Search Results for Dynamic Factor Models

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This paper explores inflation determinants within the EU and implications for new members' euro...

This paper develops the theoretical background for the Limited Information Bayesian Model...

This paper studies changes in the transmission of common versus sectoral idiosyncratic shocks...

This paper extends the Bayesian Model Averaging framework to panel data models where the lagged...

This paper contributes to the debate on the role of money in monetary policy by analyzing the...

Monetary aggregates continue to play an important role in the ECB's policy strategy. This paper...