31
H index
50
i10 index
3861
Citations
Barcelona School of Economics (BSE) (90% share) | 31 H index 50 i10 index 3861 Citations RESEARCH PRODUCTION: 42 Articles 118 Papers 5 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Barbara Rossi. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2022 | Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524. Full description at Econpapers || Download paper | |
2023 | Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence. (2023). Sekhposyan, Tatevik ; Rossi, Barbara ; Hoesch, Lukas. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:3:p:355-87. Full description at Econpapers || Download paper | |
2022 | Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence. (2022). Kaplan, Spagnolo Nicola ; Peren, Arin Kerim. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4571. Full description at Econpapers || Download paper | |
2023 | Measuring stock market uncertainty. (2023). Dakey, Prasad Teja. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:149-162. Full description at Econpapers || Download paper | |
2022 | Forecasting agricultural commodity price using different models: a case study of widely consumed grains in Nigeria. (2022). Tabash, Mosab I ; Adeeko, Omotara ; Safi, Samir K ; Sanusi, Olajide I. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:322724. Full description at Econpapers || Download paper | |
2022 | “An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201. Full description at Econpapers || Download paper | |
2023 | Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093. Full description at Econpapers || Download paper | |
2022 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273. Full description at Econpapers || Download paper | |
2023 | A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387. Full description at Econpapers || Download paper | |
2022 | Kernel Methods for Policy Evaluation: Treatment Effects, Mediation Analysis, and Off-Policy Planning. (2020). Gretton, Arthur ; Xu, Liyuan ; Singh, Rahul. In: Papers. RePEc:arx:papers:2010.04855. Full description at Econpapers || Download paper | |
2023 | Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments. (2020). Singh, Rahul. In: Papers. RePEc:arx:papers:2012.10315. Full description at Econpapers || Download paper | |
2022 | Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability. (2021). Fissler, Tobias ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2104.10673. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834. Full description at Econpapers || Download paper | |
2022 | Time Series Prediction under Distribution Shift using Differentiable Forgetting. (2022). Clarkson, Jase ; Bennett, Stefanos. In: Papers. RePEc:arx:papers:2207.11486. Full description at Econpapers || Download paper | |
2023 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
2023 | The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper | |
2023 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
2023 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2023 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
2023 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362. Full description at Econpapers || Download paper | |
2023 | Inflation targeting strategy and its credibility. (2023). Posada, Carlos Esteban. In: Papers. RePEc:arx:papers:2301.11207. Full description at Econpapers || Download paper | |
2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper | |
2023 | Assessing the strength of many instruments with the first-stage F and Cragg-Donald statistics. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14423. Full description at Econpapers || Download paper | |
2023 | Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2023). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2303.01887. Full description at Econpapers || Download paper | |
2023 | Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994. Full description at Econpapers || Download paper | |
2023 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149. Full description at Econpapers || Download paper | |
2023 | Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618. Full description at Econpapers || Download paper | |
2023 | Deep Neural Network Estimation in Panel Data Models. (2023). Raftapostolos, Aristeidis ; Mitchell, James ; Kapetanios, George ; Chrysikou, Katerina ; Chronopoulos, Ilias. In: Papers. RePEc:arx:papers:2305.19921. Full description at Econpapers || Download paper | |
2023 | Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151. Full description at Econpapers || Download paper | |
2023 | Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993. Full description at Econpapers || Download paper | |
2023 | Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062. Full description at Econpapers || Download paper | |
2022 | Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12. Full description at Econpapers || Download paper | |
2022 | CANVAS: A Canadian Behavioral Agent-Based Model. (2022). Hommes, Cars ; Zhang, Yang ; Siqueira, Melissa ; Poledna, Sebastian ; He, Mario. In: Staff Working Papers. RePEc:bca:bocawp:22-51. Full description at Econpapers || Download paper | |
2023 | Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18. Full description at Econpapers || Download paper | |
2023 | Fiscal Stimulus and Skill Accumulation over the Life Cycle. (2023). Simon, Laure. In: Staff Working Papers. RePEc:bca:bocawp:23-9. Full description at Econpapers || Download paper | |
2023 | Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | A tool to nowcast tourist overnight stays with payment data and complementary indicators. (2023). Mariani, Vincenzo ; Crispino, Marta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_746_23. Full description at Econpapers || Download paper | |
