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The generalized dynamic factor model consistency and rates, , , и . Journal of Econometrics, 119 (2): 231--255 (апреля 2004)Risk and potential insurance in Europe, и . European Economic Review, 43 (7): 1237--1256 (июня 1999)Do financial variables help forecasting inflation and real activity in the euro area?, , , и . Journal of Monetary Economics, 50 (6): 1243--1255 (сентября 2003)Federal policies and local economies: Europe and the US, и . European Economic Review, 45 (1): 109--134 (января 2001)The Generalized Dynamic Factor Model: Identification and Estimation, , , и . Review of Economics and Statistics, 82 (4): 540-554 (2000)