| Title | Other author(s) | |
|---|---|---|
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factorsEuropean Central Bank Working papers [View] (Paper: 1115, 17.11.2009) |
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The distribution of households consumption-expenditure budget sharesEuropean Central Bank Working papers [View] (Paper: 1061, 16.06.2009) |
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'Real time'early warning indicators for costly asset price boom/bust cycles: a role for global liquidityEuropean Central Bank Working papers [View] (Paper: 1039, 22.04.2009) |
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A review of nonfundamentalness and identification in structural VAR modelsEuropean Central Bank Working papers [View] (Paper: 0922, 31.07.2008) |
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A robust criterion for determining the number of static factors in approximate factor models.European Central Bank Working papers [View] (Paper: 0903, 20.05.2008) JEL: C52 |
