| Working Paper |
File Downloads |
Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series |
0 |
0 |
5 |
572 |
0 |
7 |
31 |
1,599 |
| A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series |
0 |
0 |
1 |
238 |
1 |
2 |
14 |
666 |
| A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions |
1 |
2 |
2 |
2 |
2 |
3 |
3 |
3 |
| A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions |
1 |
3 |
9 |
837 |
3 |
8 |
26 |
1,745 |
| A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK |
0 |
1 |
1 |
1 |
1 |
3 |
6 |
6 |
| A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK |
1 |
1 |
3 |
147 |
1 |
2 |
9 |
320 |
| A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables |
1 |
1 |
4 |
127 |
2 |
4 |
12 |
223 |
| A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market |
1 |
1 |
4 |
556 |
1 |
2 |
8 |
1,506 |
| A Measure for Credibility: Tracking US Monetary Developments |
0 |
0 |
0 |
193 |
0 |
2 |
6 |
538 |
| A Measure for Credibility: Tracking US Monetary Developments |
0 |
0 |
2 |
28 |
0 |
1 |
4 |
127 |
| A Measure for Credibility: Tracking US Monetary Developments |
0 |
0 |
1 |
48 |
1 |
2 |
9 |
135 |
| A Monthly Indicator of the Euro Area GDP |
0 |
1 |
2 |
212 |
0 |
2 |
4 |
440 |
| A Monthly Indicator of the Euro Area GDP |
0 |
1 |
4 |
83 |
1 |
3 |
10 |
258 |
| A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions |
1 |
1 |
2 |
186 |
1 |
1 |
3 |
593 |
| A Shrinkage Instrumental Variable Estimator for Large Datasets |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
25 |
| A Shrinkage Instrumental Variable Estimator for Large Datasets |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
| A Shrinkage Instrumental Variable Estimator for Large Datasets |
0 |
0 |
1 |
90 |
0 |
2 |
7 |
231 |
| A Simple Benchmark for Forecasts of Growth and Inflation |
1 |
1 |
3 |
187 |
1 |
3 |
8 |
577 |
| A daily indicator of economic growth for the euro area |
0 |
4 |
7 |
112 |
0 |
11 |
38 |
192 |
| A survey of econometric methods for mixed-frequency data |
2 |
5 |
12 |
129 |
3 |
9 |
25 |
267 |
| A survey of econometric methods for mixed-frequency data |
1 |
4 |
9 |
211 |
4 |
14 |
38 |
376 |
| An Overview of the Factor-augmented Error-Correction Model |
0 |
0 |
3 |
177 |
0 |
3 |
10 |
156 |
| An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis |
0 |
1 |
3 |
105 |
1 |
2 |
10 |
226 |
| An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis |
0 |
0 |
3 |
120 |
2 |
5 |
16 |
157 |
| Anchors for Inflation Expectations |
1 |
4 |
9 |
171 |
3 |
9 |
26 |
543 |
| Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? |
0 |
0 |
3 |
558 |
1 |
2 |
20 |
2,321 |
| Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? |
0 |
0 |
1 |
300 |
0 |
1 |
9 |
977 |
| Assessing International Commonality in Macroeconomic Uncertainty and Its Effects |
3 |
9 |
34 |
53 |
4 |
14 |
64 |
71 |
| Bayesian VARs: Specification Choices and Forecast Accuracy |
0 |
1 |
8 |
164 |
1 |
8 |
27 |
349 |
| Bayesian VARs: specification choices and forecast accuracy |
1 |
7 |
23 |
400 |
1 |
15 |
53 |
559 |
| Big Data Econometrics: Now Casting and Early Estimates |
1 |
4 |
111 |
111 |
3 |
11 |
91 |
91 |
| Characterising the Business Cycle for Accession Countries |
0 |
2 |
3 |
304 |
0 |
4 |
16 |
631 |
| Characterising the Business Cycle for Accession Countries |
0 |
0 |
0 |
193 |
0 |
0 |
2 |
486 |
| Characterizing the Business Cycle for Accession Countries |
0 |
1 |
1 |
166 |
2 |
4 |
11 |
473 |
| Classical time-varying FAVAR models - Estimation, forecasting and structural analysis |
0 |
0 |
6 |
106 |
1 |
5 |
18 |
325 |
| Classical time-varying FAVAR models - estimation, forecasting and structural analysis |
2 |
3 |
19 |
591 |
9 |
24 |
85 |
1,262 |
| Common Drifting Volatility in Large Bayesian VARs |
1 |
1 |
1 |
33 |
2 |
3 |
7 |
111 |
| Common Drifting Volatility in Large Bayesian VARs |
0 |
0 |
3 |
105 |
0 |
2 |
14 |
225 |
| Common drifting volatility in large Bayesian VARs |
2 |
2 |
3 |
77 |
2 |
3 |
7 |
201 |
| Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries |
2 |
5 |
27 |
39 |
4 |
