Discussion paper DP8896 Green Shoots and Double Dips in the Euro Area. A Real Time Measure Gabriel Pérez Quirós Pilar Poncela Máximo Camacho 12 Mar 2012 International Macroeconomics C22 E27 E32
Discussion paper DP8867 Finite sample performance of small versus large scale dynamic factor models Gabriel Pérez Quirós Máximo Camacho 1 Mar 2012 International Macroeconomics C22 E27 E32
Discussion paper DP8865 Extracting nonlinear signals from several economic indicators Gabriel Pérez Quirós Pilar Poncela Máximo Camacho 1 Feb 2012 International Macroeconomics C22 E27 E32
Discussion paper DP8866 Markov-switching dynamic factor models in real time Gabriel Pérez Quirós Pilar Poncela Máximo Camacho 1 Feb 2012 International Macroeconomics C22 E27 E32
Discussion paper DP8635 Can Oil Prices Forecast Exchange Rates? Kenneth Rogoff Barbara Rossi Domenico Ferraro 1 Nov 2011 International Macroeconomics C22 C53 F31 F37
Discussion paper DP8654 On the Distribution of Exchange Rate Regime Treatment Effects on International Trade Peter Egger Sabrina Dorn 1 Nov 2011 International Trade and Regional Economics C22 C32 F31 F33
Discussion paper DP8542 Out-of-Sample Forecast Tests Robust to the Choice of Window Size Barbara Rossi Atsushi Inoue 19 Aug 2011 International Macroeconomics C22 C52 C53
Discussion paper DP8479 On the High-Frequency Dynamics of Hedge Fund Risk Exposures Andrew Patton 1 Jul 2011 Financial Economics C22 G11 G23
Discussion paper DP8234 Markov-switching MIDAS models Massimiliano Marcellino 8 Feb 2011 International Macroeconomics C22 C53 E37
Discussion paper DP8194 Forecast Rationality Tests Based on Multi-Horizon Bounds Allan Timmermann Andrew Patton 17 Jan 2011 Financial Economics C22 C52 C53
Discussion paper DP8153 Exchange Rate Pass-through and Monetary Policy in South Africa John Muellbauer Peter Sinclair Janine Aron Greg Farrell 1 Dec 2010 International Macroeconomics C22 C32 C51 C52 E3 E52 F13
Discussion paper DP8046 Inflation Targeting and Inflation Persistence in Asia Stefan Gerlach Peter Tillmann 23 Oct 2010 International Macroeconomics C22 E31 E5