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Records found: 9

DP12541	The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach Author(s): Francesco Molteni and Evi Pappa Published: December 2017
DP10610	Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs Author(s): Massimiliano Marcellino and Vasja Sivec Published: May 2015
DP9858	Structural FECM: Cointegration in large-scale structural FAVAR models Author(s): Anindya Banerjee, Massimiliano Marcellino and Igor Masten Published: March 2014
DP8341	The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR Author(s): Sandra Eickmeier, Wolfgang Lemke and Massimiliano Marcellino Published: April 2011
DP8321	Classical time-varying FAVAR models - Estimation, forecasting and structural analysis Author(s): Sandra Eickmeier, Wolfgang Lemke and Massimiliano Marcellino Published: April 2011
DP8209	Testing for Sufficient Information in Structural VARs Author(s): Mario Forni and Luca Gambetti Published: January 2011
DP7677	Forecasting with Factor-augmented Error Correction Models Author(s): Anindya Banerjee, Massimiliano Marcellino and Igor Masten Published: February 2010
DP7546	Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression Author(s): Pooyan Amir Ahmadi and Albrecht Ritschl Published: November 2009
DP6707	Factor-augmented Error Correction Models Author(s): Anindya Banerjee and Massimiliano Marcellino Published: February 2008

Records Found 9