Monetary policy in a data-rich environment

Bernanke, Ben; Boivin, Jean

Nowcasting GDP using machine learning methods. (2025). de Winter, Jasper ; Pick, Andreas ; Kant, Dennis.
In: AStA Advances in Statistical Analysis.
RePEc:spr:alstar:v:109:y:2025:i:1:d:10.1007_s10182-024-00515-0.
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Forecasting U.S. Economic Activity with a Small Information Set. (2025). Rhodenhiser, Hannah ; Olivei, Giovanni ; Cooper, Daniel.
In: Working Papers.
RePEc:fip:fedbwp:101183.
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Data-driven monetary policy: Evidence from the Bank of Japan’s equity purchase program. (2025). Nikitopoulos, Christina Sklibosios ; Liu, Zechu ; Phua, Kenny ; Wang, Jianxin.
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003676.
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A multi-factor GDP nowcast model for India. (2025). Ranjan, Abhishek ; Kaustubh, Kaustubh.
In: Economic Modelling.
RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000483.
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Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul.
In: Working Papers.
RePEc:dnb:dnbwpp:828.
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Sources of macroeconomic fluctuations in Tunisia: a structural VAR approach. (2024). Trabelsi, Riadh.
In: SN Business & Economics.
RePEc:spr:snbeco:v:4:y:2024:i:10:d:10.1007_s43546-024-00717-3.
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Monetary policy instruments and inflation in Nigeria: a revisit of FAVAR. (2024). Akande, Emmanuel O ; Dandaura, Jeremiah D ; Akanni, Elijah.
In: International Journal of Economic Policy Studies.
RePEc:spr:ijoeps:v:18:y:2024:i:1:d:10.1007_s42495-023-00119-7.
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The Special Theory of Employment, Exchange Rate, and Money With the Focus on Inflation and Technological Progress. (2024). Masuda, Kazuto.
In: SocArXiv.
RePEc:osf:socarx:nxshd_v1.
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The Special Theory of Employment, Exchange Rate, and Money With the Focus on Inflation and Technological Progress. (2024). Masuda, Kazuto.
In: SocArXiv.
RePEc:osf:socarx:nxshd.
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Time Series Forecasting with Many Predictors. (2024). Huang, Shuo-Chieh ; Tsay, Ruey S.
In: Mathematics.
RePEc:gam:jmathe:v:12:y:2024:i:15:p:2336-:d:1443454.
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Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations. (2024). Ahmad, Wasim ; Kumar, Utkarsh.
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002610.
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Chinese monetary policy spillovers on its international portfolio investment flows. (2024). Liu, Zixi.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002085.
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Factor-augmented forecasting in big data. (2024). Bae, Juhee.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.
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Central bank policies and green bond issuance on a global scale. (2024). Mertzanis, Charilaos.
In: Energy Economics.
RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002494.
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The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas.
In: Working Paper Series.
RePEc:ecb:ecbwps:20242912.
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Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola.
In: Journal of Economic Surveys.
RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364.
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Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_1446_24.
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Factors in Fashion: Factor Analysis towards the Mode. (2024). Tu, Yundong ; Sun, Zhe.
In: Papers.
RePEc:arx:papers:2409.19287.
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Business cycle clocks: Time to get circular. (2023). Loureno, Nuno ; Rua, Antonio.
In: Empirical Economics.
RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02405-x.
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A Theory of the Nominal Character of Stock Securities*. (2023). Savioz, Marcel ; Dumas, Bernard.
In: Review of Finance.
RePEc:oup:revfin:v:27:y:2023:i:5:p:1615-1657..
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The sources of economic uncertainty: Evidence from eurozone markets. (2023). Liosi, Konstantina.
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000300.
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Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Wang, Shu ; Zhou, Baicheng.
In: Journal of Commodity Markets.
RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654.
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Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Urquhart, Andrew ; Clements, Michael ; Bantis, Evripidis.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924.
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Factor models for large and incomplete data sets with unknown group structure. (2023). Lopez-Buenache, German ; Camacho, Maximo.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220.
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FRED-SD: A real-time database for state-level data with forecasting applications. (2023). Owyang, Michael ; Kliesen, Kevin ; Jackson Young, Laura ; Bokun, Kathryn O.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:39:y:2023:i:1:p:279-297.
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Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola.
In: Staff Working Papers.
RePEc:bca:bocawp:23-18.
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Regional economic structure and heterogeneous effects of monetary policy: evidence from Indonesian provinces. (2022). Someya, Masakazu ; Aginta, Harry.
In: Journal of Economic Structures.
RePEc:spr:jecstr:v:11:y:2022:i:1:d:10.1186_s40008-021-00260-6.
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Reducing large datasets to improve the identification of estimated policy rules. (2022). Bayar, Omer.
In: Empirical Economics.
RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02134-z.
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The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks. (2022). Wang, Shixuan ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo.
In: Working Papers.
RePEc:pre:wpaper:202219.
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The Bank of Korea watch. (2022). Ho, Kyu ; Kim, Hyerim.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000717.
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Nowcasting GDP using machine learning methods. (2022). de Winter, Jasper ; Kant, Dennis ; Pick, Andreas.
In: Working Papers.
RePEc:dnb:dnbwpp:754.
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Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_9687.
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Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay. (2022). Alvarez, Santiago Etchegaray.
In: Documentos de trabajo.
RePEc:bku:doctra:2022004.
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On the applicability of dynamic factor models for forecasting real GDP growth in Armenia. (2021). Poghosyan, Karen.
In: Applied Econometrics.
RePEc:ris:apltrx:0411.
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Potential output, the Taylor Rule and the Fed. (2021). Licandro, Omar ; Vinci, Francesca.
In: Discussion Papers.
RePEc:not:notcfc:2021/03.
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Solving the Price Puzzle Via A Functional Coefficient Factor-Augmented VAR Model. (2021). Cai, Zongwu ; Liu, Xiyuan.
In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
RePEc:kan:wpaper:202106.
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Policy and Business Cycle Shocks: A Structural Factor Model Representation of the US Economy. (2021). Gambetti, Luca ; Forni, Mario.
In: JRFM.
RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:371-:d:613706.
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Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data. (2021). Zagst, Rudi ; Defend, Monica ; Portelli, Lorenzo ; Ramsauer, Franz ; Sandrini, Francesco ; Min, Aleksey.
In: Forecasting.
RePEc:gam:jforec:v:3:y:2021:i:1:p:5-90:d:495900.
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FRED-SD: A Real-Time Database for State-Level Data with Forecasting Applications. (2021). Owyang, Michael ; Kliesen, Kevin ; Jackson Young, Laura ; Bokun, Kathryn.
In: Working Papers.
RePEc:fip:fedlwp:88720.
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Asymmetric monetary policy rules for the euro area and the US. (2021). Ristiniemi, Annukka ; Maih, Junior ; Mazelis, Falk ; Motto, Roberto.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:70:y:2021:i:c:s0164070421000756.
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Forecasting industrial production in Germany: The predictive power of leading indicators. (2020). Schlosser, Alexander.
In: Ruhr Economic Papers.
RePEc:zbw:rwirep:838.
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Disentangling the effects of multidimensional monetary policy on inflation and inflation expectations in the euro area. (2020). Martinez-Hernandez, Catalina.
In: Discussion Papers.
RePEc:zbw:fubsbe:202018.
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Predicting monetary policy using artificial neural networks. (2020). Hinterlang, Natascha.
In: Discussion Papers.
RePEc:zbw:bubdps:442020.
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Effectiveness of Monetary Policy on Money and Credit in Pakistan. (2020). Munir, Kashif.
In: Contemporary Economics.
RePEc:wyz:journl:id:603.
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On business cycle forecasting. (2020). Lai, Huiwen.
In: Frontiers of Business Research in China.
RePEc:spr:fobric:v:14:y:2020:i:1:d:10.1186_s11782-020-00085-3.
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Common Components Structural VARs. (2020). Lippi, Marco ; Gambetti, Luca ; Forni, Mario ; Sala, Luca.
In: Center for Economic Research (RECent).
RePEc:mod:recent:147.
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Analysis of the Impact of China’s GDP Data Revision on Monetary Policy from the Perspective of Uncertainty. (2020). Zhu, Yuhan ; Yu, Xueting ; Lv, Guangming.
In: Emerging Markets Finance and Trade.
RePEc:mes:emfitr:v:56:y:2020:i:6:p:1251-1274.
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Sustainable Approach to the Normalization Process of the UK’s Monetary Policy. (2020). Noco, Aleksandra.
In: Sustainability.
RePEc:gam:jsusta:v:12:y:2020:i:21:p:9229-:d:440854.
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Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2020). Valls Pereira, Pedro ; Trucíos, Carlos ; Hotta, Luiz ; Hallin, Marc ; Trucios, Carlos Cesar.
In: Textos para discussão.
RePEc:fgv:eesptd:521.
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Inflation expectations and the recovery from the Great Depression in Germany. (2020). Daniel, Volker ; Steege, Lucas Ter.
In: Explorations in Economic History.
RePEc:eee:exehis:v:75:y:2020:i:c:s0014498318301554.
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Do non-performing loans matter for bank lending and the business cycle in euro area countries?. (2020). Pancaro, Cosimo ; Moccero, Diego ; Martin, Reiner ; Huljak, Ivan.
In: Working Paper Series.
RePEc:ecb:ecbwps:20202411.
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Common Component Structural VARs. (2020). Lippi, Marco ; Gambetti, Luca ; Forni, Mario ; Sala, Luca.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:15529.
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Trade Exposure and the Evolution of Inflation Dynamics. (2020). Gilchrist, Simon ; Zakrajek, Egon.
In: Central Banking, Analysis, and Economic Policies Book Series.
RePEc:chb:bcchsb:v27c06pp173-226.
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Testing for the Effectiveness of Inflation Targeting in India: A Factor Augmented Vector Autoregression (FAVAR) Approach. (2020). Babu, Suresh.
In: Journal of Central Banking Theory and Practice.
RePEc:cbk:journl:v:9:y:2020:i:3:p:163-182.
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FISS - A Factor-based Index of Systemic Stress in the Financial System. (2020). Szendrei, Tibor ; Varga, Katalin.
In: Russian Journal of Money and Finance.
RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.
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A Data-Rich Measure of Underlying Inflation for Brazil. (2020). Machado, Vicente ; da Gama, Vicente ; Nadal, Raquel ; Ramos, Fernando Ryu.
In: Working Papers Series.
RePEc:bcb:wpaper:516.
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Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael.
