Jan J. J. Groen
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Jan J J Groen & Clare Lombardelli, 2004.
"Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis,"
Bank of England working papers
223, Bank of England.
Mentioned in:
- Is Inflation in Argentina Above 100%?
by Nicolas Cachanosky in Punto de Vista Economico on 2013-04-25 08:10:38
- Is Inflation in Argentina Above 100%?
Working papers
- Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble, 2022.
"Global Supply Chain Pressure Index: March 2022 Update,"
Liberty Street Economics
20220303, Federal Reserve Bank of New York.
Cited by:
- Hall, Stephen G. & Tavlas, George S. & Wang, Yongli, 2023. "Drivers and spillover effects of inflation: The United States, the euro area, and the United Kingdom☆," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Francesco Corsello & Marco Flaccadoro & Stefania Villa, 2023. "Quantity versus price dynamics: the role of energy and bottlenecks in the Italian industrial sector," Questioni di Economia e Finanza (Occasional Papers) 781, Bank of Italy, Economic Research and International Relations Area.
- Belai Abbai & Ozge Akinci & Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Ruth Cesar Heymann & Lawrence Lin & Adam I. Noble, 2022.
"The Global Supply Side of Inflationary Pressures,"
Liberty Street Economics
20220128, Federal Reserve Bank of New York.
Cited by:
- Christophe Blot & Jérôme Creel, 2023.
"Soft or strong: the art of monetary tightening,"
Working Papers
hal-03954545, HAL.
- Christophe Blot & Jérôme Creel, 2023. "Soft or strong: the art of monetary tightening," SciencePo Working papers Main hal-03954545, HAL.
- Zheng Liu & Thuy Lan Nguyen, 2023. "Global Supply Chain Pressures and U.S. Inflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2023(14), pages 1-6, June.
- Christophe Blot & Jérôme Creel, 2023.
"Soft or strong: the art of monetary tightening,"
Working Papers
hal-03954545, HAL.
- Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble, 2022.
"The GSCPI: A New Barometer of Global Supply Chain Pressures,"
Staff Reports
1017, Federal Reserve Bank of New York.
Cited by:
- Christina Anderl & Guglielmo Maria Caporale, 2023.
"Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation,"
CESifo Working Paper Series
10798, CESifo.
- Anderl, Christina & Caporale, Guglielmo Maria, 2024. "Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation," International Economics, Elsevier, vol. 178(C).
- Julian di Giovanni & Sebnem Kalemli-Ozcan & Alvaro Silva & Muhammed A. Yildirim, 2022.
"Global Supply Chain Pressures, International Trade, and Inflation,"
Growth Lab Working Papers
188, Harvard's Growth Lab.
- Di Giovanni, Julian & Kalemli-Özcan, Ṣebnem & Silva, Alvaro & Yıldırım, Muhammed A., 2022. "Global Supply Chain Pressures, International Trade, and Inflation," CEPR Discussion Papers 17449, C.E.P.R. Discussion Papers.
- Julian di Giovanni & Sebnem Kalemli-Ozcan & Alvaro Silva & Muhammed A. Yildirim, 2022. "Global Supply Chain Pressures, International Trade, and Inflation," CID Working Papers 414, Center for International Development at Harvard University.
- Julian di Giovanni & Ṣebnem Kalemli-Özcan & Alvaro Silva & Muhammed A. Yildirim, 2022. "Global Supply Chain Pressures, International Trade, and Inflation," Staff Reports 1024, Federal Reserve Bank of New York.
- Julian di Giovanni & Ṣebnem Kalemli-Özcan & Alvaro Silva & Muhammed A. Yildirim, 2022. "Global Supply Chain Pressures, International Trade, and Inflation," NBER Working Papers 30240, National Bureau of Economic Research, Inc.
- Meyer, Brent H. & Prescott, Brian C. & Sheng, Xuguang Simon, 2023.
"The impact of supply chain disruptions on business expectations during the pandemic,"
Energy Economics, Elsevier, vol. 126(C).
- Brent Meyer & Brian Prescott & Xuguang Sheng, 2023. "The Impact of Supply Chain Disruptions on Business Expectations during the Pandemic," FRB Atlanta Working Paper 2023-12, Federal Reserve Bank of Atlanta.
- Hall, Stephen G. & Tavlas, George S. & Wang, Yongli, 2023. "Drivers and spillover effects of inflation: The United States, the euro area, and the United Kingdom☆," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Otaviano Canuto, 2022.
"War in Ukraine and Risks of Stagflation,"
Policy briefs on Economic Trends and Policies
2213, Policy Center for the New South.
- Otaviano Canuto, 2022. "War in Ukraine and Risks of Stagflation," Policy briefs on Commodities & Energy 2210, Policy Center for the New South.
- Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross & Helene Olsen, 2024.
"Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations,"
Working Papers
No 05/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & Hilde C. Bjornland & Jamie L. Cross & Helene Olsen Kalstad, 2024. "Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations," CAMA Working Papers 2024-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Alberto Cavallo & Oleksiy Kryvtsov, 2022.
"What Can Stockouts Tell Us About Inflation? Evidence from Online Micro Data,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2022,
National Bureau of Economic Research, Inc.
- Alberto Cavallo & Oleksiy Kryvtsov, 2021. "What Can Stockouts Tell Us About Inflation? Evidence from Online Micro Data," NBER Working Papers 29209, National Bureau of Economic Research, Inc.
- Alberto Cavallo & Oleksiy Kryvtsov, 2021. "What Can Stockouts Tell Us About Inflation? Evidence from Online Micro Data," Staff Working Papers 21-52, Bank of Canada.
- Cavallo, Alberto & Kryvtsov, Oleksiy, 2023. "What can stockouts tell us about inflation? Evidence from online micro data," Journal of International Economics, Elsevier, vol. 146(C).
- Nuri Ersahin & Mariassunta Giannetti & Ruidi Huang, 2023.
"Supply Chain Risk: Changes in Supplier Composition and Vertical Integration,"
NBER Working Papers
31134, National Bureau of Economic Research, Inc.
- Ersahin, Nuri & Giannetti, Mariassunta & Huang, Ruidi, 2024. "Supply chain risk: Changes in supplier composition and vertical integration," Journal of International Economics, Elsevier, vol. 147(C).
- Ersahin, Nuri & Giannetti, Mariassunta & Huang, Ruidi, 2022. "Supply Chain Risk: Changes in Supplier Composition and Vertical Integration," CEPR Discussion Papers 17208, C.E.P.R. Discussion Papers.
- Hakan Yilmazkuday, 2024.
"Geopolitical Risk and Stock Prices,"
Working Papers
2407, Florida International University, Department of Economics.
- Yilmazkuday, Hakan, 2024. "Geopolitical risk and stock prices," European Journal of Political Economy, Elsevier, vol. 83(C).
- Aspachs, Oriol & Graziano, Alberto & Mestres, Josep & Montalvo, Jose G. & Reynal-Querol, Marta, 2024. "Spending response to cash transfers to shield households from inflation: Evidence from bank accounts," Economics Letters, Elsevier, vol. 238(C).
- Bastianin, Andrea & Casoli, Chiara & Galeotti, Marzio, 2023.
"The connectedness of Energy Transition Metals,"
Energy Economics, Elsevier, vol. 128(C).
- Andrea Bastianin & Chiara Casoli & Marzio Galeotti, 2023. "The connectedness of Energy Transition Metals," Working Papers 2023.11, Fondazione Eni Enrico Mattei.
- Bastianin, Andrea & Casoli, Chiara & Galeotti, Marzio, 2023. "The connectedness of Energy Transition Metals," FEEM Working Papers 336984, Fondazione Eni Enrico Mattei (FEEM).
- Szafranek, Karol & Szafrański, Grzegorz & Leszczyńska-Paczesna, Agnieszka, 2024.
"Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR,"
International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 789-810.
- Karol Szafranek & Grzegorz Szafrański & Agnieszka Leszczyńska-Paczesna, 2023. "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," NBP Working Papers 357, Narodowy Bank Polski.
- Serdar Kabaca & Kerem Tuzcuoglu, 2023. "Supply Drivers of US Inflation Since the COVID-19 Pandemic," Staff Working Papers 23-19, Bank of Canada.
- An, Zidong & Sheng, Xuguang Simon & Zheng, Xinye, 2023. "What is the role of perceived oil price shocks in inflation expectations?," Energy Economics, Elsevier, vol. 126(C).
- Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2024.
"The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory,"
NBER Working Papers
32098, National Bureau of Economic Research, Inc.
- Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2024. "The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory," Discussion Papers 2405, Centre for Macroeconomics (CFM).
- Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2024. "The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory," CAMA Working Papers 2024-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francesco Zanetti & Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li, 2024. "The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory," CIGS Working Paper Series 24-003E, The Canon Institute for Global Studies.
- Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2024. "The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory," PIER Working Paper Archive 24-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2024. "The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory," CESifo Working Paper Series 10930, CESifo.
- Bai, Xiwen & Fernández-Villaverde, Jesús & Li, Yiliang & Zanetti, Francesco, 2024. "The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory," CEPR Discussion Papers 18785, C.E.P.R. Discussion Papers.
- Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2024. "The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory," Economics Series Working Papers 1033, University of Oxford, Department of Economics.
- Nöller, Marvin & Balleer, Almut, 2023. "Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-level Data," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277638, Verein für Socialpolitik / German Economic Association.
