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1. Economic uncertainty shocks and Chinas commodity futures returns: A time-varying perspective. (2021). HU, Yingyi ; Lyu, Yongjian ; Yang, MO ; Yi, Heling.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720310072.

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2. Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility：New evidence. (2021). Wei, YU ; Lyu, Yongjian ; Tuo, Siwei ; Yang, MO.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309739.

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3. Good volatility, bad volatility and economic uncertainty: Evidence from the crude oil futures market. (2021). HU, Yingyi ; Wei, YU ; Lyu, Yongjian ; Yang, MO.
   In: Energy.
   RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001730.

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4. Empirical evidence on the dynamics of investment under uncertainty in the U.S.. (2019). Magnusson, Leandro ; Haque, Qazi ; Tomioka, Kazuki.
   In: Economics Discussion / Working Papers.
   RePEc:uwa:wpaper:19-18.

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5. The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India: Evidence from time-varying Bayesian VAR model. (2019). Tiwari, Aviral ; Islam, Faridul ; Kang, Sang Hoon.
   In: Structural Change and Economic Dynamics.
   RePEc:eee:streco:v:50:y:2019:i:c:p:90-101.

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6. Bayesian forecast combination in VAR-DSGE models. (2019). Li, Xue ; Chin, Kuo-Hsuan.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:59:y:2019:i:c:p:278-298.

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7. On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:77:y:2019:i:c:p:174-186.

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8. Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Nakajima, Jouchi ; Aastveit, Knut Are ; West, Mike ; McAlinn, Kenichiro.
   In: Working Papers.
   RePEc:bny:wpaper:0073.

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9. The role of the exchange rate in Canadian monetary policy: evidence from a TVP-BVAR model. (2018). Kempa, Bernd ; Dybowski, Philipp T ; Hanisch, Max.
   In: Empirical Economics.
   RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1305-7.

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10. Why Has Inflation Persistence Declined?. (2018). Van Zandweghe, Willem ; Kurozumi, Takushi.
    In: Macro Bulletin.
    RePEc:fip:fedkmb:00064.

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11. Are uncertainty shocks aggregate demand shocks?. (2018). rossi, lorenza ; Fasani, Stefano.
    In: Economics Letters.
    RePEc:eee:ecolet:v:167:y:2018:i:c:p:142-146.

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12. Inflación e incertidumbre inflacionaria: la postura del Banco de México, 1969-2017. (2018). Gonzalez, Teresa Lopez ; Rojas, Eduardo Rosas.
    In: Revista Finanzas y Politica Economica.
    RePEc:col:000443:016929.

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13. Indeterminate forecast accuracy under indeterminacy. (2017). Sorge, Marco ; Fanelli, Luca.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:53:y:2017:i:c:p:57-70.

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14. Forecasting inflation in emerging markets: An evaluation of alternative models. (2017). Mandalinci, Zeyyad.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:4:p:1082-1104.

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15. Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi.
    In: School of Economics Working Papers.
    RePEc:adl:wpaper:2017-10.

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16. The central bank as shaper and observer of events: The case of the yield spread. (2016). Florio, Anna.
    In: Canadian Journal of Economics.
    RePEc:cje:issued:v:49:y:2016:i:1:p:320-346.

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17. Was the recent downturn in US real GDP predictable?. (2015). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:28:p:2985-3007.

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18. Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?. (2015). Sorge, Marco ; Fanelli, Luca.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:402.

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19. Forecasting the US CPI: Does Nonlinearity Matter?. (2015). GUPTA, RANGAN ; Alvarez-Diaz, Marcos.
    In: Working Papers.
    RePEc:pre:wpaper:201512.

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20. The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?. (2015). Falagiarda, Matteo ; Bijsterbosch, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:54:y:2015:i:c:p:93-115.

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21. K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation?. (2015). Kaufmann, Sylvia.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:187:y:2015:i:1:p:82-94.

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22. Determinants of inflation in India. (2015). John, Joice ; Mohanty, Deepak .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:36:y:2015:i:c:p:86-96.

