1. Big Data & Macroeconomic Nowcasting: Methodological Review. (2018). Kapetanios, George ; Papailias, Fotis.
   In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
   RePEc:nsr:escoed:escoe-dp-2018-12.

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2. Co-movement of precious metals and forecasting using scale by scale wavelet transform. (2017). Unal, Gazanfer ; Oral, Emrah.
   In: International Journal of Financial Engineering (IJFE).
   RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500074.

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3. The Chen-Tindall system and the lasso operator: improving automatic model performance. (2016). Tindall, Michael ; chen, jiaqi.
   In: Occasional Papers.
   RePEc:fip:feddop:2016_001.

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4. Proyección de la inflación agregada con modelos de vectores autorregresivos bayesianos. (2015). Ledesma Arista, Alan ; Carrera, Cesar.
   In: Working Papers.
   RePEc:rbp:wpaper:2015-003.

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5. Structural Analysis with Multivariate Autoregressive Index Models. (2015). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea ; Carreiro, Andrea .
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10801.

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6. Aggregate Inflation Forecast with Bayesian Vector Autoregressive Models. (2015). Ledesma Arista, Alan ; Carrera, Cesar.
   In: Working Papers.
   RePEc:apc:wpaper:2015-050.

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7. Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets. (2014). Kapetanios, George ; Dias, Gustavo Fruet.
   In: CREATES Research Papers.
   RePEc:aah:create:2014-37.

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8. Predicción de la inflación en México con modelos desagregados por componente. (2012). Tena, Juan de Dios ; Duran, Robinson ; Juan de Dios Tena, ; Garrido, Evelyn ; Godoy, Carolina .
   In: Estudios Económicos.
   RePEc:emx:esteco:v:27:y:2012:i:1:p:133-167.

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9. The ECB and the Interbank Market. (2012). Reichlin, Lucrezia ; Pill, Huw ; Lenza, Michele ; Giannone, Domenico.
   In: Working Papers ECARES.
   RePEc:eca:wpaper:2013/108100.

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10. Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/106648.

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11. Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?. (2011). Paciello, Luigi.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:8:p:1663-1684.

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12. Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?. (2011). Paciello, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:0917.

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13. Forecasting economic growth in the euro area during the Great Moderation and the Great Recession. (2011). Maier, Philipp ; Lombardi, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111379.

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14. Incorporating theoretical restrictions into forecasting by projection methods. (2011). Ragusa, Giuseppe ; Giacomini, Raffaella.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8604.

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15. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2010). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:1001.

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16. Global commodity cycles and linkages a FAVAR approach. (2010). Schnatz, Bernd ; Osbat, Chiara ; Lombardi, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101170.

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17. Short-term inflation projections: a Bayesian vector autoregressive approach. (2010). onorante, luca ; Momferatou, Daphne ; Lenza, Michele ; Giannone, Domenico ; Momferatu, Daphne .
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2010_011.

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18. Non-standard Monetary Policy Measures and Monetary Developments. (2010). Reichlin, Lucrezia ; Pill, Huw ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8125.

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19. Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach. (2010). onorante, luca ; Momferatou, Daphne ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7746.

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20. Monetary policy in exceptional times. (2010). Reichlin, Lucrezia ; Pill, Huw ; Lenza, Michele.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7669.

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21. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2009-42.

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22. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model. (2009). Miller, Stephen ; Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2009-19.

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23. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode. (2009). Miller, Stephen ; Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:0919.

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24. A Factor Analysis of Bond Risk Premia. (2009). Ng, Serena ; Ludvigson, Sydney.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15188.

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25. Boosting diffusion indices. (2009). Ng, Serena ; Bai, Jushan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:4:p:607-629.

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26. Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/31.

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27. Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/13.

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28. Real-time inflation forecasting in a changing world. (2009). Paap, Richard ; Groen, Jan ; Groen, J. J. J., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:16709.

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29. Infinite-dimensional VARs and factor models. (2009). Pesaran, Mohammad ; Chudik, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2009998.

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30. Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7446.

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31. Real-Time Inflation Forecasting in a Changing World. (2009). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, .
    In: Working Paper.
    RePEc:bno:worpap:2009_16.

