1. Using functional shocks to assess conventional and unconventional monetary policy in Canada. (2024). McNeil, James ; Kronick, Jeremy ; Koeppl, Thorsten V.
   In: Canadian Journal of Economics/Revue canadienne d'économique.
   RePEc:wly:canjec:v:57:y:2024:i:4:p:1314-1336.

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2. Estimating the Fed’s unconventional policy shocks. (2024). Jarociński, Marek ; Jarociski, Marek.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000011.

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3. The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert.
   In: European Economic Review.
   RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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4. Functional Oil Price Expectations Shocks and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_10998.

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5. Japans Unconventional Monetary Policy and the Exchange Rate Dynamics. (2024). Sakura, Kenichi ; Kawamoto, Takuji ; Ikkatai, Kota.
   In: Bank of Japan Working Paper Series.
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6. The Distributional Effects of Economic Uncertainty. (2024). Marcellino, Massimiliano ; Tornese, Tommaso ; Huber, Florian.
   In: Papers.
   RePEc:arx:papers:2411.12655.

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7. The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve. (2023). Gómez-Rodríguez, Fabio ; Gomez-Rodriguez, Fabio ; Chang, Yoosoon ; Matthes, Christian.
   In: CAEPR Working Papers.
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8. Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2023). Bjørnland, Hilde ; Chang, Yoosoon ; Bjornland, Hilde C.
   In: CAEPR Working Papers.
   RePEc:inu:caeprp:2023005.

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9. What Can Time-Series Regressions Tell Us About Policy Counterfactuals?. (2023). Wolf, Christian K ; McKay, Alisdair.
   In: Staff Report.
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10. Systematic monetary policy in a SVAR for Australia. (2023). Huh, Hyeon-Seung ; Fisher, Lance A.
    In: Economic Modelling.
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11. Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects. (2023). Caporale, Guglielmo Maria ; Anderl, Christina.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10656.

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12. Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L.
    In: Working Papers.
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13. Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C.
    In: Working Papers.
    RePEc:bny:wpaper:0114.

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14. Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira.
    In: Working Papers Series.
    RePEc:bcb:wpaper:573.

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15. .

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16. Systematic Monetary Policy in a SVAR for Australia. (2022). Huh, Hyeon-Seung ; Fisher, Lance A.
    In: Working papers.
    RePEc:yon:wpaper:2022rwp-194.

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17. The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks. (2022). Cepni, Oguzhan ; Bonato, Matteo ; Gupta, Rangan ; Wang, Shixuan.
    In: Working Papers.
    RePEc:pre:wpaper:202219.

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18. Market Effects of Central Bank Credit Markets Support Programs in Europe. (2022). Wright, Jonathan H ; Sokolinskiy, Oleg ; Kitsul, Yuriy.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1357.

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19. Real-time ineuqalities and policies during the pandemic in the US. (2022). Giglioli, Simona ; Fantozzi, Daniela ; Corrado, Luisa.
    In: Temi di discussione (Economic working papers).
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20. Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert.
    In: Papers.
    RePEc:arx:papers:2209.03218.

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21. A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy. (2021). Inoue, Atsushi ; Rossi, Barbara.
    In: Quantitative Economics.
    RePEc:wly:quante:v:12:y:2021:i:4:p:1085-1138.

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22. International effects of a compression of euro area yield curves. (2020). Huber, Florian ; Feldkircher, Martin ; Gruber, Thomas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:113:y:2020:i:c:s037842661930072x.

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23. Impact of the Asset Purchase Programme on euro area government bond yields using market news. (2020). de Santis, Roberto A.
    In: Economic Modelling.
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24. The effects of conventional and unconventional monetary policy on forecasting the yield curve. (2020). Eo, Yunjong ; Ho, Kyu.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930209x.

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25. Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects. (2019). Lewis, Daniel.
    In: Staff Reports.
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26. A Unified Measure of Fed Monetary Policy Shocks. (2019). Rogers, John ; Wu, Wenbin ; Bu, Chunya.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-43.

