Discussion paper DP13034 The Forcasting Performance of Dynamic Factor Models with Vintage Data Mario Forni 3 Jul 2018 Monetary Economics and Fluctuations C01 C32 C52 C53 E27 E37
Discussion paper DP13016 Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different Alberto Caruso Lucrezia Reichlin Giovanni Ricco 28 Jun 2018 Monetary Economics and Fluctuations C11 C32 C54 E52 E62 F45
Discussion paper DP12934 Specification tests for non-Gaussian maximum likelihood estimators Enrique Sentana Gabriele Fiorentini 16 May 2018 Financial Economics C12 C14 C22 C32 C52
Discussion paper DP12911 Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations Christiane Baumeister James Hamilton 4 May 2018 Monetary Economics and Fluctuations C32 E52 C11
Discussion paper DP12682 Consistent non-Gaussian pseudo maximum likelihood estimators Enrique Sentana Gabriele Fiorentini 4 Feb 2018 Financial Economics C13 C22 C32 C51
Discussion paper DP12589 Macroeconomic Nowcasting and Forecasting with Big Data Domenico Giannone Andrea Tambalotti 13 Jan 2018 Monetary Economics and Fluctuations C32 C53 C55 E3
Discussion paper DP12579 Structural Scenario Analysis with SVARs Juan Antolin-Diaz Ivan Petrella Juan Francisco Rubio-RamÃrez 9 Jan 2018 Monetary Economics and Fluctuations C32 C53 E47
Discussion paper DP12541 The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach Evi Pappa 24 Dec 2017 Monetary Economics and Fluctuations E52 E62 E63 E65 C32
Discussion paper DP12532 Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks Christiane Baumeister James Hamilton 22 Dec 2017 International Macroeconomics and Finance Q43 C32 E32
Discussion paper DP12501 International Credit Supply Shocks Alessandro Rebucci Andrea Ferrero Ambrogio Cesa-Bianchi 13 Dec 2017 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations C32 E44 F44
Discussion paper DP12219 Is Industrial Production Still the Dominant Factor for the US Economy? Elena Andreou Patrick Gagliardini Eric Ghysels Mirco Rubin 12 Aug 2017 Financial Economics C32 C33 C38 E32
Discussion paper DP12083 Uncertainty and the Great Recession Benjamin Born Steffen Elstner 9 Jun 2017 Monetary Economics and Fluctuations E32 C32