| Title | Other author(s) | |
|---|---|---|
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008European Central Bank Working papers [View] (Paper: 1459, 27.08.2012) |
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Systemic risk diagnostics: coincident indicators and early warning signals,European Central Bank Working papers [View] (Paper: 1327, 13.04.2011) |
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Common business and housing market cycles in the Euro area from a multivariate decompositionBank of France Working Papers [View] (Paper: Nr 275, 18.06.2010) |
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Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro AreaBank of Portugal Working papers [View] (Paper: 200316, 05.05.2004) |