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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Marcellino, Massimiliano"
~subject:"Factor analysis"
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Marcellino, Massimiliano
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural favars
Marcellino, Massimiliano
;
Sivec, Vasja
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2015
Persistent link: https://www.econbiz.de/10011289242
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Structural FECM : cointegration in large-scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
-
2014
Persistent link: https://www.econbiz.de/10010363312
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Classical time-varying FAVAR models ; Estimation, forecasting and structural analysis
Eickmeier, Sandra
;
Lemke, Wolfgang
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10009012118
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