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32. Large Bayesian VARs. (2008). Banbura, Marta ; Babura, Marta.
    In: 2008 Meeting Papers.
    RePEc:red:sed008:334.

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33. Forecasting with Dynamic Models using Shrinkage-based Estimation. (2008). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp635.

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34. Forecasting Exchange Rates with a Large Bayesian VAR. (2008). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp634.

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35. Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting. (2008). Kapetanios, George ; Groen, Jan ; Jan J. J. Groen, .
    In: Working Papers.
    RePEc:qmw:qmwecw:wp624.

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36. Forecasting with Dynamic Models using Shrinkage-based Estimation. (2008). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:635.

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37. Forecasting Exchange Rates with a Large Bayesian VAR. (2008). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:634.

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38. Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting. (2008). Kapetanios, George ; Groen, Jan.
    In: Working Papers.
    RePEc:qmw:qmwecw:624.

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39. Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand. (2008). Matheson, Troy ; Bloor, Chris.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2008/09.

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40. How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265.

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41. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:333.

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42. Revisiting useful approaches to data-rich macroeconomic forecasting. (2008). Kapetanios, George ; Groen, Jan.
    In: Staff Reports.
    RePEc:fip:fednsr:327.

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43. Forecasting Exchange Rates with a Large Bayesian VAR. (2008). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2008/33.

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44. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2008/16.

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45. Forecasting economic time series using targeted predictors. (2008). Ng, Serena ; Bai, Jushan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:2:p:304-317.

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46. Sparse and stable Markowitz portfolios. (2008). Giannone, Domenico ; Brodie, Joshua ; Daubechies, Ingrid ; Loris, Ignace ; de Mol, Christine.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008936.

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47. Explaining the Great Moderation: it is not the shocks. (2008). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008865.

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48. Large Bayesian VARs. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2008_033.

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49. Forecasting Exchange Rates with a Large Bayesian VAR. (2008). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7008.

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50. Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6708.

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51. Sparse and stable Markowitz portfolios. (2008). Giannone, Domenico ; Brodie, Joshua ; Daubechies, Ingrid ; Loris, Ignace ; de Mol, Christine.
    In: Papers.
    RePEc:arx:papers:0708.0046.

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52. Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities. (2007). Schumacher, Christian ; Scharnagl, Michael.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5573.

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53. Forecasting Large Datasets with Reduced Rank Multivariate Models. (2007). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp617.

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54. Forecasting Large Datasets with Reduced Rank Multivariate Models. (2007). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:617.

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55. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, Mohammad ; Chudik, Alexander.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3206.

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56. Bayesian VARs with Large Panels. (2007). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6326.

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57. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, Mohammad ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2176.

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58. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, Mohammad ; Chudik, Alexander.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0757.

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1. Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Nwachukwu, Jacinta ; Asongu, Simplice.
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   RePEc:agd:wpaper:16/047.

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2. Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Asongu, Simplice ; Nwachukwu, Jacinta C.
   In: Research Africa Network Working Papers.
   RePEc:abh:wpaper:16/047.

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3. The incremental effect of education on corruption: evidence of synergy from lifelong learning. (2015). Nwachukwu, Jacinta ; Asongu, Simplice.
   In: MPRA Paper.
   RePEc:pra:mprapa:69439.

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4. Likelihood-based Analysis for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Jungbacker, Borus.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20080007.

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5. A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence. (2014). Pesaran, Mohammad ; Holly, Sean ; Bailey, Natalia.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_4592.

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6. The environmental convergence hypothesis: Carbon dioxide emissions according to the source of energy. (2013). Herrerias, Maria Jesus.
   In: Energy Policy.
   RePEc:eee:enepol:v:61:y:2013:i:c:p:1140-1150.

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7. IV Estimation of Panels with Factor Residuals. (2013). Sarafidis, Vasilis ; Robertson, Donald.
   In: Cambridge Working Papers in Economics.
   RePEc:cam:camdae:1321.

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8. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
   In: AMSE Working Papers.
   RePEc:aim:wpaimx:1301.

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9. Social Interactions in the Labor Market. (2011). Kniesner, Thomas ; Bishop, John A. ; Grodner, Andrew.
   In: IZA Discussion Papers.
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10. Were Fed’s active monetary policy actions necessary?. (2010). Pang, Iris Ai Jao, .
    In: MPRA Paper.
    RePEc:pra:mprapa:32496.