In: Papers.
RePEc:arx:papers:2004.04984.
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Predicting Monetary Policy Using Artificial Neural Networks. (2019). Hinterlang, Natascha.
In: VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
RePEc:zbw:vfsc19:203503.
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A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2019). Morley, James ; Hartigan, Luke.
In: Working Papers.
RePEc:syd:wpaper:2019-10.
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Thoughts on a review of the ECBs monetary policy strategy. (2019). Creel, Jerome ; Hubert, Paul ; Blot, Christophe.
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/1fsnu13sl59jsautsd9gpjrj59.
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Improving Short-Term Forecasting of Macedonian GDP: Comparing the Factor Model with the Macroeconomic Structural Equation Model. (2019). Eftimoski, Dimitar.
In: Journal for Economic Forecasting.
RePEc:rjr:romjef:v::y:2019:i:2:p:32-53.
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Thoughts on a review of the ECBs monetary policy strategy. (2019). Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
In: Working Papers.
RePEc:hal:wpaper:hal-03403251.
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Thoughts on a review of the ECBs monetary policy strategy. (2019). Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
In: SciencePo Working papers Main.
RePEc:hal:spmain:hal-03403251.
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Chocs de la politique monétaire et croissance économique au Maroc : une approche en terme de modèles FAVAR. (2019). Daoui, Marouane ; el Hafidi, Mouloud.
In: Post-Print.
RePEc:hal:journl:hal-03311354.
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Trade Exposure and the Evolution of Inflation Dynamics. (2019). Zakrajšek, Egon ; Gilchrist, Simon ; Zakrajsek, Egon.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2019-07.
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Political economists or political economists? The role of political environments in the formation of fed policy under burns, Greenspan, and Bernanke. (2019). Smith, Daniel ; Salter, Alexander.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:71:y:2019:i:c:p:1-13.
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Economic growth in the era of unconventional monetary instruments: A FAVAR approach. (2019). Fiorelli, Cristiana ; Meliciani, Valentina.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070417305839.
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Forecasting with instabilities: An application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:61:y:2019:i:c:11.
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Decomposing global yield curve co-movement. (2019). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:106:y:2019:i:c:p:500-513.
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Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes. (2019). Swanson, Norman ; Cepni, Oguzhan ; Guney, Ethem I.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:35:y:2019:i:2:p:555-572.
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Did financial factors matter during the Great Recession?. (2019). Paccagnini, Alessia.
In: Economics Letters.
RePEc:eee:ecolet:v:174:y:2019:i:c:p:26-30.
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A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:106:y:2019:i:c:4.
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A tale of two decades: the ECB’s monetary policy at 20. (2019). Rostagno, Massimo ; Lemke, Wolfgang ; Altavilla, Carlo ; Motto, Roberto ; Yiangou, Jonathan ; Carboni, Giacomo ; Guilhem, Arthur Saint.
In: Working Paper Series.
RePEc:ecb:ecbwps:20192346.
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On the robustness of the general dynamic factor model with inﬁnite-dimensional space: identiﬁcation, estimation, and forecasting. (2019). Valls Pereira, Pedro ; Trucíos, Carlos ; Hotta, Luiz ; Hallin, Marc ; Trucios-Maza, Carlos Cesar.
In: Working Papers ECARES.
RePEc:eca:wpaper:2013/298201.
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Trade Exposure and the Evolution of Inflation Dynamics. (2019). Zakrajšek, Egon ; Gilchrist, Simon ; Zakrajsek, Egon.
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:849.
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INTERNATIONAL EFFECTS OF EURO AREA VERSUS U.S. POLICY UNCERTAINTY: A FAVAR APPROACH. (2019). Osowski, Thomas ; Belke, Ansgar.
In: Economic Inquiry.
RePEc:bla:ecinqu:v:57:y:2019:i:1:p:453-481.
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Commodity and Financial Cycles in Resource-based Economies. (2019). Tiunova, Marina.
In: Russian Journal of Money and Finance.
RePEc:bkr:journl:v:78:y:2019:i:3:p:38-70.
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Forecasting with instabilities: an application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_1234_19.
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A note on the predictive power of survey data in nowcasting euro area GDP. (2018). Kurz-Kim, Jeong-Ryeol.
In: Discussion Papers.
RePEc:zbw:bubdps:102018.
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Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model. (2018). Galli, Alain.
In: Journal of Business Cycle Research.
RePEc:spr:jbuscr:v:14:y:2018:i:2:d:10.1007_s41549-018-0030-4.
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Forecasting with large datasets: compressing information before, during or after the estimation?. (2018). Wolters, Maik ; Pirschel, Inske.
In: Empirical Economics.
RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1286-6.
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How serious is a devolved data deficit? A Welsh perspective. (2018). Crawley, Andrew.
In: Local Economy.
RePEc:sae:loceco:v:33:y:2018:i:8:p:862-876.
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A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy. (2018). Hartigan, Luke ; Morley, James.
In: RBA Annual Conference Volume (Discontinued).
RePEc:rba:rbaacv:acv2018-07.
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Targeting financial stress as opposed to the exchange rate. (2018). Raputsoane, Leroi.
In: MPRA Paper.
RePEc:pra:mprapa:84865.
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How far does monetary policy reach? Evidence from factor-augmented vector autoregressions for Poland. (2018). Kapuściński, Mariusz ; Kapuciski, Mariusz.
In: Bank i Kredyt.
RePEc:nbp:nbpbik:v:49:y:2018:i:3:p:191-216.
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An Open Economy Quarterly Projection Model for Sri Lanka. (2018). Jegajeevan, Sujeetha ; Jayawickrema, Vishuddhi ; Amarasekara, Chandranath ; Yatigammana, Rasika ; Anand, Rahul ; Venuganan, Poongothai ; Ehelepola, Kithsiri ; Ekanayake, Hemantha ; Nugawela, Tharindi ; Kober, Csaba ; Plotnikov, Sergey ; Remo, Adam.
In: IMF Working Papers.
RePEc:imf:imfwpa:2018/149.
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Does McCallum’s rule outperform Taylor’s rule during the financial crisis?. (2018). Jung, Alexander.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:69:y:2018:i:c:p:9-21.
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Weak instruments and estimated monetary policy rules. (2018). Bayar, Omer.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:58:y:2018:i:c:p:308-317.
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Did monetary policy matter? Narrative evidence from the classical gold standard. (2018). Lennard, Jason.
In: Explorations in Economic History.
RePEc:eee:exehis:v:68:y:2018:i:c:p:16-36.
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A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models. (2018). Li, Kunpeng ; Xiang, Jingjie ; Cui, Guowei.
In: Economics Letters.
RePEc:eee:ecolet:v:171:y:2018:i:c:p:144-148.
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Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule. (2018). Peel, David ; Pavlidis, Efthymios ; Nguyen, Anh ; David, Peel ; Efthymios, Pavlidis ; Anh, Nguyen.
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:22:y:2018:i:5:p:17:n:6.
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International effects of euro area versus US policy uncertainty: A FAVAR approach. (2017). Osowski, Thomas ; Belke, Ansgar.
In: Ruhr Economic Papers.
RePEc:zbw:rwirep:689.
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International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach. (2017). Osowski, Thomas ; Belke, Ansgar.
In: GLO Discussion Paper Series.
RePEc:zbw:glodps:35.
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Impact of China on World Commodity Prices and Commodity Exporters. (2017). Saraf, Richa ; Chatterjee, Arpita.
In: Discussion Papers.
RePEc:swe:wpaper:2017-13.
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Forecasting economic activity by Bayesian bridge model averaging. (2017). Marcellino, Massimiliano ; Bencivelli, Lorenzo ; Moretti, Gianluca .
In: Empirical Economics.
RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1199-9.
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The role of indicator selection in nowcasting euro-area GDP in pseudo-real time. (2017). Golinelli, Roberto ; Girardi, Alessandro ; Pappalardo, Carmine .
In: Empirical Economics.
RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1151-z.
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International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach. (2017). Osowski, Thomas ; Belke, Ansgar.
In: ROME Working Papers.
RePEc:rmn:wpaper:201703.
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Monetary Aggregates and Monetary Policy in Peru. (2017). Lahura, Erick.
In: Working Papers.
RePEc:rbp:wpaper:2017-003.
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What do the shadow rates tell us about future inflation?. (2017). Kuusela, Annika ; Hännikäinen, Jari ; Hannikainen, Jari.
In: MPRA Paper.
RePEc:pra:mprapa:80542.
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A multifactor approach to forecasting Romanian gross domestic product (GDP) in the short run. (2017). Panait, Mirela ; Andrei, Jean Vasile ; Lache, Leonard ; Armeanu, Daniel.
In: PLOS ONE.
RePEc:plo:pone00:0181379.
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Forecasting with FAVAR: macroeconomic versus financial factors. (2017). Paccagnini, Alessia.
In: NBP Working Papers.
RePEc:nbp:nbpmis:256.
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The EAGLE model for Hungary - a global perspective. (2017). Kaszab, Lorant ; Szentmihalyi, Szabolcs ; Bekesi, Laszlo.
In: MNB Working Papers.
RePEc:mnb:wpaper:2017/7.
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The New York Fed Staff Underlying Inflation Gauge (UIG). (2017). Rich, Robert ; Potter, Simon ; Amstad, Marlene.
In: Economic Policy Review.
RePEc:fip:fednep:00042.
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International Transmission of Japanese Monetary Shocks Under Low and Negative Interest Rates: A Global Favar Approach. (2017). Spiegel, Mark ; Tai, Andrew.
In: Working Paper Series.
RePEc:fip:fedfwp:2017-08.
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A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US. (2017). Fernandes, Marcelo ; Chague, Fernando ; Araujo, Fausto Jose .
In: Textos para discussão.
RePEc:fgv:eesptd:445.
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The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach. (2017). Pappa, Evi ; Molteni, Francesco.
In: Economics Working Papers.
RePEc:eui:euiwps:mwp2017/13.
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Macroeconomic factors and index option returns. (2017). Lai, Ya-Wen.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:48:y:2017:i:c:p:452-477.
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Measuring the effects of dollar appreciation on Asia: A FAVAR approach. (2017). Spiegel, Mark ; Liu, Zheng ; Tai, Andrew.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:74:y:2017:i:c:p:353-370.
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When does the yield curve contain predictive power? Evidence from a data-rich environment. (2017). Hännikäinen, Jari ; Hannikainen, Jari.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:33:y:2017:i:4:p:1044-1064.
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Now-casting the Japanese economy. (2017). Bragoli, Daniela.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.
