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DP9931 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 智库出版物
2014
作者:  Domenico Giannone;  Marta Banbura;  Michele Lenza
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Bayesian shrinkage  Conditional forecast  Dynamic factor model  Large cross-sections  Vector autoregression  
DP9112 Now-casting and the real-time data flow 智库出版物
2012
作者:  Lucrezia Reichlin;  Domenico Giannone;  Michele Modugno;  Marta Banbura
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Dynamic factor model  High-dimensional data  Macroeconomic forecasting  Macroeconomic news  Mixed-frequency  Real-time data  State-space models  
DP7883 Nowcasting 智库出版物
2010
作者:  Lucrezia Reichlin;  Domenico Giannone;  Marta Banbura
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Factor model  Forecasting  News  Nowcasting  
DP6326 Bayesian VARs with Large Panels 智库出版物
2007
作者:  Lucrezia Reichlin;  Domenico Giannone;  Marta Banbura
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Adaptive learning  Fiscal policy  Indeterminacy  monetary policy  Zero interest rate lower bound