Discussion paper DP13463 Good Carry, Bad Carry Geert Bekaert George Panayotov 17 Jan 2019 International Macroeconomics and Finance C23 C53 G11
Discussion paper DP13464 Currency Factors Arash Aloosh Geert Bekaert 17 Jan 2019 International Macroeconomics and Finance C23 C53 G11
Discussion paper DP13034 The Forcasting Performance of Dynamic Factor Models with Vintage Data Mario Forni 3 Jul 2018 Monetary Economics and Fluctuations C01 C32 C52 C53 E27 E37
Discussion paper DP12898 Forecaster (Mis-)Behavior Tobias Broer Alexandre Kohlhas 27 Apr 2018 Monetary Economics and Fluctuations C53 D83 D84
Discussion paper DP12687 Risk Everywhere: Modeling and Managing Volatility Lasse Heje Pedersen 5 Feb 2018 Financial Economics C22 C51 C53 C58
Discussion paper DP12589 Macroeconomic Nowcasting and Forecasting with Big Data Domenico Giannone Andrea Tambalotti 13 Jan 2018 Monetary Economics and Fluctuations C32 C53 C55 E3
Discussion paper DP12579 Structural Scenario Analysis with SVARs Juan Antolin-Diaz Ivan Petrella Juan Francisco Rubio-RamÃrez 9 Jan 2018 Monetary Economics and Fluctuations C32 C53 E47
Discussion paper DP12523 Man vs. Machine in Predicting Successful Entrepreneurs: Evidence from a Business Plan Competition in Nigeria David McKenzie 21 Dec 2017 Development Economics O12 C53 L26 M13
Discussion paper DP12339 Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model Massimiliano Marcellino Claudia Foroni 28 Sep 2017 Monetary Economics and Fluctuations C13 C14 C51 C53
Discussion paper DP11726 Impulse Response Estimation By Smooth Local Projections Regis Barnichon 28 Dec 2016 Monetary Economics and Fluctuations C14 C32 C53 E47
Discussion paper DP11599 Adaptive state space models with applications to the business cycle and financial stress Ivan Petrella Fabrizio Venditti Davide Delle Monache 3 Nov 2016 Monetary Economics and Fluctuations C22 C32 C51 C53 E31
Discussion paper DP11415 Understanding the Sources of Macroeconomic Uncertainty Barbara Rossi Tatevik Sekhposyan 25 Jul 2016 Monetary Economics and Fluctuations C22 C52 C53