1. The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model. (2019). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung.
   In: Empirica.
   RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3.

   Full description at Econpapers || Download paper

2. Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus.
   In: ifo Working Paper Series.
   RePEc:ces:ifowps:_265.

   Full description at Econpapers || Download paper

3. Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN.
   In: Working Papers.
   RePEc:pre:wpaper:201732.

   Full description at Econpapers || Download paper

4. Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68.

   Full description at Econpapers || Download paper

5. The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model. (2016). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung.
   In: Working Papers.
   RePEc:pre:wpaper:201681.

   Full description at Econpapers || Download paper

1. Adolfson, M., J. Linde, and M. Villani (2007). Forecasting performance of an open economy DSGE model. Econometric Reviews 26, 289–328.

2. Alessandri, P. and H. Mumtaz (2014). Financial regimes and uncertainty shocks. School of Economics and Finance, Queen Mary University of London Working Paper No. 729.

3. Avdjiev, S. and Z. Zeng (2014). Credit growth, monetary policy and economic activity in a three-regime TVAR model. Applied Economics 46, 2936–2951.

4. Bachmann, R. and C. Bayer (2011). Uncertainty business cycles-really? National Bureau of Economic Research Working Paper No. w16862.

5. Bachmann, R., S. Elstner, and E. Sims (2013). Uncertainty and economic activity: Evidence from business survey data. American Economic Journal: Macroeconomics 5, 217–249.

6. Baker, S., N. Bloom, and S. Davis (2016). Measuring economic policy uncertainty. The Quarterly Journal of Economics, doi: 10.1093/qje/qjw024.

7. Balcilar, M., R. Gupta, and M. Segnon (2016). The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency markovswitching vector autoregressive approach. Economics Discussion Papers, No 2016-14, Kiel Institute for the World Economy. http://www.economicsejournal. org/economics/discussionpapers/2016-14.

8. Bali, T. G., S. J. Brown, and Y. Tang (2015). Macroeconomic uncertainty and expected stock returns. Georgetown McDonough School of Business Research Paper No. 2407279.
   Paper not yet in RePEc: Add citation now
   

9. Barnett, A., H. Mumtaz, and K. Theodoridis (2014). Forecasting UK GDP growth and inflation under structural change. a comparison of models with time-varying parameters. International Journal of Forecasting 30, 129–143.

10. Bekiros, S. D. and A. Paccagnini (2013). On the predictability of time-varying VAR and DSGE models. Empirical Economics 45, 635–664.

11. Bekiros, S. D. and A. Paccagnini (2014). Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE model. Computational Statistics and Data Analysis 71, 298–323.

12. Bekiros, S. D. and A. Paccagnini (2015a). Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model. Studies in Nonlinear Dynamics and Econometrics 19, 1–30.

13. Bekiros, S. D. and A. Paccagnini (2015b). Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-switching TVPVARs.

14. Bernanke, B. S. (1983). Irreversibility, uncertainty, and cyclical investment. The Quarterly Journal of Economics 98, 85–106.

15. Bloom, N. (2009). The impact of uncertainty shocks. Econometrica 77, 623–685.

16. Brogaard, J. and A. Detzel (2015). The asset-pricing implications of government economic policy uncertainty. Management Science 61, 3–18.

17. Caggiano, G., E. Castelnuovo, and G. Nodari (2014). Uncertainty and monetary policy in good and bad times. Dipartimento di Scienze Economiche Marco Fanno, Working Paper No. 0188.

18. Caggiano, G., E. Castelnuovo, and N. Groshenny (2014). Uncertainty shocks and unemployment dynamics in US recessions. Journal of Monetary Economics 67, 78–92.

19. Campbell, J. Y. (2008). Viewpoint: Estimating the equity premium. Canadian Journal of Economics 41, 1–21.

20. Carriero, A., T. E. Clark, and M. Marcellino (2015). Common drifting volatility in large bayesian VARs. Journal of Business and Economic Statistics.
    Paper not yet in RePEc: Add citation now
    

21. Castelnuovo, E., G. Caggiano, and G. Pellegrino (2015). Estimating the real effects of uncertainty shocks at the zero lower bound. Dipartimento di Scienze Economiche Marco Fanno, Working Paper No. 0200.

