Matteo Barigozzi - Central Bank Research Hub

Papers by year: All | 2016 | 2013 | 2012 | 2009

Title Other author(s)

Non-Stationary Dynamic Factor Models for Large Datasets

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-024, 04.03.2016)

JEL: C0, C01, E0

Dynamic Factor Models, Cointegration, and Error Correction Mechanisms

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-018, 08.02.2016)

JEL: C0, C01, E0

Do euro area countries respond asymmetrically to the common monetary policy?

Bank of Italy Working Papers [View] (Paper: 923, 15.07.2013)

Which model to match?

Bank of Spain Working Papers [View] (Paper: 1229, 14.08.2012)

JEL: C13, C52

Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors

European Central Bank Working papers [View] (Paper: 1115, 17.11.2009)

The distribution of households consumption-expenditure budget shares

European Central Bank Working papers [View] (Paper: 1061, 16.06.2009)

JEL: C12, D12, D3

Papers by year: All | 2016 | 2013 | 2012 | 2009