13 |
70 |
80 |
| Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
3 |
| Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments |
0 |
0 |
0 |
120 |
0 |
2 |
2 |
479 |
| Dating the Euro Area Business Cycle |
0 |
0 |
0 |
298 |
2 |
6 |
22 |
985 |
| Dating the Euro Area Business Cycle |
0 |
3 |
9 |
328 |
5 |
12 |
47 |
1,031 |
| Dating the Euro Area Business Cycle |
0 |
1 |
1 |
420 |
1 |
3 |
21 |
1,299 |
| Econometric analyses with backdated data: unified Germany and the euro area |
0 |
0 |
1 |
63 |
0 |
2 |
4 |
256 |
| Empirical Simultaneous Confidence Regions for Path-Forecasts |
0 |
0 |
0 |
8 |
1 |
2 |
2 |
44 |
| Empirical simultaneous confidence regions for path-forecasts |
0 |
0 |
1 |
43 |
0 |
2 |
5 |
127 |
| Empirical simultaneous prediction regions for path-forecasts |
0 |
0 |
0 |
56 |
0 |
1 |
7 |
126 |
| Endogenous Monetary Policy Regimes and the Great Moderation |
0 |
1 |
1 |
29 |
1 |
4 |
8 |
116 |
| Endogenous Monetary Policy Regimes and the Great Moderation |
0 |
1 |
1 |
84 |
1 |
3 |
7 |
163 |
| Endogenous Uncertainty |
1 |
10 |
57 |
104 |
11 |
32 |
125 |
147 |
| EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro |
0 |
1 |
1 |
59 |
0 |
7 |
12 |
99 |
| EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries |
0 |
3 |
4 |
64 |
0 |
5 |
11 |
125 |
| Ex Post and Ex Ante Analysis of Provisional Data |
0 |
0 |
0 |
240 |
0 |
0 |
1 |
2,026 |
| Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns |
1 |
5 |
13 |
62 |
1 |
8 |
38 |
138 |
| Factor Analysis in a Model with Rational Expectations |
0 |
0 |
0 |
117 |
0 |
1 |
6 |
332 |
| Factor Analysis in a New-Keynesian Model |
0 |
0 |
0 |
115 |
0 |
0 |
1 |
457 |
| Factor Based Index Tracking |
0 |
3 |
5 |
522 |
0 |
13 |
19 |
1,233 |
| Factor Based Index Trading |
0 |
2 |
5 |
444 |
0 |
6 |
13 |
1,309 |
| Factor Forecasts for the UK |
1 |
2 |
2 |
153 |
1 |
3 |
7 |
474 |
| Factor Forecasts for the UK |
0 |
0 |
0 |
183 |
0 |
2 |
5 |
505 |
| Factor analysis in a New-Keynesian model |
0 |
0 |
0 |
198 |
0 |
1 |
2 |
539 |
| Factor based identification-robust inference in IV regressions |
1 |
1 |
4 |
40 |
1 |
1 |
9 |
69 |
| Factor forecasts for the UK |
0 |
1 |
1 |
163 |
2 |
5 |
14 |
548 |
| Factor-GMM Estimation with Large Sets of Possibly Weak Instruments |
0 |
0 |
2 |
187 |
0 |
2 |
12 |
414 |
| Factor-GMM Estimation with Large Sets of Possibly Weak Instruments |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
| Factor-GMM Estimation with Large Sets of Possibly Weak Instruments |
0 |
1 |
2 |
18 |
1 |
2 |
7 |
74 |
| Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP |
0 |
0 |
1 |
131 |
0 |
2 |
8 |
351 |
| Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 |
0 |
0 |
1 |
79 |
0 |
0 |
6 |
344 |
| Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP |
0 |
2 |
4 |
191 |
1 |
7 |
18 |
606 |
| Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP |
1 |
5 |
14 |
110 |
5 |
19 |
68 |
369 |
| Factor-augmented Error Correction Models |
1 |
1 |
2 |
180 |
1 |
6 |
11 |
432 |
| Factor-augmented Error Correction Models |
2 |
3 |
5 |
351 |
2 |
6 |
14 |
875 |
| Factor-augmented Error Correction Models |
1 |
1 |
2 |
169 |
2 |
2 |
5 |
331 |
| Fiscal Forecasting: the Track Record of the IMF, OECD and EC |
0 |
0 |
0 |
1 |
2 |
6 |
15 |
393 |
| Fiscal Forecasting: the Track Record of the IMF, OECD, and EC |
0 |
0 |
1 |
158 |
1 |
4 |
10 |
543 |
| Fiscal Solvency and Fiscal Forecasting in Europe |
0 |
0 |
0 |
1 |
0 |
3 |
14 |
316 |
| Fiscal Solvency and Fiscal Forecasting in Europe |
0 |
3 |
6 |
190 |
0 |
4 |
13 |
610 |
| Fiscal Solvency and Fiscal Forecasting in Europe |
0 |
0 |
1 |
282 |
1 |
2 |
9 |
758 |
| Forecast Pooling for Short Time Series of Macroeconomic Variables |
0 |
0 |
1 |
272 |
0 |
3 |
11 |
854 |
| Forecast pooling for short time series of macroeconomic variables |
0 |
2 |
4 |
400 |
2 |
6 |
15 |
1,457 |
| Forecasting EMU Macroeconomic Variables |
0 |
0 |
1 |
301 |
0 |
1 |
6 |
1,836 |
| Forecasting EMU macroeconomic variables |
0 |
0 |
0 |
323 |
0 |
1 |
2 |
1,791 |
| Forecasting Euro-Area Variables with German Pre-EMU Data |
