Discussion paper DP13034 The Forcasting Performance of Dynamic Factor Models with Vintage Data Mario Forni 3 Jul 2018 Monetary Economics and Fluctuations C01 C32 C52 C53 E27 E37
Discussion paper DP11236 Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK John Muellbauer Janine Aron 18 Apr 2016 Monetary Economics and Fluctuations G21 G28 G17 R28 R21 C51 C53 E27
Discussion paper DP11004 Models, Inattention and Expectation Updates Vasiliki Skreta Raffaella Giacomini 20 Dec 2015 Monetary Economics and Fluctuations D80 D83 E27 E37
Discussion paper DP10910 Forecasting Unemployment across Countries: the Ins and Outs Regis Barnichon 1 Nov 2015 Labour Economics Monetary Economics and Fluctuations E24 E27 J6
Discussion paper DP10803 Approximating time varying structural models with time invariant structures Fabio Canova Christian Matthes 6 Sep 2015 Monetary Economics and Fluctuations C10 E27 E32
Discussion paper DP10238 A DSGE Model of China Patrick Minford 9 Nov 2014 International Macroeconomics C11 C15 C18 E27
Discussion paper DP10028 A DSGE Model of China Patrick Minford 15 Jun 2014 International Macroeconomics C11 C15 C18 E27
Discussion paper DP9692 Generalized Method of Moments with Latent Variables Raffaella Giacomini Giuseppe Ragusa 20 Oct 2013 International Macroeconomics C32 C36 E27
Discussion paper DP9630 The Stock Market Crash Really Did Cause the Great Recession Roger Farmer 8 Sep 2013 International Macroeconomics E24 E27 E32
Discussion paper DP9381 Choosing the variables to estimate singular DSGE models Fabio Canova Christian Matthes 10 Mar 2013 International Macroeconomics C10 E27 E32
Discussion paper DP9334 Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility Massimiliano Marcellino Fabrizio Venditti 10 Feb 2013 International Macroeconomics C22 E27 E32
Discussion paper DP9191 Can we use seasonally adjusted indicators in dynamic factor models? Gabriel Pérez Quirós Máximo Camacho 28 Oct 2012 International Macroeconomics C22 E27 E32