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
Discussion paper DP10347 Austerity in 2009-2013 Francesco Giavazzi Alberto Alesina Carlo A. Favero Matteo Paradisi 11 Jan 2015 International Macroeconomics C51 C53 E62 H60
Discussion paper DP10201 Economic theory and forecasting: lessons from the literature Raffaella Giacomini 12 Oct 2014 International Macroeconomics C52 C53
Discussion paper DP10186 Can we Automate Earnings Forecasts and Beat Analysts? Eric Ghysels 5 Oct 2014 Financial Economics C53 M40 M41
Discussion paper DP10162 A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil Lutz Kilian Christiane Baumeister 28 Sep 2014 International Macroeconomics C53 D84 G14 Q43
Discussion paper DP10168 Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters Barbara Rossi Atsushi Inoue 28 Sep 2014 International Macroeconomics C22 C52 C53
Discussion paper DP10160 A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics Allan Timmermann Davide Pettenuzzo 21 Sep 2014 Financial Economics C11 C32 C53 E37
Discussion paper DP10075 Are there Gains from Pooling Real-Time Oil Price Forecasts? Lutz Kilian Christiane Baumeister 27 Jul 2014 International Macroeconomics C53 Q43
Discussion paper DP10018 Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in the Foreign Exchange Market Mark Taylor Po-Hsuan Hsu 8 Jun 2014 Financial Economics International Macroeconomics C53 F31 G15
Discussion paper DP9931 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections Domenico Giannone Marta Banbura Michele Lenza 13 Apr 2014 International Macroeconomics C11 C13 C33 C53
Discussion paper DP9892 Joint Confidence Sets for Structural Impulse Responses Lutz Kilian Atsushi Inoue 16 Mar 2014 International Macroeconomics C32 C52 C53
Discussion paper DP9848 No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates Massimiliano Marcellino Andrea Carriero Todd Clark 2 Mar 2014 International Macroeconomics C32 C53 G17