Discussion paper DP8828 U-MIDAS: MIDAS regressions with unrestricted lag polynomials Christian Schumacher Massimiliano Marcellino Claudia Foroni 1 Feb 2012 International Macroeconomics C53 E37
Discussion paper DP4409 Does the Length of the Period Really Matter for the Identification and the Modelling of Monetary Policy Shocks? Franck Portier Clémentine Gallès 23 Jun 2004 International Macroeconomics E40 E50
Discussion paper DP4160 Strategic Asset Allocation in a Continuous Time VAR Model John Y Campbell Luis Viceira Jorge Rodriguez George Chacko 23 Dec 2003 Financial Economics G12
Discussion paper DP2409 Looking Into The Black Box: A Survey Of The Matching Function Christopher Pissarides Barbara Petrongolo 28 Mar 2000 Labour Economics E21 J60 J63 J64