Discussion paper DP18547 Time Varying Three Pass Regression Filter Yiannis Dendramis George Kapetanios Massimiliano Marcellino 23 Oct 2023 Monetary Economics and Fluctuations C13
Discussion paper DP14484 Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis Danilo Leiva-León Gabriel Pérez Quirós Eyno Rots 12 Mar 2020 International Macroeconomics and Finance E32 C22 E27
Discussion paper DP12009 Bank sectoral concentration and (systemic) risk: Evidence from a worldwide sample of banks Thorsten Beck Olivier De Jonghe Klaas Mulier 28 Apr 2017 Financial Economics G01 G21 G28 L5
Discussion paper DP10390 Factor based identification-robust inference in IV regressions Massimiliano Marcellino George Kapetanios 1 Feb 2015 International Macroeconomics
Discussion paper DP8496 Capital Flows, Push versus Pull Factors and the Global Financial Crisis Marcel Fratzscher 1 Jul 2011 International Macroeconomics F21 F3 G11
Discussion paper DP8438 Global crises and equity market contagion Geert Bekaert Michael Ehrmann Marcel Fratzscher Arnaud Mehl 13 Jun 2011 International Macroeconomics F3 G14 G15
Discussion paper DP7883 Nowcasting Lucrezia Reichlin Domenico Giannone Marta Banbura 1 Jun 2010 International Macroeconomics C33 C53 E52
Discussion paper DP7345 The Time-Varying Systematic Risk of Carry Trade Strategies Paul Söderlind Charlotte Christiansen Angelo Ranaldo 28 Jun 2009 International Macroeconomics F31 G11 G15
Discussion paper DP6746 Short-term Forecasts of Euro Area GDP Growth Lucrezia Reichlin Gonzalo Camba-Mendez Elena Angelini Gerhard Rünstler Domenico Giannone 31 Mar 2008 International Macroeconomics C33 C53 E52
Discussion paper DP6767 Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model Haroon Mumtaz Paolo Surico 31 Mar 2008 International Macroeconomics E30 E52
Discussion paper DP5724 A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models Lucrezia Reichlin Catherine Doz Domenico Giannone 16 Jun 2006 International Macroeconomics C32 C33 C51
Discussion paper DP5295 Pooling-based data interpolation and backdating Massimiliano Marcellino 23 Oct 2005 International Macroeconomics C32 C43 C82
