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person:"Kapetanios, George"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Ben-David, Dan"
~person:"Forni, Mario"
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Search: subject_exact:"Time series analysis"
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Kapetanios, George
Ben-David, Dan
Forni, Mario
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ECONIS (ZBW)
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1
The forcasting performance of dynamic factor models with vintage data
Di Bonaventura, Luca
;
Forni, Mario
;
Pattarin, Francesco
-
2018
Persistent link: https://www.econbiz.de/10011937180
Saved in:
2
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011482273
Saved in:
3
Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
-
2015
Persistent link: https://www.econbiz.de/10011289241
Saved in:
4
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2008
Persistent link: https://www.econbiz.de/10003774002
Saved in:
5
Do financial variables help forecasting inflation and real activity in the Euro Area?
Forni, Mario
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10013423721
Saved in:
6
The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Reichlin, Lucrezia
-
2002
Persistent link: https://www.econbiz.de/10013424011
Saved in:
7
The generalized dynamic factor model : representation theory
Forni, Mario
-
2000
Persistent link: https://www.econbiz.de/10013423117
Saved in:
8
A measure of comovement for economic variables : theory and empirics
Croux, Christophe
-
1999
Persistent link: https://www.econbiz.de/10013422947
Saved in:
9
The generalized dynamic factor model : identification and estimation
Forni, Mario
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10013422950
Saved in:
10
The great wars, the great crash, and the unit root hypothesis : some new evidence about an old stylized fact
Ben-David, Dan
;
Papell, David H.
-
1994
Persistent link: https://www.econbiz.de/10000888934
Saved in:
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