Narrow search
Showing 1 - 7 of 7
Cover Image
Classical time-varying FAVAR models - estimation, forecasting and structural analysis
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - Deutsche Bundesbank - 2011
of monetary policy shocks, and we observe that the reaction of GDP, the GDP deflator, inflation expectations and long …
Persistent link: https://www.econbiz.de/10009493746
Cover Image
Factor-augmented error correction models
Banerjee, Anindya (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003651962
Cover Image
Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003652053
Cover Image
Forecasting with factor-augmented error correction models
Masten, Igor; Banerjee, Anindya; Marcellino, Massimiliano - 2009
Persistent link: https://www.econbiz.de/10003897887
Cover Image
Temporal aggregation of a VARIMAX process
Marcellino, Massimiliano - 1995
Persistent link: https://www.econbiz.de/10000929264
Cover Image
Some consequences of temporal aggregation of a VARIMA process
Marcellino, Massimiliano - 1995
Persistent link: https://www.econbiz.de/10000929901
Cover Image
Are there any reliable leading indicators for US inflation and GDP growth?
Banerjee, Anindya (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725649