Discussion paper DP13049 Factors that Fit the Time Series and Cross-Section of Stock Returns Martin Lettau Markus Pelger 14 Jul 2018 Financial Economics C14 C52 C58 G12
Discussion paper DP12926 Estimating Latent Asset-Pricing Factors Martin Lettau Markus Pelger 10 May 2018 Financial Economics C14 C38 C52 C58 G12
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 DP9112 Now-casting and the real-time data flow Lucrezia Reichlin Domenico Giannone Michele Modugno Marta Banbura 2 Sep 2012 International Macroeconomics C01 C33 C53 E32 E37
Discussion paper DP9096 Optimal Combination of Survey Forecasts Domenico Giannone Christine De Mol 19 Aug 2012 International Macroeconomics C22 C53