Discussion paper DP5955 International Stock Return Comovements Robert J Hodrick Geert Bekaert Xiaoyan Zhang 26 Nov 2006 Financial Economics C52 G11 G12
Discussion paper DP5620 A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions Massimiliano Marcellino George Kapetanios 4 Apr 2006 International Macroeconomics C32 C51 E52
Discussion paper DP5621 Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation Massimiliano Marcellino George Kapetanios 4 Apr 2006 International Macroeconomics C32 C51 E52
Discussion paper DP5565 Hedge Funds: Performance, Risk and Capital Formation David A Hsieh William Fung Narayan Naik 17 Mar 2006 Financial Economics G11 G12 G23
Discussion paper DP5485 Forecasting Economic Aggregates by Disaggregates David Hendry Kirstin Hubrich 30 Jan 2006 International Macroeconomics C51 C53 E31
Discussion paper DP5304 How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation Lutz Kilian Atsushi Inoue 23 Oct 2005 International Macroeconomics C22 C52 C53
Discussion paper DP3265 Factor Based Index Tracking Massimiliano Marcellino Francesco Corielli 20 Mar 2002 Financial Economics C43 C53 G10
Discussion paper DP3119 Factor Forecasts for the UK Michael Artis Anindya Banerjee Massimiliano Marcellino 1 Jan 2002 International Macroeconomics C22 C51 C52 C53
Discussion paper DP2034 Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models Peter C Schotman Dennis Bams 18 Dec 1998 Financial Economics C33 G13