Search Results for Dynamic factor models

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This paper presents a modeling framework that delivers joint forecasts of indicators of systemic...

The paper analyzes the forces driving inflation in the new EU10 member countries. A significant...

This paper evaluates the strength of the balance sheet channel in the U.S. monetary policy...

The effectiveness of the monetary policy transmission mechanism in open economies could be...

Fluctuations in commodity prices are an important driver of business cycles in small emerging...

Recently, the export performance of France relative to its own past and relative to a major...