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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Bernoth, Kerstin"
~person:"Kapetanios, George"
~person:"Pesaran, M. Hashem"
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Structural analysis with multivariate autoregressive index models
Carreiro, Andrea
;
Kapetanios, George
;
Marcellino, …
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2015
Persistent link: https://www.econbiz.de/10011391928
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2
The forward premium puzzle and latent factors day by day
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
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2010
Persistent link: https://www.econbiz.de/10003969493
Saved in:
3
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
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2009
Persistent link: https://www.econbiz.de/10003814581
Saved in:
4
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
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2009
Persistent link: https://www.econbiz.de/10003887159
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