Discussion paper DP17800 Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails Juan Antolin-Diaz Thomas Drechsel Ivan Petrella 11 Jan 2023 International Macroeconomics and Finance Monetary Economics and Fluctuations E32 E23 O47 C32 E01
Discussion paper DP15926 Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data Juan Antolin-Diaz Thomas Drechsel Ivan Petrella 15 Mar 2021 Monetary Economics and Fluctuations E32 E23 O47 C32 E01
Discussion paper DP14404 Global Macro-Financial Cycles and Spillovers Jongrim Ha M. Ayhan Kose Christopher Otrok Eswar Prasad 11 Feb 2020 International Macroeconomics and Finance E32 F4 C32 C1
Discussion paper DP13034 The Forcasting Performance of Dynamic Factor Models with Vintage Data Mario Forni 3 Jul 2018 Monetary Economics and Fluctuations C01 C32 C52 C53 E27 E37
Discussion paper DP10272 Following the Trend: Tracking GDP when Long-Run Growth is Uncertain Ivan Petrella Thomas Drechsel Juan Antolin-Diaz 30 Nov 2014 International Macroeconomics C32 E01 E23 E32 O47
Discussion paper DP9858 Structural FECM: Cointegration in large-scale structural FAVAR models Anindya Banerjee Massimiliano Marcellino Igor Masten 2 Mar 2014 International Macroeconomics C32 E17
Discussion paper DP8347 Business Cycle Synchronization Since 1880 Michael Artis PKG Harischandra George Chouliarakis 1 Apr 2011 International Macroeconomics C32 E32 F41 N10
Discussion paper DP7677 Forecasting with Factor-augmented Error Correction Models Anindya Banerjee Massimiliano Marcellino Igor Masten 7 Feb 2010 International Macroeconomics C32 E17
Discussion paper DP7007 A Monthly Indicator of the Euro Area GDP Massimiliano Marcellino Tommaso Proietti Cecilia Frale Gian Luigi Mazzi 17 Oct 2008 International Macroeconomics C53 E32 E37
Discussion paper DP6707 Factor-augmented Error Correction Models Anindya Banerjee Massimiliano Marcellino 15 Feb 2008 International Macroeconomics C32 E17
Discussion paper DP6593 Relative Goods? Prices and Pure Inflation Mark Watson 23 Dec 2007 International Macroeconomics C32 C43 E31
Discussion paper DP4133 Opening the Black Box: Structural Factor Models versus Structural VARs Marco Lippi Lucrezia Reichlin Mario Forni 23 Dec 2003 International Macroeconomics C10 E00