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Macroeconomic Forecasting and Structural Change. (2009). Giannone, Domenico ; Gambetti, Luca ; D'Agostino, Antonello.
In: Working Papers ECARES.
RePEc:eca:wpaper:2009_020.

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  1. Modelling and forecasting GDP using factor model: An empirical study from Bosnia and Herzegovina. (2020). Adem, Abdi ; Emina, Resi ; Ademir, Abdi.
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  2. Identification of structural vector autoregressions by stochastic volatility. (2020). Braun, Robin ; Bertsche, Dominik.
    In: Bank of England working papers.
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  3. Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean. (2018). Banbura, Marta ; van Vlodrop, Andries.
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  4. Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility. (2018). Xia, Xiao-Hua ; Huang, Chuangxia ; Xiao, Jihong ; Wen, Fenghua.
    In: Applied Economics.
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  5. Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin.
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  6. Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean. (2018). Legrand, Romain.
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  7. VAR models with non-Gaussian shocks. (2016). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy).
    In: LSE Research Online Documents on Economics.
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  8. VAR Models with Non-Gaussian Shocks. (2016). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy).
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  9. Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox. (2015). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto.
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  12. Modelling Inflation Volatility. (2014). Strachan, Rodney ; Eisenstat, Eric.
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  18. Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto.
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  19. Was the Recent Downturn in US GDP Predictable?. (2013). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  21. Martingale unobserved component models. (2013). Shephard, Neil.
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  23. Large time-varying parameter VARs. (2013). Koop, Gary ; Korobilis, Dimitris.
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  24. Advances in Forecasting under Instability. (2013). Rossi, Barbara.
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  25. Model Switching and Model Averaging in Time- Varying Parameter Regression Models. (2013). Koop, Gary ; Miguel, Belmonte ; Gary, Koop .
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  26. Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility. (2013). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
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  27. What Central Bankers Need to Know about Forecasting Oil Prices. (2013). Kilian, Lutz ; Baumeister, Christiane.
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  28. Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto.
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  29. Time-varying Combinations of Predictive Densities using Nonlinear Filtering. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
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  30. Large Time-Varying Parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
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  31. Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
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  32. The pricing of G7 sovereign bond spreads – the times, they are a-changin. (2012). Ehrmann, Michael ; D'Agostino, Antonello.
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  33. Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
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  34. Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  35. Forecasting with Bayesian Vector Autoregressions. (2012). Karlsson, Sune.
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  36. Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
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  37. Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
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  38. The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility. (2012). Ravazzolo, Francesco ; Clark, Todd.
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  39. Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada. (2012). Koop, Gary ; Gefang, Deborah ; Campolieti, Michele.
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  41. Loan supply shocks and the business cycle. (2012). Musso, Alberto ; Gambetti, Luca.
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  42. Sometimes it helps: the evolving predictive power of spreads on GDP dynamics. (2012). Nicoletti, Giulio ; Passaro, Raffaele .
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  43. What Central Bankers Need to Know about Forecasting Oil Prices. (2012). Kilian, Lutz ; Baumeister, Christiane.
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  44. Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters. (2012). Theodoridis, Konstantinos ; mumtaz, haroon ; Barnett, Alina.
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  45. The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility. (2012). Ravazzolo, Francesco ; Clark, Todd.
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  46. Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada. (2011). Koop, Gary ; Gefang, Deborah ; Campolieti, Michele.
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  50. Hierarchical Shrinkage in Time-Varying Parameter Models. (2011). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, .
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  51. Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection. (2011). Tlotlego, Naomi ; GUPTA, RANGAN ; Chama-Chiliba, Mirriam Chitalu ; Nkambule, Nonophile .
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  59. A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models. (2011). Koop, Gary ; Korobilis, Dimitris ; Bauwens, Luc.
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  75. Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy. (2009). Nakajima, Jouchi ; Kasuya, Munehisa ; Watanabe, Toshiaki .
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  76. VAR Models with Non-Gaussian Shocks. (0000). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy).
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  8. The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States. (2014). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen ; Patterson, Kerry .
    In: Economics & Management Discussion Papers.
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  9. Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication. (2014). Pfajfar, Damjan ; Lamla, Michael ; Dräger, Lena ; Drager, Lena.
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  10. On the Relationships between Wages, Prices, and Economic Activity. (2014). Zaman, Saeed ; Knotek, Edward.
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  11. Modelling the U.S. sovereign credit rating. (2014). Wickens, Michael ; Polito, Vito.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:202-218.

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  12. Forecasting Chilean Inflation with International Factors. (2014). Pincheira, Pablo ; Gatty, Andres.
    In: Working Papers Central Bank of Chile.
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  13. Explaining Inflation in the Aftermath of the Great Recession. (2014). Murphy, Robert.
    In: Boston College Working Papers in Economics.
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  14. Developing an underlying inflation gauge for China. (2014). Ma, Guonan ; Amstad, Marlene ; Huan, Ye.
    In: BIS Working Papers.
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  15. Variable Selection in Predictive MIDAS Models. (2014). Marsilli, Clément.
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  16. Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series. (2013). van Dijk, Herman ; Ceyhan Darendeli, Sanli ; Çakmaklı, Cem ; Cakmakli, Cem ; Basturk, Nalan .
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  17. A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability. (2013). Pincheira, Pablo.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2013:i:3:p:26-43.

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  18. Are macroeconomic variables useful for forecasting the distribution of U.S. inflation?. (2013). Zerom, Dawit ; Manzan, Sebastiano .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:3:p:469-478.

