Discussion paper DP12926 Estimating Latent Asset-Pricing Factors Martin Lettau Markus Pelger 10 May 2018 Financial Economics C14 C38 C52 C58 G12
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 DP10461 Fast ML estimation of dynamic bifactor models: an application to European inflation Enrique Sentana 1 Mar 2015 International Macroeconomics C32 C38 E37 F45
Discussion paper DP10417 A spectral EM algorithm for dynamic factor models Enrique Sentana 15 Feb 2015 International Macroeconomics C32 C38 C51
Discussion paper DP10305 Betting the House Alan M. Taylor Moritz Schularick Oscar Jordà 21 Dec 2014 Economic History International Macroeconomics C14 C38 E32 E37 E42 E44 E51 E52 F41 G01 G21 N10 N20
Discussion paper DP10161 The Great Mortgaging: Housing Finance, Crises, and Business Cycles Alan M. Taylor Moritz Schularick Oscar Jordà 21 Sep 2014 Economic History International Macroeconomics C14 C38 C52 E32 E37 E44 E51 G01 G21 N10 N20
Discussion paper DP8357 On the importance of sectoral and regional shocks for price-setting Kirstin Hubrich Massimiliano Marcellino Günter Beck 1 Apr 2011 International Macroeconomics C38 D4 E31 F4