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 DP8341 The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR Massimiliano Marcellino Sandra Eickmeier Wolfgang Lemke 1 Apr 2011 International Macroeconomics C3 C5 F1 F15 F4