Discussion paper DP18547 Time Varying Three Pass Regression Filter Yiannis Dendramis George Kapetanios Massimiliano Marcellino 23 Oct 2023 Monetary Economics and Fluctuations C13
Discussion paper DP15210 Time-Varying Instrumental Variable Estimation Liudas Giraitis George Kapetanios Massimiliano Marcellino 27 Aug 2020 Monetary Economics and Fluctuations
Discussion paper DP14469 A Similarity-based Approach for Macroeconomic Forecasting Yiannis Dendramis George Kapetanios Massimiliano Marcellino 4 Mar 2020 Monetary Economics and Fluctuations
Discussion paper DP11560 Large Time-Varying Parameter VARs: A Non-Parametric Approach Massimiliano Marcellino George Kapetanios Fabrizio Venditti 6 Oct 2016 Monetary Economics and Fluctuations
Discussion paper DP10801 Structural Analysis with Multivariate Autoregressive Index Models Massimiliano Marcellino George Kapetanios Andrea Carriero 6 Sep 2015 Monetary Economics and Fluctuations C11 C13 C33 C53
