Discussion paper DP6600 Explaining The Great Moderation: It Is Not The Shocks Lucrezia Reichlin Domenico Giannone Michele Lenza 14 Dec 2007 International Macroeconomics C32 C53 E32 E37
Discussion paper DP6564 Comparing Alternative Predictors Based on Large-Panel Factor Models Domenico Giannone Antonello D’Agostino 16 Nov 2007 International Macroeconomics C31 C52 C53
Discussion paper DP6548 What Do We Learn from the Price of Crude Oil Futures? Lutz Kilian Ron Alquist 2 Nov 2007 International Macroeconomics C53 D51 G13 G15
Discussion paper DP6517 Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications Michael Artis Dilip M Nachane Mathias Hoffmann Jose Garcia Clavel 12 Oct 2007 International Macroeconomics C22 C53
Discussion paper DP6526 Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts Allan Timmermann Andrew Patton 12 Oct 2007 Financial Economics C53 E37
Discussion paper DP6326 Bayesian VARs with Large Panels Lucrezia Reichlin Domenico Giannone Marta Banbura 23 Jun 2007 International Macroeconomics C11 C13 C33 C53
Discussion paper DP6206 Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set Carlo A. Favero Luca Sala Linlin Niu 23 Mar 2007 International Macroeconomics C33 C53 E43 E44
Discussion paper DP6188 Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach Allan Timmermann Massimo Guidolin 16 Mar 2007 Financial Economics C53 G12
Discussion paper DP6158 Economic Forecasting Allan Timmermann Graham Elliott 2 Mar 2007 Financial Economics C53
Discussion paper DP6027 Evaluating An Estimated New Keynesian Small Open Economy Model Jesper Lindé Malin Adolfson PER LASEEN Mattias Villani 21 Jan 2007 International Macroeconomics C11 C53 E17
Discussion paper DP6012 A Simple Benchmark for Forecasts of Growth and Inflation Massimiliano Marcellino 17 Dec 2006 International Macroeconomics C2 C53 E30
Discussion paper DP5896 Learning About the Term Structure and Optimal Rules for Inflation Targeting Eric Schaling Sylvester Eijffinger Mewael F. Tesfaselassie 15 Oct 2006 International Macroeconomics C53 E43 E52 F33