Via Nazionale 91
Bank of Italy
in Total Papers Citations
VAR, labor market conditions, financial markets
VAR, Labor Market Conditions, Financial Markets
inflation, volatility, global factors, large datasets, multivariate autoregressive index models, reduced rank regressions, forecasting
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Forecasting, Global factors, inflation, large datasets, Multivariate Autoregressive Index models, Reduced Rank Regressions, volatility
multivariate autoregressive index models, stochastic volatility, reduced rank regressions, Bayesian VARs, factor models, structural analysis
survey data, panel data, professional forecasters, inflation expectations, monetary policy
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