Remarks at the Center for the New Economy 2010 Economic Conference, San Juan, Puerto Rico.

This note describes the matching procedure used to construct panel data sets from the 1987, 1989 and 1991 Hungarian Household Budget servey samples.

This paper considers the problem of forecasting in large macroeconomic panels using Bayesian model averaging. Practical methods for implementing Bayesian model averaging with factor models are described. These methods involve algorithms that simulate from the space defined by all possible...