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Model Confidence Sets and forecast combination. (2017). Sekkel, Rodrigo ; Samuels, Jon D.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:33:y:2017:i:1:p:48-60.
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Forecasting the Brazilian yield curve using forward-looking variables. (2017). Fernandes, Marcelo ; Chague, Fernando ; Vieira, Fausto.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:33:y:2017:i:1:p:121-131.
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Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W.
In: Energy Economics.
RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423.
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Empirical evidence of news about future prospects in the risk-pricing of oil assets. (2017). Kakeu, Johnson ; Bouaddi, Mohammed.
In: Energy Economics.
RePEc:eee:eneeco:v:64:y:2017:i:c:p:458-468.
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Aggregate Evidence on Price Rigidities and the Inflation-Output Trade-Off: A Factor Analysis of Factor Shares. (2017). Jensen, Christian.
In: Annals of Economics and Finance.
RePEc:cuf:journl:y:2017:v:18:i:2:jensen.
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Aggregate Evidence on Price Rigidities and the Inflation-Output Trade-Off: A Factor Analysis of Factor Shares. (2017). Jensen, Christian.
In: Annals of Economics and Finance.
RePEc:cuf:journl:y:2017:v:18:i:1:jensen.
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Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier.
In: DES - Working Papers. Statistics and Econometrics. WS.
RePEc:cte:wsrepe:23974.
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MONETARY POLICY RULES UNDER HETEROGENEOUS INFLATION EXPECTATIONS. (2017). Brissimis, Sophocles ; Magginas, Nicholas S.
In: Economic Inquiry.
RePEc:bla:ecinqu:v:55:y:2017:i:3:p:1400-1415.
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Price information collected online and short-term inflation forecasts / Scraped sales price information and short-term CPI forecasts. (2017). Lof, Marten ; Tibblin, Markus ; Hull, Isaiah.
In: IFC Bulletins chapters.
RePEc:bis:bisifc:44-09.
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How do the EM Central Bank talk? A Big Data approach to the Central Bank of Turkey. (2017). Ortiz, Alvaro ; Rodrigo, Tomasa ; Iglesias, Joaquin.
In: Working Papers.
RePEc:bbv:wpaper:1724.
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Monetary Aggregates and Monetary Policy in Peru. (2017). Lahura, Erick.
In: BCAM Working Papers.
RePEc:bbk:bbkcam:1704.
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Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models. (2016). Paccagnini, Alessia ; Bekiros, Stelios.
In: Journal of Forecasting.
RePEc:wly:jforec:v:35:y:2016:i:7:p:613-632.
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Nowcasting Indian GDP. (2016). Fosten, Jack ; Bragoli, Daniela.
In: University of East Anglia School of Economics Working Paper Series.
RePEc:uea:ueaeco:2016_06.
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When does the yield curve contain predictive power? Evidence from a data-rich environment. (2016). Hännikäinen, Jari ; Hannikainen, Jari.
In: Working Papers.
RePEc:tam:wpaper:1603.
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FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael.
In: Journal of Business & Economic Statistics.
RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589.
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ÐœÐ°ÐºÑ€Ð¾ÑÐºÐ¾Ð½Ð¾Ð¼Ð¸Ñ‡ÐµÑÐºÐ¾Ðµ Ð¿Ñ€Ð¾Ð³Ð½Ð¾Ð·Ð¸Ñ€Ð¾Ð²Ð°Ð½Ð¸Ðµ Ñ Ð¿Ð¾Ð¼Ð¾Ñ‰ÑŒÑŽ BVAR Ð›Ð¸Ñ‚Ñ‚ÐµÑ€Ð¼Ð°Ð½Ð°. (2016). ÐœÐÐ›ÐÐ¥ÐžÐ’Ð¡ÐšÐÐ¯ ÐžÐšÐ¡ÐÐÐ ÐÐÐÐ¢ÐžÐ›Ð¬, ; Ð”Ð•ÐœÐ•Ð¨Ð•Ð’ Ð‘ÐžÐ Ð˜Ð¡ Ð‘ÐžÐ Ð˜Ð¡ÐžÐ’Ð˜Ð§, .
In: Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики.
RePEc:scn:025886:16949947.
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When does the yield curve contain predictive power? Evidence from a data-rich environment. (2016). Hännikäinen, Jari ; Hannikainen, Jari.
In: MPRA Paper.
RePEc:pra:mprapa:70489.
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Demographics and the Behavior of Interest Rates. (2016). Favero, Carlo ; Yang, Haoxi ; Gozluklu, Arie E.
In: IMF Economic Review.
RePEc:pal:imfecr:v:64:y:2016:i:4:d:10.1057_s41308-016-0020-2.
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Monetary Versus Macroprudential Policies: Causal Impacts of Interest Rates and Credit Controls in the Era of the UK Radcliffe Report. (2016). Taylor, Alan ; Bush, Oliver ; Aikman, David.
In: NBER Working Papers.
RePEc:nbr:nberwo:22380.
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Measuring the Effects of Dollar Appreciation on Asia: A Favar Approach. (2016). Spiegel, Mark ; Liu, Zheng ; Tai, Andrew.
In: Working Paper Series.
RePEc:fip:fedfwp:2016-30.
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Monetary versus macroprudential policies:causal impacts of interest rates andcredit controls in the era of the UKradcliffe report. (2016). Taylor, Alan ; Bush, Oliver ; Aikman, David.
In: Economic History Working Papers.
RePEc:ehl:wpaper:67035.
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Monetary versus macroprudential policies:causal impacts of interest rates andcredit controls in the era of the UKradcliffe report. (2016). Aikman, David ; Taylor, Alan M ; Bush, Oliver.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:67035.
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Exact and asymptotic tests on a factor model in low and large dimensions with applications. (2016). Bodnar, Taras ; Reiss, Markus.
In: Journal of Multivariate Analysis.
RePEc:eee:jmvana:v:150:y:2016:i:c:p:125-151.
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Forecasting and nowcasting economic growth in the euro area using factor models. (2016). Koopman, Siem Jan ; Hindrayanto, Irma ; de Winter, Jasper.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:32:y:2016:i:4:p:1284-1305.
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Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts. (2016). Jansen, W. Jos ; de Winter, Jasper ; Jin, Xiaowen.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:32:y:2016:i:2:p:411-436.
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A comparison of MIDAS and bridge equations. (2016). Schumacher, Christian.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:32:y:2016:i:2:p:257-270.
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Nowcasting Czech GDP in real time. (2016). Rusnák, Marek ; Rusnak, Marek.
In: Economic Modelling.
RePEc:eee:ecmode:v:54:y:2016:i:c:p:26-39.
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Real-time factor model forecasting and the effects of instability. (2016). Clements, Michael.
In: Computational Statistics & Data Analysis.
RePEc:eee:csdana:v:100:y:2016:i:c:p:661-675.
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Eigenvalue Ratio Estimators for the Number of Common Factors. (2016). Zaffaroni, Paolo ; Lippi, Marco ; Forni, Mario ; Cavicchioli, Maddalena.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:11440.
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Monetary Versus Macroprudential Policies: Causal Impacts of Interest Rates and Credit Controls in the Era of the UK Radcliffe Report. (2016). Taylor, Alan ; Bush, Oliver ; Aikman, David.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:11353.
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Monetary versus macroprudential policies causal impacts of interest rates and credit controls in the era of the UK Radcliffe Report. (2016). Taylor, Alan ; Bush, Oliver ; Aikman, David ; Davis, Alan.
In: Bank of England working papers.
RePEc:boe:boeewp:0610.
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The term structure of interest rates and the macroeconomy: Learning about economic dynamics from a FAVAR. (2015). Halberstadt, Arne.
In: Discussion Papers.
RePEc:zbw:bubdps:022015.
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Evaluating Point and Density Forecasts of DSGE Models. (2015). Wolters, Maik.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:30:y:2015:i:1:p:74-96.
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Business cycles and monetary regimes in the U.S. (1960 â€“ 2014): A plea for monetary stability. (2015). Muñoz, Félix-Fernando ; Cendejas Bueno, José Luis ; Castaeda, Juan Enrique ; Muoz, Felix .
In: Working Papers in Economic Theory.
RePEc:uam:wpaper:201505.
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TRANMISSION OF INTERNATIONAL SHOCKS TO AN EMERGING SMALL OPEN-ECONOMY: EVIDENCE FROM TUNISIA. (2015). Lahiani, Amine ; Belhedi, Mohamed ; Slama, Ines.
In: Region et Developpement.
RePEc:tou:journl:v:42:y:2015:p:231-258.
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Understanding the deviations of the Taylor Rule: a new methodology with an application to Australia. (2015). Vespignani, Joaquin ; Hudson, Kerry.
In: Working Papers.
RePEc:tas:wpaper:22663.
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Estimating and forecasting Bahrain quarterly GDP growth using simple regression and factor-based methods. (2015). Naser, Hanan.
In: Empirical Economics.
RePEc:spr:empeco:v:49:y:2015:i:2:p:449-479.
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Revisiting the Greenbooks relative forecasting performance. (2015). .
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/3pot7260lh88lrfhrhvs85lh2f.
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Revisiting the greenbooks relative forecasting performance. (2015). Hubert, Paul.
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/35kgubh40v9gfpnuruelqjnptb.
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Understanding the Taylor Rule in Australia. (2015). Vespignani, Joaquin ; Hudson, Kerry.
In: MPRA Paper.
RePEc:pra:mprapa:104679.
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Revisiting the greenbooks relative forecasting performance. (2015). Hubert, Paul.
In: SciencePo Working papers Main.
RePEc:hal:spmain:hal-01087522.
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Revisiting the greenbooks relative forecasting performance. (2015). Hubert, Paul.
In: Post-Print.
RePEc:hal:journl:hal-01087522.
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FRED-MD: A Monthly Database for Macroeconomic Research. (2015). Ng, Serena ; McCracken, Michael.
In: Working Papers.
RePEc:fip:fedlwp:2015-012.
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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.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:39:y:2015:i:c:p:449-468.
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The distribution of inflation forecast errors. (2015). Smith, Julie ; Liebner, Jeffrey P. ; Gamber, Edward N..
In: Journal of Policy Modeling.
RePEc:eee:jpolmo:v:37:y:2015:i:1:p:47-64.
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Estimating a DSGE model for Japan in a data-rich environment. (2015). Nishiyama, Shin-Ichi ; Iiboshi, Hirokuni ; Matsumae, Tatsuyoshi ; Namba, Ryoichi.