0 |
0 |
0 |
53 |
0 |
1 |
2 |
287 |
| Forecasting Euro-Area Variables with German Pre-EMU Data |
0 |
0 |
2 |
54 |
0 |
2 |
4 |
185 |
| Forecasting Exchange Rates with a Large Bayesian VAR |
1 |
2 |
2 |
2 |
1 |
3 |
4 |
4 |
| Forecasting Exchange Rates with a Large Bayesian VAR |
1 |
1 |
6 |
323 |
7 |
12 |
31 |
643 |
| Forecasting Exchange Rates with a Large Bayesian VAR |
0 |
0 |
1 |
67 |
0 |
2 |
5 |
223 |
| Forecasting Exchange Rates with a Large Bayesian VAR |
0 |
0 |
0 |
170 |
0 |
1 |
2 |
376 |
| Forecasting Government Bond Yields with Large Bayesian VARs |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
| Forecasting Government Bond Yields with Large Bayesian VARs |
1 |
1 |
5 |
35 |
2 |
5 |
13 |
115 |
| Forecasting Government Bond Yields with Large Bayesian VARs |
1 |
4 |
13 |
264 |
2 |
7 |
32 |
479 |
| Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models |
0 |
0 |
1 |
58 |
2 |
5 |
9 |
185 |
| Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models |
0 |
1 |
5 |
141 |
1 |
3 |
13 |
282 |
| Forecasting Large Datasets with Reduced Rank Multivariate Models |
0 |
0 |
2 |
204 |
0 |
2 |
8 |
474 |
| Forecasting Large Datasets with Reduced Rank Multivariate Models |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change |
0 |
0 |
1 |
209 |
0 |
2 |
4 |
604 |
| Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change |
0 |
0 |
2 |
134 |
0 |
1 |
7 |
515 |
| Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change |
0 |
0 |
1 |
116 |
0 |
4 |
14 |
646 |
| Forecasting Macroeconomic Variables for the Acceding Countries |
0 |
0 |
1 |
114 |
0 |
0 |
3 |
560 |
| Forecasting economic activity with higher frequency targeted predictors |
0 |
1 |
5 |
133 |
1 |
3 |
10 |
193 |
| Forecasting macroeconomic variables for the new member states of the European Union |
0 |
1 |
1 |
181 |
1 |
4 |
6 |
662 |
| Forecasting with Dynamic Models using Shrinkage-based Estimation |
0 |
0 |
2 |
100 |
0 |
1 |
5 |
230 |
| Forecasting with Dynamic Models using Shrinkage-based Estimation |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Forecasting with Factor-Augmented Error Correction Models |
0 |
1 |
6 |
285 |
2 |
7 |
16 |
832 |
| Forecasting with Factor-augmented Error Correction |
0 |
0 |
0 |
195 |
0 |
1 |
6 |
333 |
| Forecasting with Factor-augmented Error Correction Models |
0 |
0 |
1 |
47 |
2 |
3 |
7 |
185 |
| Forecasting with Factor-augmented Error Correction Models |
0 |
0 |
0 |
95 |
2 |
3 |
4 |
206 |
| Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter |
0 |
4 |
16 |
134 |
3 |
13 |
40 |
212 |
| Further Results on MSFE Encompassing |
0 |
0 |
1 |
62 |
0 |
0 |
3 |
452 |
| Have Standard VARs Remained Stable Since the Crisis? |
0 |
0 |
0 |
39 |
0 |
1 |
4 |
33 |
| Have Standard VARs Remained Stable since the Crisis? |
1 |
1 |
4 |
83 |
3 |
6 |
20 |
160 |
| Have standard VARs remained stable since the crisis? |
0 |
0 |
5 |
109 |
3 |
6 |
24 |
177 |
| Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation |
0 |
0 |
1 |
144 |
0 |
0 |
2 |
520 |
| Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation |
0 |
0 |
2 |
336 |
2 |
3 |
10 |
1,005 |
| Instability and Non-Linearity in the EMU |
0 |
0 |
1 |
89 |
0 |
1 |
4 |
305 |
| Instability and non-linearity in the EMU |
0 |
0 |
1 |
115 |
0 |
1 |
7 |
490 |
| Interpolation and Backdating with A Large Information Set |
0 |
0 |
0 |
96 |
0 |
0 |
2 |
325 |
| Interpolation and backdating with a large information set |
0 |
0 |
0 |
122 |
0 |
1 |
1 |
408 |
| LSM: A DSGE Model for Luxembourg |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
41 |
| Large Datasets, Small Models and Monetary Policy in Europe |
0 |
0 |
1 |
106 |
0 |
3 |
7 |
611 |
| Large Datasets, Small Models and Monetary Policy in Europe |
0 |
0 |
0 |
149 |
0 |
0 |
2 |
958 |
| Large Time-Varying Parameter VARs: A Non-Parametric Approach |
1 |
1 |
3 |
67 |
3 |
8 |
14 |
59 |
| Large Vector Autoregressions with Asymmetric Priors |
0 |
1 |
1 |
1 |
1 |
4 |
7 |
7 |
| Large Vector Autoregressions with Asymmetric Priors |
2 |
4 |
10 |
118 |
3 |
