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Records found: 25

DP11305	Is the Macroeconomy Locally Unstable and Why Should We Care? Author(s): Paul Beaudry, Dana Galizia and Franck Portier Published: May 2016
DP10618	Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis Author(s): Mario Forni, Marc Hallin, Marco Lippi and Paolo Zaffaroni Published: May 2015
DP10197	How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics Author(s): Michael R. Wickens Published: October 2014
DP9962	Money Demand in Ireland, 1933-2012 Author(s): Stefan Gerlach and Rebecca Stuart Published: May 2014
DP9961	Money, Interest Rates and Prices in Ireland, 1933-2012 Author(s): Stefan Gerlach and Rebecca Stuart Published: May 2014
DP9583	Residual-based Rank Specification Tests for AR-GARCH type models Author(s): Elena Andreou and Bas J M Werker Published: August 2013
DP8896	Green Shoots and Double Dips in the Euro Area. A Real Time Measure Author(s): Maximo Camacho, Gabriel Pérez-Quirós and Pilar Poncela Published: March 2012
DP8867	Finite sample performance of small versus large scale dynamic factor models Author(s): Rocio Alvarez, Maximo Camacho and Gabriel Pérez-Quirós Published: March 2012
DP8866	Markov-switching dynamic factor models in real time Author(s): Maximo Camacho, Gabriel Pérez-Quirós and Pilar Poncela Published: February 2012
DP8865	Extracting nonlinear signals from several economic indicators Author(s): Maximo Camacho, Gabriel Pérez-Quirós and Pilar Poncela Published: February 2012
DP7895	Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa? Author(s): Janine Aron and John Muellbauer Published: June 2010
DP7877	New methods for forecasting inflation, applied to the US. Author(s): Janine Aron and John Muellbauer Published: June 2010
DP7343	Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth Author(s): Maximo Camacho and Gabriel Pérez-Quirós Published: June 2009
DP6849	Testing a Model of the UK by the Method of Indirect Inference Author(s): David Meenagh, Patrick Minford and Konstantinos Theodoridis Published: June 2008
DP6706	Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change Author(s): Anindya Banerjee, Massimiliano Marcellino and Igor Masten Published: February 2008
DP4975	Jump-and-Rest Effects of US Business Cycles Author(s): Maximo Camacho and Gabriel Pérez-Quirós Published: March 2005
DP3987	Price Discovery in Fragmented Markets Author(s): Frank de Jong and Peter C Schotman Published: July 2003
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
DP3403	An Evaluation Framework for Alternative VaR Models Author(s): Dennis Bams, Thorsten Lehnert and Christian C Wolff Published: June 2002
DP3119	Factor Forecasts for the UK Author(s): Michael J Artis, Anindya Banerjee and Massimiliano Marcellino Published: January 2002
DP2242	The European Business Cycle Author(s): Michael J Artis, Hans-Martin Krolzig and Juan Toro Published: September 1999
DP1616	Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995 Author(s): Saul Estrin and Giovanni Urga Published: April 1997
DP189	Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach Author(s): Christian C Wolff Published: May 1987
DP187	Forward Exchange Rates and Expected Future Spot Rates Author(s): Christian C Wolff Published: May 1987
DP154	Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models Author(s): Trevor S Breusch and Michael R. Wickens Published: February 1987

Records Found 25