- Cajal-Grossi, Julia & Del Prete, Davide & Macchiavello, Rocco, 2023.
"Supply chain disruptions and sourcing strategies,"
LSE Research Online Documents on Economics
120204, London School of Economics and Political Science, LSE Library.
- Cajal-Grossi, Julia & Del Prete, Davide & Macchiavello, Rocco, 2023. "Supply chain disruptions and sourcing strategies," International Journal of Industrial Organization, Elsevier, vol. 90(C).
- Òscar Jordà & Fernanda Nechio, 2022.
"Inflation and Wage Growth Since the Pandemic,"
Working Paper Series
2022-17, Federal Reserve Bank of San Francisco.
- Jordà, Òscar & Nechio, Fernanda, 2023. "Inflation and wage growth since the pandemic," European Economic Review, Elsevier, vol. 156(C).
- Francesco Corsello & Marco Flaccadoro & Stefania Villa, 2023. "Quantity versus price dynamics: the role of energy and bottlenecks in the Italian industrial sector," Questioni di Economia e Finanza (Occasional Papers) 781, Bank of Italy, Economic Research and International Relations Area.
- Diaz, Elena Maria & Cunado, Juncal & de Gracia, Fernando Perez, 2023. "Commodity price shocks, supply chain disruptions and U.S. inflation," Finance Research Letters, Elsevier, vol. 58(PC).
- Patricia Toledo & Roberto Duncan, 2024. "Forecasting food price inflation during global crises," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 1087-1113, July.
- Flavio V Vieira & Cleomar Gomes da Silva, 2024. "Global inflation before and after the covid-19 pandemic: a panel data approach," Economics Bulletin, AccessEcon, vol. 44(3), pages 889-903.
- Bańbura, Marta & Bobeica, Elena & Martínez Hernández, Catalina, 2024. "Shocked to the core: a new model to understand euro area inflation," Research Bulletin, European Central Bank, vol. 117.
- Elie Bouri & Oguzhan Cepni & Rangan Gupta & Ruipeng Liu, 2024. "Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility," Working Papers 202440, University of Pretoria, Department of Economics.
- Hupka, Yuri, 2022. "Leverage and the global supply chain," Finance Research Letters, Elsevier, vol. 50(C).
- Bańbura, Marta & Bobeica, Elena & Martínez Hernández, Catalina, 2023. "What drives core inflation? The role of supply shocks," Working Paper Series 2875, European Central Bank.
- Todd E. Clark & Matthew V. Gordon, 2023. "The Impacts of Supply Chain Disruptions on Inflation," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2023(08), pages 1-8, May.
- Ginn, William, 2024. "Global supply chain disruptions and financial conditions," Economics Letters, Elsevier, vol. 239(C).
- Juan R. Hernández & Mateo Hoyos & Daniel Ventosa-Santaulària, 2024. "Monetary Policy in Emerging Markets under Global Uncertainty," Working Papers DTE 634, CIDE, División de Economía.
- Balleer, Almut & Noeller, Marvin, 2023. "Monetary policy in the presence of supply constraints: Evidence from German firm-level data," Ruhr Economic Papers 1060, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Viral V. Acharya & Matteo Crosignani & Tim Eisert & Christian Eufinger, 2023.
"How Do Supply Shocks to Inflation Generalize? Evidence from the Pandemic Era in Europe,"
NBER Working Papers
31790, National Bureau of Economic Research, Inc.
- Acharya, Viral & Crosignani, Matteo & Eisert, Tim & Eufinger, Christian, 2023. "How do supply shocks to inflation generalize? Evidence from the pandemic era in Europe," CEPR Discussion Papers 18530, C.E.P.R. Discussion Papers.
- Dudda, Tom L. & Klein, Tony & Nguyen, Duc Khuong & Walther, Thomas, 2022.
"Common Drivers of Commodity Futures?,"
QBS Working Paper Series
2022/05, Queen's University Belfast, Queen's Business School.
- Tom Dudda & Tony Klein & Duc Khuong Nguyen & Thomas Walther, 2022. "Common Drivers of Commodity Futures?," Working Papers 2207, Utrecht School of Economics.
- Ascari, Guido & Bonam, Dennis & Smadu, Andra, 2024. "Global supply chain pressures, inflation, and implications for monetary policy," Journal of International Money and Finance, Elsevier, vol. 142(C).
- Kong, Fanna & Gao, Zhuoqiong & Oprean-Stan, Camelia, 2023. "Green bond in China: An effective hedge against global supply chain pressure?," Energy Economics, Elsevier, vol. 128(C).
- Almut Balleer & Marvin Noeller, 2023. "Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-Level Data," CESifo Working Paper Series 10261, CESifo.
- Raza, Hamid & Laurentjoye, Thibault & Byrialsen, Mikael Randrup & Valdecantos, Sebastian, 2023. "Inflation and the role of macroeconomic policies: A model for the case of Denmark," Structural Change and Economic Dynamics, Elsevier, vol. 67(C), pages 32-43.
- Hernández, Juan R. & Ventosa-Santaulària, Daniel & Valencia, J. Eduardo, 2024. "Global supply chain inflationary pressures and monetary policy in Mexico," Emerging Markets Review, Elsevier, vol. 58(C).
- Omid Asadollah & Linda Schwartz Carmy & Md. Rezwanul Hoque & Hakan Yilmazkuday, 2024.
"Geopolitical Risk, Supply Chains, and Global Inflation,"
Working Papers
2406, Florida International University, Department of Economics.
- Omid Asadollah & Linda Schwartz Carmy & Md. Rezwanul Hoque & Hakan Yilmazkuday, 2024. "Geopolitical risk, supply chains, and global inflation," The World Economy, Wiley Blackwell, vol. 47(8), pages 3450-3486, August.
- Christina Anderl & Guglielmo Maria Caporale, 2023.
"Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation,"
CESifo Working Paper Series
10798, CESifo.
- Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble, 2022.
"A New Barometer of Global Supply Chain Pressures,"
Liberty Street Economics
20220104, Federal Reserve Bank of New York.
Cited by:
- Hall, Stephen G. & Tavlas, George S. & Wang, Yongli, 2023. "Drivers and spillover effects of inflation: The United States, the euro area, and the United Kingdom☆," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Francesco Corsello & Marco Flaccadoro & Stefania Villa, 2023. "Quantity versus price dynamics: the role of energy and bottlenecks in the Italian industrial sector," Questioni di Economia e Finanza (Occasional Papers) 781, Bank of Italy, Economic Research and International Relations Area.
- Fernando Cirelli & Mark Gertler, 2022. "Economic Winners Versus Losers and the Unequal Pandemic Recession," NBER Working Papers 29713, National Bureau of Economic Research, Inc.
- Dudda, Tom L. & Klein, Tony & Nguyen, Duc Khuong & Walther, Thomas, 2022.
"Common Drivers of Commodity Futures?,"
QBS Working Paper Series
2022/05, Queen's University Belfast, Queen's Business School.
- Tom Dudda & Tony Klein & Duc Khuong Nguyen & Thomas Walther, 2022. "Common Drivers of Commodity Futures?," Working Papers 2207, Utrecht School of Economics.
- Almut Balleer & Marvin Noeller, 2023. "Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-Level Data," CESifo Working Paper Series 10261, CESifo.
- Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble, 2022.
"Global Supply Chain Pressure Index: May 2022 Update,"
Liberty Street Economics
20220518, Federal Reserve Bank of New York.
Cited by:
- Hall, Stephen G. & Tavlas, George S. & Wang, Yongli, 2023. "Drivers and spillover effects of inflation: The United States, the euro area, and the United Kingdom☆," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Francesco Corsello & Marco Flaccadoro & Stefania Villa, 2023. "Quantity versus price dynamics: the role of energy and bottlenecks in the Italian industrial sector," Questioni di Economia e Finanza (Occasional Papers) 781, Bank of Italy, Economic Research and International Relations Area.
- Flavio V Vieira & Cleomar Gomes da Silva, 2024. "Global inflation before and after the covid-19 pandemic: a panel data approach," Economics Bulletin, AccessEcon, vol. 44(3), pages 889-903.
- Jan J. J. Groen & Michael Nattinger, 2020.
"Putting the Current Oil Price Collapse into Historical Perspective,"
Liberty Street Economics
20200514, Federal Reserve Bank of New York.
Cited by:
- Wheeler,Collette Mari & Baffes,John & Kabundi,Alain Ntumba & Kindberg-Hanlon,Gene & Nagle,Peter Stephen Oliver & Ohnsorge,Franziska Lieselotte, 2020. "Adding Fuel to the Fire : Cheap Oil during the COVID-19 Pandemic," Policy Research Working Paper Series 9320, The World Bank.
- Jan J. J. Groen & Michael Nattinger & Adam I. Noble, 2020.
"Measuring Global Financial Market Stresses,"
Staff Reports
940, Federal Reserve Bank of New York.
Cited by:
- Pedro Gomis-Porqueras & Romina Ruprecht & Xuan Zhou, 2023. "A Financial Stress Index for a Small Open Economy: The Australian Case," Finance and Economics Discussion Series 2023-029, Board of Governors of the Federal Reserve System (U.S.).
- Gianluca Benigno & Jan J. J. Groen, 2020.
"Uncertainty about Trade Policy Uncertainty,"
Staff Reports
919, Federal Reserve Bank of New York.
