Discussion paper DP17800 Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails Juan Antolin-Diaz Thomas Drechsel Ivan Petrella 11 Jan 2023 International Macroeconomics and Finance Monetary Economics and Fluctuations E32 E23 O47 C32 E01
VoxEU Column Measuring business openings and closures in real time Daniel Rigobon Thibaut Duprey Philip Schnattinger Artur Kotlicki 29 Jun 2022 COVID-19
VoxEU Column Measuring business openings and closures in real time Philip Schnattinger Artur Kotlicki Daniel Rigobon Thibaut Duprey 29 Jun 2022
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 DP15926 Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data Juan Antolin-Diaz Thomas Drechsel Ivan Petrella 15 Mar 2021 Monetary Economics and Fluctuations E32 E23 O47 C32 E01
Discussion paper DP11391 Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts Barbara Rossi Tatevik Sekhposyan 14 Jul 2016 Monetary Economics and Fluctuations C22 C52 C53
Discussion paper DP10362 Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump Lutz Kilian Christiane Baumeister 25 Jan 2015 International Macroeconomics C53 Q43
Discussion paper DP10186 Can we Automate Earnings Forecasts and Beat Analysts? Eric Ghysels 5 Oct 2014 Financial Economics C53 M40 M41
Discussion paper DP10075 Are there Gains from Pooling Real-Time Oil Price Forecasts? Lutz Kilian Christiane Baumeister 27 Jul 2014 International Macroeconomics C53 Q43
Discussion paper DP9768 Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work Lutz Kilian Christiane Baumeister 1 Dec 2013 International Macroeconomics C53 G14 Q43
Discussion paper DP9576 Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? Barbara Rossi Refet Gürkaynak Burçin Kısacıkoğlu 28 Jul 2013 International Macroeconomics C22 C52 C53
Discussion paper DP9569 Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach Lutz Kilian Christiane Baumeister 21 Jul 2013 International Macroeconomics C53 E32 Q43