Discussion paper DP9096 Optimal Combination of Survey Forecasts Domenico Giannone Christine De Mol 19 Aug 2012 International Macroeconomics C22 C53
Discussion paper DP8980 Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries Lutz Kilian Robert J. Vigfusson 21 May 2012 International Macroeconomics C32 C53 Q43
Discussion paper DP8894 Common Drifting Volatility in Large Bayesian VARs Massimiliano Marcellino Andrea Carriero Todd Clark 12 Mar 2012 International Macroeconomics C11 C13 C33 C53
Discussion paper DP8828 U-MIDAS: MIDAS regressions with unrestricted lag polynomials Christian Schumacher Massimiliano Marcellino Claudia Foroni 1 Feb 2012 International Macroeconomics C53 E37
Discussion paper DP8698 Real-Time Analysis of Oil Price Risks Using Forecast Scenarios Lutz Kilian Christiane Baumeister 1 Dec 2011 International Macroeconomics C53 E32 Q43
Discussion paper DP8635 Can Oil Prices Forecast Exchange Rates? Kenneth Rogoff Barbara Rossi Domenico Ferraro 1 Nov 2011 International Macroeconomics C22 C53 F31 F37
Discussion paper DP8604 Incorporating theoretical restrictions into forecasting by projection methods Raffaella Giacomini Giuseppe Ragusa 1 Oct 2011 International Macroeconomics C53
Discussion paper DP8542 Out-of-Sample Forecast Tests Robust to the Choice of Window Size Barbara Rossi Atsushi Inoue 19 Aug 2011 International Macroeconomics C22 C52 C53
Discussion paper DP8414 Real-Time Forecasts of the Real Price of Oil Lutz Kilian Christiane Baumeister 1 Jun 2011 International Macroeconomics C53 E32 Q43
Discussion paper DP8388 Forecasting the Price of Oil Lutz Kilian Ron Alquist Robert J. Vigfusson 31 May 2011 International Macroeconomics C53 Q43
Discussion paper DP8321 Classical time-varying FAVAR models - Estimation, forecasting and structural analysis Massimiliano Marcellino Sandra Eickmeier Wolfgang Lemke 3 Apr 2011 International Macroeconomics C3 C53 E52
Discussion paper DP8327 Leverage as a Predictor for Real Activity and Volatility Robert Kollmann Stefan Zeugner 1 Apr 2011 International Macroeconomics C53 E32 E37 G20