In: Journal of the Japanese and International Economies.
RePEc:eee:jjieco:v:36:y:2015:i:c:p:25-55.
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Balance sheets of financial intermediaries: Do they forecast economic activity?. (2015). Sekkel, Rodrigo.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:31:y:2015:i:2:p:263-275.
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Robust approaches to forecasting. (2015). Hendry, David ; Clements, Michael ; Castle, Jennifer.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:31:y:2015:i:1:p:99-112.
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Dynamic factor models with infinite-dimensional factor spaces: One-sided representations. (2015). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
In: Journal of Econometrics.
RePEc:eee:econom:v:185:y:2015:i:2:p:359-371.
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Labour market adjustments in Europe and the US: How different?. (2015). Smets, Frank ; Beyer, Robert ; Beyer, Robert C. M., .
In: Working Paper Series.
RePEc:ecb:ecbwps:20151767.
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Factor augmented autoregressive distributed lag models with macroeconomic applications. (2015). Stevanovic, Dalibor.
In: CIRANO Working Papers.
RePEc:cir:cirwor:2015s-33.
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Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model. (2015). Paccagnini, Alessia ; Bekiros, Stelios ; Stelios, Bekiros.
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:19:y:2015:i:2:p:107-136:n:3.
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Reference Rates and Monetary Policy Effectiveness in Korea. (2015). Gwon, Tae Hyo ; Jin, SE ; Jung, Heung Soon ; Lee, Dongjin.
In: Working Papers.
RePEc:bok:wpaper:1527.
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Impact of international monetary policy in Uruguay: a FAVAR approach. (2015). Bucacos, Elizabeth.
In: Documentos de trabajo.
RePEc:bku:doctra:2015003.
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Housing Market Forecasting with Factor Combinations. (2015). Rahal, Charles.
In: Discussion Papers.
RePEc:bir:birmec:15-05r.
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Housing Market Forecasting with Factor Combinations. (2015). Rahal, Charles.
In: Discussion Papers.
RePEc:bir:birmec:15-05.
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Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model. (2015). Gambetti, Luca ; Forni, Mario.
In: Working Papers.
RePEc:bge:wpaper:440.
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The macroeconomic effects of the sovereign debt crisis in the euro area. (2015). Ropele, Tiziano ; Neri, Stefano.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_1007_15.
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Forecasting German key macroeconomic variables using large dataset methods. (2014). Wolters, Maik ; Pirschel, Inske.
In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
RePEc:zbw:vfsc14:100587.
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Structural vector autoregressive analysis in a data rich environment: A survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut.
In: SFB 649 Discussion Papers.
RePEc:zbw:sfb649:sfb649dp2014-004.
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Forecasting German key macroeconomic variables using large dataset methods. (2014). Wolters, Maik ; Pirschel, Inske.
In: Kiel Working Papers.
RePEc:zbw:ifwkwp:1925.
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Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components. (2014). Koopman, Siem Jan ; Hindrayanto, Irma ; de Winter, Jasper.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20140113.
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Forecasting automobile sales: the Peña-Box approach. (2014). Lin, Lin ; Hsu, Wei-Chun .
In: Transportation Planning and Technology.
RePEc:taf:transp:v:37:y:2014:i:6:p:568-580.
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Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach. (2014). Munir, Kashif.
In: Empirical Economics.
RePEc:spr:empeco:v:46:y:2014:i:3:p:843-864.
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Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR. (2014). Auer, Simone.
In: Working Papers.
RePEc:snb:snbwpa:2014-02.
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Deviance Information Criterion for Comparing VAR Models. (2014). Yu, Jun ; Li, Yong ; Zeng, Tao.
In: Working Papers.
RePEc:siu:wpaper:01-2014.
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Forecasting the Brazilian Term Structure Using Macroeconomic Factors. (2014). Almeida, Caio ; Faria, Adriano.
In: Brazilian Review of Econometrics.
RePEc:sbe:breart:v:34:y:2014:i:1:a:16642.
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European higher education policies and the problem of estimating a complex model with a small cross-section. (2014). Marconi, Gabriele.
In: MPRA Paper.
RePEc:pra:mprapa:87600.
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Estimation and inference of FAVAR models. (2014). Lu, Lina ; Bai, Jushan ; Li, Kunpeng.
In: MPRA Paper.
RePEc:pra:mprapa:60960.
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Robust Approaches to Forecasting. (2014). Hendry, David ; Clements, Michael ; Castle, Jennifer.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:697.
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Monetary Policy Effectiveness in China: Evidence from a FAVAR Model. (2014). Swanson, Eric ; Spiegel, Mark ; Fernald, John.
In: NBER Working Papers.
RePEc:nbr:nberwo:20518.
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Credit Risk in the Euro Area. (2014). Mojon, Benoit ; Gilchrist, Simon.
In: NBER Working Papers.
RePEc:nbr:nberwo:20041.
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Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut.
In: SFB 649 Discussion Papers.
RePEc:hum:wpaper:sfb649dp2014-004.
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The FRBNY staff underlying inflation gauge: UIG. (2014). Rich, Robert ; Potter, Simon ; Amstad, Marlene.
In: Staff Reports.
RePEc:fip:fednsr:672.
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Monetary Policy Effectiveness in China: Evidence from a FAVAR Model. (2014). Swanson, Eric ; Spiegel, Mark ; Fernald, John.
In: Working Paper Series.
RePEc:fip:fedfwp:2014-07.
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Has China’s economy become more “standard”?. (2014). Spiegel, Mark ; Hsu, Eric ; Fernald, John.
In: FRBSF Economic Letter.
RePEc:fip:fedfel:00031.
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Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR. (2014). Auer, Simone.
In: Globalization Institute Working Papers.
RePEc:fip:feddgw:170.
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Credit shocks and monetary policy in Brazil: a structural FAVAR approach. (2014). Valls Pereira, Pedro ; Pereira, Pedro L. Valls, ; Fonseca, Marcelo GonÃ§alves da Silva, .
In: Textos para discussão.
RePEc:fgv:eesptd:358.
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Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia. (2014). Vespignani, Joaquin ; Hudson, Kerry B..
In: CAMA Working Papers.
RePEc:een:camaaa:2014-78.
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Estimating the output gap in real time: A factor model approach. (2014). Aastveit, Knut Are ; Trovik, Torres .
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:54:y:2014:i:2:p:180-193.
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Inflation forecasts and core inflation measures: Where is the information on future inflation?. (2014). Smith, Julie ; Liu, Dandan.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:54:y:2014:i:1:p:133-137.
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Monetary policy effectiveness in China: Evidence from a FAVAR model. (2014). Swanson, Eric ; Spiegel, Mark ; Fernald, John.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:49:y:2014:i:pa:p:83-103.
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Gauging exchange rate targeting. (2014). Popper, Helen ; Parsley, David.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:43:y:2014:i:c:p:155-166.
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Tracking world trade and GDP in real time. (2014). Parigi, giuseppe ; Golinelli, Roberto.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:30:y:2014:i:4:p:847-862.
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Bootstrapping factor-augmented regression models. (2014). Perron, Benoit ; Goncalves, Silvia ; Gonalves, Silvia.
In: Journal of Econometrics.
RePEc:eee:econom:v:182:y:2014:i:1:p:156-173.
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Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models. (2014). Paccagnini, Alessia ; Bekiros, Stelios.
In: Computational Statistics & Data Analysis.
RePEc:eee:csdana:v:71:y:2014:i:c:p:298-323.
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Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut.
In: Discussion Papers of DIW Berlin.
RePEc:diw:diwwpp:dp1351.
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Common Macro Factors and Currency Premia. (2014). Taylor, Mark ; Filippou, Ilias.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10016.
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The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time. (2014). Golinelli, Roberto ; Girardi, Alessandro ; Pappalardo, C..
In: Working Papers.
RePEc:bol:bodewp:wp919.
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Credit Risk in the Euro area.. (2014). Mojon, Benoit ; Gilchrist, Simon.
In: Working papers.
RePEc:bfr:banfra:482.
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Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?. (2014). Sekkel, Rodrigo.
In: Staff Working Papers.
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Evaluating point and density forecasts of DSGE models. (2013). Wolters, Maik.
In: Economics Working Papers.
RePEc:zbw:cauewp:201303.
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A Factor-augmented VAR Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union. (2013). Park, Cyn-Young ; Kim, David ; Huh, Hyeon-seung.
In: Working papers.
RePEc:yon:wpaper:2013rwp-58.
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Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set. (2013). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
In: Working Papers.
RePEc:wyi:wpaper:002005.
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Assessing Monetary and Fiscal Policy Interaction in a Small Open Economy: the Case Republic of Macedonia. (2013). Fetai, Besnik.
In: Transition Studies Review.
RePEc:spr:trstrv:v:20:y:2013:i:1:p:89-104.
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How do individual sectors respond to macroeconomic shocks? A structural dynamic factor approach applied to Swiss data. (2013). Steiner, Elizabeth ; Baeurle, Gregor ; Baurle, Gregor.
In: Working Papers.
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Expectations and Monetary Policy: Experimental Evidence. (2013). Kryvtsov, Oleksiy.
In: Discussion Papers.
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Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets. (2013). Swanson, Norman ; Kim, Kihwan.
In: Departmental Working Papers.
RePEc:rut:rutres:201315.
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A Factor-Augmented Vector Autoregression Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union. (2013). Park, Cyn-Young ; Kim, David ; Huh, Hyeon-seung.
In: ADB Economics Working Paper Series.
RePEc:ris:adbewp:0385.
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Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling. (2013). Wright, Jonathan ; Ng, Serena.
In: NBER Working Papers.
RePEc:nbr:nberwo:19469.
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Dynamic factor models: A review of the literature. (2013). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier.
In: Post-Print.
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Structural vector autoregressions. (2013). Kilian, Lutz.
In: Chapters.
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Defining governance matters: A factor analytic assessment of governance institutions. (2013). Givens, David.
In: Journal of Comparative Economics.
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Forecasting by factors, by variables, by both or neither?. (2013). Hendry, David ; Clements, Michael ; Castle, Jennifer.
In: Journal of Econometrics.
RePEc:eee:econom:v:177:y:2013:i:2:p:305-319.
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Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H.
In: Handbook of Economic Forecasting.
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Short-term inflation forecasting models for Turkey and a forecast combination analysis. (2013). Tekatli, Necati ; Ozmen, Utku ; Ogunc, Fethi ; Hulagu, Timur ; Chadwick, Meltem ; Başer Andıç, Selen ; Akdoğan, Kurmaş ; Akdoan, Kurma ; Oun, Fethi ; Ertu, Dilara ; Kosem, Sevim ; Baer, Selen .
