Sonnemannstrasse 22
Frankfurt am Main, 60314
Germany
European Central Bank
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
financial cycles, synchronicity, real-time estimates, DSGE models
DSGE models, financial cycles, real-time estimates, synchronicity
Bridge models, Dynamic factor models, real-time data flow
dynamic factor models, interpolation, nowcasting
Forecasting, Monetary Policy, Factor Model, Real Time Data, Large datasets, News
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Factor Model, Forecasting, Large data-sets, Monetary Policy, News, Real Time Data
Conjunctural analysis, bridge equations, incomplete monthly information
dynamic factor models, forecasting, filter weights
Output gap, UOC models, Filtering and information, Inflation dynamics
unobserved components models, model-based filters, financial cycles, credit cycle, house prices
Bayesian proxy VAR, capital requirements, discriminant analysis, mortgage underwriting standards, sign concordance
Employment Protection, Quarterly Indicators, Unemployment Benefits
discriminant regression, employment protection legislation, narrative identification, unemployment benefits
Bayesian Threshold Panel VAR, financial cycle, monetary policy
Dynamic factor models, forecasting, variable selection, LARS
Euro area money markets, financial crisis, network analysis, spatial regressions
Central bank policies, non-standard measures, banking, financial regulation, DSGE models