8 |
29 |
141 |
| Large Vector Autoregressions with Stochastic Volatility and Flexible Priors |
2 |
10 |
32 |
165 |
5 |
21 |
86 |
239 |
| Large time-varying parameter VARs: a non-parametric approach |
1 |
2 |
6 |
87 |
2 |
5 |
25 |
70 |
| Leading Indicators for Euro Area Inflation and GDP Growth |
0 |
1 |
2 |
335 |
0 |
2 |
6 |
1,011 |
| Leading Indicators for Euro-area Inflation and GDP Growth |
0 |
0 |
2 |
660 |
0 |
2 |
11 |
1,796 |
| Leading Indicators: What Have We Learned? |
0 |
0 |
1 |
223 |
0 |
1 |
7 |
440 |
| Leading Indicators: What Have We Learned? |
0 |
0 |
3 |
377 |
0 |
2 |
8 |
597 |
| Linear Aggregation with Common Trends and Cycles |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
201 |
| MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area |
2 |
5 |
8 |
377 |
4 |
19 |
33 |
850 |
| MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area |
1 |
1 |
3 |
117 |
2 |
3 |
12 |
311 |
| MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area |
1 |
1 |
1 |
105 |
5 |
14 |
21 |
327 |
| Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information |
1 |
2 |
3 |
662 |
1 |
5 |
22 |
1,749 |
| Macroeconomic activity and risk indicators: an unstable relationship |
0 |
1 |
49 |
49 |
1 |
3 |
16 |
16 |
| Macroeconomic forecasting during the Great Recession: The return of non-linearity? |
1 |
3 |
5 |
167 |
1 |
7 |
16 |
405 |
| Macroeconomic forecasting during the Great Recession: The return of non-linearity? |
0 |
0 |
0 |
56 |
0 |
2 |
5 |
127 |
| Macroeconomic forecasting during the Great Recession: the return of non-linearity? |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
15 |
| Macroeconomic forecasting during the Great Recession: the return of non-linearity? |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
9 |
| Markov-Switching Mixed-Frequency VAR Models |
1 |
1 |
9 |
114 |
3 |
10 |
33 |
203 |
| Markov-Switching Three-Pass Regression Filter |
0 |
1 |
8 |
60 |
1 |
8 |
27 |
109 |
| Markov-Switching Three-Pass Regression Filter |
0 |
0 |
1 |
12 |
1 |
5 |
16 |
41 |
| Markov-switching MIDAS models |
1 |
1 |
8 |
81 |
2 |
4 |
29 |
294 |
| Markov-switching three-pass regression filter |
1 |
1 |
7 |
23 |
0 |
6 |
30 |
48 |
| Measuring Uncertainty and Its Impact on the Economy |
2 |
2 |
8 |
57 |
3 |
6 |
25 |
62 |
| Measuring Uncertainty and Its Impact on the Economy |
5 |
12 |
28 |
170 |
9 |
20 |
74 |
242 |
| Mixed frequency models with MA components |
0 |
2 |
25 |
25 |
0 |
12 |
21 |
21 |
| Mixed frequency models with MA components |
0 |
3 |
16 |
69 |
0 |
11 |
41 |
57 |
| Mixed frequency structural VARs |
0 |
3 |
9 |
171 |
1 |
6 |
24 |
234 |
| Mixed frequency structural models: estimation, and policy analysis |
0 |
1 |
4 |
120 |
0 |
2 |
18 |
179 |
| Model Selection for Non-Linear Dynamic Models |
0 |
0 |
0 |
231 |
0 |
0 |
3 |
654 |
| Modelling and Forecasting Fiscal Variables for the Euro Area |
0 |
0 |
7 |
284 |
1 |
5 |
21 |
566 |
| Modelling and Forecasting Fiscal Variables for the euro Area |
0 |
0 |
4 |
130 |
0 |
2 |
9 |
347 |
| Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK |
0 |
0 |
0 |
331 |
0 |
0 |
1 |
1,462 |
| Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs |
0 |
1 |
9 |
107 |
0 |
2 |
14 |
140 |
| Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes |
0 |
1 |
3 |
99 |
0 |
1 |
3 |
391 |
| No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates |
0 |
0 |
1 |
65 |
0 |
2 |
5 |
116 |
| On the importance of sectoral and regional shocks for price setting |
0 |
0 |
0 |
13 |
2 |
3 |
7 |
41 |
| On the importance of sectoral and regional shocks for price-setting |
0 |
0 |
2 |
32 |
1 |
2 |
7 |
107 |
| On the importance of sectoral and regional shocks for price-setting |
1 |
2 |
4 |
65 |
4 |
12 |
15 |
202 |
| On the importance of sectoral shocks for price-setting |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
39 |
| Path Forecast Evaluation |
0 |
0 |
0 |
72 |
0 |
1 |
5 |
159 |
| Path Forecast Evaluation |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
4 |
| Path Forecast Evaluation |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
