Marco Lippi - Central Bank Research Hub

Papers by year: All | 2016 | 2004

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

A Dynamic Factor Analysis of the Response of U. S. Interest Rates to News

St Louis Fed Working Papers [View] (Paper: 2004-013, 10.08.2004)

Papers by year: All | 2016 | 2004