2022 | Real-time ineuqalities and policies during the pandemic in the US. (2022). Giglioli, Simona ; Fantozzi, Daniela ; Corrado, Luisa. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1396_22. Full description at Econpapers || Download paper | |
2022 | Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863. Full description at Econpapers || Download paper | |
2023 | Forecasting Bilateral Refugee Flows with High-dimensional Data and Machine Learning Techniques. (2023). Zheng, Conghan ; Krueger, Finja ; Heidland, Tobias ; Groeger, Andre ; Boss, Konstantin. In: Working Papers. RePEc:bge:wpaper:1387. Full description at Econpapers || Download paper | |
2022 | Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations. (2022). Wang, Yongli ; Tavlas, George S ; Hall, Stephen G. In: Discussion Papers. RePEc:bir:birmec:22-12. Full description at Econpapers || Download paper | |
2022 | Forward guidance and expectation formation: A narrative approach. (2022). Sutherland, Christopher S. In: BIS Working Papers. RePEc:bis:biswps:1024. Full description at Econpapers || Download paper | |
2023 | gingado: a machine learning library focused on economics and finance. (2023). Godoy, Douglas Kiarelly. In: BIS Working Papers. RePEc:bis:biswps:1122. Full description at Econpapers || Download paper | |
2022 | Economic effects of climate change on agricultural production and productivity in Latin America and the Caribbean (LAC). (2022). Ludena, Carlos E ; Bravoureta, Boris E ; Lachaud, Michee A. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:2:p:321-332. Full description at Econpapers || Download paper | |
2022 | Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand. (2022). Power, India ; Haug, Alfred A. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:322:p:249-270. Full description at Econpapers || Download paper | |
2023 | Measuring stability and structural breaks: Applications in social sciences. (2023). Loginova, Daria ; Mann, Stefan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:302-320. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Rare Disasters, Financial Development, and Sovereign Debt. (2022). Yang, Jinqiang ; Wang, Neng ; Rebelo, Sergio. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2719-2764. Full description at Econpapers || Download paper | |
2022 | Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy. (2022). di Giovanni, Julian ; Hale, Galina. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3373-3421. Full description at Econpapers || Download paper | |
2022 | Neural forecasting of the Italian sovereign bond market with economic news. (2022). Tiozzo Pezzoli, Luca ; Tosetti, Elisa ; Consoli, Sergio. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:s2:p:s197-s224. Full description at Econpapers || Download paper | |
2022 | Currency returns and systematic risk. (2022). Scatimburgo, Pedro ; Ferreira, Alex ; Gonalves, Fernanda. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:6:p:609-647. Full description at Econpapers || Download paper | |
2022 | The Canadian–US dollar exchange rate over the four decades of the post?Bretton Woods float: An econometric study allowing for structural breaks. (2022). James, Patrick ; Kurita, Takamitsu. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:856-883. Full description at Econpapers || Download paper | |
2022 | Real Exchange Rates and Fundamentals in a new Markov?STAR Model. (2022). Sibbertsen, Philipp ; Ma, Jun ; Flock, Teresa ; Bertram, Philip . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:356-379. Full description at Econpapers || Download paper | |
2022 | Econometric Analysis of Switching Expectations in UK Inflation. (2022). Madeira, Joao ; Corneamadeira, Adriana. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:651-673. Full description at Econpapers || Download paper | |
2022 | Forecasting Under Structural Breaks Using Improved Weighted Estimation. (2022). Parsaeian, Shahnaz ; Ullah, Aman ; Lee, Taehwy. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:6:p:1485-1501. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc. (2022). Hertrich, Markus. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:450-489. Full description at Econpapers || Download paper | |
2023 | ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304. Full description at Econpapers || Download paper | |
2023 | The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3. Full description at Econpapers || Download paper | |
2023 | Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114. Full description at Econpapers || Download paper | |
2022 | A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972. Full description at Econpapers || Download paper | |
2022 | Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005. Full description at Econpapers || Download paper | |
2022 | Split Personalities: The Changing Nature of Technology Shocks*. (2022). Lubik, Thomas ; Gunn, Christopher ; Grtz, Christoph. In: Carleton Economic Papers. RePEc:car:carecp:22-06. Full description at Econpapers || Download paper | |
2022 | A Markov-Switching Model of the Unemployment Rate: Working Paper 2022-05. (2022). Office, Congressional Budget. In: Working Papers. RePEc:cbo:wpaper:57582. Full description at Econpapers || Download paper | |
2022 | THEORETICAL ASPECTS REGARDING THE MODELS OF THE FINANCIAL - MONETARY ANALYSIS. (2022). Iacob, Stefan Virgil ; Anghel, Madalina-Gabriela ; Madalina - Gabriela Anghel, ; Anghelache, Constantin. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:1:p:52-58. Full description at Econpapers || Download paper | |
2023 | Chameleon models in economics: A note. (2023). Minford, A. Patrick ; Hatcher, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/10. Full description at Econpapers || Download paper | |
2023 | How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203. Full description at Econpapers || Download paper | |
2023 | ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449. Full description at Econpapers || Download paper | |