Cited by:
- Appelbaum, Elie, 2021. "Implicit Trade in Risk and Risk Aversion," MPRA Paper 113000, University Library of Munich, Germany.
- Matthieu Crozet & Banu Demir & Beata Javorcik, 2022.
"International Trade and Letters of Credit: A Double-Edged Sword in Times of Crises,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(2), pages 185-211, June.
- Demir, Banu & CROZET, Matthieu & Javorcik, Beata, 2021. "International trade and letters of credit: A double-edged sword in times of crises," CEPR Discussion Papers 16630, C.E.P.R. Discussion Papers.
- Matthieu Crozet & Banu Demir & Beata Javorcik, 2022. "International Trade and Letters of Credit: A Double-Edged Sword in Times of Crises," Post-Print hal-04150301, HAL.
- Gnangnon, Sèna Kimm, 2022. "Duration of WTO Membership and Investment-Oriented Remittances Flows," EconStor Preprints 251274, ZBW - Leibniz Information Centre for Economics.
- Norman V. Loayza & Steven Pennings, 2020. "Macroeconomic Policy in the Time of COVID-19," World Bank Publications - Reports 33540, The World Bank Group.
- Nina Biljanovska & Mr. Francesco Grigoli & Martina Hengge, 2017.
"Fear Thy Neighbor: Spillovers from Economic Policy Uncertainty,"
IMF Working Papers
2017/240, International Monetary Fund.
- Nina Biljanovska & Francesco Grigoli & Martina Hengge, 2021. "Fear thy neighbor: Spillovers from economic policy uncertainty," Review of International Economics, Wiley Blackwell, vol. 29(2), pages 409-438, May.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2020.
"Macroeconomic effects of tariffs shocks: the role of the effective lower bound and the labour market,"
Working Paper Series
2434, European Central Bank.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2020. "Macroeconomic Effects of Tariffs Shocks: The Role of the Effective Lower Bound and the Labour Market," Research Technical Papers 04/RT/20, Central Bank of Ireland.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2022. "Macroeconomic effects of tariffs shocks: The role of the effective lower bound and the labour market," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Haichao Fan & Guangyu Nie & Zhiwei Xu, 2023.
"Market Uncertainty and International Trade,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 450-478, December.
- Haichao Fan & Guangyu Nie & Zhiwei Xu, 2023. "Code and data files for "Market Uncertainty and International Trade"," Computer Codes 21-348, Review of Economic Dynamics.
- Bisset, Jordan & Czarnitzki, Dirk & Doherr, Thorsten, 2022.
"Policy uncertainty and inventor mobility,"
ZEW Discussion Papers
22-044, ZEW - Leibniz Centre for European Economic Research.
- Jordan Bisset & Dirk Czarnitzki & Thorsten Doherr, 2022. "Policy Uncertainty and Inventor Mobility," Working Papers of ECOOM - Centre for Research and Development Monitoring 700195, KU Leuven, Faculty of Economics and Business (FEB), ECOOM - Centre for Research and Development Monitoring.
- Gnangnon, Sèna Kimm, 2023. "Duration of membership in the world trade organization and investment-oriented remittances inflows," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 258-277.
- Auboina, Marc & Borino, Floriana, 2022. "Applying import-adjustmed demand methodology to trade analysis during the COVID-19 crisis: What do we learn?," WTO Staff Working Papers ERSD-2022-8, World Trade Organization (WTO), Economic Research and Statistics Division.
- Michael Ryan, 2020. "A Narrative Approach to Creating Instruments with Unstructured and Voluminous Text: An Application to Policy Uncertainty," Working Papers in Economics 20/10, University of Waikato.
- Li, Jie, 2021. "Economic policy uncertainty, contracting frictions and imports sourcing decisions," Economics Letters, Elsevier, vol. 200(C).
- Selçuk Gül & Rangan Gupta, 2021. "Time‐varying impact of global, region‐, and country‐specific uncertainties on the volatility of international trade," Contemporary Economic Policy, Western Economic Association International, vol. 39(4), pages 691-700, October.
- Chris Muris & Horst Raff & Nicolas Schmitt & Frank Stähler, 2023. "Inventory, Sourcing, and the Effects of Trade Costs: Theory and Empirical Evidence," CESifo Working Paper Series 10253, CESifo.
- Hong, T., 2021. "Revisiting the Trade Policy Uncertainty Index," Cambridge Working Papers in Economics 2174, Faculty of Economics, University of Cambridge.
- Khadka, Savin & Gopinath, Munisamy & Batarseh, Feras A., 2022. "Anomalies and Recoveries in Agricultural Trade," Commissioned Papers 329520, International Agricultural Trade Research Consortium.
- Jan J. J. Groen & Patrick Russo, 2016.
"Lower Oil Prices and U.S. Economic Activity,"
Liberty Street Economics
20160503b, Federal Reserve Bank of New York.
Cited by:
- Soma Patra, 2022. "Oil price shocks, firm entry and exit in a heterogeneous firm model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(1), pages 349-378, February.
- Ali Fadul, 2021. "Does Organizational Justice Influence Employee Innovative Behavior in an Arabic Context? Evidence From the Libyan Oil Industry," SAGE Open, , vol. 11(3), pages 21582440211, September.
- Chen, Ruoyu & Iqbal, Najaf & Irfan, Muhammad & Shahzad, Farrukh & Fareed, Zeeshan, 2022. "Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model," Resources Policy, Elsevier, vol. 77(C).
- Kim, Gil & Vera, David, 2019. "Recent drivers of the real oil price: Revisiting and extending Kilian's (2009) findings," Energy Economics, Elsevier, vol. 82(C), pages 201-210.
- Jan J. J. Groen & Patrick Russo, 2015.
"Is Cheaper Oil Good News or Bad News for U.S. Economy?,"
Liberty Street Economics
20150608b, Federal Reserve Bank of New York.
Cited by:
- Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018.
"Common factors of commodity prices,"
Research Bulletin, European Central Bank, vol. 51.
- Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022. "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
- Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2017. "Common factors of commodity prices," Working Paper Series 2112, European Central Bank.
- Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona, 2018. "Common Factors of Commodity Prices," CEPR Discussion Papers 12767, C.E.P.R. Discussion Papers.
- S. Delle Chiaie & L. Ferrara & D. Giannone, 2017. "Common Factors of Commodity Prices," Working papers 645, Banque de France.
- Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018.
"Common factors of commodity prices,"
Research Bulletin, European Central Bank, vol. 51.
- Jan J. J. Groen & Menno Middeldorp, 2013.
"Creating a History of U.S. Inflation Expectations,"
Liberty Street Economics
20130821, Federal Reserve Bank of New York.
Cited by:
- Carr, Olivia G. & Jilani-Hyler, Nadia & Murray, Gregg R., 2022. "Identifying factors related to school closures due to COVID-19 in the Middle East and North Africa region," International Journal of Educational Development, Elsevier, vol. 90(C).
- David Rozas & Steven Huckle, 2021. "Loosen control without losing control: Formalization and decentralization within commons‐based peer production," Journal of the Association for Information Science & Technology, Association for Information Science & Technology, vol. 72(2), pages 204-223, February.
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"Regime-dependent commodity price dynamics: A predictive analysis,"
IHS Working Paper Series
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Resources Policy, Elsevier, vol. 73(C).
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- Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
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CAMA Working Papers
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"Inflación y expectativas de inflación en Colombia,"
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- Paolo A. Pesenti & Jan J.J. Groen, 2011. "Commodity prices, commodity currencies, and global economic developments," European Economy - Economic Papers 2008 - 2015 440, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
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369, Bank of England.
- Jan J. J. Groen & George Kapetanios & Simon Price, 2013. "Multivariate Methods For Monitoring Structural Change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 250-274, March.
- Jan J.J. Groen & George Kapetanios & Simon Price, 2010. "Multivariate Methods for Monitoring Structural Change," Working Papers 658, Queen Mary University of London, School of Economics and Finance.
Cited by:
- Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr, 2018.
"Simultaneous multiple change-point and factor analysis for high-dimensional time series,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 187-225.
- Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr, 2018. "Simultaneous multiple change-point and factor analysis for high-dimensional time series," LSE Research Online Documents on Economics 88110, London School of Economics and Political Science, LSE Library.
- S. O. Tickle & I. A. Eckley & P. Fearnhead, 2021. "A computationally efficient, high‐dimensional multiple changepoint procedure with application to global terrorism incidence," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(4), pages 1303-1325, October.
- Jana Eklund & George Kapetanios & Simon Price, 2011.
"Forecasting in the presence of recent structural change,"
CAMA Working Papers
2011-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eklund, J. & Kapetanios, G. & Price, S., 2011. "Forecasting in the presence of recent structural change," Working Papers 11/05, Department of Economics, City University London.
- Eklund, Jana & Kapetanios, George & Price, Simon, 2010. "Forecasting in the presence of recent structural change," Bank of England working papers 406, Bank of England.
- Pape, Katharina & Wied, Dominik & Galeano, Pedro, 2016. "Monitoring multivariate variance changes," Journal of Empirical Finance, Elsevier, vol. 39(PA), pages 54-68.
- Chiu, Ching-Wai (Jeremy) & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos, 2019.
"A new approach for detecting shifts in forecast accuracy,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1596-1612.
- Chiu, Ching-Wai (Jeremy) & hayes, simon & kapetanios, george & Theodoridis, Konstantinos, 2018. "A new approach for detecting shifts in forecast accuracy," Bank of England working papers 721, Bank of England.
