Discussion paper DP19915 Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs Oriol Gonzalez-Casasus Frank Schorfheide 5 Feb 2025 Monetary Economics and Fluctuations C11 C32 C52 C53
Discussion paper DP18660 Building Central Bank Credibility: The Role of Forecast Performance Michael Mcmahon Ryan Rholes 5 Dec 2023 Central Bank Communication Monetary Economics and Fluctuations E52 E58
Discussion paper DP18560 Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity Hyungsik Roger Moon Frank Schorfheide Boyuan Zhang 29 Oct 2023 Macroeconomics and Growth Monetary Economics and Fluctuations C11 C23 C53 E20
Discussion paper DP18547 Time Varying Three Pass Regression Filter Yiannis Dendramis George Kapetanios Massimiliano Marcellino 23 Oct 2023 Monetary Economics and Fluctuations C13
Discussion paper DP18524 Forecasting crashes with a smile Ian Martin Ran Shi 12 Oct 2023 Asset Pricing G12 G17
Discussion paper DP18043 A Snapshot of Central Bank (two year) Forecasting: A Mixed Picture Charles Goodhart Manoj Pradhan 29 Mar 2023 Monetary Economics and Fluctuations D10 D21 D80 D89 E17 E31 E37 E47 E59
Discussion paper DP17512 Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions Andrea Carriero Todd Clark Massimiliano Marcellino 28 Jul 2022 Monetary Economics and Fluctuations C53 E17 E37 F47
Discussion paper DP16900 A Practical Review of Methods to Estimate Overcharges Using Linear Regression Roman Inderst Christopher Milde 15 Jan 2022 Industrial Organization K13 C20
VoxEU Column After floods and pandemics: How to obtain a meaningful forecast Georg Strasser Gabriel Pérez Quirós Gerhard Rünstler Elena Bobeica 31 Oct 2021 Macroeconomic policy Frontiers of economic research Exchange Rates
VoxEU Column Expectations data indicate the US is entering recession about now Alex Bryson David Blanchflower 21 Oct 2021 COVID-19 Global economy
Discussion paper DP16520 Measuring Market Expectations Christiane Baumeister 6 Sep 2021 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations C52 E31 E43 E52 G14 Q43
Discussion paper DP16496 Nowcasting Tail Risk to Economic Activity at a Weekly Frequency Massimiliano Marcellino Todd Clark Andrea Carriero 31 Aug 2021 Monetary Economics and Fluctuations C53 E17 E37 F47