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person:"Kapetanios, George"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Banerjee, Anindya"
~person:"Hendry, David F."
~person:"Reichlin, Lucrezia"
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Search: subject_exact:"Time series analysis"
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Time series analysis
11
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2
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2
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Kapetanios, George
Banerjee, Anindya
Hendry, David F.
Reichlin, Lucrezia
Forni, Mario
8
Camacho, Maximo
6
Marcellino, Massimiliano
6
Pérez-Quirós, Gabriel
6
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5
Ghysels, Eric
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2
Jong, Frank de
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Portier, Franck
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Ravn, Morten O.
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Discussion paper / Centre for Economic Policy Research
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International journal of forecasting
12
Journal of econometrics
11
Econometric reviews
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Oxford bulletin of economics and statistics
6
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The review of economics and statistics
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A Century of economics : 100 years of the Royal Economic Society and the Economic Journal
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ECONIS (ZBW)
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1
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2008
Persistent link: https://www.econbiz.de/10003774002
Saved in:
2
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/10003668444
Saved in:
3
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Doz, Catherine
;
Giannone, Domenico
;
Reichlin, Lucrezia
-
2007
Persistent link: https://www.econbiz.de/10003413769
Saved in:
4
A quasi maximum likelihood approach for large approximate dynamic factor models
Doz, Catherine
;
Giannone, Domenico
;
Reichlin, Lucrezia
-
2006
Persistent link: https://www.econbiz.de/10003353030
Saved in:
5
Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
Mol, Christine de
;
Giannone, Domenico
;
Reichlin, Lucrezia
-
2006
Persistent link: https://www.econbiz.de/10003381781
Saved in:
6
Factor models in large cross-sections of time series
Reichlin, Lucrezia
-
2002
Persistent link: https://www.econbiz.de/10001657592
Saved in:
7
Factor forecasts for the US
Artis, Michael J.
-
2002
Persistent link: https://www.econbiz.de/10013423713
Saved in:
8
The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Reichlin, Lucrezia
-
2002
Persistent link: https://www.econbiz.de/10013424011
Saved in:
9
A measure of comovement for economic variables : theory and empirics
Croux, Christophe
-
1999
Persistent link: https://www.econbiz.de/10013422947
Saved in:
10
Information, forecasts and measurement of the business cycle
Evans, George
-
1993
Persistent link: https://www.econbiz.de/10013421739
Saved in:
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