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Factor analysis in a model with rational expectations
Beyer, Andreas; Farmer, Roger E. A.; Henry, Jérôme; … - In: The econometrics journal 11 (2008) 2, pp. 271-286
Persistent link: https://www.econbiz.de/10003750795
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural favars
Marcellino, Massimiliano; Sivec, Vasja - 2015
Persistent link: https://www.econbiz.de/10011289242
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Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003320261
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A parametric estimation method for dynamic factor models of large dimensions
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003320407
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Forecasting euro-area variables with German pre-EMU data
Brüggemann, Ralf (contributor);  … - 2006
It is investigated whether Euro-area variables can be forecast better based on synthetic time series for the pre-Euro period or by using just data from Germany for the pre-Euro period. Our forecast comparison is based on quarterly data for the period 1970Q1 - 2003Q4 for ten macroeconomic...
Persistent link: https://www.econbiz.de/10003375993
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A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano; Stock, James H.; Watson, Mark W. - In: Journal of econometrics 135 (2006) 1/2, pp. 499-526
Persistent link: https://www.econbiz.de/10003376109
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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
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The cyclical experience of the new Member States
Artis, Michael J.; Marcellino, Massimiliano; Proietti, … - In: The Central and Eastern European countries and the …, (pp. 135-158). 2006
Persistent link: https://www.econbiz.de/10003334588
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TFP, costs and public infrastructure : an equivocal relationship
La Ferrara, Eliana; Marcellino, Massimiliano - In: The Central and Eastern European countries and the …, (pp. 333-364). 2006
Persistent link: https://www.econbiz.de/10003334605
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Factor based index tracking
Corielli, Francesco; Marcellino, Massimiliano - In: Journal of banking & finance 30 (2006) 8, pp. 2215-2233
Persistent link: https://www.econbiz.de/10003355749