Discussion paper DP9815 Markov-Switching Mixed-Frequency VAR Models Massimiliano Marcellino Claudia Foroni 9 Feb 2014 International Macroeconomics C53 E32 E37
Discussion paper DP9786 Home Away From Home? Safe Haven Effects and London House Prices Cristian Badarinza Tarun Ramadorai 8 Dec 2013 Financial Economics International Macroeconomics C53 D80 E47 F21 G12 G15
Discussion paper DP9768 Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work Lutz Kilian Christiane Baumeister 1 Dec 2013 International Macroeconomics C53 G14 Q43
Discussion paper DP9576 Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? Barbara Rossi Refet Gürkaynak Burçin Kısacıkoğlu 28 Jul 2013 International Macroeconomics C22 C52 C53
Discussion paper DP9569 Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach Lutz Kilian Christiane Baumeister 21 Jul 2013 International Macroeconomics C53 E32 Q43
Discussion paper DP9572 Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis Lutz Kilian Christiane Baumeister Xiaoqing Zhou 21 Jul 2013 International Macroeconomics C53 G15 Q43
Discussion paper DP9442 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde 21 Apr 2013 International Macroeconomics C15 C53 E30
Discussion paper DP9312 Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility Massimiliano Marcellino Andrea Carriero Todd Clark 27 Jan 2013 International Macroeconomics C22 C53 E37
Discussion paper DP9313 Macroeconomic forecasting during the Great Recession: The return of non-linearity? Massimiliano Marcellino Laurent Ferrara Matteo Mogliani 27 Jan 2013 International Macroeconomics C22 C53 E37
Discussion paper DP9110 A Citation-Analysis of Economic Research Institutes Klaus F. Zimmermann Rolf Ketzler 23 Sep 2012 Labour Economics A11 C53 I23 L31
Discussion paper DP9112 Now-casting and the real-time data flow Lucrezia Reichlin Domenico Giannone Michele Modugno Marta Banbura 2 Sep 2012 International Macroeconomics C01 C33 C53 E32 E37
Discussion paper DP9118 What Central Bankers Need to Know about Forecasting Oil Prices Lutz Kilian Christiane Baumeister 2 Sep 2012 International Macroeconomics C53 E32 Q43