Maximo Camacho

Available identifiers

Publication	Date of Publication	Type
Inference on Filtered and Smoothed Probabilities in Markov-Switching Autoregressive Models	2024-11-08	Paper
A New Approach to Dating the Reference Cycle	2024-10-17	Paper
Can we use seasonally adjusted variables in dynamic factor models?	2023-03-07	Paper
The Euro‐Sting Revisited: The Usefulness of Financial Indicators to Obtain Euro Area GDP Forecasts	2018-10-12	Paper
Mixed-frequency VAR models with Markov-switching dynamics	2014-06-06	Paper
Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms	2014-02-19	Paper
Are European business cycles close enough to be just one?	2008-12-12	Paper
Markov-switching stochastic trends and economic fluctuations	2008-11-06	Paper
Chapter 5 A New Framework to Analyze Business Cycle Synchronization	2007-07-23	Paper

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