Discussion paper DP18076 The Impact of Financial Shocks on the Forecast Distribution of Output and Inflation Mario Forni Luca Gambetti Nicolo Maffei-Faccioli Luca Sala 14 Apr 2023 Monetary Economics and Fluctuations C32 E32
Discussion paper DP18070 An American Macroeconomic Picture. Supply and Demand Shocks in the Frequency Domain Mario Forni Luca Gambetti Antonio Granese Luca Sala Stefano Soccorsi 11 Apr 2023 Monetary Economics and Fluctuations E32 C32
Discussion paper DP17829 Job-to-Job Mobility and Inflation Renato Faccini Leonardo Melosi 21 Jan 2023 Macroeconomics and Growth Monetary Economics and Fluctuations E31 E37 C32
Discussion paper DP17800 Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails Juan Antolin-Diaz Thomas Drechsel Ivan Petrella 11 Jan 2023 International Macroeconomics and Finance Monetary Economics and Fluctuations E32 E23 O47 C32 E01
Discussion paper DP17726 Dynamic Identification in VARs Paul Beaudry Fabrice Collard Patrick Feve Alain Guay Franck Portier 5 Dec 2022 Monetary Economics and Fluctuations C32 E32
Discussion paper DP17698 Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings Lutz Kilian Michael D. Plante Alexander W. Richter 25 Nov 2022 International Macroeconomics and Finance Monetary Economics and Fluctuations C32 C51 E32
Discussion paper DP17655 Costly disasters, energy consumption, and the role of fiscal policy Fabio Canova Evi Pappa 9 Nov 2022 Monetary Economics and Fluctuations C32 E27 E32 H30
Discussion paper DP17646 Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty Niko Hauzenberger Florian Huber Massimiliano Marcellino Nico Petz 4 Nov 2022 Monetary Economics and Fluctuations C11 C14 C32
Discussion paper DP17640 Blended Identification in Structural VARs Andrea Carriero Massimiliano Marcellino Tommaso Tornese 3 Nov 2022 Monetary Economics and Fluctuations C11 C32 D81 E32
Discussion paper DP17461 Tail Forecasting with Multivariate Bayesian Additive Regression Trees Todd Clark Florian Huber Gary Koop Massimiliano Marcellino Michael Pfarrhofer 12 Jul 2022 Monetary Economics and Fluctuations C11 C32 C53
Discussion paper DP17369 Explaining Deviations from Okun's Law Claudia Foroni Francesco Furlanetto 8 Jun 2022 Monetary Economics and Fluctuations E24 E32 C32
Discussion paper DP17265 When do state-dependent local projections work? Silvia Goncalves Ana Maria Herrera Lutz Kilian Elena Pesavento 28 Apr 2022 International Macroeconomics and Finance C22 C32 C51