Discussion paper DP17281 The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors Marco Avarucci Maddalena Cavicchioli Mario Forni Paolo Zaffaroni 5 May 2022 Monetary Economics and Fluctuations
Discussion paper DP11440 Eigenvalue Ratio Estimators for the Number of Common Factors Mario Forni Paolo Zaffaroni 18 Aug 2016 Monetary Economics and Fluctuations
Discussion paper DP10618 Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis Marco Lippi Marc Hallin Mario Forni Paolo Zaffaroni 24 May 2015 International Macroeconomics C0 C01 E0
Discussion paper DP5279 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management M. Hashem Pesaran Paolo Zaffaroni 31 Oct 2005 International Macroeconomics Industrial Organization C32 C52 C53 G11