2023 | (How) Do Electoral Surprises Drive Business Cycles? Evidence from a New Dataset. (2023). Fetzer, Thiemo ; Yotzov, Ivan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10584. Full description at Econpapers || Download paper | |
2022 | Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory. (2022). Lee, Sang Seok ; Kısacıkoğlu, Burçin ; Gürkaynak, Refet. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9748. Full description at Econpapers || Download paper | |
2022 | Commodity Price Effects on Currencies. (2022). Wang, Wenhao ; Cheung, Yin-Wong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9967. Full description at Econpapers || Download paper | |
2023 | (How) Do electoral surprises drive business cycles? Evidence from a new dataset. (2023). Yotzov, Ivan ; Fetzer, Thiemo. In: CAGE Online Working Paper Series. RePEc:cge:wacage:672. Full description at Econpapers || Download paper | |
2022 | Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era. (2022). Siklos, Pierre ; Kanelis, Dimitrios. In: CQE Working Papers. RePEc:cqe:wpaper:10322. Full description at Econpapers || Download paper | |
2022 | A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. (2022). Wilfling, Bernd ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:9722. Full description at Econpapers || Download paper | |
2022 | Commodity currencies revisited: The role of global commodity price uncertainty. (2022). Ferrara, Laurent ; Karadimitropoulou, Aikaterina ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-24. Full description at Econpapers || Download paper | |
2023 | On the robustness of the general dynamic factor model with inï¬nite-dimensional space: identiï¬cation, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/298201. Full description at Econpapers || Download paper | |
2022 | Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment. (2022). Coenen, Günter ; On, Taskforce. In: Occasional Paper Series. RePEc:ecb:ecbops:2022290. Full description at Econpapers || Download paper | |
2022 | Boosting carry with equilibrium exchange rate estimates. (2022). Kwas, Marek ; Ca, Michele ; Michele Ca, ; Beckmann, Joscha ; Rubaszek, Micha. In: Working Paper Series. RePEc:ecb:ecbwps:20222731. Full description at Econpapers || Download paper | |
2023 | Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830. Full description at Econpapers || Download paper | |
2022 | Asymmetric Relationship between Exchange Rate Volatility and Oil Price: Case Study of Thai-Baht. (2022). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-11. Full description at Econpapers || Download paper | |
2022 | Modelling Market Indices, Commodity Market Prices and Stock Prices of Energy Sector using VAR with Variance Decomposition Model. (2022). Gupta, Abhishek Kumar ; Kumar, Santosh ; Hawaldar, Iqbal Thonse ; Meher, Bharat Kumar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-16. Full description at Econpapers || Download paper | |
2023 | Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25. Full description at Econpapers || Download paper | |
2022 | Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861. Full description at Econpapers || Download paper | |
2022 | Forecasting of high-resolution electricity consumption with stochastic climatic covariates via a functional time series approach. (2022). Huang, Shih-Feng ; Chen, Zih-Bing ; Chang, Chih-Hao. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921016500. Full description at Econpapers || Download paper | |
2022 | A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x. Full description at Econpapers || Download paper | |
2022 | The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604. Full description at Econpapers || Download paper | |
2022 | How do income and the debt position of households propagate fiscal stimulus into consumption?. (2022). Rüth, Sebastian ; Simon, Camilla ; Ruth, Sebastian K. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922001610. Full description at Econpapers || Download paper | |
2023 | Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386. Full description at Econpapers || Download paper | |
2023 | Employee sentiment and stock returns. (2023). Zhou, Guofu ; Yao, Jiaquan ; Tang, Guohao ; Chen, Jian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000428. Full description at Econpapers || Download paper | |
2023 | Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84. Full description at Econpapers || Download paper | |
2022 | Exchange rate predictability, risk premiums, and predictive system. (2022). Park, Cheolbeom ; Bak, Yuhyeon. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002632. Full description at Econpapers || Download paper | |
2023 | The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583. Full description at Econpapers || Download paper | |
2023 | Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229. Full description at Econpapers || Download paper | |
2023 | Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2015 | Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions In: American Economic Review. [Full Text][Citation analysis] | article | 222 |
2015 | Macroeconomic uncertainty indices based on nowcast and forecast error distributions.(2015) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 222 | paper | |
2013 | Exchange Rate Predictability In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 336 |
2013 | Exchange Rate Predictability.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 336 | paper | |
2013 | Exchange Rate Predictability.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 336 | paper | |
2013 | Exchange rate predictability.(2013) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 336 | paper | |
2015 | Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models In: Annual Review of Economics. [Full Text][Citation analysis] | article | 8 |
