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Title:Forecasting with factor-augmented error correction models Author(s):BANERJEE, Anindya; MARCELLINO, Massimiliano
; MASTEN, IgorDate:2014Citation:
- International journal of forecasting, 2014, Vol. 30, No. 3, pp. 589-612
Type:ArticleAbstract:As a generalization of the factor-augmented VAR (FAVAR) and of the Error Correction Model (ECM), Banerjee and Marcellino (2009) introduced the Factor-augmented Error Correction Model (FECM). The FECM combines error-correction, ...
; MASTEN, IgorDate:2014Citation:
Title:Some cautions on the use of panel methods for integrated series of macroeconomic data Author(s):BANERJEE, Anindya; MARCELLINO, Massimiliano; OSBAT, ChiaraDate:2004Citation:
- The Econometrics Journal, 2004, 7, 2, 322-340
Type:Article
; OSBAT, ChiaraDate:2004Citation:
Title:Leading Indicators for Euro-area Inflation and GDP Growth Author(s):BANERJEE, Anindya; MARCELLINO, Massimiliano; MASTEN, IgorDate:2005Citation:
- Oxford Bulletin of Economics and Statistics, 2005, 37, s 1, 785-813
Type:Article
; MASTEN, IgorDate:2005Citation:
Title:Testing for PPP: Should we use Panel Methods? Author(s):BANERJEE, Anindya; MARCELLINO, Massimiliano; OSBAT, ChiaraDate:2005Citation:
- Empirical Economics , 2005, 30, 1, 77-91
Type:ArticleAbstract:A common finding in the empirical literature on the validity of purchasing power parity (PPP) is that it holds when tested for in panel data, but not in univariate (i.e. country-specific) analysis. The usual explanation ...
; OSBAT, ChiaraDate:2005Citation:
Title:Dating Business Cycles: a Methodological Contribution with an Application to the Euro Area Author(s):ARTIS, Michael J.; MARCELLINO, Massimiliano; PROIETTI, TommasoDate:2004Citation:
- Oxford Bulletin of Economics and Statistics, 2004, 66, 4, 537-565
Type:Article
; PROIETTI, TommasoDate:2004Citation:
Title:Testing for PPP: Should We Use Panel Methods? Author(s):MARCELLINO, MassimilianoDate:2005Citation:
- Empirical Economics , 2005, 30, 1, 77 - 91
Type:Article
Date:2005Citation:
Title:Forecasting EMU Macroeconomic Variables Author(s):MARCELLINO, MassimilianoDate:2004Citation:
- International Journal of Forecasting, 2004, 20, 2, 359-372
Type:Article
Date:2004Citation:
Title:Some Cautions on the Use of Panel Methods for Integrated Series of Macroeconomic Data Author(s):MARCELLINO, MassimilianoDate:2004Citation:
- The Econometrics Journal, 2004, 7, 2, 322-340
Type:Article
Date:2004Citation:
Title:Forecast Pooling for European Macroeconomic Variables Author(s):MARCELLINO, MassimilianoDate:2004Citation:
- Oxford Bulletin of Economics and Statistics, 2004, 66, 1, 91-112
Type:Article
Date:2004Citation:
Title:Principal Components at Work: the Empirical Analysis of Monetary Policy with Large Data Sets Author(s):MARCELLINO, MassimilianoDate:2005Citation:
- Journal of Applied Econometrics, 2005, 20, 5, 603-620
Type:Article
Date:2005Citation: