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Records found: 9

DP9931	Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections Author(s): Marta Banbura, Domenico Giannone and Michele Lenza Published: April 2014
DP6564	Comparing Alternative Predictors Based on Large-Panel Factor Models Author(s): Antonello D'Agostino and Domenico Giannone Published: November 2007
DP6326	Bayesian VARs with Large Panels Author(s): Marta Banbura, Domenico Giannone and Lucrezia Reichlin Published: June 2007
DP6043	A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering Author(s): Catherine Doz, Domenico Giannone and Lucrezia Reichlin Published: January 2007
DP5829	Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? Author(s): Christine De Mol, Domenico Giannone and Lucrezia Reichlin Published: September 2006
DP5724	A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models Author(s): Catherine Doz, Domenico Giannone and Lucrezia Reichlin Published: June 2006
DP3432	The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting Author(s): Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin Published: June 2002
DP2509	The Generalized Dynamic Factor Model: Representation Theory Author(s): Mario Forni and Marco Lippi Published: July 2000
DP873	One Business Cycle and One Trend from (Many) Many Disaggregates Author(s): Danny Quah Published: January 1994

Records Found 9