2014 | Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2014 | Forecasting in nonstationary environments: What works and what doesnt in reduced-form and structural models.(2014) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2018 | Confidence intervals for bias and size distortion in IV and local projections — IV models In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2018 | Confidence intervals for bias and size distortion in IV and local projections–IV models.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2019 | From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2020 | From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2019 | From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts.(2019) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2005 | Recursive Predictability Tests for Real-Time Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 22 |
2003 | Recursive Predictability Tests for Real-Time Data.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2005 | Confidence Intervals for Half-Life Deviations From Purchasing Power Parity In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 112 |
2002 | Confidence Intervals for Half-life Deviations from Purchasing Power Parity.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
2018 | The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates In: Working Papers. [Full Text][Citation analysis] | paper | 72 |
2019 | The effects of conventional and unconventional monetary policy on exchange rates.(2019) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | article | |
2018 | The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 72 | chapter | |
2018 | The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2018 | The effects of conventional and unconventional monetary policy on exchange rates.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2019 | Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned? In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
2020 | Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?.(2020) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2019 | A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy In: Working Papers. [Full Text][Citation analysis] | paper | 28 |
2021 | A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy.(2021) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2019 | VAR-Based Granger-Causality Test in the Presence of Instabilities In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2019 | VAR-based Granger-causality test in the presence of instabilities.(2019) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2020 | Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
2020 | Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2020 | Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2021 | Has the information channel of monetary policy disappeared? Revisiting the empirical evidence.(2021) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2019 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2021 | Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them.(2021) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2013 | Conditional Predictive Density Evaluation in the Presence of Instabilities In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
2013 | Conditional predictive density evaluation in the presence of instabilities.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2013 | Conditional predictive density evaluation in the presence of instabilities.(2013) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2013 | Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set In: Working Papers. [Full Text][Citation analysis] | paper | 41 |
2014 | Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set.(2014) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
2013 | Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set.(2013) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
2015 | Alternative Tests for Correct Specification of Conditional Predictive Densities In: Working Papers. [Full Text][Citation analysis] | paper | 47 |
2019 | Alternative tests for correct specification of conditional predictive densities.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
2017 | Alternative tests for correct specification of conditional predictive densities.(2017) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2014 | Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 36 |
2016 | Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2014 | Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts.(2014) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2016 | Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
2014 | Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: Working Papers. [Full Text][Citation analysis] | paper | 105 |
2017 | Rolling window selection for out-of-sample forecasting with time-varying parameters.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | article | |
2016 | Rolling window selection for out-of-sample forecasting with time-varying parameters.(2016) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
2014 | Model Comparisons in Unstable Environments In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2009 | Model Comparisons in Unstable Environments.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2010 | Model Comparisons in Unstable Environments.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2012 | Model comparisons in unstable environments.(2012) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2015 | Model comparisons in unstable environments.(2015) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2015 | Can Oil Prices Forecast Exchange Rates? In: Working Papers. [Full Text][Citation analysis] | paper | 190 |
2011 | Can Oil Prices Forecast Exchange Rates?.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 190 | paper | |
2011 | Can Oil Prices Forecast Exchange Rates?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 190 | paper | |
