Discussion paper DP16328 Inflation During the Pandemic: What Happened? What is Next? Jongrim Ha M. Ayhan Kose Franziska Ohnsorge 5 Jul 2021 International Macroeconomics and Finance E31 E32 Q43
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 DP8321 Classical time-varying FAVAR models - Estimation, forecasting and structural analysis Massimiliano Marcellino Sandra Eickmeier Wolfgang Lemke 3 Apr 2011 International Macroeconomics C3 C53 E52
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 DP6707 Factor-augmented Error Correction Models Anindya Banerjee Massimiliano Marcellino 15 Feb 2008 International Macroeconomics C32 E17