1. Six Decades of Economic Research at the Bank of England. (2023). Goutsmedt, Aurélien ; Cherrier, Beatrice ; Acosta, Juan ; Claveau, Franois ; Sergi, Francesco ; Fontan, Clement.
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2. Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor.
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3. Forecasting the Albanian short-term inflation through a Bayesian VAR model. (2019). Papavangjeli, Meri.
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4. Do Inflation Expectations Matter for Inflation Forecastability: Evidence from Pakistan. (2016). Hayat, Zafar ; Hussain, Fayyaz.
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5. On a Bootstrap Test for Forecast Evaluations. (2015). Vavra, Marian.
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6. Evaluating the Performance of Inflation Forecasting Models of Pakistan. (2015). Malik, Muhammad Jahanzeb ; Hanif, Muhammad.
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7. A Pragmatic Model for Monetary Policy Analysis I: The Case of Pakistan. (2015). Pasha, Farooq ; Ahmad, Shahzad ; Hanif, Muhammad Nadim ; Malik, Muhammad Jahanzeb.
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8. Nowcasting UK GDP growth. (2014). Wallis, Gavin ; Bell, Venetia ; Stone, Sophie ; Co, Lai Wah .
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9. Forecasting Aggregate Retail Sales: The Case of South Africa. (2013). Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C..
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10. Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It. (2013). vicarelli, claudio ; Ventura, Marco ; Jona-Lasinio, Cecilia ; Golinelli, Roberto ; Girardi, Alessandro ; Fioramanti, Marco ; de santis, roberta ; Bacchini, Fabio ; Rossi, Daniela ; Brandimarte, Cristina ; Pappalardo, Carmine ; Crivelli, Piero .
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11. Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product. (2013). McSharry, Patrick ; McSharry Patrick E., ; Little Max A., ; Siddharth, Arora .
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12. Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea. (2013). Kim, Hyun Hak.
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13. Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach. (2012). Jedrzejczyk, Adam .
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14. The Impact of Stock Market Illiquidity on Real UK GDP Growth. (2012). Milas, Costas ; KOSTAKIS, ALEXANDROS ; Giorgioni, Gianluigi ; Florakis, Chris.
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15. Early Warning with Calibrated and Sharper Probabilistic Forecasts. (2012). Machete, Reason Lesego .
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16. UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?*. (2011). Koop, Gary ; Korobilis, Dimitris.
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17. Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators. (2011). Tóth, Peter ; Růžička, Luboš ; Havrlant, David ; Arnoštová, Kateřina ; Toth, Peter ; Rika, Lubo ; Arnotova, Kateina .
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18. Does forecast combination improve Norges Bank inflation forecasts?. (2010). Thorsrud, Leif ; Smith, Christie ; Jore, Anne Sofie ; Bjørnland, Hilde ; Gerdrup, Karsten R. ; Bjornland, Hilde C..
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19. Pooling versus model selection for nowcasting with many predictors: an application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir.
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20. UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?. (2009). Koop, Gary ; Korobilis, Dimitris.
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21. The use of statistical forecasting models at the Reserve Bank of New Zealand. (2009). Bloor, Chris.
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22. Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir.
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23. A real time evaluation of Bank of England forecasts of inflation and growth. (2009). Price, Simon ; Kapetanios, George ; Groen, Jan.
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24. Pooling versus model selection for nowcasting with many predictors: An application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir.
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25. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
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26. Are inflation targets good inflation forecasts?. (2008). Mojon, Benoit ; Diron, Marie.
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27. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
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28. Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
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29. Factor Model Forecasting of Inflation in Croatia. (2007). Kunovac, Davor.
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30. Bayesian forecast combination for VAR models. (2007). Karlsson, Sune ; Andersson, Michael K.
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31. Bayesian Forecast Combination for VAR Models. (2007). Karlsson, Sune ; Andersson, Michael K.
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1. Nowcasting Quarterly GDP Growth in Suriname with Factor-MIDAS and Mixed-Frequency VAR Models. (2021). Ooft, Gavin ; Bhaghoe, Sailesh.
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2. Housing Demand Shocks and Households Balance Sheets. (2021). Anderes, Marc.
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3. Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models. (2020). Lin, Jiahe ; Michailidis, George.
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4. A Regularized Factor-augmented Vector Autoregressive Model. (2019). Daniele, Maurizio ; Schnaitmann, Julie.
