Marta Banbura - Central Bank Research Hub

Papers by year: All | 2014 | 2010 | 2008 | 2007

Title Other author(s)

Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections

European Central Bank Working papers [View] (Paper: 1733, 12.09.2014)

JEL: C11, C13, C33, C53

Nowcasting

European Central Bank Working papers [View] (Paper: 1275, 08.12.2010)

Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data,

European Central Bank Working papers [View] (Paper: 1189, 25.06.2010)

JEL: C53, E37

Large Bayesian VARs

European Central Bank Working papers [View] (Paper: 0966, 15.11.2008)

JEL: C11, C13, C33, C53

A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP

European Central Bank Working papers [View] (Paper: 0751, 23.05.2007)

JEL: C53, E37

Papers by year: All | 2014 | 2010 | 2008 | 2007