Discussion paper DP18407 Estimating HANK for Central Banks Sushant Acharya William Chen Marco Del Negro Keshav Dogra Aidan Gleich Shlok Goyal Ethan Matlin Donggyu Lee Reca Sarfati Sikata Sengupta 30 Aug 2023 Monetary Economics and Fluctuations C11 C32 D31 E32 E37 E52
Discussion paper DP16829 One Scheme Fits All: A Central Fiscal Capacity for the EMU Targeting Eurozone, National and Regional Shocks Roel Beetsma Jacopo Cimadomo Josha van Spronsen 5 Feb 2022 International Macroeconomics and Finance Monetary Economics and Fluctuations C38 E32 E62 E63
Discussion paper DP16760 Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic Frank Schorfheide Dongho Song 29 Nov 2021 Monetary Economics and Fluctuations C11 C32 C53
Discussion paper DP15923 SVARs With Occasionally-Binding Constraints Boragan Aruoba Marko Mlikota Frank Schorfheide Sergio Villalvazo 15 Mar 2021 Monetary Economics and Fluctuations C11 C22 C34 E32 E52
Discussion paper DP15446 A hitchhiker guide to empirical macro models Filippo Ferroni Fabio Canova 12 Nov 2020 Monetary Economics and Fluctuations E52 E32 C10
Discussion paper DP15244 Understanding the Estimation of Oil Demand and Oil Supply Elasticities Lutz Kilian 1 Sep 2020 International Macroeconomics and Finance Q43 Q41 C36 C52
Discussion paper DP14790 Panel Forecasts of Country-Level Covid-19 Infectionsliu Laura Liu Hyungsik Roger Moon Frank Schorfheide 20 May 2020 Macroeconomics and Growth C11 C23 C53
Discussion paper DP14271 Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions Christiane Baumeister James Hamilton 4 Jan 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations C30 E5 F2
Discussion paper DP14047 Facts and Fiction in Oil Market Modeling Lutz Kilian 9 Oct 2019 International Macroeconomics and Finance Q43 Q41 C36 C52
Discussion paper DP13171 Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach Cem Çakmaklı Sumru Altug 11 Sep 2018 Monetary Economics and Fluctuations
VoxEU Column Economic predictions with big data: The illusion of sparsity Michele Lenza Giorgio Primiceri Domenico Giannone 8 Feb 2018 Frontiers of economic research
Discussion paper DP12532 Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks Christiane Baumeister James Hamilton 22 Dec 2017 International Macroeconomics and Finance Q43 C32 E32