In: Economic Modelling.
RePEc:eee:ecmode:v:33:y:2013:i:c:p:312-325.
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Changes in the effects of monetary policy on disaggregate price dynamics. (2013). mumtaz, haroon ; Liu, Philip ; Baumeister, Christiane.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:37:y:2013:i:3:p:543-560.
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Prediction using several macroeconomic models. (2013). Geweke, John ; amisano, gianni.
In: Working Paper Series.
RePEc:ecb:ecbwps:20131537.
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A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm. (2013). Tripodis, Yorghos ; Zirogiannis, Nikolaos.
In: Working Papers.
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Free Entry and Social Efficiency under Unknown Demand Parameters. (2013). Janjgava, Batlome.
In: CERGE-EI Working Papers.
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Dynamic Factor Models: A review of the Literature .. (2013). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier ; Darne, O..
In: Working papers.
RePEc:bfr:banfra:430.
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Asymmetric Effects of Monetary Policy in the U.S. and Brazil. (2013). Tabak, Benjamin ; pragidis, ioannis ; Gogas, Periklis.
In: Working Papers Series.
RePEc:bcb:wpaper:340.
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Forecasting with Many Models: Model Confidence Sets and Forecast Combination. (2013). Sekkel, Rodrigo ; Samuels, Jon D..
In: Staff Working Papers.
RePEc:bca:bocawp:13-11.
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A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm. (2013). Tripodis, Yorghos ; Zirogiannis, Nikolaos.
In: Working Paper Series.
RePEc:ags:umamwp:142752.
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Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling. (2013). Wright, Jonathan ; Ng, Serena.
In: Journal of Economic Literature.
RePEc:aea:jeclit:v:51:y:2013:i:4:p:1120-54.
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Evaluating point and density forecasts of DSGE models. (2012). Wolters, Maik.
In: IMFS Working Paper Series.
RePEc:zbw:imfswp:59.
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The impact of seasonal and price adjustments on the predictability of German GDP revisions. (2012). Boysen-Hogrefe, Jens ; Neuwirth, Stefan.
In: Kiel Working Papers.
RePEc:zbw:ifwkwp:1753.
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Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set. (2012). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
In: Journal of Forecasting.
RePEc:wly:jforec:v:31:y:2012:i:2:p:124-156.
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The evolution of the monetary policy regimes in the U.S.. (2012). Kim, Chang-Jin ; Bae, Jinho .
In: Empirical Economics.
RePEc:spr:empeco:v:43:y:2012:i:2:p:617-649.
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Credit Shocks and Monetary Policy in Brazil: A Structural Favar Approach. (2012). Valls Pereira, Pedro ; da Silva, Marcelo Gonalves .
In: Brazilian Review of Econometrics.
RePEc:sbe:breart:v:32:y:2012:i:2:a:17153.
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Maximum likelihood estimation and inference for approximate factor models of high dimension. (2012). Li, kunpeng ; Bai, Jushan.
In: MPRA Paper.
RePEc:pra:mprapa:42099.
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Political uncertainty in a data-rich environment. (2012). Scheffel, Eric.
In: MPRA Paper.
RePEc:pra:mprapa:37318.
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Evaluating point and density forecasts of DSGE models. (2012). Wolters, Maik.
In: MPRA Paper.
RePEc:pra:mprapa:36147.
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Posterior Predictive Analysis for Evaluating DSGE Models. (2012). Gupta, Abhishek ; Faust, Jon.
In: NBER Working Papers.
RePEc:nbr:nberwo:17906.
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The Effect of Monetary Shocks on Disaggregated Prices in a Data Rich Environment: a Bayesian FAVAR Approach. (2012). Jalali-Naini, Ahmad ; Hemati, Maryam.
In: Journal of Money and Economy.
RePEc:mbr:jmonec:v:6:y:2012:i:4:p:27-60.
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Measuring the Effects of Monetary Policy: A DSGE-DFM Approach. (2012). Iiboshi, Hirokuni ; Hirokuni, IIBOSHI .
In: ESRI Discussion paper series.
RePEc:esj:esridp:292.
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Estimation of high-dimensional linear factor models with grouped variables. (2012). Heaton, Chris ; Solo, Victor.
In: Journal of Multivariate Analysis.
RePEc:eee:jmvana:v:105:y:2012:i:1:p:348-367.
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Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market. (2012). Ando, Tomohiro ; Tsay, Ruey S..
In: Computational Statistics & Data Analysis.
RePEc:eee:csdana:v:56:y:2012:i:11:p:3345-3365.
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Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations. (2012). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
In: Working Papers ECARES.
RePEc:eca:wpaper:2013/134458.
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Monetary Policy and the Housing Market: A Structural Factor Analysis. (2012). Luciani, Matteo.
In: Working Papers ECARES.
RePEc:eca:wpaper:2013/129931.
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Choques internacionales reales y financieros y su impacto sobre la economía colombiana. (2012). Rodríguez N., Norberto ; López, Enrique ; Gonzalez, Andres ; Echavarría, Juan ; Rodriguez, Norberto ; Echavarria, Juan Jose ; Lopez, Enrique.
In: Revista ESPE - Ensayos Sobre Política Económica.
RePEc:col:000107:010871.
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Bootstrapping factor-augmented regression models. (2012). Perron, Benoit ; Goncalves, Silvia ; Gonalves, Silvia.
In: CIRANO Working Papers.
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Characterising the financial cycle: dont lose sight of the medium term!. (2012). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
In: BIS Working Papers.
RePEc:bis:biswps:380.
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Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics. (2012). mumtaz, haroon ; Liu, Philip ; Baumeister, Christiane.
In: Staff Working Papers.
RePEc:bca:bocawp:12-13.
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Forecasting under Model Uncertainty. (2011). Wolters, Maik.
In: VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis.
RePEc:zbw:vfsc11:48723.
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Making a Weak Instrument Set Stronger: Factor-Based Estimation of the Taylor Rule. (2011). Storjohann, Lidia ; Mirza, Harun.
In: Bonn Econ Discussion Papers.
RePEc:zbw:bonedp:132012.
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The diversity of forecasts from macroeconomic models of the US economy. (2011). Wolters, Maik ; Wieland, Volker.
In: Economic Theory.
RePEc:spr:joecth:v:47:y:2011:i:2:p:247-292.
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One-Sided Representations of Generalized Dynamic Factor Models. (2011). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
In: DSS Empirical Economics and Econometrics Working Papers Series.
RePEc:sas:wpaper:20115.
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Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting. (2011). Swanson, Norman ; FERNÁNDEZ MARTIN, ANDRÉS ; Fernandez, Andres.
In: Departmental Working Papers.
RePEc:rut:rutres:201113.
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Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments. (2011). Swanson, Norman ; Armah, Nii Ayi.
In: Departmental Working Papers.
RePEc:rut:rutres:201105.
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Rational vs. Professional Forecasts. (2011). Valle e Azevedo, João ; Jalles, Joao ; JoÃ£o Valle e Azevedo, .
In: Working Papers.
RePEc:ptu:wpaper:w201114.
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Rational vs. professional forecasts. (2011). Valle e Azevedo, João.
In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
RePEc:ptu:bdpart:ab201108.
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Principal Components and Factor Analysis. A Comparative Study.. (2011). Travaglini, Guido.
In: MPRA Paper.
RePEc:pra:mprapa:35486.
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Demographics and The Behaviour of Interest Rates. (2011). Favero, Carlo ; Yang, Haoxi ; Gozluklu, Arie E..
In: Working Papers.
RePEc:igi:igierp:388.
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The Evolution of the Monetary Policy Regimes in the U.S.. (2011). Kim, Chang-Jin ; Bae, Jinho .
In: Discussion Paper Series.
RePEc:iek:wpaper:1102.
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A medium scale forecasting model for monetary policy. (2011). Zaman, Saeed ; Beauchemin, Kenneth.
In: Working Papers (Old Series).
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Anxious periods and bank lending. (2011). Kouretas, Georgios ; Delis, Manthos.
In: EcoMod2011.
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Developing a Market-Based Monetary Policy Transparency Index: Evidence from the United States. (2011). Kia, Amir.
In: Economic Issues Journal Articles.
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Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions. (2011). Jacobs, Jan ; Bouwman, Kees E. ; Jacobs, Jan P. A. M., .
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:33:y:2011:i:4:p:784-792.
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An explanation for the price puzzle: Asymmetric information and expectation dynamics. (2011). Tas, Bedri ; Tas, Bedri Kamil Onur, .
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:33:y:2011:i:2:p:259-275.
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MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:27:y::i:2:p:529-542.
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A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP. (2011). Rünstler, Gerhard ; Banbura, Marta ; Runstler, Gerhard.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:27:y::i:2:p:333-346.
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A large factor model for forecasting macroeconomic variables in South Africa. (2011). Kabundi, Alain ; GUPTA, RANGAN.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:27:y:2011:i:4:p:1076-1088.
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MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542.
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A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP. (2011). Rünstler, Gerhard ; Banbura, Marta ; Babura, Marta ; Runstler, Gerhard.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:27:y:2011:i:2:p:333-346.
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Assessing McCallum and Taylor rules in a cross-section of emerging market economies. (2011). Sánchez-Fung, José ; Mehrotra, Aaron ; Sanchez-Fung, Jose R..
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:21:y:2011:i:2:p:207-228.
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Dynamic factors in the presence of blocks. (2011). Liska, Roman ; Hallin, Marc.
In: Journal of Econometrics.
RePEc:eee:econom:v:163:y:2011:i:1:p:29-41.
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Estimating Taylor rules in a credit channel environment. (2011). Yagihashi, Takeshi.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:22:y:2011:i:3:p:344-364.
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Forecasting the US real house price index: Structural and non-structural models with and without fundamentals. (2011). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
In: Economic Modelling.
RePEc:eee:ecmode:v:28:y:2011:i:4:p:2013-2021.
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Estimating monetary policy reaction functions for emerging market economies: The case of Brazil. (2011). Sánchez-Fung, José ; Sanchez-Fung, Jose R..
In: Economic Modelling.
RePEc:eee:ecmode:v:28:y:2011:i:4:p:1730-1738.
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One-Sided Representations of Generalized Dynamic Factor Models. (2011). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
In: Working Papers ECARES.
RePEc:eca:wpaper:2013/94959.
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Structural Vector Autoregressions. (2011). Kilian, Lutz.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8515.
