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A reality check for data snooping
White, Halbert, (2000)
The Model Confidence Set
Hansen, Peter Reinhard, (2014)
Forecast combination based on multiple encompassing tests in a macroeconomic DSGE system
Costantini, Mauro, (2010)
Forecasting aggregated moving average processes with an application to the euro area real interest rate
Sbrana, Giacomo, (2012)
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions
Sbrana, Giacomo, (2013)
On the use of area-wide models in the Euro-zone : the money demand case
Sbrana, Giacomo, (2008)