Discussion paper DP5829 Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? Lucrezia Reichlin Domenico Giannone Christine De Mol 8 Sep 2006 International Macroeconomics C11 C13 C33 C53
Discussion paper DP5578 Prediction Markets in Theory and Practice Justin Wolfers Eric Zitzewitz 24 Mar 2006 Financial Economics Labour Economics Public Economics C53 D8 G14
Discussion paper DP5485 Forecasting Economic Aggregates by Disaggregates David Hendry Kirstin Hubrich 30 Jan 2006 International Macroeconomics C51 C53 E31
Discussion paper DP5467 Monetary Policy and the Evolution of the US Economy Fabio Canova 20 Jan 2006 International Macroeconomics C53 E47 E52
Discussion paper DP5457 Structural Changes in the US Economy: Bad Luck or Bad Policy? Fabio Canova Luca Gambetti 16 Jan 2006 International Macroeconomics C53 E47 E52
Discussion paper DP5361 Forecast Combinations Allan Timmermann 17 Nov 2005 Financial Economics C22 C53
Discussion paper DP5279 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management M. Hashem Pesaran Paolo Zaffaroni 31 Oct 2005 International Macroeconomics Industrial Organization C32 C52 C53 G11
Discussion paper DP5268 Forecast Combination and Model Averaging Using Predictive Measures Jana Eklund Sune Karlsson 23 Oct 2005 International Macroeconomics C11 C51 C52 C53
Discussion paper DP5271 Data Revisions Are Not Well-Behaved Boragan Aruoba 23 Oct 2005 International Macroeconomics C22 C53 C82
Discussion paper DP5294 Modelling and Forecasting Fiscal Variables for the euro Area Carlo A. Favero Massimiliano Marcellino 23 Oct 2005 International Macroeconomics C30 C53 E62
Discussion paper DP5302 Short-Run Italian GDP Forecasting and Real-Time Data Giuseppe Parigi Roberto Golinelli 23 Oct 2005 International Macroeconomics C22 C53 C82 E10
Discussion paper DP5304 How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation Lutz Kilian Atsushi Inoue 23 Oct 2005 International Macroeconomics C22 C52 C53