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Opening the black box: structural factor models with large cross-sections
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Year: 2007 Publisher: Frankfurt am Main ECB

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New Eurocoin: tracking economic growth in real time
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Year: 2007 Publisher: Roma Banca d'Italia

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New eurocoin: tracking economic growth in real time.
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Year: 2006 Publisher: London Centre For Economic Policy Research, International Macroeconomics. Discussion Paper Nr.5633. April 2006

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The generalized dynamic factor model : one-sided estimation and forecasting.
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Year: 2002 Publisher: London Centre For Economic Policy Research, International Macroeconomics, Discussion Paper Nr. 3432

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The generalized dynamic factor model : identification and estimation.
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Year: 2000 Publisher: London Centre For Economic Policy Research. Discussion Paper Nr. 2338 - International Macroeconomics

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Do financial variables help forecasting inflation and real activity in the EURO area?
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Year: 2002 Publisher: London Centre for economic policy research

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Reference cycles : the nber methodology revisited.
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Year: 2000 Publisher: London Centre For Economic Policy Research, International Macroeconomics, Discussion Paper Nr. 2400

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A measure of comovement for economic variables : theory and evidence.
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Year: 2000 Publisher: London Centre For Economic Policy Research. Discussion Paper Nr. 2339 - International Macroeconomics

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Opening the black box: structural factor models versus structural vars.
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Year: 2003 Publisher: London Centre For Economic Policy Research, International Macroeconomics

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A core inflation index for the euro area
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Year: 2001 Publisher: London Centre for economic policy research

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