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Frontiers of Real-Time Data Analysis. (2011). Croushore, Dean.
In: Journal of Economic Literature.
RePEc:aea:jeclit:v:49:y:2011:i:1:p:72-100.
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The diversity of forecasts from macroeconomic models of the U.S. economy. (2010). Wolters, Maik ; Wieland, Volker.
In: CFS Working Paper Series.
RePEc:zbw:cfswop:201008.
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Monetary Policy, Imperfect Information and the Expectations Channel. (2010). Hubert, Paul ; Fitoussi, Jean-Paul.
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/f4rshpf3v1umfa09lat09b1bg.
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Monetary Policy, Imperfect Information and the Expectations Channel. (2010). Hubert, Paul.
In: Sciences Po Economics Discussion Papers.
RePEc:spo:wpecon:info:hdl:2441/f4rshpf3v1umfa09lat09b1bg.
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The Effects Of Monetary Policy Shocks In Peru: Semi-Structural Identification Using A Factor-Augmented Vector Autoregressive Model. (2010). Lahura, Erick.
In: Working Papers.
RePEc:rbp:wpaper:2010-008.
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Were Fed’s active monetary policy actions necessary?. (2010). Pang, Iris Ai Jao, .
In: MPRA Paper.
RePEc:pra:mprapa:32496.
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Forecasting Hong Kong economy using factor augmented vector autoregression. (2010). Pang, Iris Ai Jao, .
In: MPRA Paper.
RePEc:pra:mprapa:32495.
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Real-time nowcasting of GDP: Factor model versus professional forecasters. (2010). Liebermann, Joëlle.
In: MPRA Paper.
RePEc:pra:mprapa:28819.
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Assessing the transmission of monetary policy using dynamic factor models. (2010). Korobilis, Dimitris.
In: MPRA Paper.
RePEc:pra:mprapa:27593.
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Posterior Predictive Analysis for Evaluating DSGE Models. (2010). Gupta, Abhishek ; Faust, Jon.
In: MPRA Paper.
RePEc:pra:mprapa:26721.
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The Political Economy of the Yield Curve. (2010). Di Maggio, Marco.
In: MPRA Paper.
RePEc:pra:mprapa:20697.
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Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2010). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
In: Working Papers.
RePEc:nlv:wpaper:1001.
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The Empirics of International Monetary Transmission: Identification and the Impossible Trinity. (2010). Bowdler, Christopher ; Bluedorn, John.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:42:y:2010:i:4:p:679-713.
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GDP nowcasting with ragged-edge data: a semi-parametric modeling. (2010). GUEGAN, Dominique ; Ferrara, Laurent ; Rakotomarolahy, Patrick.
In: Journal of Forecasting.
RePEc:jof:jforec:v:29:y:2010:i:1-2:p:186-199.
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Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models. (2010). Kabundi, Alain ; GUPTA, RANGAN.
In: Journal of Forecasting.
RePEc:jof:jforec:v:29:y:2010:i:1-2:p:168-185.
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Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92.
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Monetary Policy Matters: New Evidence Basedon a New Shock Measure. (2010). Barakchian, Mahdi S ; Crowe, Christopher W.
In: IMF Working Papers.
RePEc:imf:imfwpa:2010/230.
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Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks. (2010). MORANA, CLAUDIO.
In: ICER Working Papers - Applied Mathematics Series.
RePEc:icr:wpmath:36-2010.
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Monetary policy, imperfect information and the expectations channel. (2010). Hubert, Paul.
In: SciencePo Working papers Main.
RePEc:hal:spmain:tel-04095385.
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Alternative methods for forecasting GDP. (2010). Rakotomarolahy, Patrick ; Guegan, Dominique.
In: PSE-Ecole d'économie de Paris (Postprint).
RePEc:hal:pseptp:halshs-00511979.
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GDP nowcasting with ragged-edge data: a semi-parametric modeling. (2010). Ferrara, Laurent ; Rakotomarolahy, Patrick ; Guegan, Dominique.
In: PSE-Ecole d'économie de Paris (Postprint).
RePEc:hal:pseptp:halshs-00460461.
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No-arbitrage macroeconomic determinants of the yield curve. (2010). Bikbov, Ruslan ; Chernov, Mikhail.
In: Post-Print.
RePEc:hal:journl:peer-00732517.
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Alternative methods for forecasting GDP. (2010). Rakotomarolahy, Patrick ; Guegan, Dominique.
In: Post-Print.
RePEc:hal:journl:halshs-00511979.
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Alternative methods for forecasting GDP. (2010). Rakotomarolahy, Patrick ; Guegan, Dominique.
In: Post-Print.
RePEc:hal:journl:halshs-00505165.
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GDP nowcasting with ragged-edge data: a semi-parametric modeling. (2010). Rakotomarolahy, Patrick ; Ferrara, Laurent ; Guegan, Dominique.
In: Post-Print.
RePEc:hal:journl:halshs-00460461.
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No-arbitrage macroeconomic determinants of the yield curve. (2010). Chernov, Mikhail ; Bikbov, Ruslan .
In: Post-Print.
RePEc:hal:journl:hal-00732517.
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GDP nowcasting with ragged-edge data: a semi-parametric modeling. (2010). GUEGAN, Dominique ; Ferrara, Laurent ; Rakotomarolahy, Patrick.
In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
RePEc:hal:cesptp:halshs-00460461.
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Inflation measure, Taylor rules, and the Greenspan-Bernanke years. (2010). sawhney, bansi ; Mehra, Yash P..
In: Economic Quarterly.
RePEc:fip:fedreq:y:2010:i:2q:p:123-151:n:v.96no.2.
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Equity premium predictions with adaptive macro indexes. (2010). Bai, Jennie.
In: Staff Reports.
RePEc:fip:fednsr:475.
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The dynamic effects of monetary policy: A structural factor model approach. (2010). Gambetti, Luca ; Forni, Mario.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:57:y:2010:i:2:p:203-216.
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International house prices and macroeconomic fluctuations. (2010). MORANA, CLAUDIO ; Beltratti, Andrea.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:34:y:2010:i:3:p:533-545.
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No-arbitrage macroeconomic determinants of the yield curve. (2010). Chernov, Mikhail ; Bikbov, Ruslan .
In: Journal of Econometrics.
RePEc:eee:econom:v:159:y:2010:i:1:p:166-182.
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The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy. (2010). Wolters, Maik ; Wieland, Volker.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7870.
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Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model. (2010). Gambetti, Luca ; Forni, Mario.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7692.
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Extracting GDP Signals From the Monthly Indicator of Economic Activity: Evidence From Chilean Real-Time Data. (2010). Pedersen, Michael.
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:595.
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Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression. (2010). Ritschl, Albrecht ; Amir Ahmadi, Pooyan ; Amirahmadi, Pooyan.
In: CEP Discussion Papers.
RePEc:cep:cepdps:dp0967.
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Overnight Monetary Policy in the United States: Active or Interest-Rate Smoothing?. (2010). Kia, Amir.
In: Carleton Economic Papers.
RePEc:car:carecp:05-07.
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Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP. (2010). Schumacher, Christian ; Marcellino, Massimiliano.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:72:y:2010:i:4:p:518-550.
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News, Noise, and Estimates of the True Unobserved State of the Economy. (2010). Fixler, Dennis ; Nalewaik, Jeremy .
In: BEA Working Papers.
RePEc:bea:wpaper:0068.
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Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy?. (2010). Ibarra, Raul ; Ibarra-Ramirez, Raul.
In: Working Papers.
RePEc:bdm:wpaper:2010-01.
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Identification of monetary policy shocks and its effects: FAVAR methodology for the Brazilian economy. (2010). Rossi, Josae Luiz ; de Carvalho, Marina Delmondes.
In: Business and Economics Working Papers.
RePEc:aap:wpaper:106.
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Depression econometrics: A FAVAR model of monetary policy during the Great Depression. (2009). Ritschl, Albrecht ; Amir Ahmadi, Pooyan.
In: SFB 649 Discussion Papers.
RePEc:zbw:sfb649:sfb649dp2009-054.
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DSGE Models and Central Banks. (2009). Tovar, Camilo.
In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
RePEc:zbw:ifweej:7602.
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MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir.
In: Discussion Paper Series 1: Economic Studies.
RePEc:zbw:bubdp1:7576.
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Pooling versus model selection for nowcasting with many predictors: an application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir.
In: Discussion Paper Series 1: Economic Studies.
RePEc:zbw:bubdp1:7572.
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Model selection for generalized linear models with factor‐augmented predictors. (2009). Ando, Tomohiro ; Tsay, Ruey S.
In: Applied Stochastic Models in Business and Industry.
RePEc:wly:apsmbi:v:25:y:2009:i:3:p:207-235.
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Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
In: Working papers.
RePEc:uct:uconnp:2009-42.
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On the statistical identification of DSGE models. (2009). Paccagnini, Alessia ; Favero, Carlo A ; Consolo, Agostino.
In: Open Access publications.
RePEc:ucn:oapubs:10197/7586.
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Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models. (2009). Korobilis, Dimitris.
In: Working Papers.
RePEc:str:wpaper:0914.
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Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets. (2009). Zakrajšek, Egon ; Yankov, Vladimir ; Gilchrist, Simon.
In: 2009 Meeting Papers.
RePEc:red:sed009:514.
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AMBIGUITY AVERSION: IMPLICATIONS FOR THE UNCOVERED INTEREST RATE PARITY PUZZLE. (2009). Ilut, Cosmin.
In: 2009 Meeting Papers.
RePEc:red:sed009:328.
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Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach. (2009). Erdemlioglu, Deniz.
In: MPRA Paper.
RePEc:pra:mprapa:28895.
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Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. (2009). Koop, Gary ; Korobilis, Dimitris.
In: MPRA Paper.
RePEc:pra:mprapa:20125.
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The Feldstein-Horioka fact. (2009). Lenza, Michele ; Giannone, Domenico.
In: NBER Working Papers.
RePEc:nbr:nberwo:15519.
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Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets. (2009). Zakrajšek, Egon ; Yankov, Vladimir ; Gilchrist, Simon ; Zakrajsek, Egon.
In: NBER Working Papers.
RePEc:nbr:nberwo:14863.
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Forecasting US inflation by Bayesian model averaging. (2009). Wright, Jonathan.
In: Journal of Forecasting.
RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144.
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Evaluating Exchange Rate Management An Application to Korea. (2009). Popper, Helen ; Parsley, David.
In: Working Papers.
RePEc:hkm:wpaper:282009.
