Discussion paper DP9931 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections Domenico Giannone Marta Banbura Michele Lenza 13 Apr 2014 International Macroeconomics C11 C13 C33 C53
Discussion paper DP6326 Bayesian VARs with Large Panels Lucrezia Reichlin Domenico Giannone Marta Banbura 23 Jun 2007 International Macroeconomics C11 C13 C33 C53
Discussion paper DP6043 A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering Lucrezia Reichlin Catherine Doz Domenico Giannone 14 Jan 2007 International Macroeconomics C32 C33 C51
Discussion paper DP5829 Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? Lucrezia Reichlin Domenico Giannone Christine De Mol 8 Sep 2006 International Macroeconomics C11 C13 C33 C53
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 DP3432 The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting Marco Lippi Lucrezia Reichlin Marc Hallin Mario Forni 20 Jun 2002 International Macroeconomics C13 C33 C43
Discussion paper DP2509 The Generalized Dynamic Factor Model: Representation Theory Marco Lippi Mario Forni 25 Jul 2000 International Macroeconomics C13 C33 C43