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~person:"Paccagnini, Alessia"
~subject:"VAR model"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Paccagnini, Alessia
Marcellino, Massimiliano
44
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Forecasting with instabilities : an application to DSGE models with financial frictions
Cardani, Roberta
;
Paccagnini, Alessia
;
Villa, Stefania
-
2019
Persistent link: https://www.econbiz.de/10012140422
Saved in:
2
Identifying high-frequency shocks with Bayesian mixed-frequency VARs
Paccagnini, Alessia
;
Parla, Fabio
-
2021
Persistent link: https://www.econbiz.de/10012792759
Saved in:
3
Identifying high-frequency shocks with Bayesian mixed-frequency VARs
Paccagnini, Alessia
;
Parla, Fabio
-
2021
-
This version: 25th February 2021
Persistent link: https://www.econbiz.de/10012585978
Saved in:
4
Forecasting with FAVAR : macroeconomic versus financial factors
Paccagnini, Alessia
-
2017
Persistent link: https://www.econbiz.de/10011593310
Saved in:
5
Forecasting with instabilities : an application to DSGE models with financial frictions
Cardani, Roberta
;
Paccagnini, Alessia
;
Villa, Stefania
-
2015
frictions for the US economy. Over the
forecast
period 2001-2013, the models augmented with financial frictions lead to an …
Persistent link: https://www.econbiz.de/10011349997
Saved in:
6
Identifying noise shocks : a VAR with data revisions
Masolo, Riccardo M.
;
Paccagnini, Alessia
-
2015
Persistent link: https://www.econbiz.de/10012171574
Saved in:
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