Discussion paper DP16346 Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty Massimiliano Marcellino Andrea Carriero Todd Clark 8 Jul 2021 Monetary Economics and Fluctuations C11 C32 D81 E32
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 DP15164 Estimating DSGE Models: Recent Advances and Future Challenges Jesús Fernández-Villaverde Pablo A. Guerron-Quintana 13 Aug 2020 Monetary Economics and Fluctuations C11 C13 E30
Discussion paper DP12579 Structural Scenario Analysis with SVARs Juan Antolin-Diaz Ivan Petrella Juan Francisco Rubio-Ramírez 9 Jan 2018 Monetary Economics and Fluctuations C32 C53 E47
Discussion paper DP12130 A Generalized Approach to Indeterminacy in Linear Rational Expectations Models Francesco Bianchi Giovanni Nicolo 4 Jul 2017 International Macroeconomics and Finance Monetary Economics and Fluctuations C19 C51 C62 C63
Discussion paper DP10291 Growth, Slowdowns, and Recoveries Francesco Bianchi Howard Kung 7 Dec 2014 International Macroeconomics
Discussion paper DP10201 Economic theory and forecasting: lessons from the literature Raffaella Giacomini 12 Oct 2014 International Macroeconomics C52 C53
Discussion paper DP9705 Methods for Measuring Expectations and Uncertainty in Markov-Switching Models Francesco Bianchi 27 Oct 2013 International Macroeconomics C11 C32 E31 E52 G12
Discussion paper DP9645 Monetary/Fiscal Policy Mix and Agents' Beliefs Cosmin Ilut Francesco Bianchi 15 Sep 2013 International Macroeconomics C11 E31 E58 E62
Discussion paper DP9643 Escaping the Great Recession Francesco Bianchi Leonardo Melosi 15 Sep 2013 International Macroeconomics D83 E31 E52 E62 E63
Discussion paper DP9380 Panel Vector Autoregressive Models: A Survey Fabio Canova Matteo Ciccarelli 10 Mar 2013 International Macroeconomics C5 E3
Discussion paper DP9312 Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility Massimiliano Marcellino Andrea Carriero Todd Clark 27 Jan 2013 International Macroeconomics C22 C53 E37
