Reference health
Large-Dimensional Dynamic Factor Models in Real-Time: A Survey
3 of 76 checkable references need attention · checked 2026-08-27
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
14 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.1787/jbcma-2010-5kmmsxgf2qbs
does not resolve to a known work10.1787/jbcma-2012-5k92n2pwccwb
does not resolve to a known work10.2307/3584985
The 73 checked references that resolve
resolves10.1007/s00181-010-0429-9
Nowcasting norwegian GDP: the role of asset prices in a small open economy
resolves10.1016/j.jeconom.2003.10.022
Estimating cross-section common stochastic trends in nonstationary panel data
resolves10.1111/j.1468-0262.2006.00696.x
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
resolves10.1016/j.ijforecast.2014.08.013
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
resolves10.1002/jae.2306
MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA
resolves10.1016/j.ijforecast.2010.01.011
A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
resolves10.1111/obes.12038
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?
resolves10.1162/003465399558454
Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series
resolves10.1111/j.2517-6161.1977.tb01600.x
Maximum Likelihood from Incomplete Data Via the
<i>EM</i>
Algorithm
resolves10.1016/j.jeconom.2011.02.012
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
resolves10.1162/rest_a_00225
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
resolves10.1080/01621459.1981.10477720
A One-Factor Multivariate Time Series Model of Metropolitan Wage Rates
resolves10.1016/j.jmoneco.2009.11.009
The dynamic effects of monetary policy: A structural factor model approach
resolves10.1017/S026646660809052X
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
resolves10.1016/s0304-3932(03)00079-5
Do financial variables help forecasting inflation and real activity in the euro area?
resolves10.1016/j.jeconom.2013.10.017
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
resolves10.1016/j.jeconom.2010.11.003
The general dynamic factor model: One-sided representation results
resolves10.1016/j.jmoneco.2008.05.010
Nowcasting: The real-time informational content of macroeconomic data
resolves10.1016/j.ijforecast.2013.05.001
Forecasting with approximate dynamic factor models: The role of non-pervasive shocks
resolves10.1002/for.2325
Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models
resolves10.1016/j.jfineco.2005.12.002
The empirical risk–return relation: A factor analysis approach☆
resolves10.2139/ssrn.2221327
Short-Term GDP Forecasting with a Mixed Frequency Dynamic Factor Model with Stochastic Volatility
resolves10.1111/j.1468-0084.2010.00591.x
Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP*
resolves10.1016/s0014-2921(02)00206-4
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information
resolves10.1002/jae.695
A new coincident index of business cycles based on monthly and quarterly series
resolves10.1016/j.econmod.2009.09.010
An analysis of the informational content of New Zealand data releases: The importance of business opinion surveys
resolves10.1016/j.jeconom.2012.01.034
Asymptotics of the principal components estimator of large factor models with weakly influential factors
resolves10.1002/for.1105
Short‐term forecasting of GDP using large datasets: a pseudo real‐time forecast evaluation exercise
resolves10.1002/for.1026
Forecasting German GDP using alternative factor models based on large datasets
resolves10.1016/j.econlet.2009.12.036
Factor forecasting using international targeted predictors: The case of German GDP
resolves10.1016/j.ijforecast.2008.03.008
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
resolves10.1198/016214502388618960
Forecasting Using Principal Components From a Large Number of Predictors
resolves10.1016/0304-4076(83)90066-0
Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
The 14 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref19
no DOI — not checkedNowcasting using the Chicago Fed National Activity Index
no DOI — not checkedA different way to review the Chicago Fed National Activity Index
no DOI — not checkedref37
no DOI — not checkedpanel factor models
no DOI — not checkedref39
no DOI — not checkedThe 2001 recession and the Chicago Fed National Activity Index: Identifying business cycle turning points
no DOI — not checkedThe dynamic factor analysis of economic time series
no DOI — not checkedA new core inflation indicator for new zealand
no DOI — not checkedref61
no DOI — not checkedBusiness cycle modeling without pretending to have too much a-priori economic theory
no DOI — not checkedDynamic factor models
no DOI — not checkedref91
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