Uncertainty and risk analysis of macroeconomic forecasts : fan charts revisited [Working Papers nº 19-03]
On the uncertainty and risks of macroeconomic forecasts : combining judgements with sample and model information [Working papers nº 21-08]
Determing the number of factors in approximate factor models with global and group-specific factors [Working papers nº 9-08]
Forecasting using targeted diffusion indexes [Working papers nº 7-08]
Dynamic factor models with jagged edge panel data : taking on board the dynamics of the idiosyncratic components [Working papers nº 13-09]
Marginal distributions of random vectors generated by affine transformations of independent two-piece normal variables [Working papers nº 13-10]
Market perception of fiscal sustainability : an application to the largest euro area economies [Working papers nº 9-12]
A non-hierarchical dynamic factor model for three-way data