List of Contributors
ISBN: 978-1-78560-353-2, eISBN: 978-1-78560-352-5
ISSN: 0731-9053
Publication date: 6 January 2016
Citation
(2016), "List of Contributors", Dynamic Factor Models (Advances in Econometrics, Vol. 35), Emerald Group Publishing Limited, Leeds, pp. ix-xii. https://doi.org/10.1108/S0731-905320150000035020
Publisher
:Emerald Group Publishing Limited
Copyright © 2016 Emerald Group Publishing Limited
| Anindya Banerjee | Department of Economics, University of Birmingham, Edgbaston, Birmingham, UK |
| Martin Belvisi | KNG Securities, London, UK |
| Alexander Braumann | Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology, Vienna, Austria |
| Jörg Breitung | Institute of Econometrics and Statistics, University of Cologne, Cologne, Germany; Deutsche Bundesbank, Frankfurt, Germany |
| Laurent Callot | Department of Econometrics, VU University Amsterdam, Amsterdam, The Netherlands; Tinbergen Institute, Amsterdam, The Netherlands; CREATES, Aarhus University, Aarhus, Denmark |
| Maximo Camacho | University of Murcia, Murcia, Spain |
| Jens H. E. Christensen | Federal Reserve Bank of San Francisco, San Francisco, CA, USA |
| Antonello D’Agostino | European Stability Mechanism, Luxemburg, Luxemburg |
| Manfred Deistler | Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology, Vienna, Austria; Institute for Advanced Studies, Vienna, Austria |
| Davide Delle Monache | Bank of Italy, Rome, Italy |
| Catherine Doz | Paris School of Economics, Université Paris 1 Panthéon-Sorbonne, Paris, France |
| Sandra Eickmeier | Deutsche Bundesbank, Frankfurt, Germany; Centre for Applied Macroeconomic Analysis (CAMA), The Australian National University, Canberra, Australia |
| Elisabeth Felsenstein | Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology, Vienna, Austria |
| Gabriele Fiorentini | School of Economics, University of Florence, Florence, Italy |
| Alessandro Galesi | Banco de España, Madrid, Spain |
| Domenico Giannone | Federal Reserve Bank of New York, New York, NY, USA; CEPR, London, UK; ECARES, Brussels, Belgium; LUISS, Roma, Italy |
| Alessandro Giovannelli | Department of Economics, University of Rome Tor Vergata, Rome, Italy |
| Eric Hillebrand | Department of Economics and Business Economics and CREATES, Aarhus University, Aarhus, Denmark |
| Laura E. Jackson | Department of Economics, Bentley University, Waltham, MA, USA |
| Lukas Koelbl | Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology, Vienna, Austria |
| Siem Jan Koopman | Department of Econometrics, VU University, Amsterdam, The Netherlands; CREATES |
| M. Ayhan Kose | World Bank, Washington, DC, USA |
| Johannes Tang Kristensen | Department of Business and Economics, University of Southern Denmark, Odense, Denmark; CREATES, Aarhus University, Aarhus, Denmark |
| Danilo Leiva-Leon | Central Bank of Chile, Santiago, Chile |
| Michele Lenza | ECARES, Brussels, Belgium; European Central Bank, Frankfurt, Germany |
| Massimiliano Marcellino | Department of Economics, Bocconi University, Milan, Italy |
| Igor Masten | Faculty of Economics, University of Ljubljana, Ljubljana, Slovenia; Bank of Slovenia, Ljubljana, Slovenia |
| Michele Modugno | Board of Governors of the Federal Reserve System, Washington, DC, USA |
| Christopher Otrok | Department of Economics, University of Missouri, Columbia, MO, USA; Federal Reserve Bank of St. Louis, St. Louis, MO, USA |
| Michael T. Owyang | Federal Reserve Bank of St. Louis, St. Louis, MO, USA |
| Sait R. Ozturk | Erasmus School of Economics, Erasmus University Rotterdam, Rotterdam, The Netherlands |
| Gabriel Perez-Quiros | Bank of Spain, Madrid, Spain; CEPR, London, UK |
| Ivan Petrella | Bank of England, Birkbeck University of London and CEPR, London, UK |
| Anna Petronevich | Paris School of Economics, Université Paris 1 Panthéon-Sorbonne, Paris, France; Università Ca’Foscari Venezia, Venice, Italy |
| Riccardo Pianeti | University of Bergamo, Bergamo, Italy |
| Pilar Poncela | Department of Economic Analysis: Quantitative Economics, Universidad Autónoma de Madrid, Madrid, Spain |
| Tommaso Proietti | Department of Economic Analysis: Quantitative Economics, Universidad Autónoma de Madrid, Madrid, Spain |
| Glenn D. Rudebusch | Federal Reserve Bank of San Francisco, San Francisco, CA, USA |
| Esther Ruiz | Department of Statistics, Universidad Carlos III de Madrid, Madrid, Spain |
| Gerhard Rünstler | European Central Bank, Frankfurt, Germany |
| Enrique Sentana | Center for Monetary and Financial Studies (CEMFI), Madrid, Spain |
| James H. Stock | Department of Economics, Harvard University and the NEBR, Cambridge, MA, USA |
| Giovanni Urga | Cass Business School, City University London, London, UK; University of Bergamo, Bergamo, Italy |
| Michel van der Wel | Erasmus School of Economics, Erasmus University Rotterdam, Rotterdam, The Netherlands |
| Dick van Dijk | Erasmus School of Economics, Erasmus University Rotterdam, Rotterdam, The Netherlands |
| Fabrizio Venditti | Bank of Italy, Rome, Italy |
| Mark W. Watson | Department of Economics and the Woodrow Wilson School, Princeton University and the NEBR, Princeton, NJ, USA |
- Dynamic Factor Models
- Advances in Econometrics
- Dynamic Factor Models
- Copyright Page
- List of Contributors
- Editorial Introduction
- Dynamic Factor Models: A Brief Retrospective
- Part I: Methodology
- An Overview of the Factor-augmented Error-Correction Model
- Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case
- Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?
- Dynamic Factor Models for the Volatility Surface
- Part II: Factor Structure and Specification
- Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches
- Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation
- Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach
- Modelling Financial Markets Comovements during Crises: A Dynamic Multi-Factor Approach
- Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement
- Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment
- Part III: Instability
- Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation
- Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach
- Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation
- Part IV: Nowcasting and Forecasting
- Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models
- On the Selection of Common Factors for Macroeconomic Forecasting
- On the Design of Data Sets for Forecasting with Dynamic Factor Models