Discussion paper DP11391 Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts Barbara Rossi Tatevik Sekhposyan 14 Jul 2016 Monetary Economics and Fluctuations C22 C52 C53
Discussion paper DP11388 In-sample Inference and Forecasting in Misspecified Factor Models Barbara Rossi 12 Jul 2016 Monetary Economics and Fluctuations C22 C52 C53
Discussion paper DP11355 Forecasting Macroeconomic Variables under Model Instability Allan Timmermann Davide Pettenuzzo 26 Jun 2016 Financial Economics C22 C53
Discussion paper DP11307 On the use of high frequency measures of volatility in MIDAS regressions Elena Andreou 1 Jun 2016 Financial Economics C22 C53 G22
Discussion paper DP11236 Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK John Muellbauer Janine Aron 18 Apr 2016 Monetary Economics and Fluctuations G21 G28 G17 R28 R21 C51 C53 E27
Discussion paper DP11035 Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us Lutz Kilian Christiane Baumeister 17 Jan 2016 International Macroeconomics and Finance C53 Q43
Discussion paper DP10815 Predictable Recoveries Wouter Den Haan Xiaoming Cai Jonathan Pinder 13 Sep 2015 Monetary Economics and Fluctuations C53 E32 E37
Discussion paper DP10801 Structural Analysis with Multivariate Autoregressive Index Models Massimiliano Marcellino George Kapetanios Andrea Carriero 6 Sep 2015 Monetary Economics and Fluctuations C11 C13 C33 C53
Discussion paper DP10739 Inflation forecasting models for Uganda: is mobile money relevant? John Muellbauer Janine Aron 26 Jul 2015 Development Economics C22 C51 C52 C53 E31 E37 E52
Discussion paper DP10552 Asia?s Evolving Role in Global Wine Markets Kym Anderson 19 Apr 2015 International Trade and Regional Economics C53 F11 F17 Q13
Discussion paper DP10404 Understanding the Decline in the Price of Oil since June 2014 Lutz Kilian Christiane Baumeister 8 Feb 2015 International Macroeconomics C53 Q43
Discussion paper DP10362 Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump Lutz Kilian Christiane Baumeister 25 Jan 2015 International Macroeconomics C53 Q43