63 |
| Point, interval and density forecasts of exchange rates with time-varying parameter models |
1 |
2 |
4 |
60 |
3 |
5 |
18 |
87 |
| Point, interval and density forecasts of exchange rates with time-varying parameter models |
1 |
1 |
1 |
36 |
1 |
4 |
11 |
29 |
| Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP |
0 |
0 |
0 |
115 |
1 |
2 |
10 |
291 |
| Pooling versus model selection for nowcasting with many predictors: An application to German GDP |
0 |
0 |
1 |
80 |
0 |
2 |
5 |
254 |
| Pooling versus model selection for nowcasting with many predictors: an application to German GDP |
0 |
0 |
3 |
84 |
1 |
3 |
11 |
234 |
| Pooling-based Data Interpolation and Backdating |
0 |
0 |
1 |
77 |
1 |
1 |
4 |
277 |
| Pooling-based data interpolation and backdating |
0 |
0 |
1 |
64 |
1 |
1 |
5 |
306 |
| Principal components at work: The empirical analysis of monetary policy with large datasets |
0 |
0 |
3 |
779 |
0 |
2 |
8 |
2,304 |
| Public Capital and Economic Performance: Evidence from Italy |
0 |
1 |
3 |
446 |
0 |
3 |
7 |
1,185 |
| Real time estimates of the euro area output gap: reliability and forecasting performance |
0 |
1 |
5 |
142 |
1 |
8 |
12 |
392 |
| Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility |
0 |
0 |
1 |
59 |
0 |
3 |
7 |
116 |
| Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility |
0 |
1 |
6 |
208 |
1 |
5 |
19 |
351 |
| Regime Switches in the Risk-Return Trade-Off |
1 |
2 |
3 |
36 |
1 |
3 |
13 |
94 |
| Regime Switches in the Risk-Return Trade-off |
1 |
1 |
1 |
45 |
2 |
4 |
4 |
27 |
| Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US |
0 |
0 |
1 |
5 |
1 |
1 |
3 |
29 |
| Regional Inflation Dynamics within and across Euro Area and a Comparison with the US |
0 |
0 |
0 |
122 |
0 |
0 |
5 |
319 |
| Regional inflation dynamics within and across euro area countries and a comparison with the US |
0 |
0 |
0 |
198 |
0 |
1 |
2 |
678 |
| Regional inflation dynamics within and across euro area countries and a comparison with the US |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
52 |
| Robust Decision Theory and the Lucas Critique |
0 |
0 |
2 |
20 |
1 |
2 |
7 |
90 |
| STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA |
1 |
1 |
2 |
102 |
1 |
3 |
5 |
527 |
| STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Sectoral Survey-based Confidence Indicators for Europe |
0 |
1 |
2 |
49 |
1 |
2 |
4 |
232 |
| Selecting predictors by using Bayesian model averaging in bridge models |
0 |
0 |
2 |
64 |
0 |
2 |
8 |
142 |
| Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility |
0 |
4 |
14 |
133 |
2 |
9 |
41 |
289 |
| Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility |
0 |
1 |
12 |
371 |
0 |
5 |
31 |
761 |
| Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 |
0 |
0 |
1 |
250 |
0 |
0 |
2 |
985 |
| Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data |
0 |
0 |
2 |
424 |
0 |
0 |
7 |
1,017 |
| Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
451 |
| Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area |
0 |
0 |
0 |
112 |
0 |
1 |
5 |
418 |
| Some stylized facts on non-systematic fiscal policy in the Euro area |
0 |
0 |
0 |
352 |
0 |
1 |
3 |
937 |
| Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data |
3 |
3 |
5 |
164 |
3 |
7 |
17 |
757 |
| Structural Analysis with Multivariate Autoregressive Index Models |
1 |
2 |
4 |
80 |
2 |
4 |
9 |
88 |
| Structural FECM: Cointegration in large-scale structural FAVAR models |
1 |
2 |
2 |
77 |
2 |
6 |
19 |
140 |
| Survey Data as Coicident or Leading Indicators |
0 |
1 |
2 |
65 |
1 |
3 |
7 |
163 |
| Survey Data as Coincident or Leading Indicators |
0 |
0 |
0 |
24 |
0 |
1 |
3 |
131 |
| TFP, Costs, and Public Infrastructure: An Equivocal Relationship |
0 |
1 |
3 |
385 |
0 |
4 |
11 |
995 |
| Tax shocks with high and low uncertainty |
3 |
6 |
14 |
88 |
9 |
12 |
25 |
76 |
| Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
293 |
| Testing for PPP: Should We Use Panel Methods? |
0 |
0 |
0 |
306 |
0 |
2 |
7 |
586 |
| Testing for PPP: Should We Use Panel Methods? |