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Disagreement among Forecasters in G7 Countries. (2009). Slacalek, Jiri ; Fritsche, Ulrich ; Dovern, Jonas.
In: Macroeconomics and Finance Series.
RePEc:hep:macppr:200906.
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The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting. (2009). Rakotomarolahy, Patrick ; Guegan, Dominique.
In: Post-Print.
RePEc:hal:journl:halshs-00423871.
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GDP nowcasting with ragged-edge data : A semi-parametric modelling. (2009). Rakotomarolahy, Patrick ; Ferrara, Laurent ; Guegan, Dominique.
In: Post-Print.
RePEc:hal:journl:halshs-00344839.
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GDP nowcasting with ragged-edge data : A semi-parametric modelling. (2009). GUEGAN, Dominique ; Ferrara, Laurent ; Rakotomarolahy, Patrick.
In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
RePEc:hal:cesptp:halshs-00344839.
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Real time underlying inflation gauges for monetary policymakers. (2009). Potter, Simon ; Amstad, Marlene.
In: Staff Reports.
RePEc:fip:fednsr:420.
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An Empirical Review of Federal Reserveâ€™s Informational Advantage. (2009). Hubert, Paul.
In: Documents de Travail de l'OFCE.
RePEc:fce:doctra:0903.
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MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir.
In: Economics Working Papers.
RePEc:eui:euiwps:eco2009/32.
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Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir.
In: Economics Working Papers.
RePEc:eui:euiwps:eco2009/13.
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Developing a Market-Based Monetary Policy Transparency Index and Testing Its Impact on Risk and Volatility in the United States. (2009). Kia, Amir.
In: EcoMod2009.
RePEc:ekd:000215:21500052.
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Depression econometrics: a FAVAR model of monetary policy during the Great Depression. (2009). Ritschl, Albrecht ; Amir Ahmadi, Pooyan.
In: Economic History Working Papers.
RePEc:ehl:wpaper:27878.
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Macroeconomic releases and the interest rate term structure. (2009). Wu, Liuren ; Lu, Biao.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:56:y:2009:i:6:p:872-884.
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Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets. (2009). Zakrajšek, Egon ; Yankov, Vladimir ; Gilchrist, Simon ; Zakrajsek, Egon.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:56:y:2009:i:4:p:471-493.
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On the statistical identification of DSGE models. (2009). Paccagnini, Alessia ; Favero, Carlo ; Consolo, Agostino.
In: Journal of Econometrics.
RePEc:eee:econom:v:150:y:2009:i:1:p:99-115.
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Panel cointegration with global stochastic trends. (2009). Ng, Serena ; Kao, Chihwa ; Bai, Jushan.
In: Journal of Econometrics.
RePEc:eee:econom:v:149:y:2009:i:1:p:82-99.
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International macroeconomic dynamics: A factor vector autoregressive approach. (2009). MORANA, CLAUDIO ; Bagliano, Fabio.
In: Economic Modelling.
RePEc:eee:ecmode:v:26:y:2009:i:2:p:432-444.
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A Robust Criterion for Determining the Number of Factors in Approximate Factor Models. (2009). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
In: Working Papers ECARES.
RePEc:eca:wpaper:2009_023.
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The communication policy of the European Central Bank: An overview of the first decade. (2009). de Haan, Jakob ; Jansen, David-Jan.
In: Working Papers.
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Yield Curve Reaction to Macroeconomic News in Europe : Disentangling the US Influence. (2009). Briere, Marie ; Ielpo, Florian.
In: Economics Papers from University Paris Dauphine.
RePEc:dau:papers:123456789/9305.
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Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression. (2009). Ritschl, Albrecht ; Amir Ahmadi, Pooyan ; Amirahmadi, Pooyan.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7546.
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MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7445.
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Pooling versus model selection for nowcasting with many predictors: An application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7197.
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Predicting growth rates and recessions: assessing US leading indicators under real-time conditions. (2008). Dovern, Jonas ; Ziegler, Christina .
In: Kiel Working Papers.
RePEc:zbw:ifwkwp:1397.
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DSGE Models and Central Banks. (2008). Tovar, Camilo.
In: Economics Discussion Papers.
RePEc:zbw:ifwedp:7406.
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The effect of ECB communication on interest rates: An assessment. (2008). de Haan, Jakob.
In: The Review of International Organizations.
RePEc:spr:revint:v:3:y:2008:i:4:p:375-398.
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Factor vector autoregressive estimation: a new approach. (2008). MORANA, CLAUDIO ; Bagliano, Fabio.
In: Journal of Economic Interaction and Coordination.
RePEc:spr:jeicoo:v:3:y:2008:i:1:p:15-23.
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Forecasting data revisions of GDP: a mixed frequency approach. (2008). Boysen-Hogrefe, Jens.
In: AStA Advances in Statistical Analysis.
RePEc:spr:alstar:v:92:y:2008:i:3:p:271-296.
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Large Bayesian VARs. (2008). Banbura, Marta ; Babura, Marta.
In: 2008 Meeting Papers.
RePEc:red:sed008:334.
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Determining the number of factors in approximate factor models with global and group-specific factors. (2008). Rua, António ; Pinheiro, Maximiano ; Dias, Francisco Craveiro.
In: Working Papers.
RePEc:ptu:wpaper:w200809.
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Estimating Central Bank Behavior in Emerging Markets: The Case of Turkey. (2008). Hatipoglu, Ozan ; Alper, C. Emre.
In: MPRA Paper.
RePEc:pra:mprapa:7107.
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Forecasting in vector autoregressions with many predictors. (2008). Korobilis, Dimitris.
In: MPRA Paper.
RePEc:pra:mprapa:21122.
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Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data. (2008). Nikolsko-Rzhevskyy, Alex.
In: MPRA Paper.
RePEc:pra:mprapa:11352.
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Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2008). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi.
In: Reserve Bank of New Zealand Discussion Paper Series.
RePEc:nzb:nzbdps:2008/13.
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The dynamic e ects of monetary policy: A structural factor model approach. (2008). Gambetti, Luca ; Forni, Mario.
In: Center for Economic Research (RECent).
RePEc:mod:recent:026.
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New Eurocoin: Tracking Economic Growth in Real Time. (2008). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo.
In: Center for Economic Research (RECent).
RePEc:mod:recent:020.
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Dynamic Factor Models in Forecasting Latvias Gross Domestic Product. (2008). Ajevskis, Viktors ; Davidsons, Gundars .
In: Working Papers.
RePEc:ltv:wpaper:200802.
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Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
In: Working Papers.
RePEc:igi:igierp:333.
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International shocks and national house prices. (2008). MORANA, CLAUDIO ; Beltratti, Andrea.
In: ICER Working Papers - Applied Mathematics Series.
RePEc:icr:wpmath:14-2008.
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Frontiers of real-time data analysis. (2008). Croushore, Dean.
In: Working Papers.
RePEc:fip:fedpwp:08-4.
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Forecasting inflation and output: comparing data-rich models with simple rules. (2008). Kliesen, Kevin ; Gavin, William.
In: Review.
RePEc:fip:fedlrv:y:2008:i:may:p:175-192:n:v.90no.3,pt.1.
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An empirical assessment of the relationships among inflation and short- and long-term expectations. (2008). Davig, Troy ; Clark, Todd.
In: Research Working Paper.
RePEc:fip:fedkrw:rwp08-05.
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Dynamic Factors in the Presence of Block Structure. (2008). Liska, Roman ; Hallin, Marc.
In: Economics Working Papers.
RePEc:eui:euiwps:eco2008/22.
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Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
In: Economics Working Papers.
RePEc:eui:euiwps:eco2008/16.
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Monetary Policy Transmission and Targeting Mechanisms in the MENA Region. (2008). Neaime, Simon.
In: Working Papers.
RePEc:erg:wpaper:395.
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The estimation of monetary policy reaction function in a data-rich environment: The case of Japan. (2008). Shibamoto, Masahiko.
In: Japan and the World Economy.
RePEc:eee:japwor:v:20:y:2008:i:4:p:497-520.
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Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.
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Bayesian Model Averaging and exchange rate forecasts. (2008). Wright, Jonathan.
In: Journal of Econometrics.
RePEc:eee:econom:v:146:y:2008:i:2:p:329-341.
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Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach. (2008). Moench, Emanuel.
In: Journal of Econometrics.
RePEc:eee:econom:v:146:y:2008:i:1:p:26-43.
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Monetary union in West Africa and asymmetric shocks: A dynamic structural factor model approach. (2008). Houssa, Romain.
In: Journal of Development Economics.
RePEc:eee:deveco:v:85:y:2008:i:1-2:p:319-347.
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The Feldstein-Horioka fact. (2008). Lenza, Michele ; Giannone, Domenico.
In: Working Paper Series.
RePEc:ecb:ecbwps:2008873.
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Opening the Black Box: Structural Factor Models with Large Cross-Sections. (2008). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
In: Working Papers ECARES.
RePEc:eca:wpaper:2008_036.
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Large Bayesian VARs. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
In: Working Papers ECARES.
RePEc:eca:wpaper:2008_033.
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Dynamic Factors in the Presence of Block Structure. (2008). Liska, Roman ; Hallin, Marc.
In: Working Papers ECARES.
RePEc:eca:wpaper:2008_012.
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Extremum Estimation when the Predictors are Estimated from Large Panels. (2008). Ng, Serena ; Bai, Jushan.
In: Annals of Economics and Finance.
RePEc:cuf:journl:y:2008:v:9:i:2:p:201-222.
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The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach. (2008). Gambetti, Luca ; Forni, Mario.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7098.
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Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6708.
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Forecasting inflation in China. (2008). Sanchez-Fung, Jose R ; Mehrotra, Aaron.
In: BOFIT Discussion Papers.
RePEc:bof:bofitp:2008_002.
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DSGE models and central banks. (2008). Tovar, Camilo.
In: BIS Working Papers.
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Real wages and monetary policy transmission in the euro area. (2007). Smets, Frank ; McCallum, Andrew.
In: Kiel Working Papers.
RePEc:zbw:ifwkwp:1360.
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Estimating a small DSGE model under rational and measured expectations: some comparisons. (2007). Paloviita, Maritta.
In: Bank of Finland Research Discussion Papers.
RePEc:zbw:bofrdp:rdp2007_014.
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Estimating DSGE Models under Partial Information. (2007). Perendia, George ; Pearlman, Joseph ; Levine, Paul.
In: School of Economics Discussion Papers.
RePEc:sur:surrec:1607.
