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Panel index var models : specification, estimation, testing and leading indicators
Canova, Fabio - 2003
Persistent link: https://www.econbiz.de/10013424338
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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - 2013
Persistent link: https://www.econbiz.de/10010206763
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Markov-switching mixed-frequency VAR models
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010342583
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Forecasting with factor-augmendted error correction models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2010
Persistent link: https://www.econbiz.de/10003948826
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Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation
Kapetanios, George; Marcellino, Massimiliano - 2006
Persistent link: https://www.econbiz.de/10003322842
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Recovering social networks from panel data : identification, simulations and an application
Paula, Áureo de; Rasul, Imran; Souza, Pedro C. L. - 2018
Persistent link: https://www.econbiz.de/10011889764
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Protectionism and the business cycle
Barattieri, Alessandro; Cacciatore, Matteo; Ghironi, Fabio - 2018
Persistent link: https://www.econbiz.de/10011884446
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Panel vector autoregressive models : a survey
Canova, Fabio; Ciccarelli, Matteo - 2013
Persistent link: https://www.econbiz.de/10009734277
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Ensuring financial stability : financial structure and the impact of monetary policy on asset prices
Assenmacher-Wesche, Katrin; Gerlach, Stefan - 2008
Persistent link: https://www.econbiz.de/10003704984
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Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509651