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Records found: 25

DP13470	The Global Component of Inflation Volatility Author(s): Andrea Carriero, Francesco Corsello and Massimiliano Marcellino Published: January 2019
DP13426	New testing approaches for mean-variance predictability Author(s): Gabriele Fiorentini and Enrique Sentana Published: January 2019
DP13231	Looking into Crystal Balls: A Laboratory Experiment on Reputational Cheap Talk Author(s): Debrah Meloso, Salvatore Nunnari and Marco Ottaviani Published: October 2018
DP13034	The Forcasting Performance of Dynamic Factor Models with Vintage Data Author(s): Luca Di Bonaventura, Mario Forni and Francesco Pattarin Published: July 2018
DP12687	Risk Everywhere: Modeling and Managing Volatility Author(s): Tim Bollerslev, Benjamin Hood, John Huss and Lasse Heje Pedersen Published: February 2018
DP12489	International evidence on professional interest rates forecasts: The impact of forecasting ability Author(s): Alex Cukierman and Thomas Lustenberger Published: December 2017
DP12013	Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions Author(s): Michael Binder, Philipp Lieberknecht, Jorge Quintana and Volker Wieland Published: April 2017
DP11970	The Quanto Theory of Exchange Rates Author(s): Lukas Kremens and Ian Martin Published: April 2017
DP11844	Monetary Policy and the Predictability of Nominal Exchange Rates Author(s): Martin Eichenbaum, Benjamin Johannsen and Sérgio Rebelo Published: February 2017
DP11670	Melting Ice Caps and the Economic Impact of Opening the Northern Sea Route Author(s): Eddy Bekkers, Joseph Francois and Hugo Rojas-Romagosa Published: November 2016
DP11516	Reading Between the Lines: Prediction of Political Violence Using Newspaper Text Author(s): Hannes Felix Mueller and Christopher Rauh Published: September 2016
DP11391	Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts Author(s): Barbara Rossi and Tatevik Sekhposyan Published: July 2016
DP11388	In-sample Inference and Forecasting in Misspecified Factor Models Author(s): Marine Carrasco and Barbara Rossi Published: July 2016
DP11203	Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank Author(s): Jens Iversen, Stefan Laseen, Henrik Lundvall and Ulf Söderström Published: March 2016
DP10815	Predictable Recoveries Author(s): Xiaoming Cai, Wouter Den Haan and Jonathan Pinder Published: September 2015
DP10801	Structural Analysis with Multivariate Autoregressive Index Models Author(s): Andrea Carriero, George Kapetanios and Massimiliano Marcellino Published: September 2015
DP10715	What is the Expected Return on the Market? Author(s): Ian Martin Published: July 2015
DP10553	Fiscal targets. A guide to forecasters? Author(s): Joan Paredes-Lodeiro, Javier J Pérez and Gabriel Pérez-Quirós Published: April 2015
DP10419	Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey Author(s): Sumru G. Altug and Cem Cakmakli Published: February 2015
DP10272	Following the Trend: Tracking GDP when Long-Run Growth is Uncertain Author(s): Juan Antolin-Diaz, Thomas Drechsel and Ivan Petrella Published: November 2014
DP10168	Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters Author(s): Atsushi Inoue, Lu Jin and Barbara Rossi Published: September 2014
DP10147	Understanding Uncertainty Shocks and the Role of Black Swans Author(s): Anna Orlik and Laura Veldkamp Published: September 2014
DP9848	No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates Author(s): Andrea Carriero, Todd Clark and Massimiliano Marcellino Published: March 2014
DP9576	Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? Author(s): Refet S. Gürkaynak, Burçin Kisacikoglu and Barbara Rossi Published: July 2013
DP9575	Exchange Rate Predictability Author(s): Barbara Rossi Published: July 2013

Records Found 25