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Marco Capasso - Central bank research hub

Papers by year: All | 2009

Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors

by Lucia Alessi , Marco Capasso and Matteo Barigozzi

European Central Bank Working Papers (Paper: 1115, 17.11.2009)

The distribution of households consumption-expenditure budget shares

by Lucia Alessi , Marco Capasso and Matteo Barigozzi

European Central Bank Working Papers (Paper: 1061, 16.06.2009)

JEL: C12, D12, D3
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