1. Inflation Targeting in the United Kingdom: Is there evidence for Asymmetric Preferences?. (2020). Srinivasan, Naveen ; Rawat, Pranjal ; Kayal, Parthajit.
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2. El esquema de objetivos de inflación: Evidencia para América Latina (1999-2015). (2017). Salcines-Cristal, Venancio J ; Barros-Campello, Esther ; Pateiro-Rodriguez, Carlos ; Pateiro-Lopez, Carlos.
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   RePEc:udc:esteco:v:44:y:2017:i:2:p:97-124.

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3. El esquema de objetivos de inflación: Evidencia para América Latina (1999-2015). (2017). PATEIRO RODRÍGUEZ, CARLOS ; Salcines-Cristal, Venancio J ; Barros-Campello, Esther ; Pateiro-Rodriguez, Carlos ; Pateiro-Lopez, Carlos.
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   RePEc:udc:esteco:v:44:y:2017:i:2:p:223-250.

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4. Asymmetric central banks preference and inflation rate in Jordan. (2009). Sweidan, Osama.
   In: Studies in Economics and Finance.
   RePEc:eme:sefpps:v:26:y:2009:i:4:p:232-245.

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5. Asymmetry in Monetary Policy: An Asymmetric Objective Function and a New-Keynesian Model. (2007). Nagar, Weitzman.
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6. Estimating Central Banks preferences from a time-varying empirical reaction function. (2006). Assenmacher, Katrin.
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7. The macroeconomic Loss Function: a Critical Note. (2003). .
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8. Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model. (2002). Castelnuovo, Efrem.
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9. Are contemporary central banks transparent about economic models and objectives and what difference does it make? - commentary. (2002). Walsh, Carl.
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10. Inflation Expectations and Learning about Monetary Policy. (2002). Moran, Kevin ; Hendry, Scott ; Andolfatto, David.
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11. A Prudent Central Banker. (2001). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2001-07.

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2. Evaluating German business cycle forecasts under an asymmetric loss function. (2009). Siliverstovs, Boriss ; Fritsche, Ulrich ; Döpke, Jörg ; Dopke, Jorg.
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3. Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function. (2009). Siliverstovs, Boriss ; Fritsche, Ulrich ; Döpke, Jörg ; Doepke, Joerg.
   In: Macroeconomics and Finance Series.
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4. Explanations of the inconsistencies in survey respondentsforecasts. (2008). Clements, Michael.
   In: The Warwick Economics Research Paper Series (TWERPS).
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5. Disagreement and Biases in Inflation Expectations. (2008). Timmermann, Allan ; Capistrán, Carlos ; Capistran, Carlos.
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6. Multi-step forecasts from threshold ARMA models using asymmetric loss functions. (2007). Niglio, Marcella.
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7. Economic Forecasting. (2007). Timmermann, Allan ; Elliott, Graham.
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8. Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters. (2006). Clements, Michael.
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10. Time Series Analysis. (2006). Nerlove, Marc ; Kilian, Lutz ; Diebold, Francis.
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13. Disagreement and Biases in Inflation Expectations. (2006). Timmermann, Allan ; Capistrán, Carlos.
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16. Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?. (2005). Capistrán, Carlos ; Capistrn-Carmona, Carlos.
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19. Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence. (2005). Diebold, Francis ; Campbell, Sean D..
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20. The Political Economy of Revenue-Forecasting Experience From Low-Income Countries. (2005). Danninger, Stephan ; Cangiano, M ; Kyobe, Annette J.
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21. Survey Expectations. (2005). Weale, Martin ; Pesaran, Mohammad.
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22. An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series. (2004). Swanson, Norman ; Bhardwaj, Geetesh.
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23. Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection. (2004). Swanson, Norman ; Corradi, Valentina.
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24. Properties of Optimal Forecasts. (2004). Timmermann, Allan ; Patton, Andrew.
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25. Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?. (2004). Timmermann, Allan ; Komunjer, Ivana ; Elliott, Graham.
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26. Anticipation of monetary policy in UK financial markets. (2004). wetherilt, anne ; Lildholdt, Peter.
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27. Financial asset returns, direction-of-change forecasting, and volatility dynamics. (2003). Diebold, Francis ; Christoffersen, Peter F..
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28. Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives. (2003). Swanson, Norman ; Corradi, Valentina.
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30. Forecasting economic and financial time-series with non-linear models. (2003). Swanson, Norman ; Franses, Philip Hans ; Clements, Michael.
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31. Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. (2003). Diebold, Francis.
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32. Estimating Loss Function Parameters. (2003). Timmermann, Allan ; Komunjer, Ivana ; Elliott, Graham.
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33. Weather Forecasting for Weather Derivatives. (2002). Diebold, Francis ; Campbell, Sean D..
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34. Does the Barro-Gordon Model Explain the Behavior of US Inflation? a Reexamination of the Empirical Evidence. (2002). Ruge-Murcia, Francisco.
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35. Financial Asset Returns, Market Timing, and Volatility Dynamics. (2002). Diebold, Francis.
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36. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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37. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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38. A Prudent Central Banker. (2001). Ruge-Murcia, Francisco.
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39. Inflation Targeting Under Asymmetric Preferences. (2001). Ruge-Murcia, Francisco.
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40. Measuring predictability: theory and macroeconomic applications. (2001). Kilian, Lutz ; Diebold, Francis.
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41. Inflation Targeting Under Asymmetric Preferences. (2001). Ruge-Murcia, Francisco.
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42. Density Forecasting: A Survey. (2000). Wallis, Kenneth ; Tay, Anthony S.
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43. An Out of Sample Test for Granger Causality. (2000). Swanson, Norman.
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44. Monetary Policy Loss Functions: Two Cheers for the Quadratic. (1999). Chadha, Jagjit ; Schellekens, Philip.
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45. Monetary policy loss functions: two cheers for the quadratic. (1999). Chadha, Jagjit ; Schellekens, Philip.
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46. Trade, Investment, and Growth: Nexus, Analysis, and Prognosis. (1998). Swanson, Norman ; Ozyildirim, Ataman ; Krishna, Kala.
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47. Evaluating Density Forecasts. (1997). Tay, Anthony S ; Diebold, Francis ; Gunther, Todd A..
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48. Measuring Predictability: Theory and Macroeconomic Applications. (1997). Kilian, Lutz ; Diebold, Francis.
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49. Evaluating density forecasts. (1997). Tay, Anthony S ; Diebold, Francis ; Gunther, Todd A..
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50. Measuring predictability: theory and macroeconomic applications. (1997). Kilian, Lutz ; Diebold, Francis.
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