1. Is the Bank of Canada concerned about inflation or the state of the economy?. (2024). Shiamptanis, Christos ; Pang, KE.
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2. Odyssean forward guidance in normal times. (2024). Maliar, Lilia ; Taylor, John B.
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3. Monetary Policy & Stock Market. (2023). Tehranian, Kian.
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4. Exchange rate forecasting with real-time data: Evidence from Western offshoots. (2022). Matsuki, Takashi ; Chang, Ming-Jen.
   In: Research in International Business and Finance.
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5. A Simple Theory-Based Estimate of the Real Natural Rate of Interest in Open Economies. (2022). Segal, Guy ; Ilek, Alex.
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   RePEc:boi:wpaper:2022.06.

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6. Does monetary policy react asymmetrically to exchange rate misalignments? Evidence for South Africa. (2020). Proaño, Christian ; Mateane, Lebogang ; Proao, Christian R.
   In: Empirical Economics.
   RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1595-4.

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7. A look at jobless recoveries in G7 countries. (2020). Panovska, Irina ; Nikolsko-Rzhevskyy, Alex ; Elroukh, Ahmed W.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301324.

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8. Can policy shifts explain the forward discount puzzle?. (2019). Ogrokhina, Olena ; Nikolsko-Rzhevskyy, Alex ; Jetter, Michael.
   In: Empirical Economics.
   RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1534-4.

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9. Do Fed Forecast Errors Matter?. (2018). Tien, Pao-Lin ; Sinclair, Tara ; Gamber, Edward.
   In: Working Papers.
   RePEc:gwi:wpaper:2016-14.

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10. 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.
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11. U.K. Monetary Policy under Inflation Targeting. (2017). Nguyen, Anh ; Minh, Anh Dinh.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:41.

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12. Do Estimated Taylor Rules Suffer from Weak Identification?. (2017). Urquiza, Juan ; Murray, Christian.
    In: Working Papers.
    RePEc:hou:wpaper:2017-274-09.

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13. Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks. (2017). Chou, Yu-Hsi.
    In: Review of International Economics.
    RePEc:bla:reviec:v:25:y:2017:i:1:p:165-194.

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14. Poland as an inflation nutter:The story of successful output stabilization. (2016). Ryczkowski, Maciej.
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
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15. Do data revisions matter for DSGE estimation?. (2016). Givens, Gregory.
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16. Modeling changes in U.S. monetary policy. (2016). Pavlidis, Efthymios ; Nguyen, Anh ; Peel, David Alan .
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17. Do Fed Forecast Errors Matter?. (2016). Tien, Pao-Lin ; Sinclair, Tara ; Gamber, Edward N.
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18. The influence of FOMC member characteristics on the monetary policy decision-making process. (2016). Smales, Lee ; Apergis, Nick .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:64:y:2016:i:c:p:216-231.

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19. Monetary policy and news shocks: are Taylor rules forward-looking?. (2016). Kapinos, Pavel ; Best, Gabriela.
    In: The B.E. Journal of Macroeconomics.
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20. Do Fed Forecast Errors Matter?. (2015). Tien, Pao-Lin ; Sinclair, Tara ; Gamber, Edward N.
    In: Wesleyan Economics Working Papers.
    RePEc:wes:weswpa:2015-004.

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21. Understanding the deviations of the Taylor Rule: a new methodology with an application to Australia. (2015). Vespignani, Joaquin ; Hudson, Kerry.
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    RePEc:tas:wpaper:22663.

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22. Understanding the Taylor Rule in Australia. (2015). Vespignani, Joaquin ; Hudson, Kerry.
    In: MPRA Paper.
    RePEc:pra:mprapa:104679.

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23. What can we learn from revisions to the Greenbook forecasts?. (2015). Sinclair, Tara ; Messina, Jeffrey D ; Stekler, Herman.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:45:y:2015:i:c:p:54-62.

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24. Monetary policy in times of financial stress. (2014). Zekaite, Zivile ; Nolan, Charles ; Kontonikas, Alexandros.
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    RePEc:gla:glaewp:2014_08.

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25. 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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26. Monetary Policy in Times of Financial Stress.. (2014). Zekaite, Zivile ; Nolan, Charles ; Kontonikas, Alexandros.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:583.

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27. Estimation and Inference under Weak Identi cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function. (2013). Yang, Jui-Chung ; Xu, Ke-Li.
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28. Interest rates, government purchases and the Taylor rule in recessions and expansions. (2013). López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia.
    In: Journal of Macroeconomics.
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29. Monetary Policy Shifts and the Forward Discount Puzzle. (2013). Nikolsko-Rzhevskyy, Alex ; Jetter, Michael.
    In: Documentos de Trabajo de Valor Público.
    RePEc:col:000122:010729.

