Discussion paper DP17512 Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions Andrea Carriero Todd Clark Massimiliano Marcellino 28 Jul 2022 Forecasting Downside risk Asymmetries Monetary Economics and Fluctuations C53 E17 E37 F47
Discussion paper DP16496 Nowcasting Tail Risk to Economic Activity at a Weekly Frequency Massimiliano Marcellino Todd Clark Andrea Carriero 31 Aug 2021 Forecasting Downside risk Pandemics Big data Mixed frequency Quantile regression Monetary Economics and Fluctuations C53 E17 E37 F47
Discussion paper DP16153 Patterns in IMF Growth Forecast Revisions: A Panel Study at Multiple Horizons Metodij Hadzi-Vaskov Luca Antonio Ricci Alejandro Werner Rene Zamarripa 13 May 2021 Economic forecasts Forecast revisions Growth forecasts Weo International Macroeconomics and Finance Macroeconomics and Growth E17 E37 F47
Discussion paper DP15964 Addressing COVID-19 Outliers in BVARs with Stochastic Volatility Massimiliano Marcellino Todd Clark Andrea Carriero Elmar Mertens 25 Mar 2021 Bayesian vars stochastic volatility Outliers Pandemics forecasts Monetary Economics and Fluctuations C53 E17 E37 F47
Discussion paper DP15875 Search and Predictability of Prices in the Housing Market Stig Møller Thomas Pedersen Erik Christian Montes Schütte Henry Allan Timmermann 3 Mar 2021 Internet search Housing markets Housing demand Forecasting Inelastic housing supply Financial Economics C10 E17 G10 R3
Discussion paper DP15131 Slums and Pandemics Luiz Brotherhood Tiago Cavalcanti Daniel Da Mata Cezar Santos 5 Aug 2020 Covid-19 Slums Health Social distancing Public policies Development Economics Macroeconomics and Growth E17 I10 I18 D62 O18 C63
Discussion paper DP15003 Belief Distortions and Macroeconomic Fluctuations Francesco Bianchi Sydney Ludvigson Sai Ma 6 Jul 2020 beliefs Biases Machine learning Expectations Monetary Economics and Fluctuations E7 E27 E32 E17 G4
Discussion paper DP15003 Belief Distortions and Macroeconomic Fluctuations Francesco Bianchi Sydney Ludvigson Sai Ma 6 Jul 2020 beliefs Biases Machine learning Expectations Monetary Economics and Fluctuations E7 E27 E32 E17 G4
Discussion paper DP14695 An economic model of the Covid-19 epidemic: The importance of testing and age-specific policies Luiz Brotherhood Philipp Kircher Cezar Santos Michele Tertilt 2 May 2020 Covid-19 Testing Social distancing Age-specific policies Macroeconomics and Growth E17 C63 D62 I10 I18
Discussion paper DP14115 The Leverage Factor: Credit Cycles and Asset Returns Alan M. Taylor Josh Davis 12 Nov 2019 Debt Leverage Cycles Asset pricing Return predictability Asset allocation Economic History Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations E17 E20 E21 E32 E44 G01 G11 G12 G17 G21 N10
Discussion paper DP13511 Dealing with misspecification in structural macroeconometric models Fabio Canova Christian Matthes 5 Feb 2019 Model misspecification Composite likelihood Bayesian model averaging Finite mixture Monetary Economics and Fluctuations C13 C51 E17
Discussion paper DP12013 Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions Volker Wieland Philipp Lieberknecht 28 Apr 2017 Model uncertainty Model comparison New keynesian dsge Financial frictions Monetary policy transmission Fiscal policy transmission Macroprudential policy transmission Robust monetary policy Forecasting Monetary Economics and Fluctuations E17 E44 E47 E52
