Search Results for Dynamic Factor Models

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This paper formulates a novel modeling framework that delivers: (a) forecasts of indicators of...

This paper proposes a new way of computing a coincident indicator for economic activity in France...

Most estimates of Indian manufacturing productivity find a slowdown in the 1990s. This has...

This study identifies the main shocks that cause fluctuations in French output and their channels...

This paper reviews the international business cycle among Group of Seven (G-7) countries since...

We present a simple macroeconomic model with a continuum of primary commodities used in the...