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Forecasting with factor-augmen...
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1
Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
-
2008
Persistent link: https://www.econbiz.de/10003913416
Saved in:
2
Forecasting with factor-augmented error correction models
Aastveit, Knut Are
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 613-615
Persistent link: https://www.econbiz.de/10010513598
Saved in:
3
Forecasting with factor-augmented error correction models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 589-612
Persistent link: https://www.econbiz.de/10010513599
Saved in:
4
Structural FECM : cointegration in large-scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
-
2014
Persistent link: https://www.econbiz.de/10010363312
Saved in:
5
An overview of the factor-augmented error-correction model
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
-
2015
Persistent link: https://www.econbiz.de/10010494865
Saved in:
6
An overview of the Factor-augmented Error-Correction Model
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Dynamic factor models
,
(pp. 3-41)
.
2016
Persistent link: https://www.econbiz.de/10011448650
Saved in:
7
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
8
Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003652053
Saved in:
9
Forecasting macroeconomic variables for the new Member States
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
The Central and Eastern European countries and the …
,
(pp. 108-134)
.
2006
Persistent link: https://www.econbiz.de/10003334586
Saved in:
10
Forecasting with factor-augmented error correction models
Masten, Igor
;
Banerjee, Anindya
;
Marcellino, Massimiliano
-
2009
Persistent link: https://www.econbiz.de/10003897887
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