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1. |
Title:
Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing
Author/Editor: De Nicoló, Gianni ; Lucchetta, Marcella
Series: Working Paper No. 12/58
Published: February 1, 2012
Subject(s): Economic indicators | Financial risk | Forecasting models | Group of seven | Time series
Author's keyword(s):
Systemic Risks | Dynamic Factor Model | Quantile Auto-regressions | Density Forecasts
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2. |
Title:
Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model
Author/Editor: Kryshko, Maxym
Series: Working Paper No. 11/219
Published: September 1, 2011
Subject(s): Business cycles | Economic models | Monetary policy
Author's keyword(s):
Regular and data-rich DSGE models; dynamic factor models; Bayesian estimation
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3. |
Title:
Data-Rich DSGE and Dynamic Factor Models
Author/Editor: Kryshko, Maxym
Series: Working Paper No. 11/216
Published: September 1, 2011
Subject(s): Economic models | Monetary policy
Author's keyword(s):
Data-rich DSGE models; dynamic factor models; Bayesian estimation
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4. |
Title:
Globalization, the Business Cycle, and Macroeconomic Monitoring
Author/Editor: Aruoba, S. Boragan ; Diebold, Francis X. ; Kose, M. Ayhan ; Terrones, Marco
Series: Working Paper No. 11/25
Published: February 1, 2011
Subject(s): Business cycles | Cross country analysis | Globalization | Group of seven
Author's keyword(s):
Expansion | Contraction | Recession | Turning Point | Dynamic factor model | Nowcasting | Real-time analysis
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5. |
Title:
Systemic Risks and the Macroeconomy
Author/Editor: De Nicoló, Gianni ; Lucchetta, Marcella
Series: Working Paper No. 10/29
Published: February 1, 2010
Subject(s): Banking sector | Capital markets | Economic forecasting | Economic indicators | Economic models | External shocks | Financial risk | Group of seven | International financial system | Time series
Author's keyword(s):
Systemic Risk | Dynamic Factor Model | Quantile Regressions
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6. |
Title:
Forces Driving Inflation in the New EU10 Members
Author/Editor: Stavrev, Emil
Series: Working Paper No. 09/51
Published: March 1, 2009
Subject(s): Inflation | European Union | Economic integration | Economic models | Cross country analysis
Author's keyword(s):
Inflation | generalized dynamic factor model | price convergence
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7. |
Title:
Recent French Export Performance: Is There a Competitiveness Problem?
Author/Editor: Kabundi, Alain N. ; Nadal-De Simone, Francisco
Series: Working Paper No. 09/2
Published: January 1, 2009
Subject(s): Export competitiveness | Performance indicators | Terms of trade | International trade | Exports | Trade models | Productivity | Euro Area | France
Author's keyword(s):
Competitiveness | Dynamic Factor Models | Productivity
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8. |
Title:
The ECB’s Monetary Analysis Revisited
Author/Editor: Berger, Helge ; Harjes, Thomas ; Stavrev, Emil
Series: Working Paper No. 08/171
Published: July 1, 2008
Subject(s): European Central Bank | Monetary policy | Central bank policy | Economic models | Asset prices | Consumer prices | Financial sector | Money
Author's keyword(s):
ECB | monetary analysis | monetary pillar | New Keynesian model | DSGE model | P* model | Two-pillar Phillips curve | VAR model | generalized dynamic factor model
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9. |
Title:
The Information Content of Money in Forecasting Euro Area Inflation
Author/Editor: Berger, Helge ; Stavrev, Emil
Series: Working Paper No. 08/166
Published: July 1, 2008
Subject(s): Euro Area | Money | Inflation | Forecasting models | Monetary policy | Economic models
Author's keyword(s):
Information content of money | inflation forecasting | New Keynesian model | DSGE model | P* model | Two-pillar Phillips curve | VAR model | general dynamic factor model | Bayesian estimation | euro area
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10. |
Title:
France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis
Author/Editor: Kabundi, Alain N. ; Nadal-De Simone, Francisco
Series: Working Paper No. 07/129
Published: June 1, 2007
Subject(s): Economic models | Business cycles | France
Author's keyword(s):
Dynamic factor models | international business cycles | sign restrictions
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11. |
Title:
Estimation of Economic Growth in France Using Business Survey Data
Author/Editor: Kabundi, Alain N.
Series: Working Paper No. 04/69
Published: April 1, 2004
Subject(s): Economic growth | France | Forecasting models | Data collection | Data analysis
Author's keyword(s):
Dynamic factor models | survey data | economic forecasting
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12. |
Title:
Are They All in the Same Boat? The 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages
Author/Editor: Helbling, Thomas ; Bayoumi, Tamim
Series: Working Paper No. 03/46
Published: March 1, 2003
Subject(s): International trade | Business cycles | Economic growth | Economic models
Author's keyword(s):
Business Cycles | International Business Cycles | Dynamic Factor Models
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