- Chiu,Ching-Wai & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos, 2018. "A New Approach for Detecting Shifts in Forecast Accuracy," Cardiff Economics Working Papers E2018/24, Cardiff University, Cardiff Business School, Economics Section.
- Jana Eklund & George Kapetanios & Simon Price, 2013. "Robust Forecast Methods and Monitoring during Structural Change," Manchester School, University of Manchester, vol. 81, pages 3-27, October.
- Matteo Barigozzi & Lorenzo Trapani, 2017.
"Sequential testing for structural stability in approximate factor models,"
Papers
1708.02786, arXiv.org, revised Mar 2020.
- Matteo Barigozzi & Lorenzo Trapani, 2018. "Sequential testing for structural stability in approximate factor models," Discussion Papers 18/04, University of Nottingham, Granger Centre for Time Series Econometrics.
- Barigozzi, Matteo & Trapani, Lorenzo, 2020. "Sequential testing for structural stability in approximate factor models," Stochastic Processes and their Applications, Elsevier, vol. 130(8), pages 5149-5187.
- KUROZUMI, Eiji & 黒住, 英司, 2016. "Monitoring Parameter Constancy with Endogenous Regressors," Discussion Papers 2016-01, Graduate School of Economics, Hitotsubashi University.
- Lorenzo Trapani & Emily Whitehouse, 2020. "Sequential monitoring for cointegrating regressions," Papers 2003.12182, arXiv.org.
- Pierre Perron & Eduardo Zorita & Eiji Kurozumi, 2017. "Monitoring Parameter Constancy with Endogenous Regressors," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(5), pages 791-805, September.
- Zdeněk Hlávka & Marie Hušková & Simos G. Meintanis, 2020. "Change-point methods for multivariate time-series: paired vectorial observations," Statistical Papers, Springer, vol. 61(4), pages 1351-1383, August.
- Jan J. J. Groen & George Kapetanios, 2009.
"Parsimonious estimation with many instruments,"
Staff Reports
386, Federal Reserve Bank of New York.
Cited by:
- M. E. Bontempi & I. Mammi, 2014. "pca2: implementing a strategy to reduce the instrument count in panel GMM," Working Papers wp960, Dipartimento Scienze Economiche, Universita' di Bologna.
- Travaglini, Guido, 2010. "Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005," MPRA Paper 22077, University Library of Munich, Germany.
- Bontempi, Maria Elena & Mammi, Irene, 2012.
"A strategy to reduce the count of moment conditions in panel data GMM,"
MPRA Paper
40720, University Library of Munich, Germany.
- M. E. Bontempi & I. Mammi, 2012. "A strategy to reduce the count of moment conditions in panel data GMM," Working Papers wp843, Dipartimento Scienze Economiche, Universita' di Bologna.
- Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009.
"Real-Time Inflation Forecasting in a Changing World,"
Working Paper
2009/16, Norges Bank.
- Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013. "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 29-44, January.
- Groen, J.J.J. & Paap, R., 2009. "Real-time inflation forecasting in a changing world," Econometric Institute Research Papers EI 2009-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-time inflation forecasting in a changing world," Staff Reports 388, Federal Reserve Bank of New York.
Cited by:
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016.
"Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance,"
Tinbergen Institute Discussion Papers
15-084/III, Tinbergen Institute, revised 03 Jul 2017.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper 2015/12, Norges Bank.
- Bańbura, Marta & Bobeica, Elena, 2020.
"Does the Phillips curve help to forecast euro area inflation?,"
Working Paper Series
2471, European Central Bank.
- Bańbura, Marta & Bobeica, Elena, 2023. "Does the Phillips curve help to forecast euro area inflation?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 364-390.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
"Time-varying Combinations of Predictive Densities using Nonlinear Filtering,"
Tinbergen Institute Discussion Papers
12-118/III, Tinbergen Institute.
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013. "Time-varying combinations of predictive densities using nonlinear filtering," Journal of Econometrics, Elsevier, vol. 177(2), pages 213-232.
- Barbara Rossi, 2011.
"Advances in Forecasting Under Instability,"
Working Papers
11-20, Duke University, Department of Economics.
- Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324, Elsevier.
- Krzysztof DRACHAL, 2020. "Forecasting the Inflation Rate in Poland and U.S. Using Dynamic Model Averaging (DMA) and Google Queries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 18-34, July.
- Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato, 2013. "Alternative econometric implementations of multi-factor models of the U.S. financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 87-111.
- Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017.
"Forecasting GDP with global components: This time is different,"
International Journal of Forecasting, Elsevier, vol. 33(1), pages 153-173.
- Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Paper 2015/05, Norges Bank.
- Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Papers No 1/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud, 2016. "Forecasting GDP with global components. This time is different," CAMA Working Papers 2016-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2010.
"Time Varying Dimension Models,"
Working Paper series
44_10, Rimini Centre for Economic Analysis.
- Joshua C C Chan & Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan, 2011. "Time Varying Dimension Models," CAMA Working Papers 2011-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2012. "Time Varying Dimension Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 358-367, January.
- Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan, 2010. "Time Varying Dimension Models," ANU Working Papers in Economics and Econometrics 2010-523, Australian National University, College of Business and Economics, School of Economics.
- Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Time Varying Dimension Models," Working Papers 1116, University of Strathclyde Business School, Department of Economics.
- Chan, Joshua C C & Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W, 2010. "Time Varying Dimension Models," SIRE Discussion Papers 2012-33, Scottish Institute for Research in Economics (SIRE).
- Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann, 2014.
"A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics,"
Working Papers
76, Brandeis University, Department of Economics and International Business School.
- Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2014. "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," CEPR Discussion Papers 10160, C.E.P.R. Discussion Papers.
- Davide Pettenuzzo & Francesco Ravazzolo, 2015.
"Optimal Portfolio Choice under Decision-Based Model Combinations,"
Working Papers
No 9/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Davide Pettenuzzo & Francesco Ravazzolo, 2016. "Optimal Portfolio Choice Under Decision‐Based Model Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1312-1332, November.
- Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers 80, Brandeis University, Department of Economics and International Business School.
- Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal portfolio choice under decision-based model combinations," Working Paper 2014/15, Norges Bank.
- Emmanuel O. Akande & Elijah O. Akanni & Oyedamola F. Taiwo & Jeremiah D. Joshua & Abel Anthony, 2023. "Predicting inflation component drivers in Nigeria: a stacked ensemble approach," SN Business & Economics, Springer, vol. 3(1), pages 1-32, January.
- Andreas Karatahansopoulos & Georgios Sermpinis & Jason Laws & Christian Dunis, 2014. "Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(8), pages 596-610, December.
- Nonejad, Nima, 2019. "Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- Francesco Ravazzolo & Shaun P. Vahey, 2010.
"Forecast densities for economic aggregates from disaggregate ensembles,"
Working Paper
2010/02, Norges Bank.
- Ravazzolo Francesco & Vahey Shaun P., 2014. "Forecast densities for economic aggregates from disaggregate ensembles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 367-381, September.
- Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast Densities for Economic Aggregates from Disaggregate Ensembles," CAMA Working Papers 2010-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Medel, Carlos A., 2015.
"Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach,"
MPRA Paper
67081, University Library of Munich, Germany.
- Carlos Medel, 2016. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile 785, Central Bank of Chile.
- Carlos A. Medel, 2018. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," International Economic Journal, Taylor & Francis Journals, vol. 32(3), pages 331-371, July.
- Jiawen Xu & Pierre Perron, 2015.
"Forecasting in the presence of in and out of sample breaks,"
Boston University - Department of Economics - Working Papers Series
wp2015-012, Boston University - Department of Economics.
- Jiawen Xu & Pierre Perron, 2017. "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series WP2018-014, Boston University - Department of Economics, revised Nov 2018.
- Nima Nonejad, 2020. "Does the price of crude oil help predict the conditional distribution of aggregate equity return?," Empirical Economics, Springer, vol. 58(1), pages 313-349, January.
- Bel, K. & Paap, R., 2013. "Modeling the impact of forecast-based regime switches on macroeconomic time series," Econometric Institute Research Papers EI 2013-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Marco J. Lombardi & Francesco Ravazzolo, 2012.
"Oil price density forecasts: exploring the linkages with stock markets,"
Working Paper
2012/24, Norges Bank.
- Francesco Ravazzolo & Marco J. Lombardi, 2012. "Oil price density forecasts: Exploring the linkages with stock markets," Working Papers No 3/2012, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Nima Nonejad, 2013. "A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory," CREATES Research Papers 2013-24, Department of Economics and Business Economics, Aarhus University.
- Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2016. "A MIDAS approach to modeling first and second moment dynamics," Journal of Econometrics, Elsevier, vol. 193(2), pages 315-334.
- Felix Abramovich & Vadim Grinshtein, 2013. "Estimation of a sparse group of sparse vectors," Biometrika, Biometrika Trust, vol. 100(2), pages 355-370.
- Mohsen Khezri & Seyed Ehsan Hosseinidoust & Mohammad Kazem Naziri, 2019. "Investigating the Temporary and Permanent Influential Variables on Iran Inflation Using TVP-DMA Models," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 23(1), pages 209-234, Winter.