22. Cheng, C.-H. J., W. A. Hankins, and C.-W. J. Chiu (2016). Does US partisan conflict matter for the Euro area? Economics Letters 138, 64–67.

23. Chuliá, H. S., M. Guillén, and J. M. Uribe (2015). Measuring uncertainty in the stock market. IREA-Working Paper No. IR15/024.

24. Clark, T. (2011). Real-time density forecasts from BVARs with stochastic volatility. Journal of Business and Economic Statistics 29, 327–341.

25. Cogley, T. and T. J. Sargent (2002). Evolving post-world war II US inflation dynamics.

26. Colombo, V. (2013). Economic policy uncertainty in the US: Does it matter for the Euro area? Economics Letters 121, 39–42. Creal, D. D. and C. Wu (Forthcoming). Monetary policy uncertainty and economic fluctuations. International Economic Review.

27. Del Negro, M. and F. Schorfheide (2011). Bayesian macroeconometrics. In J. Geweke, G. Koop, and H. V. Dijk (Eds.), The Oxford Handbook of Bayesian Econometrics, pp. 293–389. Oxford, University Press.

28. Del Negro, M. and F. Schorfheide (2012). DSGE model-based forecasting. Available at SSRN 2018451.
    Paper not yet in RePEc: Add citation now
    

29. Del Negro, M., R. B. Hasegawa, and F. Schorfheide (2016). Dynamic prediction pools: an investigation of financial frictions and forecasting performance. Journal of Econometrics 192, 391–405.

30. Diebold, F. X. and R. Mariano (1995). Comparing predictive accuracy. Journal of Business and Economic Statistics 13, 253–263.

31. Dixit, A. K. and R. S. Pindyck (1994). Investment under uncertainty. Princeton University Press.

32. Eickmeier, S., W. Lemke, and M. Marcellino (2011). Classical time-varying FAVAR models-estimation, forecasting and structural analysis. CEPR Discussion Paper No. DP8321.

33. Giannone, D., M. Lenza, and G. Primiceri (2015). Prior selection for vector autoregressions. Review of Economics and Statistics 97, 436–451.

34. Gordon, R. J. (1986). The American Business Cycle: Continuity and Change. University of Chicago Press.

35. Hansen, P. R. (2005). A test for superior predictive ability. Journal of Business and Economic Statistics 23, 365–380.

36. Herbst, E. and F. Schorfheide (2012). Evaluating DSGE model forecasts of comovements. Journal of Econometrics 171, 152–166.

37. Jones, P. M. and E. Olson (2013). The time-varying correlation between uncertainty, output and inflation: Evidence from a DCC-GARCH model. Economics Letters 118, 33–37.

38. Jurado, K., S. C. Ludvigson, and S. Ng (2015). Measuring uncertainty. The American Economic Review 105, 1177–1216.

39. Kang, W., K. Lee, and R. A. Ratti (2014). Economic policy uncertainty and firm-level investment. Journal of Macroeconomics 39, 42–53.

40. Karnizova, L. and J. C. Li (2014). Economic policy uncertainty, financial markets and probability of US recessions. Economics Letters 125, 261–265.

41. Knotek II, E. S. and S. Khan (2011). How do households respond to uncertainty shocks. Federal Reserve Bank of Kansas City Economic Review 96, 5–34.

42. Ludvigson, S. C., S. Ma, and S. Ng (2015). Uncertainty and business cycles: Exogenous impulse or endogenous response? National Bureau of Economic Research, Working Paper No. w21803.

43. Mumtaz, H. and F. Zanetti (2013). The impact of the volatility of monetary policy shocks. Journal of Money, Credit and Banking 45, 535–558.

44. Mumtaz, H. and K. Theodoridis (2015). Common and country specific economic uncertainty. Queen Mary University of London, School of Economics and Finance, Working Paper No. 752.