0 |
0 |
0 |
470 |
1 |
3 |
7 |
1,484 |
| The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR |
0 |
1 |
3 |
65 |
0 |
2 |
16 |
210 |
| The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap |
0 |
1 |
3 |
17 |
1 |
2 |
4 |
76 |
| The Global Component of Inflation Volatility |
0 |
5 |
25 |
25 |
0 |
9 |
13 |
13 |
| The Multiscale Causal Dynamics of Foreign Exchange Markets |
1 |
1 |
1 |
64 |
3 |
6 |
8 |
159 |
| The Reliability of Real Time Estimates of the Euro Area Output Gap |
1 |
2 |
2 |
28 |
3 |
7 |
9 |
144 |
| The Role of Search Frictions and Bargaining for Inflation Dynamics |
0 |
0 |
3 |
39 |
0 |
1 |
7 |
159 |
| The Transmission Mechanism in a Changing World |
0 |
0 |
0 |
130 |
0 |
2 |
7 |
398 |
| The banking and distribution sectors in a small open economy DSGE Model |
0 |
1 |
1 |
28 |
0 |
3 |
6 |
66 |
| The banking and distribution sectors in a small open economy DSGE Model |
1 |
1 |
2 |
175 |
1 |
3 |
8 |
323 |
| The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR |
0 |
2 |
5 |
257 |
4 |
7 |
16 |
575 |
| The global component of inflation volatility |
6 |
26 |
89 |
96 |
9 |
48 |
103 |
105 |
| The transmission mechanism in a changing world |
0 |
0 |
1 |
209 |
0 |
2 |
3 |
498 |
| Time Variation in Macro-Financial Linkages |
0 |
0 |
8 |
49 |
1 |
1 |
15 |
149 |
| Time variation in macro-financial linkages |
0 |
0 |
5 |
157 |
2 |
3 |
22 |
359 |
| Time-Scale Transformations of Discrete-Time Processes |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| U-MIDAS: MIDAS regressions with unrestricted lag polynomials |
10 |
15 |
38 |
285 |
26 |
62 |
172 |
800 |
| U-MIDAS: MIDAS regressions with unrestricted lag polynomials |
3 |
5 |
12 |
60 |
4 |
15 |
32 |
176 |
| Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model |
1 |
2 |
6 |
42 |
1 |
4 |
20 |
36 |
| Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model |
0 |
1 |
12 |
70 |
1 |
8 |
34 |
106 |
| Using low frequency information for predicting high frequency variables |
0 |
0 |
5 |
114 |
2 |
4 |
17 |
126 |
| Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 |
1 |
1 |
3 |
691 |
1 |
1 |
4 |
2,876 |
| interpolation with a large information set |
0 |
0 |
1 |
50 |
0 |
0 |
3 |
242 |
| the Reliability of Real Time Estimates of the EURO Area Output Gap |
0 |
1 |
1 |
47 |
2 |
5 |
11 |
139 |
| Total Working Papers |
97 |
294 |
1,184 |
34,353 |
295 |
1,074 |
3,474 |
97,459 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Credibility Proxy: Tracking US Monetary Developments |
0 |
3 |
14 |
50 |
0 |
4 |
27 |
129 |
| A Markov-switching vector equilibrium correction model of the UK labour market |
0 |
1 |
2 |
298 |
0 |
1 |
8 |
873 |
| A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS |
0 |
0 |
1 |
1 |
0 |
2 |
8 |
30 |
| A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series |
0 |
2 |
22 |
347 |
6 |
13 |
65 |
852 |
| A comparison of methods for the construction of composite coincident and leading indexes for the UK |
0 |
0 |
2 |
53 |
0 |
1 |
8 |
137 |
| A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates |
1 |
6 |
20 |
70 |
4 |
12 |
38 |
148 |
| A daily indicator of economic growth for the euro area |
0 |
3 |
6 |
24 |
0 |
5 |
12 |
51 |
| A linear benchmark for forecasting GDP growth and inflation? |
0 |
0 |
6 |
168 |
0 |
1 |
15 |
425 |
| A macroeconometric model for the Euro economy |
0 |
0 |
1 |
130 |
0 |
0 |
4 |
311 |
| A parametric estimation method for dynamic factor models of large dimensions |
0 |
0 |
1 |
59 |
1 |
1 |
4 |
135 |
| Are there any reliable leading indicators for US inflation and GDP growth? |
1 |
3 |
7 |
169 |
2 |
5 |
18 |
460 |
| Bayesian VARs: Specification Choices and Forecast Accuracy |
2 |
4 |
11 |
90 |
4 |
14 |
46 |
224 |
| Business Cycles in the New EU Member Countries and their Conformity with the Euro Area |
0 |
0 |
3 |
77 |
2 |
2 |
8 |
193 |
| Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis |
1 |
2 |
3 |
23 |
3 |
4 |
7 |
60 |
| Common Drifting Volatility in Large Bayesian VARs |
2 |
4 |
6 |
7 |
4 |
7 |
26 |
31 |
