Discussion paper DP9380 Panel Vector Autoregressive Models: A Survey Fabio Canova Matteo Ciccarelli 10 Mar 2013 International Macroeconomics C5 E3
Discussion paper DP9312 Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility Massimiliano Marcellino Andrea Carriero Todd Clark 27 Jan 2013 International Macroeconomics C22 C53 E37
Discussion paper DP9130 Estimating Dynamic Equilibrium Models with Stochastic Volatility Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde Pablo A. Guerron-Quintana 16 Sep 2012 International Macroeconomics C11 E10 E30
Discussion paper DP8755 Prior Selection for Vector Autoregressions Domenico Giannone Michele Lenza Giorgio Primiceri 1 Jan 2012 International Macroeconomics C11 C32 C52 E37
Discussion paper DP8169 Macroeconomics and Volatility: Data, Models, and Estimation Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde 1 Dec 2010 International Macroeconomics C11 E10 E30
Discussion paper DP7812 Reading the Recent Monetary History of the U.S., 1959-2007 Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde Pablo A. Guerron-Quintana 23 May 2010 International Macroeconomics C11 E10 E30
Discussion paper DP7813 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde Pablo A. Guerron-Quintana 23 May 2010 International Macroeconomics C11 E10 E30
Discussion paper DP7796 Forecasting Government Bond Yields with Large Bayesian VARs Massimiliano Marcellino George Kapetanios Andrea Carriero 23 Apr 2010 International Macroeconomics C11 C53 E43 E47
Discussion paper DP7297 MEDEA: A DSGE Model for the Spanish Economy Juan Francisco Rubio-Ramírez Pablo Burriel Jesús Fernández-Villaverde 10 May 2009 International Macroeconomics C11 C13 E30
Discussion paper DP7157 The Econometrics of DSGE Models Jesús Fernández-Villaverde 23 Feb 2009 International Macroeconomics C11 C13 E30
Discussion paper DP6846 The Distribution of Firm Start-Up Size Across Geographic Space David Audretsch Jagannadha Tamvada 23 Jun 2008 Industrial Organization L11 L60 R12
Discussion paper DP5467 Monetary Policy and the Evolution of the US Economy Fabio Canova 20 Jan 2006 International Macroeconomics C53 E47 E52