- Constandina Koki & Stefanos Leonardos & Georgios Piliouras, 2020. "Do Cryptocurrency Prices Camouflage Latent Economic Effects? A Bayesian Hidden Markov Approach," Future Internet, MDPI, vol. 12(3), pages 1-19, March.
- Pijush Kanti Das & Prabir Kumar Das, 2024. "Improvement in Inflation Forecasting: Ensembling Text Mining with Macro Data in Machine Learning Models," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 16(6), pages 1-92, June.
- Gardberg, Malin, 2020.
"Aggregate Consumption and Wealth in the Long Run: The Impact of Financial Liberalization,"
Working Paper Series
1339, Research Institute of Industrial Economics.
- Malin Gardberg & Lorenzo Pozzi, 2022. "Aggregate consumption and wealth in the long run: The impact of financial liberalization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 161-186, January.
- Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2014.
"Tracking the Slowdown in Long-Run GDP Growth,"
Discussion Papers
1604, Centre for Macroeconomics (CFM), revised Jan 2016.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2017. "Tracking the slowdown in long-run GDP growth," LSE Research Online Documents on Economics 81869, London School of Economics and Political Science, LSE Library.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2016. "Tracking the slowdown in long-run GDP growth," LSE Research Online Documents on Economics 86243, London School of Economics and Political Science, LSE Library.
- Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2017. "Tracking the Slowdown in Long-Run GDP Growth," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 343-356, May.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2016. "Tracking the slowdown in long-run GDP growth," Bank of England working papers 587, Bank of England.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-172/4, Tinbergen Institute.
- Kuusela, Annika & Hännikäinen, Jari, 2017. "What do the shadow rates tell us about future inflation?," MPRA Paper 80542, University Library of Munich, Germany.
- Lombardi, Marco J. & Ravazzolo, Francesco, 2016.
"On the correlation between commodity and equity returns: Implications for portfolio allocation,"
Journal of Commodity Markets, Elsevier, vol. 2(1), pages 45-57.
- Marco Jacopo Lombardi, 2013. "On the correlation between commodity and equity returns: implications for portfolio allocation," BIS Working Papers 420, Bank for International Settlements.
- Koop, Gary & Korobilis, Dimitris, 2018.
"Variational Bayes inference in high-dimensional time-varying parameter models,"
MPRA Paper
87972, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Working Paper series 18-31, Rimini Centre for Economic Analysis.
- Korobilis, Dimitris & Koop, Gary, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers 22665, University of Essex, Essex Business School.
- Florian Huber & Gary Koop & Michael Pfarrhofer, 2020. "Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations," Papers 2002.10274, arXiv.org.
- Stefano Grassi & Paolo Santucci de Magistris, 2013.
"It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model,"
CREATES Research Papers
2013-03, Department of Economics and Business Economics, Aarhus University.
- Grassi, Stefano & Santucci de Magistris, Paolo, 2015. "It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 62-78.
- Stefano Grassi & Paolo Santucci de Magistris, 2013. "It's all about volatility of volatility: evidence from a two-factor stochastic volatility model," Studies in Economics 1404, School of Economics, University of Kent.
- Konstantin Styrin, 2018. "Forecasting inflation in Russia by Dynamic Model Averaging," Bank of Russia Working Paper Series wps39, Bank of Russia.
- Caterina Forti Grazzini & Massimo Guidolin, 2013. "Forecasting yield spreads under crisis-induced multiple breakpoints," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1656-1664, December.
- Christina Anderl & Guglielmo Maria Caporale, 2023.
"Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts,"
Manchester School, University of Manchester, vol. 91(3), pages 171-232, June.
- Christina Anderl & Guglielmo Maria Caporale, 2022. "Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts," CESifo Working Paper Series 9687, CESifo.
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010.
"Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank.
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights," Tinbergen Institute Discussion Papers 09-061/4, Tinbergen Institute.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011.
"Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data,"
Tinbergen Institute Discussion Papers
11-003/4, Tinbergen Institute.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010. "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper 2010/29, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combining predictive densities using Bayesian filtering with applications to US economic data," Working Papers 2012_16, Department of Economics, University of Venice "Ca' Foscari".
- Billé, Anna Gloria & Gianfreda, Angelica & Del Grosso, Filippo & Ravazzolo, Francesco, 2023.
"Forecasting electricity prices with expert, linear, and nonlinear models,"
International Journal of Forecasting, Elsevier, vol. 39(2), pages 570-586.
- Anna Gloria Billé & Angelica Gianfreda & Filippo Del Grosso & Francesco Ravazzolo, 2021. "Forecasting Electricity Prices with Expert, Linear and Non-Linear Models," Working Paper series 21-20, Rimini Centre for Economic Analysis.
- Yousuf, Kashif & Ng, Serena, 2021.
"Boosting high dimensional predictive regressions with time varying parameters,"
Journal of Econometrics, Elsevier, vol. 224(1), pages 60-87.
- Kashif Yousuf & Serena Ng, 2019. "Boosting High Dimensional Predictive Regressions with Time Varying Parameters," Papers 1910.03109, arXiv.org.
- Didier Nibbering & Richard Paap & Michel van der Wel, 2016. "A Bayesian Infinite Hidden Markov Vector Autoregressive Model," Tinbergen Institute Discussion Papers 16-107/III, Tinbergen Institute, revised 13 Oct 2017.
- Kjetil Martinsen & Francesco Ravazzolo & Fredrik Wulfsberg, 2011.
"Forecasting macroeconomic variables using disaggregate survey data,"
Working Paper
2011/04, Norges Bank.
- Martinsen, Kjetil & Ravazzolo, Francesco & Wulfsberg, Fredrik, 2014. "Forecasting macroeconomic variables using disaggregate survey data," International Journal of Forecasting, Elsevier, vol. 30(1), pages 65-77.
- Szafranek, Karol, 2019.
"Bagged neural networks for forecasting Polish (low) inflation,"
International Journal of Forecasting, Elsevier, vol. 35(3), pages 1042-1059.
- Karol Szafranek, 2017. "Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks," NBP Working Papers 262, Narodowy Bank Polski.
- Elena Andreou & Andros Kourtellos, 2018. "Scoring rules for simple forecasting models: The case of Cyprus GDP and its sectors," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 12(1), pages 59-73, June.
- Andriantomanga, Zo, 2023. "The role of survey-based expectations in real-time forecasting of US inflation," MPRA Paper 119904, University Library of Munich, Germany.
- Yuelin Liu & James Morley, 2013.
"Structural Evolution of the Postwar U.S. Economy,"
Discussion Papers
2013-15A, School of Economics, The University of New South Wales.
- Liu, Yuelin & Morley, James, 2014. "Structural evolution of the postwar U.S. economy," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 50-68.
- Koop, Gary & Korobilis, Dimitris, 2009.
"UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?,"
SIRE Discussion Papers
2009-40, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 1118, University of Strathclyde Business School, Department of Economics.
- Gary Koop & Dimitris Korompilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 0917, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2011-39, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2011. "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, vol. 28(5), pages 2307-2318, September.
- Nima Nonejad, 2024. "Point forecasts of the price of crude oil: an attempt to “beat” the end-of-month random-walk benchmark," Empirical Economics, Springer, vol. 67(4), pages 1497-1539, October.
- Kalli, Maria & Griffin, Jim E., 2014. "Time-varying sparsity in dynamic regression models," Journal of Econometrics, Elsevier, vol. 178(2), pages 779-793.
- Korobilis, Dimitris, 2014.
"Data-based priors for vector autoregressions with drifting coefficients,"
SIRE Discussion Papers
2014-022, Scottish Institute for Research in Economics (SIRE).
- Dimitris Korobilis, 2014. "Data-based priors for vector autoregressions with drifting coefficients," Working Papers 2014_04, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper 53772, University Library of Munich, Germany.
- Oinonen, Sami & Vilmi, Lauri, 2021. "Analysing euro area inflation outlook with the Phillips curve," BoF Economics Review 5/2021, Bank of Finland.
- Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015.
"EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area,"
CEIS Research Paper
340, Tor Vergata University, CEIS, revised 10 Apr 2015.
- Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi, 2015. "EuroMInd-D: A density estimate of monthly gross domestic product for the euro area," Hohenheim Discussion Papers in Business, Economics and Social Sciences 03-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
- Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CREATES Research Papers 2015-12, Department of Economics and Business Economics, Aarhus University.
- Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2017. "Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 683-703, April.
- Dimitris Korobilis, 2019.
"High-dimensional macroeconomic forecasting using message passing algorithms,"
Working Papers
2019_07, Business School - Economics, University of Glasgow.
- Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
- Dimitris Korobilis, 2021. "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
- Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
- Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
- Raffaella Giacomini & Barbara Rossi, 2014.
"Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models,"
Working Papers
819, Barcelona School of Economics.
- Raffaella Giacomini & Barbara Rossi, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 207-229, August.
- Raffaella Giacomini & Barbara Rossi, 2014. "Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models," Economics Working Papers 1476, Department of Economics and Business, Universitat Pompeu Fabra.
- Dimitris Korobilis, 2010.
"VAR Forecasting Using Bayesian Variable Selection,"
Working Paper series
51_10, Rimini Centre for Economic Analysis, revised Apr 2011.
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Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 318-341, March.
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Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
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"Real-time Inflation Forecast Densities from Ensemble Phillips Curves,"
Birkbeck Working Papers in Economics and Finance
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"The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility,"
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Cited by:
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"Bifurcation of macroeconometric models and robustness of dynamical inferences,"
MPRA Paper
63772, University Library of Munich, Germany.