| Cross-sectional averaging and instrumental variable estimation with many weak instruments |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
81 |
| Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area |
0 |
0 |
1 |
182 |
2 |
5 |
10 |
522 |
| EUROMIND: a monthly indicator of the euro area economic conditions |
0 |
0 |
0 |
0 |
1 |
3 |
11 |
151 |
| Econometric analyses with backdated data: Unified Germany and the euro area |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
106 |
| Empirical simultaneous prediction regions for path-forecasts |
0 |
0 |
1 |
21 |
0 |
0 |
5 |
75 |
| EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries |
0 |
1 |
2 |
9 |
0 |
3 |
6 |
37 |
| Explaining the time-varying effects of oil market shocks on US stock returns |
0 |
0 |
4 |
23 |
2 |
7 |
33 |
79 |
| Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP |
0 |
2 |
8 |
93 |
3 |
7 |
24 |
218 |
| Factor analysis in a model with rational expectations |
0 |
1 |
1 |
77 |
0 |
2 |
14 |
403 |
| Factor based index tracking |
1 |
1 |
4 |
130 |
1 |
3 |
12 |
312 |
| Factor-GMM estimation with large sets of possibly weak instruments |
0 |
0 |
0 |
70 |
0 |
3 |
14 |
157 |
| Factor‐Based Identification‐Robust Interference in IV Regressions |
1 |
1 |
1 |
4 |
1 |
1 |
3 |
21 |
| Fiscal forecasting: The track record of the IMF, OECD and EC |
0 |
0 |
0 |
12 |
1 |
2 |
10 |
625 |
| Forecast Bias and MSFE Encompassing |
0 |
0 |
0 |
40 |
0 |
0 |
3 |
171 |
| Forecast Pooling for European Macroeconomic Variables |
0 |
0 |
0 |
29 |
0 |
0 |
7 |
152 |
| Forecasting EMU macroeconomic variables |
0 |
0 |
0 |
138 |
0 |
1 |
5 |
531 |
| Forecasting economic activity by Bayesian bridge model averaging |
0 |
1 |
4 |
12 |
1 |
2 |
16 |
39 |
| Forecasting economic activity with targeted predictors |
2 |
3 |
10 |
35 |
2 |
6 |
17 |
70 |
| Forecasting euro area variables with German pre-EMU data |
0 |
0 |
0 |
39 |
0 |
1 |
4 |
131 |
| Forecasting exchange rates with a large Bayesian VAR |
1 |
3 |
10 |
238 |
2 |
8 |
28 |
671 |
| Forecasting government bond yields with large Bayesian vector autoregressions |
0 |
2 |
6 |
82 |
3 |
8 |
24 |
215 |
| Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter |
0 |
3 |
5 |
5 |
1 |
8 |
13 |
13 |
| Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods |
0 |
1 |
4 |
10 |
0 |
1 |
7 |
30 |
| Forecasting large datasets with Bayesian reduced rank multivariate models |
0 |
0 |
0 |
0 |
1 |
4 |
10 |
110 |
| Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union |
0 |
2 |
4 |
19 |
0 |
2 |
6 |
54 |
| Forecasting with factor-augmented error correction models |
3 |
7 |
12 |
44 |
4 |
9 |
27 |
110 |
| Foreword |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
32 |
| Guest Editors' Introduction to Special Issue on Encompassing |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
52 |
| Have Standard VARS Remained Stable Since the Crisis? |
0 |
0 |
3 |
9 |
1 |
6 |
24 |
43 |
| Interpolation and backdating with a large information set |
0 |
0 |
0 |
58 |
0 |
1 |
2 |
172 |
| Introduction to advances in business cycle analysis and forecasting |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
101 |
| LSM: A DSGE model for Luxembourg |
0 |
0 |
3 |
42 |
1 |
4 |
17 |
142 |
| Leading Indicators for Euro-area Inflation and GDP Growth |
0 |
1 |
4 |
232 |
0 |
2 |
15 |
815 |
| Linear aggregation with common trends and cycles |
0 |
0 |
1 |
13 |
0 |
0 |
5 |
61 |
| MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area |
2 |
5 |
14 |
103 |
5 |
19 |
56 |
345 |
| MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area |
1 |
2 |
4 |
34 |
3 |
9 |
25 |
166 |
| MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS |
0 |
0 |
1 |
21 |
0 |
0 |
6 |
52 |
| MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
57 |
| Macroeconomic forecasting during the Great Recession: The return of non-linearity? |
0 |
0 |
3 |
19 |
1 |
4 |
18 |
83 |
| Macroeconomic forecasting in the Euro area: Country specific versus area-wide information |
2 |
2 |
9 |
294 |
3 |
7 |
30 |
680 |
