Discussion paper DP18033 Breaks in the Phillips Curve: Evidence from Panel Data Simon Smith Allan Timmermann Jonathan Wright 28 Mar 2023 Asset Pricing C11 C22 E51 E52
Discussion paper DP14472 Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them Barbara Rossi 5 Mar 2020 Monetary Economics and Fluctuations E4 E52 E21 H31 I3 D1
Discussion paper DP10825 The Great Moderation in historical perspective.Is it that great? Gabriel Pérez-Quirós Maria Dolores Gadea Rivas Ana Gomez-Loscos 20 Sep 2015 Monetary Economics and Fluctuations C22 E32
VoxEU Column What the Swiss FX shock says about risk models Jon Danielsson 18 Jan 2015 Exchange Rates Financial Markets
Discussion paper DP7780 On the Dynamics of Hedge Fund Risk Exposures Andrew Patton 12 Apr 2010 Financial Economics C22 G11 G23
Discussion paper DP6382 Mind the Break! Accounting for Changing Patterns of Growth during Transition Jan Fidrmuc Ariane Tichit 6 Jul 2007 Public Economics O47 P26 P27
Discussion paper DP4845 Granger Causality of the Inflation-Growth Mirror in Accession Countries Max Gillman Anton Nakov 23 Jan 2005 International Macroeconomics C22 E31 O42
Discussion paper DP4796 Measuring Trend Output: How Useful Are the Great Ratios? Clifford Attfield Jonathan Temple 23 Dec 2004 International Macroeconomics C32 C51 E20 E30
Discussion paper DP4636 Forecasting Time Series Subject to Multiple Structural Breaks M. Hashem Pesaran Allan Timmermann Davide Pettenuzzo 23 Sep 2004 Financial Economics C11 C15 C53
Discussion paper DP4401 Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks M. Hashem Pesaran Allan Timmermann 23 Jun 2004 International Macroeconomics C22 C53
Discussion paper DP4106 Identifying the Monetary Transmission Mechanism Using Structural Breaks Roger Farmer Andreas Beyer 23 Nov 2003 International Macroeconomics C51 E43 E52 E58
Discussion paper DP3595 Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa John Muellbauer Janine Aron 20 Oct 2002 International Macroeconomics C22 C53 E32 E37 E52
