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international, business cycles, factor model, nonlinear
business cycles, factor model, international, nonlinear
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Coronavirus, factor model, International Business Cycles, Nonlinear
forecasting, inflation, inflation expectations, Phillips curve, bayesian VAR
Bayesian VAR, forecasting, inflation, inflation expectations, Phillips curve
Forecasting, Inflation, Inflation expectations, Phillips curve, BayesianVAR
exchange rate, factor model, inflation, structural VAR model
exchange rate, inflation, factor model, structural VAR model
underlying inflation, asymmetric risks, regime-switching, Bayesian methods
stock market, monetary policy, markov-switching, factor model, network analysis
regional activity, nowcasting, dynamic factor model
exchange rate, inflation, structural VAR model, time-varying parameters models
public investment, NGEU, private investment, vector autoregression
TVP-VAR, state-space, endogeneity, bayesian, monetary policy
Factor Model, Markov-Switching, Forecasting
Credit cycles, news shocks, noise shocks, G210, G310, G280
local economic conditions, government policies, weekly indicators, state economies, cross-state heterogeneity, mixed-frequency dynamic factor model, economic weakness index, Markov-switching, recession probabilities
business cycles, forecast combination, forecasting, Markov-switching, nowcasting
regional economic activity, nowcasting, dynamic factor model
macro-financial linkages, dynamic factor models, TVP-VAR
volatility, factor model, model uncertainty
business bycles, output growth, time series
business cycles, Markov-Switching, network analysis
structural analysis, vector autoregressions, bayesian estimation, sign restrictions
housing cycles, synchronization, Spain
house prices, Markov-Switching models, synchronization, China
Inflation, energy, vector autoregression