| Markov-Switching MIDAS Models |
2 |
5 |
16 |
160 |
6 |
16 |
56 |
459 |
| Markov-switching mixed-frequency VAR models |
1 |
2 |
14 |
51 |
3 |
14 |
43 |
174 |
| Measuring Uncertainty and Its Impact on the Economy |
4 |
8 |
11 |
11 |
21 |
46 |
59 |
59 |
| Mixed frequency structural vector auto-regressive models |
1 |
2 |
6 |
30 |
1 |
2 |
10 |
60 |
| Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-specified Models |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
105 |
| Modelling and Forecasting Fiscal Variables for the Euro Area |
0 |
1 |
5 |
77 |
0 |
3 |
13 |
244 |
| Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK |
0 |
0 |
0 |
56 |
0 |
0 |
3 |
193 |
| Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs |
1 |
1 |
13 |
44 |
1 |
4 |
27 |
107 |
| On the Importance of Sectoral and Regional Shocks for Price‐Setting |
4 |
7 |
7 |
9 |
8 |
16 |
25 |
33 |
| POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES |
0 |
0 |
0 |
0 |
1 |
1 |
12 |
135 |
| Path forecast evaluation |
1 |
2 |
3 |
56 |
1 |
2 |
7 |
199 |
| Point, interval and density forecasts of exchange rates with time varying parameter models |
0 |
1 |
1 |
1 |
1 |
4 |
11 |
11 |
| Pooling-Based Data Interpolation and Backdating |
0 |
0 |
0 |
12 |
1 |
1 |
2 |
67 |
| Principal components at work: the empirical analysis of monetary policy with large data sets |
1 |
5 |
14 |
439 |
5 |
11 |
34 |
1,253 |
| Public Capital and Economic Performance: Evidence from Italy |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
247 |
| ROBUST DECISION THEORY AND THE LUCAS CRITIQUE |
0 |
0 |
1 |
10 |
1 |
1 |
4 |
59 |
| Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility |
1 |
4 |
7 |
33 |
2 |
7 |
18 |
100 |
| Regime switches in the risk–return trade-off |
0 |
2 |
6 |
25 |
0 |
5 |
17 |
81 |
| Regional inflation dynamics within and across euro area countries and a comparison with the United States |
0 |
0 |
2 |
83 |
0 |
1 |
8 |
237 |
| Sectoral Survey‐based Confidence Indicators for Europe |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
74 |
| Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility |
0 |
0 |
5 |
17 |
1 |
3 |
20 |
45 |
| Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 |
0 |
0 |
0 |
160 |
0 |
0 |
3 |
832 |
| Some Consequences of Temporal Aggregation in Empirical Analysis |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
428 |
| Some cautions on the use of panel methods for integrated series of macroeconomic data |
0 |
0 |
5 |
278 |
1 |
3 |
25 |
738 |
| Some stylized facts on non-systematic fiscal policy in the Euro area |
0 |
0 |
1 |
96 |
0 |
2 |
6 |
230 |
| Structural FECM: Cointegration in large‐scale structural FAVAR models |
1 |
1 |
5 |
9 |
3 |
4 |
18 |
31 |
| Structural analysis with Multivariate Autoregressive Index models |
3 |
5 |
7 |
27 |
5 |
10 |
19 |
124 |
| Survey data as coincident or leading indicators |
0 |
2 |
4 |
49 |
1 |
7 |
15 |
138 |
| Testing for PPP: Should we use panel methods? |
0 |
0 |
1 |
352 |
0 |
1 |
17 |
998 |
| The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR |
1 |
4 |
11 |
33 |
2 |
6 |
27 |
85 |
| The effects of the monetary policy stance on the transmission mechanism |
1 |
5 |
20 |
60 |
1 |
9 |
39 |
132 |
| The multiscale causal dynamics of foreign exchange markets |
0 |
0 |
0 |
38 |
1 |
3 |
9 |
135 |
| The reliability of real-time estimates of the euro area output gap |
3 |
10 |
14 |
69 |
7 |
91 |
101 |
273 |
| The transmission mechanism in a changing world |
0 |
2 |
3 |
165 |
0 |
6 |
12 |
454 |
| Time Variation in Macro‐Financial Linkages |
1 |
3 |
8 |
12 |
3 |
7 |
26 |
47 |
| Time-scale transformations of discrete time processes |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
239 |
| Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials |
4 |
8 |
18 |
62 |
6 |
13 |
41 |
183 |
| Using low frequency information for predicting high frequency variables |
1 |
5 |
10 |
10 |
7 |
24 |
55 |
55 |
| Total Journal Articles |
51 |
151 |
442 |
6,417 |
157 |
539 |
1,623 |
21,008 |
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