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23. Inference on stochastic time-varying coefficient models. (2014). yates, anthony ; Kapetanios, George ; Giraitis, L..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:179:y:2014:i:1:p:46-65.

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24. A fractionally integrated approach to monetary policy and inflation dynamics. (2013). Perez-Laborda, Alejandro ; Lovcha, Yuliya.
    In: Working Papers.
    RePEc:urv:wpaper:2072/211795.

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25. Was the Recent Downturn in US GDP Predictable?. (2013). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working papers.
    RePEc:uct:uconnp:2012-38.

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26. Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164.

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27. On the predictability of time-varying VAR and DSGE models. (2013). Paccagnini, Alessia ; Bekiros, Stelios.
    In: Empirical Economics.
    RePEc:spr:empeco:v:45:y:2013:i:1:p:635-664.

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28. Testing structural stability in macroeconometric models. (2013). Boldea, Otilia ; Hall, Alastair R..
    In: Chapters.
    RePEc:elg:eechap:14327_9.

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29. Monetary policy shocks and financial conditions: A Monte Carlo experiment. (2013). Castelnuovo, Efrem.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:282-303.

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30. Estimation and inference in unstable nonlinear least squares models. (2013). Hall, Alastair ; Boldea, Otilia.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:172:y:2013:i:1:p:158-167.

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31. What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters. (2013). Castelnuovo, Efrem.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:75:y:2013:i:5:p:759-784.

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32. Inflation and inflation uncertainty in the euro area. (2012). Paesani, Paolo ; onorante, luca ; Caporale, Guglielmo Maria.
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:2:p:597-615.

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33. Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201230.

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34. Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:nlv:wpaper:1210.

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35. Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic. (2012). Rusnák, Marek ; Horvath, Roman ; Franta, Michal.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2012_11.

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36. Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts. (2012). Benati, Luca ; Lubik, Thomas A.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2012-19.

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37. Tracking Monetary-Fiscal Interactions Across Time and Space. (2012). Libich, Jan ; Franta, Michal ; Stehlik, Petr.
    In: Working Papers.
    RePEc:cnb:wpaper:2012/06.

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38. Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters. (2012). Theodoridis, Konstantinos ; mumtaz, haroon ; Barnett, Alina.
    In: Bank of England working papers.
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39. Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications. (2011). Nakajima, Jouchi.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:11-e-09.

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40. Monetary Policy, Trend Inflation and Inflation Persistence. (2011). Yao, Fang.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2011-008.

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41. Endogenous growth, monetary shocks and nominal rigidities. (2011). rossi, lorenza ; Pelloni, Alessandra ; Annicchiarico, Barbara.
    In: Economics Letters.
    RePEc:eee:ecolet:v:113:y:2011:i:2:p:103-107.

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42. Decomposing the declining volatility of long-term inflation expectations. (2011). Davig, Troy ; Clark, Todd.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:7:p:981-999.

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43. Calvo vs. Rotemberg in a trend inflation world: An empirical investigation. (2011). rossi, lorenza ; Castelnuovo, Efrem ; Ascari, Guido.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:11:p:1852-1867.

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44. SADC EPAs with the EU: the Right or a Blight Way for Development. (2010). Paesani, Paolo ; Onorante, Luca ; Caporale, Guglielmo Maria.
    In: EcoMod2010.
    RePEc:ekd:002596:259600127.

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45. Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy. (2010). Castelnuovo, Efrem.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:21:y:2010:i:1:p:19-33.

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46. New panel tests to assess inflation persistence. (2009). Gutierrez, Luciano ; Costantini, Mauro ; Cerqueti, Roy.
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47. Inflation and Inflation Uncertainty in the Euro Area. (2009). Paesani, Paolo ; onorante, luca ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp909.

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48. Inflation and Inflation Uncertainty in the Euro Area. (2009). Paesani, Paolo ; onorante, luca ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2720.

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49. Testing the structural interpretation of the price puzzle with a cost channel model. (2009). Castelnuovo, Efrem.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2009_020.

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50. Estimating regime-switching Taylor rules with trend inflation. (2008). Raggi, Davide ; Greco, Luciano ; Castelnuovo, Efrem.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2008_020.

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