2011 | Can oil prices forecast exchange rates?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 190 | paper | |
2012 | Can Oil Prices Forecast Exchange Rates?.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 190 | paper | |
2015 | Can oil prices forecast exchange rates?.(2015) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 190 | paper | |
2015 | Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries In: Working Papers. [Full Text][Citation analysis] | paper | 19 |
2015 | Identifying the Sources of Model Misspecification In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
2014 | Identifying the Sources of Model Misspecification.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2020 | Identifying the sources of model misspecification.(2020) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2018 | Identifying the sources of model misspecification.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2015 | Heterogeneous Consumers and Fiscal Policy Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 63 |
2013 | Heterogeneous Consumers and Fiscal Policy Shocks.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2012 | Heterogeneous Consumers and Fiscal Policy Shocks.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2015 | Heterogeneous consumers and fiscal policy shocks.(2015) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2016 | Heterogeneous Consumers and Fiscal Policy Shocks.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
2016 | Understanding the Sources of Macroeconomic Uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 63 |
2016 | Understanding the Sources of Macroeconomic Uncertainty.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2018 | Understanding the sources of macroeconomic uncertainty.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2006 | How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 72 |
2005 | How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2008 | Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis?specified Models* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
2005 | Detecting and Predicting Forecast Breakdowns* In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 110 |
2006 | Detecting and Predicting Forecast Breakdowns.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | paper | |
2006 | Detecting and predicting forecast breakdowns.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | paper | |
2009 | Detecting and Predicting Forecast Breakdowns.(2009) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | article | |
2014 | Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2016 | In-sample Inference and Forecasting in Misspecified Factor Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
2016 | In-Sample Inference and Forecasting in Misspecified Factor Models.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2016 | In-sample inference and forecasting in misspecified factor models.(2016) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2019 | Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2020 | From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2004 | Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
2003 | Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2004 | Small sample confidence intervals for multivariate impulse response functions at long horizons.(2004) In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2006 | Small-sample confidence intervals for multivariate impulse response functions at long horizons.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
2011 | Out-of-Sample Forecast Tests Robust to the Choice of Window Size In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 193 |
2011 | Out-of-sample forecast tests robust to the choice of window size.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 193 | paper | |
2012 | Out-of-sample forecast tests robust to the choice of window size.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 193 | paper | |
2013 | Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
2005 | OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY In: Econometric Theory. [Full Text][Citation analysis] | article | 74 |
2002 | Optimal Tests for Nested Model Selection with Underlying Parameter Instability.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
2006 | ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 117 |
2005 | Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability.(2005) In: Data. [Full Text][Citation analysis] This paper has another version. Agregated cites: 117 | paper | |
2005 | Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability.(2005) In: International Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 117 | paper | |
2005 | DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 25 |
2003 | Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2004 | Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2002 | Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle In: Working Papers. [Full Text][Citation analysis] | paper | 68 |
2005 | TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE.(2005) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | article | |
2005 | Monitoring and Forecasting Currency Crises In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2008 | Monitoring and Forecasting Currency Crises.(2008) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2005 | Expectations Hypotheses Tests and Predictive Regressions at Long Horizons In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
2007 | Impulse response confidence intervals for persistent data: What have we learned?.(2007) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2007 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models In: Working Papers. [Full Text][Citation analysis] | paper | 82 |
