Discussion paper DP8169 Macroeconomics and Volatility: Data, Models, and Estimation Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde 1 Dec 2010 International Macroeconomics C11 E10 E30
Discussion paper DP8039 Labor-Market Heterogeneity, Aggregation, and the Lucas Critique Yongsung Chang Frank Schorfheide 23 Oct 2010 International Macroeconomics C11 C32 E32 E62
Discussion paper DP7812 Reading the Recent Monetary History of the U.S., 1959-2007 Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde Pablo A. Guerron-Quintana 23 May 2010 International Macroeconomics C11 E10 E30
Discussion paper DP7813 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde Pablo A. Guerron-Quintana 23 May 2010 International Macroeconomics C11 E10 E30
Discussion paper DP7796 Forecasting Government Bond Yields with Large Bayesian VARs Massimiliano Marcellino George Kapetanios Andrea Carriero 23 Apr 2010 International Macroeconomics C11 C53 E43 E47
Discussion paper DP7746 Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach Domenico Giannone Michele Lenza Luca Onorante Daphne Momferatou 21 Mar 2010 International Macroeconomics C11 C13 C33 C53
Discussion paper DP7734 Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns Carlo A. Favero Arie Gozluklu Andrea Tamoni 14 Mar 2010 Financial Economics International Macroeconomics C10 C11 C19 C22 C53 G14
Discussion paper DP7597 Do expectations matter? The Great Moderation revisited Fabio Canova Luca Gambetti 13 Dec 2009 International Macroeconomics C11 E12 E32 E62
Discussion paper DP7598 Investment Shocks and the Relative Price of Investment Andrea Tambalotti Giorgio Primiceri Alejandro Justiniano 13 Dec 2009 International Macroeconomics C11 E22 E30
Discussion paper DP7546 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression Albrecht Ritschl Pooyan Amir Ahmadi 15 Nov 2009 International Macroeconomics C11 C53 E37 E47 E52 N12
Discussion paper DP7446 Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models Massimiliano Marcellino George Kapetanios Andrea Carriero 23 Sep 2009 International Macroeconomics C11 C13 C33 C53
Discussion paper DP7339 Sectoral Price Data and Models of Price Setting Bartosz Mackowiak Mirko Wiederholt Emanuel Moench 28 Jun 2009 International Macroeconomics C11 D21 D83 E31