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| DP14417 Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models 智库出版物
2020
作者: Carlo A. Favero; Alessandro Melone
  收藏 | 浏览/下载：6/0 | 提交时间：2022/09/22
Return predictability Mispricing Equilibrium correction term Dynamic factor-portfolio models |
| DP10739 Inflation forecasting models for Uganda: is mobile money relevant? 智库出版物
2015
作者: John Muellbauer; Janine Aron
收藏 | 浏览/下载：0/0 | 提交时间：2022/09/22
Error correction models Mobile money Model selection Modelling inflation |
| Big Fish: Oil Markets and Speculation 智库出版物
2015
作者: Alessandro Cologni; Elisa Scarpa; Francesco Giuseppe Sitzia
JPEG(71Kb) | 收藏 | 浏览/下载：3/0 | 提交时间：2019/06/14
Oil Price Dynamics Speculation and Fundamentals Conditional Error Correction Models Pesaran Bounds Testing Approach |
| DP9858 Structural FECM: Cointegration in large-scale structural FAVAR models 智库出版物
2014
作者: Anindya Banerjee; Massimiliano Marcellino; Igor Masten
收藏 | 浏览/下载：4/0 | 提交时间：2022/09/22
Cointegration Dynamic factor models Factor-augmented error correction models Favar Structural analysis |
| DP7895 Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa? 智库出版物
2010
作者: John Muellbauer; Janine Aron
收藏 | 浏览/下载：0/0 | 提交时间：2022/09/22
Sectoral inflation Cpi sub-components Error correction models Evaluating forecasts Model selection Multivariate time series Disaggregation |
| DP7877 New methods for forecasting inflation, applied to the US. 智库出版物
2010
作者: John Muellbauer; Janine Aron
收藏 | 浏览/下载：0/0 | 提交时间：2022/09/22
Error correction models Evaluating forecasts Model selection Multivariate time series |
| DP7677 Forecasting with Factor-augmented Error Correction Models 智库出版物
2010
作者: Anindya Banerjee; Massimiliano Marcellino; Igor Masten
收藏 | 浏览/下载：3/0 | 提交时间：2022/09/22
Cointegration Dynamic factor models Error correction models Factor-augmented error correction models Favar Forecasting |
| DP6717 Brain Drained: A Tale of Two Countries 智库出版物
2008
作者: Dan Ben-David
收藏 | 浏览/下载：1/0 | 提交时间：2022/09/22
Cointegration Dynamic factor models Error correction models Factor-augmented error correction models Favar Var |
| Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship 智库出版物
2005
作者: Matteo Manera; Margherita Grasso
Adobe PDF(785Kb) | 收藏 | 浏览/下载：0/0 | 提交时间：2019/06/14
Oil prices,Gasoline prices,Asymmetries,Error correction models |
| Long-run Models of Oil Stock Prices 智库出版物
2003
作者: Matteo Manera; Alessandro Lanza; Margherita Grasso; Massimo Giovannini
收藏 | 浏览/下载：0/0 | 提交时间：2019/06/14
Cointegration,Vector error correction models,Oil companies,Oil stock prices,Hydrocarbon fuels,Energy,Non-renewable resources,Environment |