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  19. Short-term inflation forecasting models for Turkey and a forecast combination analysis. (2013). Tekatli, Necati ; Ozmen, Utku ; Ogunc, Fethi ; Chadwick, Meltem ; Başer Andıç, Selen ; Akdoğan, Kurmaş ; Ertu, Dilara ; Hulagu, Timur ; Kosem, Sevim ; Baer, Selen ; Akdoan, Kurma ; Oun, Fethi .
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  20. Macroeconomic Forecasting in Chile: a Structural Bayesian Approach. (2013). García, Carlos ; Antonio Moncado S., ; Pablo Gonzalez M., ; Garcia, Carlos J..
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    RePEc:chb:bcchec:v:16:y:2013:i:1:p:24-63.

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  21. INFLATION AND UNEMPLOYMENT IN SWITZERLAND: FROM 1970 TO 2050. (2012). Kitov, Oleg.
    In: Journal of Applied Economic Sciences.
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  22. How did we get to inflation targeting and where do we need to go to now? a perspective from the U.S. experience. (2012). Thornton, Daniel.
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    RePEc:fip:fedlrv:y:2012:i:jan:p:65-81:n:v.94no.1.

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  23. Optimal forecasting of noncausal autoregressive time series. (2012). Saikkonen, Pentti ; Luoto, Jani ; Lanne, Markku.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:28:y:2012:i:3:p:623-631.

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  24. Estimating Phillips curves in turbulent times using the ECBs survey of professional forecasters. (2012). onorante, luca ; Koop, Gary.
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  25. Output sensitivity of inflation in the euro area: Indirect evidence from disaggregated consumer prices. (2011). Lommatzsch, Kirsten ; Frohling, Annette .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201125.

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    In: Working Papers.
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  27. Inflation and unemployment in Switzerland: from 1970 to 2050. (2011). Kitov, Oleg.
    In: MPRA Paper.
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  28. The Australian Phillips curve and more. (2011). Kitov, Oleg.
    In: MPRA Paper.
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  29. Inflation dynamics and the New Keynesian Phillips curve. (2011). Sill, Keith.
    In: Business Review.
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  30. The usefulness of core PCE inflation measures. (2011). Detmeister, Alan.
    In: Finance and Economics Discussion Series.
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  31. Cost-based Phillips Curve forecasts of inflation. (2011). Mazumder, Sandeep.
    In: Journal of Macroeconomics.
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  33. Time Varying Dimension Models. (2010). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary ; Joshua C. C. Chan, .
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  34. Forecasting Inflation (and the Business Cycle?) with Monetary Aggregates. (2010). Valle e Azevedo, João ; Pereira, Ana ; Joao Valle e Azevedo, .
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  35. The links between inflation and inflation uncertainty at the longer horizon. (2010). Tsyplakov, Alexander.
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  36. Simulating Inflation Forecasting in Real-Time; How Useful Is a Simple Phillips Curve in Germany, the UK, and the US?. (2010). Clausen, Jens.
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  37. Estimating Polands Potential Output; A Production Function Approach. (2010). Macchiarelli, Corrado ; Epstein, Natan P.
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  38. Proyecciones Macroeconómicas en Chile: Una Aproximación Bayesiana. (2010). García, Carlos ; Moncado, Antonio ; Gonzalez, Pablo ; Garcia, Carlos .
    In: ILADES-Georgetown University Working Papers.
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  39. Do labor market activities help predict inflation?. (2010). Hu, Luojia ; Toussaint-Comeau, Maude.
    In: Economic Perspectives.
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  40. Have economic models forecasting performance for US output growth and inflation changed over time, and when?. (2010). Sekhposyan, Tatevik ; Rossi, Barbara.
    In: International Journal of Forecasting.
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  41. Comparing the New Keynesian Phillips Curve with time series models to forecast inflation. (2010). Valderrama, Maria ; Rumler, Fabio.
    In: The North American Journal of Economics and Finance.
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  42. Macroeconomic forecasting and structural change. (2010). Giannone, Domenico ; Gambetti, Luca ; D'Agostino, Antonello ; Dagostino, Antonello .
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  43. Short-term inflation projections: a Bayesian vector autoregressive approach. (2010). onorante, luca ; Momferatou, Daphne ; Lenza, Michele ; Giannone, Domenico ; Momferatu, Daphne .
    In: Working Papers ECARES.
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  44. Inflation Volatility and Forecast Accuracy. (2009). Hall, Jamie ; Jaaskela, Jarkko .
    In: RBA Research Discussion Papers.
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  45. Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?. (2009). Zerom, Dawit ; Manzan, Sebastiano .
    In: MPRA Paper.
    RePEc:pra:mprapa:14387.

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  46. The anti-Phillips curve. (2009). Kitov, Ivan.
    In: MPRA Paper.
    RePEc:pra:mprapa:13641.

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  47. Inflation forecasting in the new EU Member States. (2009). Kamps, Christophe ; Arratibel, Olga ; Leiner-Killinger, Nadine.
    In: Working Paper Series.
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  48. Macroeconomic Forecasting and Structural Change. (2009). Giannone, Domenico ; Gambetti, Luca ; D'Agostino, Antonello.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2009_020.

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  49. Macroeconomic Forecasting and Structural Change. (2009). Giannone, Domenico ; Gambetti, Luca ; D'Agostino, Antonello ; D''Agostino, Antonello, .
    In: CEPR Discussion Papers.
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  50. Forecasting Inflation in Chile With an Accurate Benchmark. (2009). Pincheira, Pablo ; Garcia-Marin, Alvaro.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:514.

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