Discussion paper DP6326 Bayesian VARs with Large Panels Lucrezia Reichlin Domenico Giannone Marta Banbura 23 Jun 2007 International Macroeconomics C11 C13 C33 C53
Discussion paper DP6239 Understanding Index Option Returns Mikhail Chernov Mark Broadie Michael Johannes 3 May 2007 Financial Economics C13 G12 G13
Discussion paper DP5829 Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? Lucrezia Reichlin Domenico Giannone Christine De Mol 8 Sep 2006 International Macroeconomics C11 C13 C33 C53
Discussion paper DP5688 Challenges and Opportunities for Resource Rich Economies Frederick Van Der Ploeg 24 May 2006 International Macroeconomics C12 C13 E1 F43 K42 O41 Q3
Discussion paper DP5311 The Log of Gravity J.M.C Santos Silva Silvana Tenreyro 23 Oct 2005 International Macroeconomics International Trade and Regional Economics C13 C21 F10 F11 F12 F15
Discussion paper DP4728 Two Views of Inequality Over the Life-Cycle Kjetil Storesletten Giovanni Violante Jonathan Heathcote 23 Nov 2004 Labour Economics C13 D31 D91 J22 J31
Discussion paper DP4422 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach Enrique Sentana Francisco PeƱaranda 23 Jun 2004 Financial Economics C12 C13 G11 G12
Discussion paper DP4223 The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching Michael Lechner Rosalia Vazquez-Alvarez 23 Feb 2004 Labour Economics C13 C14 I18 J23
Discussion paper DP3432 The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting Marco Lippi Lucrezia Reichlin Marc Hallin Mario Forni 20 Jun 2002 International Macroeconomics C13 C33 C43
Discussion paper DP3146 Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? Marco Lippi Lucrezia Reichlin Marc Hallin Mario Forni 1 Jan 2002 International Macroeconomics C13 C33 C43
Discussion paper DP2762 New Extreme-Value Dependence Measures and Finance Applications Michael Rockinger Ser-Huang Poon Jonathan Tawn 24 Apr 2001 Financial Economics C13 C22 G11 G15
Discussion paper DP2509 The Generalized Dynamic Factor Model: Representation Theory Marco Lippi Mario Forni 25 Jul 2000 International Macroeconomics C13 C33 C43