Discussion paper DP8273 Bayesian VARs: Specification Choices and Forecast Accuracy Massimiliano Marcellino Andrea Carriero Todd Clark 28 Feb 2011 International Macroeconomics C11 C13 C33 C53
Discussion paper DP8234 Markov-switching MIDAS models Massimiliano Marcellino 8 Feb 2011 International Macroeconomics C22 C53 E37
Discussion paper DP8194 Forecast Rationality Tests Based on Multi-Horizon Bounds Allan Timmermann Andrew Patton 17 Jan 2011 Financial Economics C22 C52 C53
Discussion paper DP8158 How Useful Are Estimated DSGE Model Forecasts for Central Bankers? Refet Gürkaynak Rochelle Edge 1 Dec 2010 International Macroeconomics C52 C53 C54 E47
Discussion paper DP7986 Modelling and Forecasting UK Mortgage Arrears and Possessions John Muellbauer Janine Aron 1 Sep 2010 International Macroeconomics C51 C53 E27 G17 G21 G28 R21 R28
Discussion paper DP7870 The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy Volker Wieland Maik Wolters 1 Jun 2010 International Macroeconomics C53 D84 E31 E32 E37
Discussion paper DP7877 New methods for forecasting inflation, applied to the US. John Muellbauer Janine Aron 1 Jun 2010 International Macroeconomics C22 C51 C52 C53 E31 E37 E52
Discussion paper DP7883 Nowcasting Lucrezia Reichlin Domenico Giannone Marta Banbura 1 Jun 2010 International Macroeconomics C33 C53 E52
Discussion paper DP7895 Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa? John Muellbauer Janine Aron 1 Jun 2010 International Macroeconomics C22 C32 C51 C52 C53 E31 E52
Discussion paper DP7800 Is Economic Recovery a Myth? Robust Estimation of Impulse Responses Coen Teulings Nick Zubanov 23 May 2010 Financial Economics C53 E27 G01
Discussion paper DP7796 Forecasting Government Bond Yields with Large Bayesian VARs Massimiliano Marcellino George Kapetanios Andrea Carriero 23 Apr 2010 International Macroeconomics C11 C53 E43 E47
Discussion paper DP7797 Empirical Simultaneous Confidence Regions for Path-Forecasts Massimiliano Marcellino Malte Knüppel Òscar Jordà 23 Apr 2010 International Macroeconomics C32 C52 C53