Title:Factor Augmented Error Correction Models
Author(s):BANERJEE, Anindya; MARCELLINO, MassimilianoDate:2009Type of Publication:Contribution to bookAbstract:This chapter brings together several important strands of the econometrics literature: error-correction, cointegration, and dynamic factor models. It introduces the Factor-augmented Error Correction Model (FECM), where the ...
Title:Financial Architecture
Author(s):CORSETTI, GiancarloDate:2009Type of Publication:Contribution to book
Title:The Financial Implications of a Banking Union
Author(s):ALLEN, Franklin; CARLETTI, Elena; GIMBER, AndrewDate:2012Type of Publication:Contribution to bookAbstract:With calls for a banking union to resolve the issue of banking interdependence within the Eurozone, this paper explores the reasons behind such a policy, how it should be implemented and the possible ramifications.