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The Generalized Dynamic Factor Model: Identification and Estimation, , , and . Review of Economics and Statistics, 82 (4): 540-554 (2000)Common and uncommon trends and cycles, and . European Economic Review, 38 (3-4): 624--635 (April 1994)Comment. Econometric Reviews, 8 (1): 123--131 (1989)VAR analysis, nonfundamental representations, blaschke matrices, and . Journal of Econometrics, 63 (1): 307--325 (July 1994)Structural change and unit root econometrics. Economics Letters, 31 (3): 231--233 (December 1989)Do financial variables help forecasting inflation and real activity in the euro area?, , , and . Journal of Monetary Economics, 50 (6): 1243--1255 (September 2003)On persistence of shocks to economic variables : A common misconception, and . Journal of Monetary Economics, 29 (1): 87--93 (February 1992)Federal policies and local economies: Europe and the US, and . European Economic Review, 45 (1): 109--134 (January 2001)Trends and cycles in labour productivity in the major OECD countries, and . Economics Department working papers Organisation for Economic Co-Operation and Development, Paris, (1993)Information, forecasts, and measurement of the business cycle, and . Journal of Monetary Economics, 33 (2): 233--254 (April 1994)