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Estimating DSGE Models under Partial Information. (2007). Perendia, George .
In: CDMA Working Paper Series.
RePEc:san:cdmawp:0722.
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Factor Analysis in a Model with Rational Expectations. (2007). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
In: NBER Working Papers.
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Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset. (2007). Wright, Jonathan ; Faust, Jon.
In: NBER Working Papers.
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Opening the Black Box: Structural Factor Models with Large Cross-Sections. (2007). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
In: Center for Economic Research (RECent).
RePEc:mod:recent:008.
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Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases. (2007). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David H.
In: Money Macro and Finance (MMF) Research Group Conference 2006.
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Panel Cointegration with Global Stochastic Trends. (2007). Ng, Serena ; Kao, Chihwa ; Bai, Jushan.
In: Center for Policy Research Working Papers.
RePEc:max:cprwps:90.
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Factor Model Forecasting of Inflation in Croatia. (2007). Kunovac, Davor.
In: Financial Theory and Practice.
RePEc:ipf:finteo:v:31:y:2007:i:4:p:371-393.
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Bayesian forecast combination for VAR models. (2007). Karlsson, Sune ; Andersson, Michael K.
In: Working Paper Series.
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Bayesian Forecast Combination for VAR Models. (2007). Karlsson, Sune ; Andersson, Michael K.
In: Working Papers.
RePEc:hhs:oruesi:2007_013.
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A Taylor rule and the Greenspan era. (2007). Mehra, Yash P. ; Minton, Brian D..
In: Economic Quarterly.
RePEc:fip:fedreq:y:2007:i:sum:p:229-250:n:v.93no.3.
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Evaluating real-time forecasts in real-time. (2007). van Dijk, Dick ; Ravazzolo, Francesco ; Franses, Philip Hans ; van Dijk, D. J. C., ; Franses, Ph. H. B. F., .
In: Econometric Institute Research Papers.
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Improved forecasting with leading indicators: the principal covariate index. (2007). Heij, C..
In: Econometric Institute Research Papers.
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99 Luftballons: Monetary policy and the house price boom across U.S. states. (2007). Otrok, Christopher ; Del Negro, Marco.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:54:y:2007:i:7:p:1962-1985.
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Do macro variables, asset markets, or surveys forecast inflation better?. (2007). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:54:y:2007:i:4:p:1163-1212.
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Macroeconomic forecasting using structural factor analysis. (2007). Liu, Dandan ; Jansen, Dennis.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:23:y:2007:i:4:p:655-677.
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Business cycle transmission from the US to Germany--A structural factor approach. (2007). Eickmeier, Sandra.
In: European Economic Review.
RePEc:eee:eecrev:v:51:y:2007:i:3:p:521-551.
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Opening the black box: structural factor models with large cross-sections. (2007). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
In: Working Paper Series.
RePEc:ecb:ecbwps:2007712.
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Bayesian VARs with Large Panels. (2007). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6326.
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The Central Banker as a Risk Manager: Estimating the Federal Reserves Preferences under Greenspan. (2007). Manganelli, Simone ; Kilian, Lutz.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6031.
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Estimating a small DSGE model under rational and measured expectations : some comparisons. (2007). Paloviita, Maritta.
In: Research Discussion Papers.
RePEc:bof:bofrdp:2007_014.
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DSGE Models in a Data-Rich Environment.. (2007). Giannoni, Marc ; Boivin, Jean.
In: Working papers.
RePEc:bfr:banfra:162.
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New Eurocoin: Tracking Economic Growth in Real Time. (2007). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_631_07.
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The industrial impact of oil price shocks: Evidence from the industries of six OECD countries. (2007). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca.
In: Working Papers.
RePEc:bde:wpaper:0731.
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Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2007). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi.
In: Birkbeck Working Papers in Economics and Finance.
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What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence. (2006). Siklos, Pierre.
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Has Monetary Policy Become More Effective?. (2006). Giannoni, Marc ; Boivin, Jean.
In: The Review of Economics and Statistics.
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DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
In: NBER Working Papers.
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DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
In: NBER Technical Working Papers.
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International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
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Forecasting inflation and output: comparing data-rich models with simple rules. (2006). Kliesen, Kevin ; Gavin, William.
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Replicability, real-time data, and the science of economic research: FRED, ALFRED, and VDC. (2006). Anderson, Richard.
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Combining forecasts from nested models. (2006). McCracken, Michael ; Clark, Todd.
In: Research Working Paper.
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Do macro variables, asset markets, or surveys forecast inflation better?. (2006). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
In: Finance and Economics Discussion Series.
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Forecasting Emerging Market Indicators: Brazil and Russia. (2006). Bystrov, Victor.
In: Economics Working Papers.
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Forward-looking information in VAR models and the price puzzle. (2006). Brissimis, Sophocles ; Magginas, Nicholas S..
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Data revisions and the identification of monetary policy shocks. (2006). Evans, Charles ; Croushore, Dean.
In: Journal of Monetary Economics.
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Are more data always better for factor analysis?. (2006). Ng, Serena ; Boivin, Jean.
In: Journal of Econometrics.
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Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David H.
In: Working Paper Series.
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Why Do Pooled Forecasts Do Better Than Individual Forecasts Ex Post?. (2006). Smith, William T..
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Why Do Pooled Forecasts Do Better Than Individual Forecasts Ex Post?. (2006). Nocetti, Diego ; Smith, William T..
In: Economics Bulletin.
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New-Keynesian Macroeconomics and the Term Structure. (2006). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
In: CEPR Discussion Papers.
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New EuroCOIN: Tracking Economic Growth in Real Time. (2006). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo.
In: CEPR Discussion Papers.
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International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
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A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
In: Carlo Alberto Notebooks.
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Monetary Policy Rules under Heterogeneous Inflation Expectations. (2006). Brissimis, Sophocles ; Magginas, Nicholas S..
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Dynamic factor models. (2005). Eickmeier, Sandra ; Breitung, Jörg.
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Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy. (2005). Milani, Fabio ; Belviso, Francesco.
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New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
In: Faculty Working Papers.
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Large dimension forecasting models and random singular value spectra. (2005). Potters, Marc ; Laloux, Laurent ; Bouchaud, Jean-Philippe ; Miceli, Augusta M..
In: Science & Finance (CFM) working paper archive.
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DSGE Models in a Data-Rich Environment. (2005). Giannoni, Marc ; Boivin, Jean.
In: Computing in Economics and Finance 2005.
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The Australian Business Cycle: A Coincident Indicator Approach. (2005). Richards, Anthony ; Kearns, Jonathan ; Gillitzer, Christian.
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The Australian Business Cycle: A Coincident Indicator Approach. (2005). Kearns, Jonathan ; Gillitzer, Christian ; Richards, Anthony.
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Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?. (2005). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
In: NBER Working Papers.
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Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
In: NBER Working Papers.
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New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
In: NBER Working Papers.
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Has US Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data. (2005). Boivin, Jean.
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Monetary Policy in Real Time. (2005). Reichlin, Lucrezia ; Sala, Luca ; Giannone, Domenico.
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Monetary Policy in Real Time. (2005). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
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Do we really know how inflation targeters set interest rates?. (2005). Aurelio, Marcela Meirelles.
In: Research Working Paper.
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Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases. (2005). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2005-42.
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Monetary policy and the house price boom across U.S. states. (2005). Otrok, Christopher ; Del Negro, Marco.
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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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Factor analysis in a New-Keynesian model. (2005). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
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Forecasting macroeconomic variables for the new member states of the European Union. (2005). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
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How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation. (2005). Kilian, Lutz ; Inoue, Atsushi.
In: CEPR Discussion Papers.
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Factor Analysis in a New-Keynesian Model. (2005). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
In: CEPR Discussion Papers.
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Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases. (2005). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David.
In: CEPR Discussion Papers.
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Monetary Policy in Real Time. (2005). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
In: CEPR Discussion Papers.
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Assessing the predictive power of measures of financial conditions for macroeconomic variables. (2005). English, William ; Tsatsaronis, Kostas ; Zoli, Edda.
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Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach. (2004). Milani, Fabio.
In: Macroeconomics.
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Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
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Measuring monetary policy in the UK: a factor augmented vector autoregressive approach. (2004). Lagana, Gianluca.
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Forecasting Macroeconomic Variables for the Acceding Countries. (2004). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
In: Working Papers.
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Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
In: Finance and Economics Discussion Series.
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Testing for a unit root in panels with dynamic factors. (2004). Perron, Benoit ; Moon, Hyungsik.
In: Journal of Econometrics.
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Bagging Time Series Models. (2004). Kilian, Lutz ; Inoue, Atsushi.
In: Econometric Society 2004 North American Summer Meetings.
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Uso de Análisis Factorial Dinámico para Proyecciones Macroeconómicas. (2004). Cespedes, Luis ; Aguirre, Alvaro ; Luis Felipe Cespedes C., ; alvaro Aguirre R., .
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Use of Dynamic Factor Analysis in Macroeconomic Forecasts. (2004). Cespedes, Luis ; Luis Felipe Cespedes C., ; alvaro Aguirre R., .
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Implications of a Changing Economic Structure for the Strategy of Monetary Policy. (2004). Walsh, Carl.
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Implications of a Changing Economic Structure for the Strategy of Monetary Policy. (2004). Walsh, Carl.
In: Santa Cruz Center for International Economics, Working Paper Series.
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Predicting Inflation: Does The Quantity Theory Help?. (2003). Swanson, Norman ; Bachmeier, Lance.
In: Departmental Working Papers.
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Implications of a changing economic structure for the strategy of monetary policy. (2003). Walsh, Carl.
In: Proceedings - Economic Policy Symposium - Jackson Hole.
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Forecasting U.S. inflation by Bayesian Model Averaging. (2003). Wright, Jonathan.
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Bayesian Model Averaging and exchange rate forecasts. (2003). Wright, Jonathan.
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The Science of Monetary Policy: A New Keynesian Perspective. (1999). Gertler, Mark ; Galí, Jordi ; Clarida, Richard.
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Monetary policy in a data-rich environment. (2003). Boivin, Jean ; Bernanke, Ben.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:50:y:2003:i:3:p:525-546.
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Monetary policy in a data-rich environment. (2003). Boivin, Jean ; Bernanke, Ben. In: Journal of Monetary Economics. RePEc:eee:moneco:v:50:y:2003:i:3:p:525-546. Full description at Econpapers || Download paper

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Monetary policy in a data-rich environment. (2003). Boivin, Jean ; Bernanke, Ben.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:50:y:2003:i:3:p:525-546.
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