2009 | INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2010 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2007 | Information criteria for impulse response function matching estimation of DSGE models.(2007) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2009 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2008 | Which Structural Parameters Are Structural? Identifying the Sources of Instabilities in Economic Models In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2008 | CAN EXCHANGE RATES FORECAST COMMODITY PRICES? In: Working Papers. [Full Text][Citation analysis] | paper | 433 |
2010 | Can Exchange Rates Forecast Commodity Prices?.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 433 | paper | |
2010 | Can Exchange Rates Forecast Commodity Prices?.(2010) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 433 | paper | |
2008 | Can Exchange Rates Forecast Commodity Prices?.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 433 | paper | |
2010 | Can Exchange Rates Forecast Commodity Prices?.(2010) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 433 | article | |
2008 | Can Exchange Rates Forecast Commodity Prices?.(2008) In: 2008 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 433 | paper | |
2009 | Can Exchange Rates Forecast Commodity Prices?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 433 | paper | |
2008 | Forecast Comparisons in Unstable Environments In: Working Papers. [Full Text][Citation analysis] | paper | 290 |
2010 | Forecast comparisons in unstable environments.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 290 | article | |
2008 | Has modelsà forecasting performance for US output growth and inflation changed over time, and when? In: Working Papers. [Full Text][Citation analysis] | paper | 66 |
2010 | Has Models Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
2009 | Has Economic Modelsà Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Understanding Models Forecasting Performance In: Working Papers. [Full Text][Citation analysis] | paper | 28 |
2011 | Understanding models forecasting performance.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
2010 | Testing for Weak Identification in Possibly Nonlinear Models In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2011 | Testing for weak identification in possibly nonlinear models.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2011 | What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? In: Working Papers. [Full Text][Citation analysis] | paper | 84 |
2011 | What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations?.(2011) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | article | |
2011 | Out-of-Sample Forecast Tests Robust to Window Size Choice In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2011 | Forecast Optimality Tests in the Presence of Instabilities In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2011 | Advances in Forecasting Under Instability In: Working Papers. [Full Text][Citation analysis] | paper | 83 |
2013 | Advances in Forecasting under Instability.(2013) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | chapter | |
2004 | Do Technology Shocks Drive Hours Up or Down? In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 5 |
2007 | Expectations hypotheses tests at Long Horizons In: Econometrics Journal. [Full Text][Citation analysis] | article | 13 |
2010 | Have economic models forecasting performance for US output growth and inflation changed over time, and when? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 64 |
2015 | Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 131 |
2018 | Uncertainty and deviations from uncovered interest rate parity In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 31 |
2013 | Forecasting in macroeconomics In: Chapters. [Full Text][Citation analysis] | chapter | 3 |
2012 | Comment on Taylor Rule Exchange Rate Forecasting during the Financial Crisis In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2008 | Comment on Exchange Rate Models Are Not As Bad As You Think In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1 |
2022 | Long-Run Trends in Long-Maturity Real Rates 1311-2021 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Vector autoregressive-based Granger causality test in the presence of instabilities In: MPRA Paper. [Full Text][Citation analysis] | paper | 15 |
2019 | Vector autoregressive-based Granger causality test in the presence of instabilities.(2019) In: Stata Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2007 | Information Criteria for Impulse Response Function Matching Estimation In: 2007 Meeting Papers. [Citation analysis] | paper | 27 |
2009 | Model Selection in Unstable Environments In: 2009 Meeting Papers. [Citation analysis] | paper | 0 |
2017 | Macroeconomic uncertainty indices for the Euro Area and its individual member countries In: Empirical Economics. [Full Text][Citation analysis] | article | 46 |
2011 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2014 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2016 | Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 4 |
2011 | Identifying the Sources of Instabilities in Macroeconomic Fluctuations In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 68 |
2017 | Implementing tests for forecast evaluation in the presence of instabilities In: Stata Journal. [Full Text][Citation analysis] | article | 2 |
2013 | Comment In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2009 | Predicting Agri-Commodity Prices: an Asset Pricing Approach In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2012 | The changing relationship between commodity prices and equity prices in commodity exporting In: Economics Working Papers. [Full Text][Citation analysis] | paper | 20 |
2015 | Tests for the validity of portfolio or group choice in financial and panel regressions In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | A Review of Economic Forecasting In: Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
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