SSRN Electronic Journal · 2011 · 22 citations · 2 references
BusinessEconomicsFinanceFinancial EconomicsForecastingMonetary EconomicsCapital MarketsFactor ModelsFinancial CrisesFinancial DistressFinancial ForecastingFinancial StabilityCredit ConditionsFactor Model SpecificationFinancial Time Series ForecastingGeneralized Autoregressive Conditional Heteroskedasticity ModelsGlobal Financial CrisisLeading Indicator ModelsRebound AnalysisRegional Markets
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New Indexes of Coincident and Leading Economic Indicators
James H. Stock, Mark W. Watson · NBER Macroeconomics Annual · 1989 · 432 citations · Full text
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
Mario Forni, Marc Hallin, Marco Lippi et al. · Econstor (Econstor) · 2002 · 225 citations · Full text