Central Bank Research Hub - JEL classification C38: Classification Methods; Cluster Analysis; Principal Components; Factor Models

Title Author(s)

Common Factors, Trends, and Cycles in Large Datasets

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-111, 13.11.2017)

JEL: C32, C38, C55, E00

Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model

Swiss National Bank Working Papers [View] (Paper: 2017-08, 21.08.2017)

JEL: C32, C38, C53, C55, E32

A Dynamic Factor Model for Nowcasting Canadian GDP Growth

Bank of Canada Working papers [View] (Paper: 2017-02, 02.02.2017)

JEL: C32, C38, C53, E37

Macroeconomic Uncertainty Through the Lens of Professional Forecasters

Dallas Fed Working Papers [View] (Paper: 1702, 26.01.2017)

JEL: C38, E17, E32

A global trade model for the euro area

European Central Bank Working papers [View] (Paper: 1986, 09.12.2016)

JEL: C38, F17, F47

The pass-through to consumer prices in CIS economies: the role of exchange rates, commodities and other common factors

Bank of Lithuania Working Papers [View] (Paper: wp2016-35, 10.11.2016)

JEL: C38, E31, F31

The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors

Bank of Finland BOFIT Discussion Papers [View] (Paper: 16/2016, 04.11.2016)

JEL: C38, E31, F31

A spectral EM algorithm for dynamic factor models

Bank of Spain Working Papers [View] (Paper: 1619, 30.09.2016)

JEL: C32, C38, C51

Forecasting the Estonian Rate of Inflation using Factor Models

Bank of Estonia Working papers [View] (Paper: 08/2016, 06.09.2016)

JEL: C32, C38, C53

The Real-Time Properties of the Bank of Canadas Staff Output Gap Estimates

Bank of Canada Working papers [View] (Paper: 2016-28, 25.06.2016)

JEL: C38, E17, E32

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