Discussion paper DP9858 Structural FECM: Cointegration in large-scale structural FAVAR models Anindya Banerjee Massimiliano Marcellino Igor Masten 2 Mar 2014 International Macroeconomics C32 E17
Discussion paper DP7677 Forecasting with Factor-augmented Error Correction Models Anindya Banerjee Massimiliano Marcellino Igor Masten 7 Feb 2010 International Macroeconomics C32 E17
Discussion paper DP6706 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change Anindya Banerjee Massimiliano Marcellino Igor Masten 15 Feb 2008 International Macroeconomics C32 C53 E37
Discussion paper DP6707 Factor-augmented Error Correction Models Anindya Banerjee Massimiliano Marcellino 15 Feb 2008 International Macroeconomics C32 E17
Discussion paper DP3893 Leading Indicators for Euro Area Inflation and GDP Growth Anindya Banerjee Massimiliano Marcellino Igor Masten 25 May 2003 International Macroeconomics C53 E37