Discussion paper DP3918 The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks Lutz Kilian Simone Manganelli 23 Jun 2003 International Macroeconomics C22 E31 E37 E52 E58
Discussion paper DP3809 On the Selection of Forecasting Models Lutz Kilian Atsushi Inoue 23 Mar 2003 International Macroeconomics C22 C52 C53
Discussion paper DP3671 In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? Lutz Kilian Atsushi Inoue 20 Dec 2002 International Macroeconomics C12 C22 C52
Discussion paper DP3595 Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa John Muellbauer Janine Aron 20 Oct 2002 International Macroeconomics C22 C53 E32 E37 E52
Discussion paper DP3403 An Evaluation Framework for Alternative VaR Models Christian Wolff Dennis Bams Thorsten Lehnert 20 Jun 2002 Financial Economics C22 C52 G10
Discussion paper DP3285 Factor Models in Large Cross-Sections of Time Series Lucrezia Reichlin 20 Mar 2002 International Macroeconomics C22 C23 E32 E37
Discussion paper DP3119 Factor Forecasts for the UK Michael Artis Anindya Banerjee Massimiliano Marcellino 1 Jan 2002 International Macroeconomics C22 C51 C52 C53
Discussion paper DP2762 New Extreme-Value Dependence Measures and Finance Applications Michael Rockinger Ser-Huang Poon Jonathan Tawn 24 Apr 2001 Financial Economics C13 C22 G11 G15
Discussion paper DP2711 Modelling Scale-Consistent VaR with the Truncated Lévy Flight Christian Wolff Thorsten Lehnert 27 Feb 2001 Financial Economics C22 C52 G10
Discussion paper DP2424 Measuring Predictability: Theory And Macroeconomic Applications Francis Diebold Lutz Kilian 28 Apr 2000 International Macroeconomics C22 C52 E32
Discussion paper DP2425 Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate Lutz Kilian Mehmet Caner 28 Apr 2000 International Macroeconomics C22 F31
Discussion paper DP2438 Evaluating The Persistence And Structuralist Theories Of Unemployment Gylfi Zoega Jerry Coakley Ana-Maria Fuertes 28 Apr 2000 Labour Economics C22 E30 J60