Discussion paper DP16346 Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty Massimiliano Marcellino Andrea Carriero Todd Clark 8 Jul 2021 Monetary Economics and Fluctuations C11 C32 D81 E32
Discussion paper DP16317 Tracking Weekly State-Level Economic Conditions Christiane Baumeister Danilo Leiva-León Eric Sims 1 Jul 2021 Monetary Economics and Fluctuations C32 C55 E32 E66
Discussion paper DP16187 Unraveling the Productivity Paradox: Evidence for Germany Christoph Schmidt Lars Feld Désirée Christofzik Steffen Elstner 25 May 2021 Macroeconomics and Growth O40 E24 C32 O30
Discussion paper DP16183 Heterogeneity and Aggregate Fluctuations Minsu Chang Xiaohong Chen Frank Schorfheide 24 May 2021 Macroeconomics and Growth Monetary Economics and Fluctuations C11 C32 C52 E32
Discussion paper DP15926 Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data Juan Antolin-Diaz Thomas Drechsel Ivan Petrella 15 Mar 2021 Monetary Economics and Fluctuations E32 E23 O47 C32 E01
Discussion paper DP15917 Conditional Rotation Between Forecasting Models Yinchu Zhu Allan Timmermann 14 Mar 2021 Financial Economics C53 C32 C18
Discussion paper DP15881 Downside and Upside Uncertainty Shocks Mario Forni Luca Gambetti Luca Sala 3 Mar 2021 Monetary Economics and Fluctuations C32 E32
Discussion paper DP15758 Aggregate Output Measurements: A Common Trend Approach Martin Almuzara Gabriele Fiorentini Enrique Sentana 2 Feb 2021 Monetary Economics and Fluctuations C32 E01
Discussion paper DP15692 Macroeconomic Uncertainty and Vector Autoregressions Mario Forni Luca Gambetti Luca Sala 21 Jan 2021 Monetary Economics and Fluctuations C32 E32
Discussion paper DP15605 The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates Francesco Bianchi Giada Bianchi Dongho Song 23 Dec 2020 Monetary Economics and Fluctuations Public Economics E32 C32 I14 J11
Discussion paper DP15545 The Role of the Prior in Estimating VAR Models with Sign Restrictions Atsushi Inoue Lutz Kilian 11 Dec 2020 International Macroeconomics and Finance C22 C32 C52 E31 Q43
Discussion paper DP15529 Common Component Structural VARs Mario Forni Luca Gambetti Marco Lippi Luca Sala 7 Dec 2020 Monetary Economics and Fluctuations C32 E32