- Barnett, William & Chen, Guo, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Studies in Applied Economics 32, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- William A. Barnett & Guo Chen, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201411, University of Kansas, Department of Economics, revised Apr 2015.
- Barnett, William A. & Chen, Guo, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Foundations and Trends(R) in Econometrics, now publishers, vol. 8(1-2), pages 1-144, September.
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"Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters,"
International Journal of Forecasting, Elsevier, vol. 30(1), pages 129-143.
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- Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009.
"Real-time inflation forecasting in a changing world,"
Staff Reports
388, Federal Reserve Bank of New York.
- Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-Time Inflation Forecasting in a Changing World," Working Paper 2009/16, Norges Bank.
- Groen, J.J.J. & Paap, R., 2009. "Real-time inflation forecasting in a changing world," Econometric Institute Research Papers EI 2009-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013. "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 29-44, January.
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"Understanding the Flattening Phillips Curve,"
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"Structural Stability of the Generalized Taylor Rule,"
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"Revisiting useful approaches to data-rich macroeconomic forecasting,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
- Jan J. J. Groen & George Kapetanios, 2008. "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports 327, Federal Reserve Bank of New York.
- Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary University of London, School of Economics and Finance.
- Philip Liu & Haroon Mumtaz, 2011. "Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1443-1474, October.
- Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov, 2016. "Forecasting inflation in post-oil boom years: A case for non-linear models?," Working Papers 1601, Central Bank of Azerbaijan Republic.
- William, Barnett & Guo, Chen, 2015.
"Bifurcation of macroeconometric models and robustness of dynamical inferences,"
MPRA Paper
63772, University Library of Munich, Germany.
- Jan J. J. Groen & George Kapetanios, 2008.
"Revisiting useful approaches to data-rich macroeconomic forecasting,"
Staff Reports
327, Federal Reserve Bank of New York.
- Groen, Jan J.J. & Kapetanios, George, 2016. "Revisiting useful approaches to data-rich macroeconomic forecasting," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
- Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary University of London, School of Economics and Finance.
Cited by:
- Cepni, Oguzhan & Clements, Michael P., 2024.
"How local is the local inflation factor? Evidence from emerging European countries,"
International Journal of Forecasting, Elsevier, vol. 40(1), pages 160-183.
- Cepni, Oguzhan & Clements, Michael P., 2021. "How Local is the Local Inflation Factor? Evidence from Emerging European Countries," Working Papers 8-2021, Copenhagen Business School, Department of Economics.
- Sandra Eickmeier & Tim Ng, 2009.
"Forecasting national activity using lots of international predictors: an application to New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2009/04, Reserve Bank of New Zealand.
- Eickmeier, Sandra & Ng, Tim, 2009. "Forecasting national activity using lots of international predictors: an application to New Zealand," Discussion Paper Series 1: Economic Studies 2009,11, Deutsche Bundesbank.
- Eickmeier, Sandra & Ng, Tim, 2011. "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, vol. 27(2), pages 496-511.
- Eickmeier, Sandra & Ng, Tim, 2011. "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, vol. 27(2), pages 496-511, April.
- Pesenti, Paolo & Groen, Jan J. J., 2010.
"Commodity prices, commodity currencies, and global economic developments,"
CEPR Discussion Papers
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- Jan J. J. Groen & Paolo A. Pesenti, 2010. "Commodity prices, commodity currencies, and global economic developments," NBER Working Papers 15743, National Bureau of Economic Research, Inc.
- Paolo A. Pesenti & Jan J.J. Groen, 2011. "Commodity prices, commodity currencies, and global economic developments," European Economy - Economic Papers 2008 - 2015 440, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Jan J. J. Groen & Paolo A. Pesenti, 2011. "Commodity Prices, Commodity Currencies, and Global Economic Developments," NBER Chapters, in: Commodity Prices and Markets, pages 15-42, National Bureau of Economic Research, Inc.
- Jan J. J. Groen & Paolo Pesenti, 2009. "Commodity prices, commodity currencies, and global economic developments," Staff Reports 387, Federal Reserve Bank of New York.
- Emmanuel C. Mamatzakis & Mike G. Tsionas, 2020. "Revealing forecaster's preferences: A Bayesian multivariate loss function approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 412-437, April.
- Hyeongwoo Kim & Kyunghwan Ko, 2019.
"Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach,"
Auburn Economics Working Paper Series
auwp2019-03, Department of Economics, Auburn University.
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European Economic Review, Elsevier, vol. 55(3), pages 354-370, April.
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- Jan J.J. Groen & Frank R. Kleibergen, 1999.
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Cited by:
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"A Simple Test for Cointegration in Dependent Panels with Structural Breaks,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(5), pages 665-704, October.
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"Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed,"
Economics Working Papers
14-02, Queen's Management School, Queen's University Belfast.
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"Une synthèse des tests de co-intégration sur données de panel,"
LEO Working Papers / DR LEO
1724, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
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"A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels,"
Working Papers
1001, Department of Economics, University of Missouri.
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"Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries,"
Canadian Journal of Economics, Canadian Economics Association, vol. 50(1), pages 72-93, February.
- Gabriel Bruneau & Kevin Moran, 2012. "Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries," Cahiers de recherche 1227, CIRPEE.
- Gabriel Bruneau & Kevin Moran, 2017. "Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(1), pages 72-93, February.
- Gabriel Bruneau & Kevin Moran, 2012. "Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries," CIRANO Working Papers 2012s-19, CIRANO.
- Gabriel Bruneau & Kevin Moran, 2015. "Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries," Staff Working Papers 15-45, Bank of Canada.
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"A spatio-temporal model of house prices in the USA,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 160-173, September.
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- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "A Spatio-Temporal Model of House Prices in the US," IZA Discussion Papers 2338, Institute of Labor Economics (IZA).
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," CESifo Working Paper Series 1826, CESifo.
- Bai, Jushan & Carrion-i-Silvestre, Josep Lluis, 2009. "Testing Panel Cointegration with Unobservable Dynamic Common Factors," MPRA Paper 35243, University Library of Munich, Germany.
- Francesca Iorio & Stefano Fachin, 2014.
"Savings and investments in the OECD: a panel cointegration study with a new bootstrap test,"
Empirical Economics, Springer, vol. 46(4), pages 1271-1300, June.
- Francesca Di Iorio & Stefano Fachin, 2012. "Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test," DSS Empirical Economics and Econometrics Working Papers Series 2012/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
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"The Financial Econometrics of Price Discovery and Predictability,"
Monash Economics Working Papers
06-15, Monash University, Department of Economics.
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"The Interaction between Globalization and Financial Development: New Evidence from Panel Co-integration and Causality Analysis,"
MPRA Paper
52148, University Library of Munich, Germany, revised 10 Dec 2013.
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"Alternative Asymptotics for Cointegration Tests in Large VARs,"
Econometrica, Econometric Society, vol. 86(4), pages 1465-1478, July.
- Alexei Onatski & Chen Wang, 2016. "Alternative Asymptotics for Cointegration Tests in Large VARs," Cambridge Working Papers in Economics 1637, Faculty of Economics, University of Cambridge.
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"Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis,"
CREPP Working Papers
1102, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège.
- Laurent Cavenaile & Christian Gengenbach & Franz Palm, 2014. "Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis," De Economist, Springer, vol. 162(1), pages 19-40, March.
- Laurent Cavenaile & Christian Gengenbach & Franz Palm, 2013. "Stock Markets, Banks and Long Run Economics Growth: A Panel Cointegration-Based Analysis," CESifo Working Paper Series 4513, CESifo.
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"Gross Capital Inflows And Outflows: Twins Or Distant Cousins?,"
ERC Working Papers
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"Can we have growth when population is stagnant? Testing linear growth rate formulas of non-scale endogenous growth models,"
Applied Economics, Taylor & Francis Journals, vol. 52(13), pages 1502-1516, March.
- Ziesemer, Thomas, 2018. "Can we have growth when population is stagnant? Testing linear growth rate formulas of non-scale endogenous growth models," MERIT Working Papers 2018-044, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Ziesemer, Thomas, 2019. "Can we have growth when population is stagnant? Testing linear growth rate formulas and their cross-unit cointegration of non-scale endogenous growth models," MERIT Working Papers 2019-021, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
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"Determinantes de la elección de administradora de pensiones: primeras estimaciones a partir de agregados,"
Borradores de Economia
383, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Luis Fernando Melo, 2006. "Determinantes De La Elección De Administradora De Pensiones: Primeras Estimaciones A Partir De Agregados," Borradores de Economia 2315, Banco de la Republica.
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- Fantazzini, Dean, 2008. "Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 11(3), pages 87-122.
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- Antonio Afonso & Christophe Rault, 2008.
"What do we Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic,"
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- Antonio Afonso & Christophe Rault, 2008. "What do we Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Post-Print halshs-00202799, HAL.
- Christophe Rault & Antonio Alfonso, 2007. "What do we really know about fiscal sustainability in the EU? A panel data diagnostic," William Davidson Institute Working Papers Series wp893, William Davidson Institute at the University of Michigan.
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- António AFONSO & Christophe RAULT, 2008. "What do we Really Know about Fiscal Sustainability in the EU ? A Panel Data Diagnostic," LEO Working Papers / DR LEO 1757, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
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- António Afonso & Christophe Rault, 2008. "What do we really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," CESifo Working Paper Series 2226, CESifo.
