Via E. Fermi 1
I-21020 Ispra (VA)
Italy
Joint Research Centre, Italy
SSRN RANKINGS
in Total Papers Citations
Forecasting, ISM, PMI, NMI, factor models, Kalman filter, Real time data
Liquidity, Market Microstructure, High-Frequency Data, Sovereign Bonds, MIDAS, Coherence.
Probability forecasts, Yield spread, Real-time data
probability forecasts, yield spread, real-time data
Forecasting, Consumption, Consumer Sentiment, Factor Models, Kalman Filter, Real-Time Data, Fluctuation test
Monetary policy rules, Taylor rule, Real-time data, Greenbook forecasts, Federal funds rate, Discrete choice models, Data augmentation, Markov Chain Monte Carlo, Gibbs sampling, Time-varying parameter models, Regime-switching models
Discrete Choice models, Censored models, Data Augmentation, Markov Chain Monte Carlo, Gibbs Sampling, Taylor rules, Alan Greenspan
Gibbs Sampling, Factor Models, Kalman Filter, Real-Time Data, Google Trends, Monetary Policy, Great Recession
