EXTRACTING NONLINEAR SIGNALS FROM SEVERAL ECONOMIC INDICATORS

By Máximo Camacho, Gabriel Pérez-Quirós, Pilar Poncela. 2012

74 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/6b542eba59239a00add667b26b817059c34803f8

Citations in the corpus

• Markov-switching dynamic factor models in real time (2018, unknown): “(v) The common factor is given by (4) but ut is allowed now to exhibit serial but not cross correlation.”