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30. Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data. (2012). Mandler, Martin.
    In: The North American Journal of Economics and Finance.
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31. A real-time historical database for the OECD. (2011). Nikolsko-Rzhevskyy, Alex ; Koenig, Evan ; Fernandez, Adriana.
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1. Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?. (2015). Mogliani, Matteo ; Bec, Frédérique.
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   RePEc:eee:intfor:v:31:y:2015:i:4:p:1021-1042.

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2. Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market. (2014). Wohar, Mark ; Jordan, Steven J. ; Vivian, Andrew.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:41:y:2014:i:c:p:95-109.

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3. Is there an optimal forecast combination?. (2014). hsiao, cheng ; Wan, Shui Ki .
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   RePEc:eee:econom:v:178:y:2014:i:p2:p:294-309.

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4. Mining Big Data Using Parsimonious Factor and Shrinkage Methods. (2013). Swanson, Norman ; Kim, Hyun Hak.
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5. El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011. (2013). Barrera-Chaupis, Carlos.
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6. Does housing drive state-level job growth? Building permits and consumer expectations forecast a state’s economic activity. (2013). Strauss, Jack.
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7. Adaptive forecasting of exchange rates with panel data. (2013). Moura, Guilherme ; Morales-Arias, Leonardo.
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8. Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan.
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   RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121.

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9. Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?. (2013). Mogliani, Matteo ; Bec, Frédérique.
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10. Forecasting with Many Models: Model Confidence Sets and Forecast Combination. (2013). Sekkel, Rodrigo ; Samuels, Jon D..
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11. Volatility Forecast Combinations using Asymmetric Loss Functions. (2012). Kourouyiannis, Constantinos ; Andreou, Elena ; Kourtellos, Andros.
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12. Forecasting Welfare Caseloads: The Case of the Japanese Public Assistance Program. (2012). Hayashi, Masayoshi.
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13. Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle.
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14. A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables. (2012). Marcellino, Massimiliano ; Foroni, Claudia.
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15. Forecasting the Prices and Rents for Flats in Large German Cities. (2012). Kholodilin, Konstantin ; Mense, Andreas.
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16. Are Forecast Combinations Efficient?. (2012). Pincheira, Pablo.
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17. Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle.
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18. Short-term forecasting of quarterly gross domestic product growth. (2012). Liebermann, Joëlle.
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19. Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors. (2011). Uwilingiye, Josine ; GUPTA, RANGAN ; Modise, Mampho P..
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20. Evaluating density forecasts: model combination strategies versus the RBNZ. (2011). Thorsrud, Leif ; McDonald, Chris.
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21. Combining Survey Forecasts and Time Series Models: The Case of the Euribor. (2011). Pohlmeier, Winfried ; Mokinski, Frieder ; Krueger, Fabian .
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22. Combination of long term and short term forecasts, with application to tourism demand forecasting. (2011). Andrawis, Robert R. ; El-Shishiny, Hisham ; Atiya, Amir F..
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23. Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition. (2011). Andrawis, Robert R. ; El-Shishiny, Hisham ; Atiya, Amir F..
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24. Advances in Forecasting Under Instability. (2011). Rossi, Barbara.
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25. Nowcasting GDP in Real-Time: A Density Combination Approach. (2011). Thorsrud, Leif ; Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R..
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26. Adaptive Forecasting of Exchange Rates with Panel Data. (2010). Morales-Arias, Leonardo ; Dross, Alexander .
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27. Should macroeconomic forecasters use daily financial data and how?. (2010). Kourtellos, Andros ; Andreou, Elena ; Ghysels, Eric.
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28. Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2010). Kourtellos, Andros ; Andreou, Elena ; Ghysels, Eric.
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29. Averaging forecasts from VARs with uncertain instabilities. (2010). McCracken, Michael ; Clark, Todd.
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30. Stock return predictability and dividend-price ratio: a nonlinear approach. (2010). Wohar, Mark ; McMillan, David G..
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31. Real-time forecast averaging with ALFRED. (2010). McCracken, Michael ; Banternghansa, Chanont.
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32. Does forecast combination improve Norges Bank inflation forecasts?. (2010). Thorsrud, Leif ; Smith, Christie ; Jore, Anne Sofie ; Bjørnland, Hilde ; Gerdrup, Karsten R. ; Bjornland, Hilde C..
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33. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco.
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34. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco.
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35. Differences in housing price forecastability across US states. (2009). Strauss, Jack ; Rapach, David E..
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36. Forecasts of US short-term interest rates: A flexible forecast combination approach. (2009). Timmermann, Allan ; Guidolin, Massimo.
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37. Flexible shrinkage in portfolio selection. (2009). Golosnoy, Vasyl ; Okhrin, Yarema.
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38. Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts.. (2009). Capistrán, Carlos ; Benavides, Guillermo.
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39. Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data. (2008). Nikolsko-Rzhevskyy, Alex.
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41. Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance. (2007). Golosnoy, Vasyl ; Herwartz, Helmut.
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42. Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information. (2007). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel.
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43. Forecasting real housing price growth in the Eighth District states. (2007). Strauss, Jack ; Rapach, David E..
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