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Macroeconomic forecasting in the euro area : country specific versus area-wide information

Marcellino, Massimiliano (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002155894

Trend, seasonal, and sectoral inflation in the Euro area

Stock, James H.; Watson, Mark W. - 2019

Persistent link: https://www.econbiz.de/10012133666

Non-linearity and instability in the Euro area

Marcellino, Massimiliano - In: Nonlinear time series analysis of business cycles, (pp. 151-174). 2006

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Instability and non-linearity in the EMU

Marcellino, Massimiliano (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002156604

Forecasting EMU macroeconomic variables

Marcellino, Massimiliano (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002157267

Forecasting EMU macroeconomic variables

Marcellino, Massimiliano - In: International journal of forecasting 20 (2004) 2, pp. 359-372

Persistent link: https://www.econbiz.de/10002033543

Instability and non-linearity in the EMU

Marcellino, Massimiliano - 2002

Persistent link: https://www.econbiz.de/10013423902

Forecasting EMU macroeconomic variables

Marcellino, Massimiliano - 2002

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Implications of Dynamic Factor Models for VAR Analysis

Stock, James H.; Watson, Mark W. - 2022

This paper considers VAR models incorporating many time series that interact through a few dynamic factors. Several econometric issues are addressed including estimation of the number of dynamic factors and tests for the factor restrictions imposed on the VAR. Structural VAR identification based...

Persistent link: https://www.econbiz.de/10013322868

Implications of Dynamic Factor Models for VAR Analysis

Stock, James H. - 2005

Persistent link: https://www.econbiz.de/10012467213