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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion papers in economics"
~person:"Forni, Mario"
~person:"Wickens, Michael R."
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ECONIS (ZBW)
27
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The persistence in volatility of the US term premium : 1970 - 1986
Tzavalis, Elias
;
Wickens, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000912868
Saved in:
2
Vehicle currencies, bank debt and the asset market approach to exchange rate determination : the US dollar, 1980 - 1985
Thomas, Stephen
;
Wickens, Michael R.
-
1987
Persistent link: https://www.econbiz.de/10000718278
Saved in:
3
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
4
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011482273
Saved in:
5
VAR information and the empirical validation of DSGE models
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2016
Persistent link: https://www.econbiz.de/10011482286
Saved in:
6
The forcasting performance of dynamic factor models with vintage data
Di Bonaventura, Luca
;
Forni, Mario
;
Pattarin, Francesco
-
2018
Persistent link: https://www.econbiz.de/10011937180
Saved in:
7
Macroeconomic sources of equity risk
Smith, Peter N.
(
contributor
);
Sorensen, S.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001837657
Saved in:
8
The equity premium and the business cycles : the role of demand and supply shocks
Smith, Peter N.
;
Sorensen, Steffen
;
Wickens, Michael R.
-
2009
Persistent link: https://www.econbiz.de/10003830175
Saved in:
9
The dynamic effects of monetary policy : a structural factor model approach
Forni, Mario
;
Gambetti, Luca
-
2008
Persistent link: https://www.econbiz.de/10003793645
Saved in:
10
Some problems in the testing of DSGE models
Le, Vo Phuong Mai
;
Minford, Patrick
;
Wickens, Michael R.
-
2010
Persistent link: https://www.econbiz.de/10003943927
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