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01/29/2023
Multidimensional dynamic factor models
This paper generalises dynamic factor models for multidimensional depend...
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01/14/2022
Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices
A mixed-frequency semi-structural model is used for estimating unobserva...
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11/27/2021
Factor-augmented tree ensembles
This article proposes an extension for standard time-series regression t...
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06/25/2020
A Model of the Fed's View on Inflation
We develop a medium-size semi-structural time series model of inflation ...
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02/11/2020