|
2025
|
A Large Bayesian VAR of the U.S. Economy
|
International Journal of Central Banking
|
B
|
5
|
|
2024
|
Back to the present: Learning about the euro area through a now-casting model
|
International Journal of Forecasting
|
B
|
4
|
|
2022
|
Nowcasting with large Bayesian vector autoregressions
|
Journal of Econometrics
|
A
|
5
|
|
2022
|
Common factors of commodity prices
|
Journal of Applied Econometrics
|
B
|
3
|
|
2021
|
Forecasting macroeconomic risks
|
International Journal of Forecasting
|
B
|
4
|
|
2021
|
Multimodality in Macrofinancial Dynamics
|
International Economic Review
|
B
|
3
|
|
2021
|
Economic Predictions With Big Data: The Illusion of Sparsity
|
Econometrica
|
S
|
3
|
|
2019
|
Vulnerable Growth
|
American Economic Review
|
S
|
3
|
|
2019
|
Global trends in interest rates
|
Journal of International Economics
|
A
|
4
|
|
2019
|
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?
|
International Journal of Central Banking
|
B
|
3
|
|
2019
|
Priors for the Long Run
|
Journal of the American Statistical Association
|
B
|
3
|
|
2017
|
Low frequency effects of macroeconomic news on government bond yields
|
Journal of Monetary Economics
|
A
|
3
|
|
2017
|
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data
|
Journal of Applied Econometrics
|
B
|
2
|
|
2017
|
Safety, Liquidity, and the Natural Rate of Interest
|
Brookings Papers on Economic Activity
|
B
|
4
|
|
2016
|
The Financial and Macroeconomic Effects of the OMT Announcements
|
International Journal of Central Banking
|
B
|
3
|
|
2016
|
Unspanned Macroeconomic Factors in the Yield Curve
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2016
|
Exploiting the monthly data flow in structural forecasting
|
Journal of Monetary Economics
|
A
|
3
|
|
2016
|
Comment
|
Journal of Business & Economic Statistics
|
A
|
1
|
|
2015
|
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
|
International Journal of Forecasting
|
B
|
3
|
|
2015
|
Optimal combination of survey forecasts
|
International Journal of Forecasting
|
B
|
3
|
|
2015
|
Prior Selection for Vector Autoregressions
|
Review of Economics and Statistics
|
A
|
3
|
|
2014
|
Short-term inflation projections: A Bayesian vector autoregressive approach
|
International Journal of Forecasting
|
B
|
4
|
|
2013
|
Macroeconomic forecasting and structural change
|
Journal of Applied Econometrics
|
B
|
3
|
|
2012
|
Comparing Alternative Predictors Based on Large‐Panel Factor Models
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2012
|
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
|
Review of Economics and Statistics
|
A
|
3
|
|
2012
|
An Area-Wide Real-Time Database for the Euro Area
|
Review of Economics and Statistics
|
A
|
4
|
|
2011
|
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
|
Journal of Econometrics
|
A
|
3
|
|
2011
|
Market Freedom and the Global Recession
|
IMF Economic Review
|
B
|
3
|
|
2010
|
Large Bayesian vector auto regressions
|
Journal of Applied Econometrics
|
B
|
3
|
|
2009
|
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
|
Econometric Theory
|
B
|
4
|
|
2009
|
Comments on "Forecasting economic and financial variables with global VARs"
|
International Journal of Forecasting
|
B
|
2
|
|
2008
|
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
|
Journal of Econometrics
|
A
|
3
|
|
2008
|
Nowcasting: The real-time informational content of macroeconomic data
|
Journal of Monetary Economics
|
A
|
3
|
|
2007
|
A New Core Inflation Indicator for New Zealand
|
International Journal of Central Banking
|
B
|
2
|
|
2006
|
VARs, common factors and the empirical validation of equilibrium business cycle models
|
Journal of Econometrics
|
A
|
3
|