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 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 DP12926 Estimating Latent Asset-Pricing Factors Martin Lettau Markus Pelger 10 May 2018 Financial Economics C14 C38 C52 C58 G12
Discussion paper DP12085 Empirical Evaluation of Overspecified Asset Pricing Models Enrique Sentana 11 Jun 2017 Financial Economics G12 C52
Discussion paper DP11415 Understanding the Sources of Macroeconomic Uncertainty Barbara Rossi Tatevik Sekhposyan 25 Jul 2016 Monetary Economics and Fluctuations C22 C52 C53
Discussion paper DP11391 Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts Barbara Rossi Tatevik Sekhposyan 14 Jul 2016 Monetary Economics and Fluctuations C22 C52 C53
Discussion paper DP11388 In-sample Inference and Forecasting in Misspecified Factor Models Barbara Rossi 12 Jul 2016 Monetary Economics and Fluctuations C22 C52 C53
Discussion paper DP11032 Solution and Estimation Methods for DSGE Models Juan Francisco Rubio-Ramírez Frank Schorfheide Jesús Fernández-Villaverde 27 Dec 2015 Monetary Economics and Fluctuations C11 C13 C32 C52 C61 C63 E32 E52
Discussion paper DP10809 Is a normal copula the right copula? Enrique Sentana Dante Amengual 6 Sep 2015 Financial Economics C12 C46 C52 G11 G14
Discussion paper DP10765 Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results Patrick Minford Michael R. Wickens David Meenagh 16 Aug 2015 Monetary Economics and Fluctuations C12 C32 C52 E1
Discussion paper DP10766 Testing macro models by indirect inference: a survey for users Patrick Minford Michael R. Wickens David Meenagh Vo Phuong Mai Le 16 Aug 2015 Monetary Economics and Fluctuations C12 C32 C52 E1
Discussion paper DP10739 Inflation forecasting models for Uganda: is mobile money relevant? John Muellbauer Janine Aron 26 Jul 2015 Development Economics C22 C51 C52 C53 E31 E37 E52