Discussion paper DP10801 Structural Analysis with Multivariate Autoregressive Index Models Massimiliano Marcellino George Kapetanios Andrea Carriero 6 Sep 2015 Monetary Economics and Fluctuations C11 C13 C33 C53
Discussion paper DP9191 Can we use seasonally adjusted indicators in dynamic factor models? Gabriel Pérez Quirós Máximo Camacho 28 Oct 2012 International Macroeconomics C22 E27 E32
Discussion paper DP8825 The effects of global shocks on small commodity-exporting economies: New evidence from Canada Juan J Dolado 1 Feb 2012 International Macroeconomics C32 F44 Q43
Discussion paper DP7726 Factor-GMM Estimation with Large Sets of Possibly Weak Instruments Massimiliano Marcellino George Kapetanios 7 Mar 2010 International Macroeconomics C32 C51 E52
Discussion paper DP7689 Commodity prices, commodity currencies, and global economic developments Paolo Pesenti Jan J. J. Groen 14 Feb 2010 International Macroeconomics C23 C53 F47
Discussion paper DP7671 Common Factors in Latin America?s Business Cycles Allan Timmermann Marco Aiolfi Luís Catão 31 Jan 2010 Financial Economics E32 F41 N10
Discussion paper DP7446 Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models Massimiliano Marcellino George Kapetanios Andrea Carriero 23 Sep 2009 International Macroeconomics C11 C13 C33 C53
Discussion paper DP7197 Pooling versus model selection for nowcasting with many predictors: An application to German GDP Christian Schumacher Massimiliano Marcellino Vladimir Kuzin 1 Mar 2009 International Macroeconomics C53 E37
Discussion paper DP6706 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change Anindya Banerjee Massimiliano Marcellino Igor Masten 15 Feb 2008 International Macroeconomics C32 C53 E37
Discussion paper DP6564 Comparing Alternative Predictors Based on Large-Panel Factor Models Domenico Giannone Antonello D’Agostino 16 Nov 2007 International Macroeconomics C31 C52 C53
Discussion paper DP6206 Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set Carlo A. Favero Luca Sala Linlin Niu 23 Mar 2007 International Macroeconomics C33 C53 E43 E44
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