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 DP7677 Forecasting with Factor-augmented Error Correction Models Anindya Banerjee Massimiliano Marcellino Igor Masten 7 Feb 2010 International Macroeconomics C32 E17
Discussion paper DP6706 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change Anindya Banerjee Massimiliano Marcellino Igor Masten 15 Feb 2008 International Macroeconomics C32 C53 E37
Discussion paper DP6707 Factor-augmented Error Correction Models Anindya Banerjee Massimiliano Marcellino 15 Feb 2008 International Macroeconomics C32 E17
Discussion paper DP3893 Leading Indicators for Euro Area Inflation and GDP Growth Anindya Banerjee Massimiliano Marcellino Igor Masten 25 May 2003 International Macroeconomics C53 E37
Discussion paper DP3119 Factor Forecasts for the UK Michael Artis Anindya Banerjee Massimiliano Marcellino 1 Jan 2002 International Macroeconomics C22 C51 C52 C53
Discussion paper DP261 Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing Tim Besley Anindya Banerjee 1 Aug 1988 Applied Macroeconomics E G