- António Afonso & Christophe Rault, 2007. "What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Working Papers Department of Economics 2007/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Antonio Afonso & Christophe Rault, 2008. "What do we Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Post-Print halshs-00363683, HAL.
- Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series 248, CESifo.
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"The monetary model strikes back: Evidence from the world,"
Journal of International Economics, Elsevier, vol. 81(2), pages 184-196, July.
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- Thomas H. W. Ziesemer, 2024. "Public R&D and Growth: A dynamic Panel Vector-Error-Correction Model Analysis for 14 OECD Countries," Economies, MDPI, vol. 12(8), pages 1-33, August.
- Muhammad Shahbaz & Syed Jawad Hussain Shahzad & Mantu Kumar Mahalik & Perry Sadorsky, 2018.
"How strong is the causal relationship between globalization and energy consumption in developed economies? A country-specific time-series and panel analysis,"
Applied Economics, Taylor & Francis Journals, vol. 50(13), pages 1479-1494, March.
- Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Mahalik, Mantu Kumar & Sadorsky, Perry, 2017. "How Strong is the Causal Relationship between Globalization and Energy Consumption in Developed Economies? A Country-Specific Time-Series and Panel Analysis," MPRA Paper 80718, University Library of Munich, Germany, revised 08 Aug 2017.
- Martin Wagner & Georg M ller-F rstenberger, 2004.
"The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?,"
Diskussionsschriften
dp0418, Universitaet Bern, Departement Volkswirtschaft.
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- Wagner, Martin, 2006. "The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?," Economics Series 197, Institute for Advanced Studies.
- Arnold, Ivo J. M. & de Vries, Casper G., 2000. "Endogeneity in European money demand," European Journal of Political Economy, Elsevier, vol. 16(4), pages 587-609, November.
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"International R&D Spillovers and Institutions,"
NBER Working Papers
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- Mr. Willy A Hoffmaister & Mr. David T. Coe & Mr. Elhanan Helpman, 2008. "International R&D Spillovers and Institutions," IMF Working Papers 2008/104, International Monetary Fund.
- Helpman, Elhanan & Coe, David T. & Hoffmaister, Alexander, 2008. "International R&D Spillovers and Institutions," CEPR Discussion Papers 6882, C.E.P.R. Discussion Papers.
- Jaap W. B. Bos & Bertrand Candelon & Claire Economidou, 2016. "Does knowledge spill over across borders and technology regimes?," Journal of Productivity Analysis, Springer, vol. 46(1), pages 63-82, August.
- Laurent Cavenaile & Danielle Sougn�, 2012. "Financial development and economic growth: an empirical investigation of the role of banks and institutional investors," Applied Financial Economics, Taylor & Francis Journals, vol. 22(20), pages 1719-1725, October.
- Jushan Bai & Josep Lluís Carrion‐i‐Silvestre, 2013. "Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors," Econometrics Journal, Royal Economic Society, vol. 16(2), pages 222-249, June.
- Ziesemer, Thomas, 2017. "Testing linear growth rate formulas of non-scale endogenous growth models," MERIT Working Papers 2017-036, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Piotr Kębłowski, 2011. "The Behaviour of Exchange Rates in the Central European Countries and Credit Default Risk Premiums," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 3(4), pages 221-236, December.
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"Bayesian Inference in a Cointegrating Panel Data Model,"
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- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006. "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics 06/2, Division of Economics, School of Business, University of Leicester.
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- Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, "undated".
"Testing for PPP: Should We Use Panel Methods?,"
Working Papers
186, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2005. "Testing for PPP: Should we use panel methods?," Empirical Economics, Springer, vol. 30(1), pages 77-91, January.
- Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat, 2002. "Testing for PPP: Should We Use Panel Methods?," Royal Economic Society Annual Conference 2002 13, Royal Economic Society.
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"Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(10), pages 1033-1050, November.
- Antonia Arsova & Deniz Dilan Karaman Oersal, 2013. "Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence," Working Paper Series in Economics 280, University of Lüneburg, Institute of Economics.
- Di Iorio, Francesca & Fachin, Stefano, 2008. "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper 12053, University Library of Munich, Germany.
- Westerlund, Joakim & Basher, Syed A., 2007.
"Mixed Signals Among Tests for Panel Cointegration,"
MPRA Paper
3261, University Library of Munich, Germany.
- Westerlund, Joakim & Basher, Syed A., 2008. "Mixed signals among tests for panel cointegration," Economic Modelling, Elsevier, vol. 25(1), pages 128-136, January.
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- Peter Pedroni & Tim Vogelsang, 2005. "Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems," Department of Economics Working Papers 2005-04, Department of Economics, Williams College.
- Sean Holly & Mehdi Raissi, 2009. "The Macroeconomic Effects of European Financial Development: A Heterogenous Panel Analysis," Working Paper / FINESS 1.4, DIW Berlin, German Institute for Economic Research.
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"The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study,"
Economics Series
210, Institute for Advanced Studies.
- Martin Wagner & Jaroslava Hlouskova, 2010. "The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 182-223, April.
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"The nexus between urbanization, renewable energy consumption, financial development, and CO2 emissions: evidence from selected Asian countries,"
MPRA Paper
109613, University Library of Munich, Germany, revised 2021.
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- Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2002.
"Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
D4-2, International Conferences on Panel Data.
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"Unit Roots and Cointegration in Panels,"
Cambridge Working Papers in Economics
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"Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features,"
Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 273-307.
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"An Econometric Analysis of Financial Data in Risk Management,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 10(2), pages 91-137.
- Fantazzini , Dean, 2009. "Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 14(2), pages 100-127.
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"The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa,"
CESifo Working Paper Series
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- Balazs Egert, 2009. "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," William Davidson Institute Working Papers Series wp955, William Davidson Institute at the University of Michigan.
- Ekong, Christopher N. & Onye, Kenneth U., 2013. "The Failure of the Monetary Exchange Rate Model for the Naira-Dollar," MPRA Paper 88238, University Library of Munich, Germany.
- Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
- Hunter, John & Menla Ali, Faek, 2014. "Money demand instability and real exchange rate persistence in the monetary model of USD–JPY exchange rate," Economic Modelling, Elsevier, vol. 40(C), pages 42-51.
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"Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?,"
Journal of Financial Econometrics, Oxford University Press, vol. 13(2), pages 293-341.
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- Paul De Grauwe & Agnieszka Markiewicz, 2006.
"Learning to Forecast the Exchange Rate: Two Competing Approaches,"
Computing in Economics and Finance 2006
367, Society for Computational Economics.
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- Paul De Grauwe & Agnieszka Markiewicz, 2006. "Learning to Forecast the Exchange Rate: Two Competing Approaches," CESifo Working Paper Series 1717, CESifo.
- Dąbrowski, Marek A. & Papież, Monika & Śmiech, Sławomir, 2014. "Exchange rates and monetary fundamentals in CEE countries: Evidence from a panel approach," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 148-159.
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- Mauro Bambi & Sara Eugeni, 2021. "Nominal exchange rate determination and dynamics in an OLG framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(1), pages 93-132, July.
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- Jan J. J. Groen, 2002. "Cointegration and the Monetary Exchange Rate Model Revisited," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(4), pages 361-380, September.
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- Mauro Bambi & Sara Eugeni, 2018. "Exchange rates, sunspots and cycles," Department of Economics Working Papers 2018_05, Durham University, Department of Economics.
- Jesus Crespo Cuaresma & Jarko Fidrmuc & Maria Antoinette Silgoner, 2004. "Exchange Rate Developments and Fundamentals in Four EU Accession and Candidate Countries: Bulgaria, Croatia, Romania and Turkey," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 119-137.
- Ming-Yuan Leon Li, 2008. "Hybrid versus highbred: combined economic models with time-series analyses," Quantitative Finance, Taylor & Francis Journals, vol. 8(6), pages 637-647.
- Idil UZ & Mehrin DALAN, 2009. "MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: The Case of Argentina, Brazil, Taiwan and Turkey, 1986-2006," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(2).
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- Ekpeno L. Effiong, 2014. "Exchange Rate Dynamics and Monetary Fundamentals: A Cointegrated SVAR Approach for Nigeria," Global Business Review, International Management Institute, vol. 15(2), pages 205-221, June.
- Rapach, David E. & Wohar, Mark E., 2002. "Testing the monetary model of exchange rate determination: new evidence from a century of data," Journal of International Economics, Elsevier, vol. 58(2), pages 359-385, December.
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- Francis Vitek, 2005. "The Exchange Rate Forecasting Puzzle," International Finance 0509005, University Library of Munich, Germany.
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- Levent, Korap, 2008. "A monetary model of TL/US$ exchange rate: a co-integrating approach," MPRA Paper 20389, University Library of Munich, Germany.
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Articles
- Jan J. J. Groen & Michael Nattinger, 2020.
"Alternative Indicators for Chinese Economic Activity Using Sparse PLS Regression,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 26(4), pages 39-68, October.
Cited by:
- William Barcelona & Danilo Cascaldi-Garcia & Jasper Hoek & Eva Van Leemput, 2022. "What Happens in China Does Not Stay in China," International Finance Discussion Papers 1360, Board of Governors of the Federal Reserve System (U.S.).
- Groen, Jan J.J. & Kapetanios, George, 2016.
"Revisiting useful approaches to data-rich macroeconomic forecasting,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
See citations under working paper version above.
