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Themes

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  • Artificial Intelligence
  • Central Banking
  • Climate Change
  • Competition Policy
  • Development & Growth
  • Economic History
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There are 130 results

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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
AdobeStock_151244391.jpeg
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
bryson21octfig1.jpg
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
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