• Nowcasting industrial production using linear and non-linear models of electricity demand 

      Galdi, Giulio; Casarin, Roberto; Ferrari, Davide; Fezzi, Carlo; Ravazzolo, Francesco (Peer reviewed; Journal article, 2023)
      This article proposes different modelling approaches which exploit electricity market data to nowcast industrial production. Our models include linear, mixed-data sampling (MIDAS), Markov-Switching (MS) and MS-MIDAS ...
    • On the China factor in international oil markets: A regime switching approach 

      Cross, Jamie L.; Hou, Chenghan; Nguyen, Bao H. (CAMP Working Paper Series Paper;11/2018, Working paper, 2018)
      We investigate the relationship between world oil markets and China's macroeconomic performance over the past two decades. Our analysis starts by proposing a simple method for disentangling real economic activity stemming ...