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Journal of Applied Econometrics, ISSN 0883-7252, 03/2015, Volume 30, Issue 2, pp. 199 - 218
Journal Article
Journal of Applied Econometrics, ISSN 0883-7252, 03/2015, Volume 30, Issue 2, pp. 199 - 218
This paper studies the role of the Federal Reserve's policy in the recent boom and bust of the housing market, and in the ensuing recession. By estimating a... 
NUMBER | PRICES | GREAT-MODERATION | SOCIAL SCIENCES, MATHEMATICAL METHODS | DYNAMIC-FACTOR MODEL | ECONOMICS | APPROXIMATE FACTOR MODELS | IDENTIFICATION | Housing | Dwellings | Studies | Federal Reserve monetary policy | Discriminant analysis | Recessions | Central banks
Journal Article
International Journal of Forecasting, ISSN 0169-2070, 01/2014, Volume 30, Issue 1, pp. 20 - 29
This paper studies the role of shocks when forecasting with factor models. To this end, we first introduce a new model that incorporates the effects of shocks,... 
Dynamic factor models | Penalized regressions | Bayesian shrinkage | Forecasting | Local factors | REGRESSION | MANAGEMENT | EURO AREA | TIME | PRINCIPAL COMPONENTS | DIFFUSION INDEXES | INFLATION | SHRINKAGE | PREDICTORS | ECONOMICS | LARGE NUMBER | Studies | Variables | Mathematical models | Macroeconomics | Forecasting techniques | Approximations
Journal Article
Oxford Bulletin of Economics and Statistics, ISSN 0305-9049, 10/2014, Volume 76, Issue 5, pp. 693 - 714
We investigate the possible existence of asymmetries among Euro Area countries reactions to the European Central Bank monetary policy. Our analysis is based on... 
NUMBER | CONFIDENCE-INTERVALS | OUTPUT | STATISTICS & PROBABILITY | APPROXIMATE FACTOR MODELS | SHOCKS | IDENTIFICATION | PRINCIPAL COMPONENTS | VECTOR AUTOREGRESSIONS | TRANSMISSION | SOCIAL SCIENCES, MATHEMATICAL METHODS | DYNAMIC-FACTOR MODEL | ECONOMICS | Monetary policy | Analysis | Central banks | Studies | Economic models | European Monetary Union | Euro | Eurozone
Journal Article
Journal of Forecasting, ISSN 0277-6693, 04/2015, Volume 34, Issue 3, pp. 163 - 176
Journal Article
Journal of Forecasting, ISSN 0277-6693, 04/2015, Volume 34, Issue 3, pp. 163 - 176
We introduce an approximate dynamic factor model for modeling and forecasting large panels of realized volatilities. Since the model is estimated by means of... 
factor models | long memory | forecasting | realized volatilities | vast dimensions | NUMBER | REPRESENTATION-THEORY | MANAGEMENT | REALIZED VOLATILITY | TIME | ECONOMICS | INFERENCE | Investment analysis | Models | Forecasts and trends | Stock price indexes | Methods | Volatility (Finance) | Studies | Principal components analysis | Maximum likelihood method | Econometrics | Volatility | Forecasting techniques
Journal Article
Nutrition, ISSN 0899-9007, 2014, Volume 30, Issue 7, pp. 948 - 952
Journal Article
Empirical Economics, ISSN 0377-7332, 9/2018, Volume 55, Issue 2, pp. 597 - 619
Journal Article
Lancet Infectious Diseases, The, ISSN 1473-3099, 2017, Volume 17, Issue 5, pp. 510 - 519
Summary Background Listeriosis is a severe foodborne infection and a notifiable disease in France. We did a nationwide prospective study to characterise its... 
Infectious Disease | MORTALITY | MENINGITIS | INFECTIOUS DISEASES | MONOCYTOGENES | RISK-FACTORS | MANAGEMENT | GUIDELINES | SURVEILLANCE | PREGNANCY | Foodborne Diseases - microbiology | Infant, Newborn, Diseases - epidemiology | Prognosis | Prospective Studies | Humans | Listeriosis - diagnosis | Bacteremia - mortality | Male | Infant, Newborn, Diseases - microbiology | Listeriosis - epidemiology | Mandatory Reporting | Listeria monocytogenes - classification | Adult | Female | Pregnancy Complications, Infectious - microbiology | Infant, Newborn | Meningoencephalitis - epidemiology | France - epidemiology | Meningoencephalitis - mortality | Pregnancy Complications, Infectious - epidemiology | Risk Factors | Listeria monocytogenes - isolation & purification | Hospitalization | Infectious Disease Transmission, Vertical | Pregnancy | Meningoencephalitis - microbiology | Bacteremia - epidemiology | Listeriosis - microbiology | Aged | Population Surveillance | Listeriosis | Neonates | Food-borne diseases | Disease | Brain stem | Clinical trials | Infections | Genomes | Gestation | Epidemiology | Risk factors | Windows (intervals) | Listeria | Meningitis | Public health | Food | Dexamethasone | Bacterial infections | Mortality | Fetuses | Regression analysis | Clustering | Patients | Bacteremia | Meningoencephalitis | Studies | Surveillance | Medical prognosis | Health risk assessment | Cancer | Index Medicus | Life Sciences
Journal Article