Recent research output

• BANERJEE, Anindya; MARCELLINO, Massimiliano; MASTEN, Igor (2015), An overview of the factor-augmented error-correction model, Working Paper
• BANERJEE, Anindya; MARCELLINO, Massimiliano; MASTEN, Igor (2014), Forecasting with factor-augmented error correction models, Article
• BANERJEE, Anindya; MARCELLINO, Massimiliano; MASTEN, Igor (2014), Structural FECM : cointegration in large-scale structural FAVAR models, Working Paper
• BANERJEE, Anindya; MARCELLINO, Massimiliano (2009), Factor Augmented Error Correction Models, Contribution to book
• MASTEN, Igor; BANERJEE, Anindya; MARCELLINO, Massimiliano (2009), Forecasting with Factor-augmented Error Correction Models, Working Paper
• BANERJEE, Anindya; MARCELLINO, Massimiliano; MASTEN, Igor (2008), Forecasting macroeconomic variables using diffusion indexes in short samples with structural change, Working Paper