45. Mumtaz, H. and K. Theodoridis (2016). The changing transmission of uncertainty shocks in the us: An empirical analysis. Journal of Business and Economic Statistics.

46. Mumtaz, H. and P. Surico (2013). Policy uncertainty and aggregate fluctuations. Queen Mary University of London, School of Economics and Finance, Working Paper No. 708.

47. Nakajima, J. (2011). Time-varying parameter VAR model with stochastic volatility: An overview of methodology and empirical applications. Monetary and Economic Studies, 1–36.

48. Primiceri, G. (2005). Time varying structural vector autoregressions and monetary policy. The Review of Economic Studies 72, 821–852.

49. References Segnon/Gupta/Bekiros/Wohar Benati, L. (2013). Economic policy uncertainty and the great recession. Mimeo, University of Bern.
    Paper not yet in RePEc: Add citation now
    

50. References Segnon/Gupta/Bekiros/Wohar D’Agostino, A., L. Gambetti, and D. Giannone (2013). Macroeconomic forecasting and structural change. Journal of Applied Econometrics 28, 82–101.

51. References Segnon/Gupta/Bekiros/Wohar Koop, G. and D. Korobilis (2010). Bayesian multivariate time series methods. Foundations and Trends in Econometrics 3, 267–358.

52. References Segnon/Gupta/Bekiros/Wohar Shin, M. and M. Zhong (2016). A new approach to identifying the real effects of uncertainty shocks. Finance and Economics Discussion Series 2016-040. Washington: Board of Governors of the Federal Reserve System.

53. Rossi, B. and T. Sekhposyan (2010). Have economic models’ forecasting performance for us output growth and inflation changed over time, and when? International Journal of Forecasting 26, 808–835.

54. Rossi, B. and T. Sekhposyan (2014). Evaluating predictive densities of us output growth and inflation in a large macroeconomic data set. International Journal of Forecasting 30, 662–682.

55. Rossi, B. and T. Sekhposyan (2015). Macroeconomic uncertainty indices based on nowcast and forecast error distributions. The American Economic Review 105, 650–655.

56. Rossi, B., T. Sekhposyan, and M. Soupre (2016). Understanding the sources of macroeconomic uncertainty. Mimeo, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI).

57. Schorfheide, F. and D. Song (2015). Real-time forecasting with a Mixed-Frequency VAR. Journal of Business and Economic Statistics 33, 366–380.

58. Schumacher, C. (2011). Forecasting with factor models estimated on large datasets: A review of the recent literature and evidence for German gdp. Journal of Economics and Statistics 231, 28–49.

59. Stock, J. H. and M. W. Watson (2007). Why has US inflation become harder to forecast. Journal of Money, Credit and Banking 39, 3–33.

60. White, H. (2000). A reality check for data snooping. Econometrica 68, 1097–1126.

61. Wolters, J., T. Teräsvirta, and H. Lütkepohl (1998). Modeling the demand for M3 in the unified germany. Review of Economics and Statistics 80, 399–409. References Segnon/Gupta/Bekiros/Wohar

1. Challenges for Central Banks´ Macro Models. (2016). Wouters, Raf ; Smets, Frank ; Lindé, Jesper ; Linde, Jesper.
   In: Working Paper Series.
   RePEc:hhs:rbnkwp:0323.

   Full description at Econpapers || Download paper

2. The role of money in DSGE models: a forecasting perspective. (2016). Caraiani, Petre.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:47:y:2016:i:pb:p:315-330.

   Full description at Econpapers || Download paper

3. Density forecasting using Bayesian global vector autoregressions with stochastic volatility. (2016). Huber, Florian.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:32:y:2016:i:3:p:818-837.

   Full description at Econpapers || Download paper

4. Bayesian model averaging and principal component regression forecasts in a data rich environment. (2016). Ouysse, Rachida.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:32:y:2016:i:3:p:763-787.

   Full description at Econpapers || Download paper

5. Exchange rate forecasting with DSGE models. (2016). Rubaszek, Michał ; Kolasa, Marcin ; Ca' Zorzi, Michele.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20161905.