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27. Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields. (2019). Yamamoto, Yohei ; Hara, Naoko ; Fatum, Rasmus.
    In: Globalization Institute Working Papers.
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28. The macroeconomic effects of forward communication. (2019). ter Ellen, Saskia ; Xu, Hong ; Robstad, Orjan ; Brubakk, Leif .
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29. Real Activity and Uncertainty Shocks: The Long and the Short of It. (2003). Pellegrino, Giovanni ; Krogh, Mathias.
    In: Marco Fanno Working Papers.
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1. Online Monitoring of Policy Optimality. (2024). Einarsson, Bjarni G.
   In: Economics.
   RePEc:ice:wpaper:wp95.

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2. Does Real?Time Macroeconomic Information Help to Predict Interest Rates?. (2023). Coroneo, Laura ; Caruso, Alberto.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:55:y:2023:i:8:p:2027-2059.

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3. Macroeconomic forecasting in times of crises. (2023). Zhong, Molin ; Guerroonquintana, Pablo.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:38:y:2023:i:3:p:295-320.

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4. Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

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5. A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy. (2021). Inoue, Atsushi ; Rossi, Barbara.
   In: Quantitative Economics.
   RePEc:wly:quante:v:12:y:2021:i:4:p:1085-1138.

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6. Modeling Judgment in Macroeconomic Forecasts. (2021). Franses, Philip Hans.
   In: Journal of Quantitative Economics.
   RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00277-5.

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7. Commodity index risk premium. (2021). Schwartz, Eduardo S ; Rojas, Maximiliano ; Ortega, Hector ; Cortazar, Gonzalo.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300337.

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8. Bayesian VAR forecasts, survey information, and structural change in the euro area. (2021). Ganics, Gergely ; Odendahl, Florens.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:37:y:2021:i:2:p:971-999.

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9. Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20212543.

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10. Learning From Disagreement in the U.S. Treasury Bond Market. (2021). Singleton, Kenneth J ; Laursen, Kristoffer T ; Giacoletti, Marco.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:1:p:395-441.

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11. Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations. (2020). Swanson, Norman ; Yang, Xiye ; Xiong, Weiqi.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:35:y:2020:i:5:p:587-613.

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12. Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic. (2020). Demircan, Hamza ; Cakmakli, Cem .
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:2016.

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13. Expected prices, futures prices and time-varying risk premiums: The case of copper. (2020). Schwartz, Eduardo S ; Ortega, Hector ; Cortazar, Gonzalo ; Cifuentes, Sebastian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308576.

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14. Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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15. UK regional nowcasting using a mixed frequency vector auto?regressive model with entropic tilting. (2020). Mitchell, James ; McIntyre, Stuart ; Koop, Gary.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:183:y:2020:i:1:p:91-119.

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16. Predicting interest rates in real-time. (2019). Coroneo, Laura ; Caruso, Alberto.
    In: Discussion Papers.
    RePEc:yor:yorken:19/18.

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17. Commodity Price Forecasts, Futures Prices, and Pricing Models. (2019). Schwartz, Eduardo S ; Ortega, Hector ; Millard, Cristobal ; Cortazar, Gonzalo.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:9:p:4141-4155.

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18. Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information. (2019). Masolo, Riccardo M. ; Waldron, Matt ; Fawcett, Nicholas ; Boneva, Lena.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:1:p:100-120.

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19. A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:106:y:2019:i:c:4.

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20. The Effects of Conventional and Unconventional Monetary Policy: A New Approach. (2019). Rossi, Barbara ; Inoue, Atsushi.
    In: Working Papers.
    RePEc:bge:wpaper:1082.

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21. Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens.
    In: Working papers.
    RePEc:bfr:banfra:733.

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22. The effects of conventional and unconventional monetary policy: A new approach. (2018). Rossi, Barbara ; Inoue, Atsushi.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1638.

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23. UK regional nowcasting using a mixed frequency vector autoregressive model. (2018). Mitchell, James ; McIntyre, Stuart ; Koop, Gary.
    In: Working Papers.
    RePEc:str:wpaper:1805.

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24. UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model. (2018). Mitchell, James ; McIntyre, Stuart ; Koop, Gary.
    In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
    RePEc:nsr:escoed:escoe-dp-2018-07.

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25. Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy. (2018). Zaman, Saeed ; Tallman, Ellis.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1809.

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