Markov-Switching Dynamic Factor Models in Real Time
Máximo Camacho(Universidad de Murcia), Pilar Poncela(Universidad Autónoma de Madrid), Gabriel Pérez‐Quirós(Bank of Spain)
Cited by 99
Related Papers
Are European business cycles close enough to be just one?
|Journal of Economic Dynamics and Control|2006|220
Antimicrobial Drug Use and Methicillin-resistant<i>Staphylococcus aureus</i>, Aberdeen, 1996–2000
|Emerging infectious diseases|2004|182
Introducing the Euro-Sting: Short Term Indicator of Euro Area Growth
|SSRN Electronic Journal|2008|146
Do European business cycles look like one?
|Journal of Economic Dynamics and Control|2007|135
Vector smooth transition regression models for US GDP and the composite index of leading indicators
|Journal of Forecasting|2004|125