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5. Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph.
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6. How Financial Conditions Matter Differently across Latin America. (2017). Brandao Marques, Luis ; Brandao-Marques, Luis ; Ruiz, Esther Perez.
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7. Policy and Macro Signals as Inputs to Inflation Expectation Formation. (2016). Hubert, Paul ; Maule, Becky.
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8. Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions. (2016). Yamamoto, Yohei.
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9. Housing and Monetary Policy in the Business Cycle: What do Housing Rents have to Say?. (2015). Duarte, Joao ; Dias, Daniel.
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10. A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union. (2015). Park, Cyn-Young ; Kim, David ; Huh, Hyeon-seung.
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11. Emerging market economies and the world interest rate. (2015). Lastrapes, William ; Bahadir, Berrak.
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12. Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim.
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13. Likelihood-based Analysis for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Jungbacker, Borus.
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14. A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors. (2014). Trapani, Lorenzo ; Rossi, Eduardo ; Castagnetti, Carolina.
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15. Business Cycle Fluctuations and the Distribution of Consumption. (2014). Gambetti, Luca ; De Giorgi, Giacomo.
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16. Credit Risk in the Euro area.. (2014). Mojon, Benoit ; Gilchrist, Simon.
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17. Global House Price Fluctuations: Synchronization and Determinants. (2013). Terrones, Marco ; Otrok, Christopher ; Kose, Ayhan ; Hirata, Hideaki.
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18. Dynamic Factor Models: A review of the Literature .. (2013). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier ; Darne, O..
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19. Disentangling the Channels of the 2007-09 Recession. (2012). Watson, Mark W. ; Stock, James H..
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20. Monetary Policy and Risk-Premium Shocks in Hungary: Results from a Large Bayesian VAR. (2011). Carare, Alina ; Popescu, Adina.
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21. Detecting big structural breaks in large factor models. (2011). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Cabrales, Antonio ; Albornoz, Facundo.
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22. Systemic Risks and the Macroeconomy. (2010). Lucchetta, Marcella ; de Nicolo, Gianni.
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23. Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR. (2010). mumtaz, haroon.
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24. All together now: do international factors explain relative price comovements?. (2010). Tanaka, Misa ; mumtaz, haroon ; Karagedikli, Ozer.
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25. Infinite-dimensional VARs and factor models. (2009). Pesaran, Mohammad ; Chudik, Alexander.
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26. Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal. (2008). Serati, Massimiliano ; Manera, Matteo ; Plotegher, Michele.
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27. On implications of micro price data for macro models. (2008). Smets, Frank ; Maćkowiak, Bartosz ; Makowiak, Bartosz.
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28. Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach. (2007). Yue, Vivian ; Diebold, Francis ; Li, Canlin.
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29. Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information. (2007). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel.
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30. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, Mohammad ; Chudik, Alexander.
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31. Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?. (2007). MORANA, CLAUDIO ; Bagliano, Fabio.
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32. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, Mohammad ; Chudik, Alexander.
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33. Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation. (2007). Demers, Frederick ; Cheung, Calista.
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34. Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model. (2006). Eickmeier, Sandra.
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35. Business cycle transmission from the euro area to CEECs. (2006). Eickmeier, Sandra ; Breitung, Jörg.
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36. Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
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37. Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
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38. Macroeconometric Modelling with a Global Perspective. (2006). Smith, Ronald ; Pesaran, Mohammad.
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39. International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
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40. A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
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41. Macroeconometric Modelling with a Global Perspective. (2006). Smith, Ronald ; Pesaran, Mohammad.
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42. Dynamic factor models. (2005). Eickmeier, Sandra ; Breitung, Jörg.
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43. Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy. (2005). Milani, Fabio ; Belviso, Francesco.
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44. Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
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45. Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach. (2005). Moench, Emanuel ; Monch, Emanuel.
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46. Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach. (2005). Zoega, Gylfi ; Smith, Ronald.
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47. THE IMPACT OF STATE OWNED BANKS ON INTEREST RATES SPREAD. (2005). Barros, Alexandre.
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48. The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation.. (2004). Radchenko, Stanislav ; Korenok, Oleg.
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49. The role of permanent and transitory components in business cycle volatility moderation. (2004). Radchenko, Stanislav ; Korenok, Oleg.
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50. Forecasting in large macroeconomic panels using Bayesian Model Averaging. (2003). Potter, Simon ; Koop, Gary.
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