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  Title Copies
STRUCTURAL FECM: COINTEGRATION IN LARGE-SCALE STRUCTURAL FAVAR MODELS 
Edition: JOURNAL OF APPLIED ECONOMETRICS 32 
Year: 2017 
TIME VARYING EFFECTS OF FINANCIAL SHOCKS IN THE EURO AREA [X2] 
Edition: NOVEMBER 3 
Year: 2014 
FINANCIAL SHOCKS AND THE MACROECONOMY. HETEROGENEITY AND NON-LINEARITIES 
Edition: FEBRUARY 
Year: 2013 
FORECASTING ECONOMIC TIME SERIES USING TARGETED PREDICTORS 
Edition: JOURNAL OF ECONOMETRICS 146, 304-317 
Year: 2008 
WEIGHTED SYMMETRIC TESTS FOR COINTEGRATION BASED ON RESIDUAL 
MONETARY POLICY ANALYSIS AND INFLATION TARGETING IN A SMALL OPEN ECONOMY: A VAR APPROACH 
Edition: JOURNAL OF APPLIED ECONOMETRICS 
Volume: 16 
Year: 2001 
DYNAMIC FACTOR MODELS, COINTEGRATION, AND ERROR CORRECTION MECHANISMS 
CONSISTENT FACTOR ESTIMATION IN DYNAMIC FACTOR MODELS WITH STRUCTURAL INSTABILITY 
Edition: JUNE 
Year: 2012 
NONSTATIONARY DYNAMIC FACTOR ANALYSIS 
A NOWCASTING MODEL FOR CANADA: DO U.S. VARIABLES MATTER?