKholodilin, Konstantin; Michelsen, Claus
2014Outlier detection in structural time series models: The indicator saturation approachMarczak, Martyna; Proietti, Tommaso
2009Google searches as a means of improving the nowcasts of key macroeconomic variablesKholodilin, Konstantin Arkadievich; Podstawski, Maximilian; Siliverstovs, Boriss; Bürgi, Constantin
2013Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility predictionDuong, Diep; Swanson, Norman R.