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Tail Forecasting with Multivar...
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721
Comments on "A comparison of mixed frequency approaches for nowcasting euro area macroeconomic aggregates"
Sestieri, Giulia
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 569-571
Persistent link: https://www.econbiz.de/10010513609
Saved in:
722
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
Foroni, Claudia
;
Marcellino, Massimiliano
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 554-568
Persistent link: https://www.econbiz.de/10010513618
Saved in:
723
An overview of the factor-augmented error-correction model
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
-
2015
Persistent link: https://www.econbiz.de/10010494865
Saved in:
724
Factor based identification-robust inference in IV regressions
Kapetanios, George
;
Khalaf, Lynda
;
Marcellino, Massimiliano
-
2015
Persistent link: https://www.econbiz.de/10010495478
Saved in:
725
The multiscale causal dynamics of foreign exchange markets
Bekiros, Stelios
;
Marcellino, Massimiliano
- In:
Journal of international money and finance
33
(
2013
),
pp. 282-305
Persistent link: https://www.econbiz.de/10009730717
Saved in:
726
Principal components at work : the empirical analysis of monetary policy with large data sets
Favero, Carlo A.
;
Marcellino, Massimiliano
;
Neglia, …
- In:
Journal of applied econometrics
20
(
2005
)
5
,
pp. 603-620
Persistent link: https://www.econbiz.de/10003121144
Saved in:
727
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
Saved in:
728
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural favars
Marcellino, Massimiliano
;
Sivec, Vasja
-
2015
Persistent link: https://www.econbiz.de/10011289242
Saved in:
729
Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003320261
Saved in:
730
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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