Discussion paper DP18547 Time Varying Three Pass Regression Filter Yiannis Dendramis George Kapetanios Massimiliano Marcellino 23 Oct 2023 Monetary Economics and Fluctuations C13
Discussion paper DP15210 Time-Varying Instrumental Variable Estimation Massimiliano Marcellino George Kapetanios Liudas Giraitis 27 Aug 2020 Monetary Economics and Fluctuations
Discussion paper DP14469 A Similarity-based Approach for Macroeconomic Forecasting Massimiliano Marcellino George Kapetanios Yiannis Dendramis 4 Mar 2020 Monetary Economics and Fluctuations
Discussion paper DP11560 Large Time-Varying Parameter VARs: A Non-Parametric Approach Massimiliano Marcellino George Kapetanios Fabrizio Venditti 6 Oct 2016 Monetary Economics and Fluctuations
Discussion paper DP10801 Structural Analysis with Multivariate Autoregressive Index Models Massimiliano Marcellino George Kapetanios Andrea Carriero 6 Sep 2015 Monetary Economics and Fluctuations C11 C13 C33 C53
Discussion paper DP10390 Factor based identification-robust inference in IV regressions Massimiliano Marcellino George Kapetanios 1 Feb 2015 International Macroeconomics
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 DP7726 Factor-GMM Estimation with Large Sets of Possibly Weak Instruments Massimiliano Marcellino George Kapetanios 7 Mar 2010 International Macroeconomics C32 C51 E52
Discussion paper DP7446 Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models Massimiliano Marcellino George Kapetanios Andrea Carriero 23 Sep 2009 International Macroeconomics C11 C13 C33 C53
Discussion paper DP7008 Forecasting Exchange Rates with a Large Bayesian VAR Massimiliano Marcellino George Kapetanios Andrea Carriero 17 Oct 2008 International Macroeconomics C11 C53 F31
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