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2. Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel.
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3. Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian.
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4. Monitoring multicountry macroeconomic risk.. (2023). Korobilis, Dimitris ; Schroder, Maximilian.
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5. Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian.
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6. Uncertainty Before and During COVID-19: A Survey. (2022). Castelnuovo, Efrem.
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1. Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens. (2025). Castelnuovo, Efrem ; Mori, Lorenzo.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:40:y:2025:i:1:p:89-107.

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2. Forecast Sensitivity to Global Risks : A BVAR Analysis. (2025). Elderfield, Adam ; Tercioglu, Remzi Baris ; Ruberl, Heather Jane.
   In: Policy Research Working Paper Series.
   RePEc:wbk:wbrwps:11132.

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3. Scenario Synthesis and Macroeconomic Risk. (2025). Luciani, Matteo ; Giannone, Domenico ; Adrian, Tobias ; West, Mike.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2025-36.

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4. Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762.

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5. Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Prser, Jan ; Admmer, Philipp ; Schssler, Rainer A.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320.

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6. The taming of the skew: asymmetric inflation risk and monetary policy. (2025). Petrella, Ivan ; Melosi, Leonardo ; de Polis, Andrea.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20253028.

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7. Scenario Synthesis and Macroeconomic Risk. (2025). Giannone, Domenico ; Luciani, Matteo ; Adrian, Tobias ; West, Mike.
   In: Papers.
   RePEc:arx:papers:2505.05193.

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8. Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick.
   In: Papers.
   RePEc:arx:papers:2502.10065.

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9. Nowcasting Norwegian household consumption with debit card transaction data. (2024). Aastveit, Knut Are ; Fastb, Tuva Marie ; Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244.

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10. Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00106-1.

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11. China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372.

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12. Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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13. Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco.
    In: Papers.
    RePEc:arx:papers:2211.16121.

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14. General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields. (2023). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred ; Hauzenberger, Niko.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:38:y:2023:i:1:p:69-87.

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15. Bias-Correction in Time Series Quantile Regression Models. (2023). Vavra, Marian.
    In: Working and Discussion Papers.
    RePEc:svk:wpaper:1094.

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16. Do Professional Forecasters Phillips Curves Incorporate the Beliefs of Others?. (2023). Wang, Shixuan ; Clements, Michael.
    In: Economics Discussion Papers.
    RePEc:rdg:emxxdp:em-dp2023-05.

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17. Balance of Risks and the Anchoring of Consumer Expectations. (2023). Ryngaert, Jane.
    In: JRFM.
    RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:79-:d:1049476.

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18. Real-time density nowcasts of US inflation: A model combination approach. (2023). Knotek, Edward ; Zaman, Saeed.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

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19. Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033.

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20. Medium-term growth-at-risk in the euro area. (2023). Rusnák, Marek ; Lang, Jan Hannes ; Greiwe, Moritz ; Rusnak, Marek.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232808.

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21. Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Fosten, Jack ; Gutknecht, Daniel.
    In: Papers.
    RePEc:arx:papers:2302.02747.

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22. Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan.
    In: Papers.
    RePEc:arx:papers:2301.13604.

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23. Nowcasting tail risk to economic activity at a weekly frequency. (2022). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:5:p:843-866.

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24. General Bayesian time-varying parameter VARs for modeling government bond yields. (2022). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred.
    In: Working Papers in Regional Science.
    RePEc:wiw:wus046:8006.

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25. Inflation-Forecast Targeting: A New Framework for Monetary Policy?. (2022). pinshi, christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:111709.

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26. Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens. (2022). Castelnuovo, Efrem ; Mori, Lorenzo.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0291.

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27. Ciblage des prévisions dinflation : Un nouveau cadre pour la politique monétaire ?. (2022). pinshi, christian.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03548273.

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28. Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina.
    In: Staff Reports.
    RePEc:fip:fednsr:93712.

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29. Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2022-06.

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30. Modeling global real economic activity: Evidence from variable selection across quantiles. (2022). Stolbov, Mikhail ; Shchepeleva, Maria.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000438.

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31. High-frequency monitoring of growth at risk. (2022). Sahuc, Jean-Guillaume ; Mogliani, Matteo ; Ferrara, Laurent.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:2:p:582-595.

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32. Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x.

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33. Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens. (2022). Castelnuovo, Efrem ; Mori, Lorenzo.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10062.

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34. Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan.
    In: Papers.
    RePEc:arx:papers:2209.01910.

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35. Quantiles of growth: Household debt and growth vulnerabilities in Finland. (2021). Voutilainen, Ville ; Nyholm, Juho.
    In: BoF Economics Review.
    RePEc:zbw:bofecr:22021.

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36. Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2021). Rossi, Barbara.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1711.

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37. A time-varying skewness model for Growth-at-Risk. (2021). Iseringhausen, Martin.
    In: Working Papers.
    RePEc:stm:wpaper:49.

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38. Horizon confidence sets. (2021). Fosten, Jack ; Gutknecht, Daniel.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01891-7.

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39. Risk Mitigation in Business Activities on Emerging Markets. (2021). Rubaj, Piotr.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xxiv:y:2021:i:4b:p:699-712.

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40. Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej.
    In: Working Paper Series.
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41. High Public Debt in an Uncertain World: Post-Covid-19 Dangers for Public Finance. (2021). Gros, Daniel.
    In: EconPol Policy Brief.
    RePEc:ces:econpb:_38.

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42. Mixed‐frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro.
    In: Journal of the Royal Statistical Society Series C.
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43. Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Marchetti, Sabina ; Flaccadoro, Marco ; Emiliozzi, Simone ; Conteduca, Francesco ; Aprigliano, Valentina ; Borin, Alessandro.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_664_21.

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44. Modeling tail risks of inflation using unobserved component quantile regressions. (2021). Pfarrhofer, Michael.
    In: Papers.
    RePEc:arx:papers:2103.03632.

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45. General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred ; Hauzenberger, Niko.
    In: Papers.
    RePEc:arx:papers:2102.13393.

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46. Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?. (2020). Rossi, Barbara.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1641.

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47. Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial. (2020). Gunay, Mahmut.
    In: Working Papers.
    RePEc:tcb:wpaper:2002.

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48. Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward.
    In: Working Papers.
    RePEc:fip:fedcwq:88961.

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49. Forecasting the Consumer Confidence Index with tree-based MIDAS regressions. (2020). Qiu, Yue.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:91:y:2020:i:c:p:247-256.

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50. Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14472.

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51. Nowcasting Norwegian household consumption with debit card transaction data. (2020). Aastveit, Knut Are ; Fastb, Tuva Marie ; Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora.
    In: Working Paper.
    RePEc:bno:worpap:2020_17.

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52. Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara.
    In: Working Papers.
    RePEc:bge:wpaper:1162.

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53. Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Qian, Hang ; Ghysels, Eric.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16.

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54. Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:208:y:2019:i:2:p:638-657.

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55. Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara.
    In: Working Papers.
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