   Full description at Econpapers || Download paper

6. Order Invariant Evaluation of Multivariate Density Forecasts. (2016). Dovern, Jonas ; Manner, Hans.
   In: Working Papers.
   RePEc:awi:wpaper:0608.

   Full description at Econpapers || Download paper

7. Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
   In: Working Papers.
   RePEc:ucn:wpaper:201523.

   Full description at Econpapers || Download paper

8. Multivariate Forecasting with BVARs and DSGE Models. (2015). Berg, Tim ; Oliverberg, Tim.
   In: MPRA Paper.
   RePEc:pra:mprapa:62405.

   Full description at Econpapers || Download paper

9. News Shocks and Labor Market Dynamics in Matching Models. (2015). Zanetti, Francesco ; Theodoridis, Konstantinos.
   In: Economics Series Working Papers.
   RePEc:oxf:wpaper:745.

   Full description at Econpapers || Download paper

10. Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Working Papers.
    RePEc:mib:wpaper:292.

    Full description at Econpapers || Download paper

11. Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model. (2015). Barsoum, Fady.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1519.

    Full description at Econpapers || Download paper

12. A 5-sector DSGE Model of Russia. (2015). .
    In: EUSP Department of Economics Working Paper Series.
    RePEc:eus:wpaper:ec0115.

    Full description at Econpapers || Download paper

13. Have the US macro-financial linkages changed? The balance sheet dimension. (2015). Gerba, Eddie.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:59886.

    Full description at Econpapers || Download paper

14. Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound. (2015). Berg, Tim ; Oliverberg, Tim.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_203.

    Full description at Econpapers || Download paper

15. Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models. (2015). Rossi, Barbara ; Giacomini, Raffaella.
    In: Working Papers.
    RePEc:bge:wpaper:819.

    Full description at Econpapers || Download paper

16. News Shocks and Labor Market Dynamics in Matching Models. (2015). Zanetti, Francesco ; Theodoridis, Konstantinos.
    In: BCAM Working Papers.
    RePEc:bbk:bbkcam:1501.

    Full description at Econpapers || Download paper

17. Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR. (2015). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas.
    In: Working Papers.
    RePEc:awi:wpaper:0590.

    Full description at Econpapers || Download paper

18. Forecasting in a Non-Linear DSGE Model. (2014). .
    In: EUSP Department of Economics Working Paper Series.
    RePEc:eus:wpaper:ec0214.

    Full description at Econpapers || Download paper

19. Have the US macro-financial linkages changed? the balance sheet dimension. (2014). .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:56407.

    Full description at Econpapers || Download paper

20. Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters. (2014). Theodoridis, Konstantinos ; mumtaz, haroon ; Barnett, Alina.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:1:p:129-143.

    Full description at Econpapers || Download paper

21. Inflation targeting and exchange rate volatility smoothing: A two-target, two-instrument approach. (2014). Castillo-Maldonado, Carlos.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:330-345.

    Full description at Econpapers || Download paper

22. On the predictability of time-varying VAR and DSGE models. (2013). Paccagnini, Alessia ; Bekiros, Stelios.
    In: Open Access publications.
    RePEc:ucn:oapubs:10197/7326.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

24. Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms. (2013). Ivashchenko, Sergey.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2013:i:19:p:27-50.

    Full description at Econpapers || Download paper

25. Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?. (2013). Zagaglia, Paolo.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:20:y:2013:i:4:p:383-430.

    Full description at Econpapers || Download paper

26. DSGE models in the frequency domain. (2013). Sala, Luca.
    In: Working Papers.
    RePEc:igi:igierp:504.

    Full description at Econpapers || Download paper

27. An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis. (2013). Marcellino, Massimiliano ; Rychalovska, Yuliya.
    In: EcoMod2013.
    RePEc:ekd:004912:5302.

    Full description at Econpapers || Download paper

28. Forecasting with DSGE models with financial frictions. (2013). Rubaszek, Michał ; Kolasa, Marcin.
    In: EcoMod2013.
    RePEc:ekd:004912:5100.

