Discussion paper DP10168 Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters Barbara Rossi Atsushi Inoue 28 Sep 2014 International Macroeconomics C22 C52 C53
Discussion paper DP10092 The Two Greatest. Great Recession vs. Great Moderation Gabriel Pérez Quirós Maria Dolores Gadea Rivas Ana Gomez-Loscos 3 Aug 2014 International Macroeconomics C22 E32
Discussion paper DP9583 Residual-based Rank Specification Tests for AR-GARCH type models Elena Andreou 4 Aug 2013 Financial Economics C22 C32 C51 C52
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 DP9570 Nonparametric Predictive Regression Elena Andreou 21 Jul 2013 Financial Economics C22 C32
Discussion paper DP9377 Forecasting Stock Returns under Economic Constraints Allan Timmermann Davide Pettenuzzo 10 Mar 2013 Financial Economics C11 C22 G11 G12
Discussion paper DP9334 Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility Massimiliano Marcellino Fabrizio Venditti 10 Feb 2013 International Macroeconomics C22 E27 E32
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
Discussion paper DP9313 Macroeconomic forecasting during the Great Recession: The return of non-linearity? Massimiliano Marcellino Laurent Ferrara Matteo Mogliani 27 Jan 2013 International Macroeconomics C22 C53 E37
Discussion paper DP9269 The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit Gabriel Pérez Quirós Maria Dolores Gadea Rivas 16 Dec 2012 International Macroeconomics C22 E32
Discussion paper DP9191 Can we use seasonally adjusted indicators in dynamic factor models? Gabriel Pérez Quirós Máximo Camacho 28 Oct 2012 International Macroeconomics C22 E27 E32
Discussion paper DP9096 Optimal Combination of Survey Forecasts Domenico Giannone Christine De Mol 19 Aug 2012 International Macroeconomics C22 C53