1. Adaptive local VAR for dynamic economic policy uncertainty spillover. (2025). Gillmann, Niels ; Okhrin, Ostap.
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2. Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels.
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   RePEc:arx:papers:2302.02808.

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3. Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting. (2019). Wang, Weining ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Zboakova, Lenka ; Li, Xinjue.
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4. Localizing Multivariate CAViaR. (2019). Härdle, Wolfgang ; Xu, Xiu ; Hardle, Wolfgang Karl ; Klochkov, Yegor.
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   RePEc:zbw:irtgdp:2019007.

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5. Penalized adaptive method in forecasting with large information set and structure change. (2017). Härdle, Wolfgang ; Zbonakova, Lenka ; Li, Xinjue ; Hardle, Wolfgang Karl.
   In: SFB 649 Discussion Papers.
   RePEc:zbw:sfb649:sfb649dp2017-023.

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6. Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change. (2017). Härdle, Wolfgang ; Li, Xinjue ; Hardle, Wolfgang Karl ; Zbonakova, Lenka.
   In: SFB 649 Discussion Papers.
   RePEc:hum:wpaper:sfb649dp2017-023.

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1. Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Adekunle, Wasiu ; Alimi, Wasiu A.
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2. What Do Professional Forecasters Actually Predict?. (2017). van der Wel, Michel ; Paap, Richard ; Nibbering, Didier.
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3. A New Approach to Modelling Sector Stock Returns in China. (2016). CHONG, Terence Tai Leung ; Li, Nasha ; Zou, Lin.
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4. Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility. (2015). Nason, James ; Mertens, Elmar.
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5. Macroeconomic regimes. (2015). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven.
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6. Measuring Macroeconomic Uncertainty: US Inflation and Output Growth. (2014). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
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7. Estimating Parameters of Short-Term Real Interest Rate Models. (2013). Khramov, Vadim.
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8. Bayesian forecasting of federal funds target rate decisions. (2013). van Dijk, Dick ; Paap, Richard ; van den Hauwe, Sjoerd .
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9. Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set. (2012). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
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10. Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2012). Ormeo, Arturo.
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11. Rational vs. Professional Forecasts. (2011). Valle e Azevedo, João ; Jalles, Joao ; João Valle e Azevedo, .
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12. The case for higher frequency inflation expectations. (2011). Guzman, Giselle.
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13. Core measures of inflation as predictors of total inflation. (2011). Mester, Loretta ; Crone, Theodor M. ; N. NEIL K. KHETTRY, ; NOVAK, JASON A..
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14. The information content of the embedded deflation pption in TIPS. (2011). Grishchenko, Olesya ; Vanden, Joel M. ; Zhang, Jianing.
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15. The usefulness of core PCE inflation measures. (2011). Detmeister, Alan.
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16. Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective. (2011). Raková, Marie ; Novotný, Filip.
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17. Cost-based Phillips Curve forecasts of inflation. (2011). Mazumder, Sandeep.
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    RePEc:eee:jmacro:v:33:y:2011:i:4:p:553-567.

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18. Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?. (2011). Schrimpf, Andreas ; Schmeling, Maik.
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19. Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2011). Ormeo, Arturo.
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20. How do inflation expectations form? New insights from a high-frequency survey. (2011). Moessner, Richhild ; Galati, Gabriele ; Heemeijer, Peter.
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21. An inflation expectations horserace. (2010). Guzman, Giselle.
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22. Falling Behind the Curve: A Positive Analysis of Stop-Start Monetary Policies and the Great Inflation. (2010). Taylor, John ; Levin, Andrew.
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23. Household inflation expectations and inflation dynamics. (2010). Gábriel, Péter ; Gabriel, Peter.
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24. Multi-horizon inflation forecasts using disaggregated data. (2010). Ramos Francia, Manuel ; Capistrán, Carlos ; Ramos-Francia, Manuel ; Constandse, Christian .
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25. Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts. (2010). Ciccarelli, Matteo ; Altavilla, Carlo.
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26. Inflation risks and inflation risk premia. (2010). Werner, Thomas ; Garcia, Juan Angel.
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27. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco.
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28. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco.
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29. The Determinants of Stock and Bond Return Comovements. (2009). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
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30. Disagreement among Forecasters in G7 Countries. (2009). Slacalek, Jiri ; Fritsche, Ulrich ; Dovern, Jonas.
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31. Pooling forecasts in linear rational expectations models. (2009). Smith, Gregor.
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32. Using Seasonal Models to Forecast Short-Run Inflation in Mexico. (2009). Ramos Francia, Manuel ; Capistrán, Carlos ; Ramosfrancia, Manuel ; Constandse, Christian .
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33. Extraction of financial market expectations about inflation and interest rates from a liquid market. (2009). Marqués Sevillano, Jose Manuel ; Gimeno, Ricardo ; Marqus, Jos Manuel.
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34. Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data. (2008). Nikolsko-Rzhevskyy, Alex.
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35. Phillips Curve Inflation Forecasts. (2008). Watson, Mark ; Stock, James.
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36. Efficient Prediction of Excess Returns. (2008). Wright, Jonathan ; Faust, Jon.
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37. THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS. (2008). van Norden, Simon ; Galbraith, John.
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38. The Formation of Inflation Perceptions - Some Empirical Facts for European Countries. (2008). Lein, Sarah ; Maag, Thomas.
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39. Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia. (2008). Soderberg, Jonas.
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40. The New Keynesian Phillips curve : lessons from single-equation econometric estimation. (2008). Smith, Gregor ; Nason, James.
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41. An empirical assessment of the relationships among inflation and short- and long-term expectations. (2008). Davig, Troy ; Clark, Todd.
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42. Expected consumption growth from cross-country surveys: implications for assessing international capital markets. (2008). Rogers, John ; Engel, Charles.
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43. Challenges in macro-finance modeling. (2008). Kim, Don.
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44. The TIPS yield curve and inflation compensation. (2008). Wright, Jonathan ; Gürkaynak, Refet ; Gurkaynak, Refet S. ; Sack, Brian.
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45. Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates. (2008). Pennacchi, George ; Haubrich, Joseph ; Ritchken, Peter.
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46. Phillips curve inflation forecasts. (2008). Watson, Mark ; Stock, James.
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47. The Calibration of Probabilistic Economic Forecasts. (2008). van Norden, Simon ; Galbraith, John.
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48. Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices. (2008). Wei, Min ; D'Amico, Stefania ; Kim, Don H.
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49. Reporting biases and survey results: evidence from European professional forecasters. (2007). Garcia, Juan Angel ; Manzanares, Andres.
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50. An evaluation of inflation forecasts from surveys using real-time data. (2006). Croushore, Dean.
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