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11. Forecasting Hong Kong economy using factor augmented vector autoregression. (2010). Pang, Iris Ai Jao, .
    In: MPRA Paper.
    RePEc:pra:mprapa:32495.

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12. Forecasting Macroeconomic Aggregates. (2010). Mayr, Johannes.
    In: Munich Dissertations in Economics.
    RePEc:lmu:dissen:11140.

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13. The Great Recession: US dynamics and spillovers to the world economy. (2010). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: ICER Working Papers - Applied Mathematics Series.
    RePEc:icr:wpmath:34-2010.

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14. Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data. (2007). Mihov, Ilian ; Giannoni, Marc ; Boivin, Jean.
    In: NBER Working Papers.
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15. A Note on the Pooling of Individual PANIC Unit Root Tests. (2007). Westerlund, Joakim.
    In: Working Papers.
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16. Econometric analyses with backdated data: unified Germany and the euro area. (2007). Marcellino, Massimiliano ; Angelini, Elena.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007752.

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17. Opening the black box: structural factor models with large cross-sections. (2007). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007712.

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18. Transition Modeling and Econometric Convergence Tests. (2007). Sul, Donggyu ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
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19. Panel Data Models with Multiple Time-Varying Individual Effects. (2007). Schmidt, Peter ; Lee, Young Hoon ; Ahn, Seung.
    In: Working Papers.
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20. Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?. (2007). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Carlo Alberto Notebooks.
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21. Sticky prices and monetary policy: Evidence from disaggregated US data. (2006). Mihov, Ilian ; Giannoni, Marc ; Boivin, Jean.
    In: CFS Working Paper Series.
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22. Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; de Mol, Christine.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5040.

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23. A Spatio-Temporal Model of House Prices in the US. (2006). Yamagata, Takashi ; Pesaran, Mohammad ; Holly, Sean.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp2338.

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24. Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: Working Papers.
    RePEc:igi:igierp:306.

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25. A Two-step estimator for large approximate dynamic factor models based on Kalman filtering. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2006-23.

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26. Comovements in volatility in the euro money market. (2006). MORANA, CLAUDIO ; Cassola, Nuno.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006703.

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27. Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; de Mol, Christine.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006700.

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28. A quasi maximum likelihood approach for large approximate dynamic factor models. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006674.

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29. Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David H.
    In: Working Paper Series.
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30. Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; de Mol, Christine.
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31. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
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32. New EuroCOIN: Tracking Economic Growth in Real Time. (2006). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo.
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33. Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
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34. A Spatio-Temporal Model of House Prices in the US. (2006). Yamagata, Takashi ; Pesaran, Mohammad ; Holly, Sean.
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35. International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
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36. A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
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37. A Spatio-Temporal Model of House Prices in the US. (2006). Yamagata, Takashi ; Pesaran, Mohammad ; Holly, Sean.
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38. Dynamic factor models. (2005). Eickmeier, Sandra ; Breitung, Jörg.
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39. Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model. (2005). Eickmeier, Sandra.
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40. Large dimension forecasting models and random singular value spectra. (2005). Potters, Marc ; Laloux, Laurent ; Bouchaud, Jean-Philippe ; Miceli, Augusta M..
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41. Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
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42. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence. (2005). Kao, Chihwa ; Bai, Jushan.
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43. Pooling-based Data Interpolation and Backdating. (2005). Marcellino, Massimiliano.
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44. Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases. (2005). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David.
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45. Global inflation. (2005). Mojon, Benoit ; Ciccarelli, Matteo.
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46. Factor analysis in a New-Keynesian model. (2005). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
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47. Pooling-based data interpolation and backdating. (2005). Marcellino, Massimiliano.
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48. LISREL 8.54: A program for structural equation modelling with latent variables. (2004). Cziraky, Dario .
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49. A Dynamic Factor Approach to Nonlinear Stability Analysis. (2004). Shintani, Mototsugu.
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50. Interpolation and backdating with a large information set. (2003). Marcellino, Massimiliano ; Henry, Jerome ; Angelini, Elena.
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