    Full description at Econpapers || Download paper

29. Predictive likelihood comparisons with DSGE and DSGE-VAR models. (2013). Warne, Anders ; Coenen, Günter ; Christoffel, Kai.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131536.

    Full description at Econpapers || Download paper

30. An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis. (2012). Marcellino, Massimiliano ; Rychalovska, Yuliya.
    In: RSCAS Working Papers.
    RePEc:rsc:rsceui:2012/34.

    Full description at Econpapers || Download paper

31. The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility. (2012). Ravazzolo, Francesco ; Clark, Todd.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1218.

    Full description at Econpapers || Download paper

32. Common drifting volatility in large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1206.

    Full description at Econpapers || Download paper

33. Common Drifting Volatility in Large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2012/08.

    Full description at Econpapers || Download paper

34. Common Drifting Volatility in Large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8894.

    Full description at Econpapers || Download paper

35. The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility. (2012). Ravazzolo, Francesco ; Clark, Todd.
    In: Working Paper.
    RePEc:bno:worpap:2012_09.

    Full description at Econpapers || Download paper

36. The Forecasting Performance of an Estimated Medium Run Model. (2011). Schmidt, Torsten ; Kitlinski, Tobias.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:301.

    Full description at Econpapers || Download paper

37. The Forecasting Performance of an Estimated Medium Run Model. (2011). .
    In: Ruhr Economic Papers.
    RePEc:rwi:repape:0301.

    Full description at Econpapers || Download paper

38. Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback. (2011). Zagaglia, Paolo.
    In: Working Paper series.
    RePEc:rim:rimwps:19_11.

    Full description at Econpapers || Download paper

39. Rational vs. Professional Forecasts. (2011). Valle e Azevedo, João ; Jalles, Joao ; João Valle e Azevedo, .
    In: Working Papers.
    RePEc:ptu:wpaper:w201114.

    Full description at Econpapers || Download paper

40. Oil Shocks through International Transport Costs: Evidence from U.S. Business Cycles. (2011). YILMAZKUDAY, HAKAN.
    In: Working Papers.
    RePEc:fiu:wpaper:1105.

    Full description at Econpapers || Download paper

41. Optimal monetary policy in an operational medium-sized DSGE model. (2011). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Laseen, Stefan ; Lars E. O. Svensson, ; Linde, Jesper.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1023.

    Full description at Econpapers || Download paper

42. Oil shocks through international transport costs: evidence from U.S. business cycles. (2011). YILMAZKUDAY, HAKAN.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:82.

    Full description at Econpapers || Download paper

43. Forecasting with DSGE models. (2010). Warne, Anders ; Coenen, Günter ; Christoffel, Kai.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101185.

    Full description at Econpapers || Download paper

44. Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback. (2009). Zagaglia, Paolo.
    In: Research Papers in Economics.
    RePEc:hhs:sunrpe:2009_0014.

    Full description at Econpapers || Download paper

45. QUEST III: An estimated open-economy DSGE model of the euro area with fiscal and monetary policy. (2009). Ratto, Marco ; in 't Veld, Jan ; Roeger, Werner ; Veld, Jan in 't, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:1:p:222-233.

    Full description at Econpapers || Download paper

46. Putting the New Keynesian DSGE model to the real-time forecasting test. (2009). Skrzypczyński, Paweł ; Rubaszek, Michał ; Kolasa, Marcin ; Skrzypczyski, Pawe.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091110.

    Full description at Econpapers || Download paper

47. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model. (2008). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14092.

    Full description at Econpapers || Download paper

48. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model. (2008). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0225.

    Full description at Econpapers || Download paper

49. On the forecasting performance of a small-scale DSGE model. (2008). Skrzypczyński, Paweł ; Rubaszek, Michał ; Skrzypczynski, Pawel .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:24:y:2008:i:3:p:498-512.

    Full description at Econpapers || Download paper

50. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model. (2008). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6907.

    Full description at Econpapers || Download paper

Report date: 2025-09-23 12:36:09 || Missing content? Let us know