Discussion paper DP12682 Consistent non-Gaussian pseudo maximum likelihood estimators Enrique Sentana Gabriele Fiorentini 4 Feb 2018 Financial Economics C13 C22 C32 C51
Discussion paper DP11997 Dissecting US recoveries Gabriel Pérez Quirós Maria Dolores Gadea Rivas Ana Gomez-Loscos 25 Apr 2017 Monetary Economics and Fluctuations C22 E32
Discussion paper DP11599 Adaptive state space models with applications to the business cycle and financial stress Ivan Petrella Fabrizio Venditti Davide Delle Monache 3 Nov 2016 Monetary Economics and Fluctuations C22 C32 C51 C53 E31
Discussion paper DP11415 Understanding the Sources of Macroeconomic Uncertainty Barbara Rossi Tatevik Sekhposyan 25 Jul 2016 Monetary Economics and Fluctuations C22 C52 C53
Discussion paper DP11391 Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts Barbara Rossi Tatevik Sekhposyan 14 Jul 2016 Monetary Economics and Fluctuations C22 C52 C53
Discussion paper DP11388 In-sample Inference and Forecasting in Misspecified Factor Models Barbara Rossi 12 Jul 2016 Monetary Economics and Fluctuations C22 C52 C53
Discussion paper DP11355 Forecasting Macroeconomic Variables under Model Instability Allan Timmermann Davide Pettenuzzo 26 Jun 2016 Financial Economics C22 C53
Discussion paper DP11307 On the use of high frequency measures of volatility in MIDAS regressions Elena Andreou 1 Jun 2016 Financial Economics C22 C53 G22
Discussion paper DP11169 Risk Premia and Seasonality in Commodity Futures Ivan Petrella Martin Sola Constantino Hevia 15 Mar 2016 Financial Economics Monetary Economics and Fluctuations C22 G12 G13
Discussion paper DP10825 The Great Moderation in historical perspective.Is it that great? Gabriel Pérez Quirós Maria Dolores Gadea Rivas Ana Gomez-Loscos 20 Sep 2015 Monetary Economics and Fluctuations C22 E32
Discussion paper DP10828 Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach Gabriel Pérez Quirós Máximo Camacho Danilo Leiva-León 20 Sep 2015 Monetary Economics and Fluctuations C22 E32 E37
Discussion paper DP10739 Inflation forecasting models for Uganda: is mobile money relevant? John Muellbauer Janine Aron 26 Jul 2015 Development Economics C22 C51 C52 C53 E31 E37 E52