- Jan J. J. Groen & George Kapetanios, 2008. "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports 327, Federal Reserve Bank of New York.
- Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary University of London, School of Economics and Finance.
- Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013.
"Real-Time Inflation Forecasting in a Changing World,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 29-44, January.
See citations under working paper version above.
- Groen, J.J.J. & Paap, R., 2009. "Real-time inflation forecasting in a changing world," Econometric Institute Research Papers EI 2009-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-time inflation forecasting in a changing world," Staff Reports 388, Federal Reserve Bank of New York.
- Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-Time Inflation Forecasting in a Changing World," Working Paper 2009/16, Norges Bank.
- Jan J. J. Groen & George Kapetanios, 2013.
"Model Selection Criteria for Factor-Augmented Regressions-super-,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 37-63, February.
Cited by:
- Marine Carrasco & Barbara Rossi, 2016.
"In-sample inference and forecasting in misspecified factor models,"
Economics Working Papers
1530, Department of Economics and Business, Universitat Pompeu Fabra.
- Marine Carrasco & Barbara Rossi, 2016. "In-Sample Inference and Forecasting in Misspecified Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 313-338, July.
- Rossi, Barbara & Carrasco, Marine, 2016. "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers 11388, C.E.P.R. Discussion Papers.
- Jack Fosten, 2016.
"Model selection with factors and variables,"
University of East Anglia School of Economics Working Paper Series
2016-07, School of Economics, University of East Anglia, Norwich, UK..
- Jack Fosten, 2017. "Model selection with estimated factors and idiosyncratic components," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1087-1106, September.
- Chen, Qitong & Hong, Yongmiao & Li, Haiqi, 2024. "Time-varying forecast combination for factor-augmented regressions with smooth structural changes," Journal of Econometrics, Elsevier, vol. 240(1).
- Kaufmann, Daniel & Scheufele, Rolf, 2017.
"Business tendency surveys and macroeconomic fluctuations,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 878-893.
- Daniel Kaufmann & Rolf Scheufele, 2015. "Business tendency surveys and macroeconomic fluctuations," KOF Working papers 15-378, KOF Swiss Economic Institute, ETH Zurich.
- Galbraith, John W. & Zinde-Walsh, Victoria, 2020. "Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects," Journal of Econometrics, Elsevier, vol. 218(2), pages 609-632.
- Tu, Yundong & Wang, Siwei, 2024. "Selection inconsistency for factor-augmented regressions," Economics Letters, Elsevier, vol. 241(C).
- Demetrescu, Matei & Hacioglu Hoke, Sinem, 2018.
"Predictive regressions under asymmetric loss: factor augmentation and model selection,"
Bank of England working papers
723, Bank of England.
- Demetrescu, Matei & Hacıoğlu Hoke, Sinem, 2019. "Predictive regressions under asymmetric loss: Factor augmentation and model selection," International Journal of Forecasting, Elsevier, vol. 35(1), pages 80-99.
- Fornaro, Paolo, 2016. "Predicting Finnish economic activity using firm-level data," International Journal of Forecasting, Elsevier, vol. 32(1), pages 10-19.
- Kapetanios, G & Price, SG & Young, G, 2017.
"A UK financial conditions index using targeted data reduction: forecasting and structural identification,"
Essex Finance Centre Working Papers
20328, University of Essex, Essex Business School.
- George Kapetanios & Simon Price & Garry Young, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," CAMA Working Papers 2017-58, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kapetanios, George & Price, Simon & Young, Garry, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," Bank of England working papers 699, Bank of England.
- Kapetanios, George & Price, Simon & Young, Garry, 2018. "A UK financial conditions index using targeted data reduction: Forecasting and structural identification," Econometrics and Statistics, Elsevier, vol. 7(C), pages 1-17.
- Carriero, Andrea & Galvão, Ana Beatriz & Kapetanios, George, 2019. "A comprehensive evaluation of macroeconomic forecasting methods," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1226-1239.
- Groen, Jan J.J. & Kapetanios, George, 2016.
"Revisiting useful approaches to data-rich macroeconomic forecasting,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
- Jan J. J. Groen & George Kapetanios, 2008. "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports 327, Federal Reserve Bank of New York.
- Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary University of London, School of Economics and Finance.
- Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2019.
"The effects of markets, uncertainty and search intensity on bitcoin returns,"
International Review of Financial Analysis, Elsevier, vol. 63(C), pages 220-242.
- Theodore Panagiotidis & Thanasis Stengos & Orestis Vravosinos, 2018. "The effects of markets, uncertainty and search intensity on bitcoin returns," Working Paper series 18-39, Rimini Centre for Economic Analysis.
- Marine Carrasco & Barbara Rossi, 2016.
"In-sample inference and forecasting in misspecified factor models,"
Economics Working Papers
1530, Department of Economics and Business, Universitat Pompeu Fabra.
- Jan J. J. Groen & George Kapetanios & Simon Price, 2013.
"Multivariate Methods For Monitoring Structural Change,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 250-274, March.
See citations under working paper version above.
- Groen, Jan J J & Kapetanios, George & Price, Simon, 2009. "Multivariate methods for monitoring structural change," Bank of England working papers 369, Bank of England.
- Jan J.J. Groen & George Kapetanios & Simon Price, 2010. "Multivariate Methods for Monitoring Structural Change," Working Papers 658, Queen Mary University of London, School of Economics and Finance.
- Adrian, Tobias & Etula, Erkko & Groen, Jan J.J., 2011.
"Financial amplification of foreign exchange risk premia,"
European Economic Review, Elsevier, vol. 55(3), pages 354-370, April.
See citations under working paper version above.
- Tobias Adrian & Erkko Etula & Jan J. J. Groen, 2010. "Financial amplification of foreign exchange risk premia," Staff Reports 461, Federal Reserve Bank of New York.
- Groen, Jan J.J. & Kapetanios, George & Price, Simon, 2009.
"A real time evaluation of Bank of England forecasts of inflation and growth,"
International Journal of Forecasting, Elsevier, vol. 25(1), pages 74-80.
Cited by:
- João Henrique Gonçalves Mazzeu & Esther Ruiz & Helena Veiga, 2018. "Uncertainty And Density Forecasts Of Arma Models: Comparison Of Asymptotic, Bayesian, And Bootstrap Procedures," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 388-419, April.
- Jacob T. Jones & Tara M. Sinclair & Herman O. Stekler, 2018.
"A Textual Analysis of the Bank of England Growth Forecasts,"
Working Papers
2018-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised May 2019.
- Jones, Jacob T. & Sinclair, Tara M. & Stekler, Herman O., 2020. "A textual analysis of Bank of England growth forecasts," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1478-1487.
- Zeyyad Mandalinci, 2015.
"Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models,"
CReMFi Discussion Papers
3, CReMFi, School of Economics and Finance, QMUL.
- Mandalinci, Zeyyad, 2017. "Forecasting inflation in emerging markets: An evaluation of alternative models," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1082-1104.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2019.
"Assessing the uncertainty in central banks’ inflation outlooks,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1748-1769.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2018. "Assessing the uncertainty in central banks' inflation outlooks," Discussion Papers 56/2018, Deutsche Bundesbank.
- Pablo M. Pincheira & Carlos A. Medel, 2016. "Forecasting with a Random Walk," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(6), pages 539-564, December.
- Jan J. J. Groen & George Kapetanios & Simon Price, 2013.
"Multivariate Methods For Monitoring Structural Change,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 250-274, March.
- Groen, Jan J J & Kapetanios, George & Price, Simon, 2009. "Multivariate methods for monitoring structural change," Bank of England working papers 369, Bank of England.
- Jan J.J. Groen & George Kapetanios & Simon Price, 2010. "Multivariate Methods for Monitoring Structural Change," Working Papers 658, Queen Mary University of London, School of Economics and Finance.
- Medel, Carlos A., 2017.
"Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy,"
MPRA Paper
78439, University Library of Munich, Germany.
- Carlos Medel, 2017. "Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 004-050, December.
- Carlos Medel, 2016. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile 791, Central Bank of Chile.
- Giacomini, Raffaella, 2014.
"Economic theory and forecasting: lessons from the literature,"
CEPR Discussion Papers
10201, C.E.P.R. Discussion Papers.
- Raffaella Giacomini, 2014. "Economic theory and forecasting: lessons from the literature," CeMMAP working papers CWP41/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini, 2015. "Economic theory and forecasting: lessons from the literature," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 22-41, June.
- Medel, Carlos A., 2015.
"Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach,"
MPRA Paper
67081, University Library of Munich, Germany.
- Carlos Medel, 2016. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile 785, Central Bank of Chile.
- Carlos A. Medel, 2018. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," International Economic Journal, Taylor & Francis Journals, vol. 32(3), pages 331-371, July.
- Malte Knüppel & Guido Schultefrankenfeld, 2017.
"Interest rate assumptions and predictive accuracy of central bank forecasts,"
Empirical Economics, Springer, vol. 53(1), pages 195-215, August.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The empirical (ir)relevance of the interest rate assumption for central bank forecasts," Discussion Papers 11/2013, Deutsche Bundesbank.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80042, Verein für Socialpolitik / German Economic Association.
- Pablo Pincheira, 2011.
"A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability,"
Working Papers Central Bank of Chile
607, Central Bank of Chile.
- Pincheira, Pablo, 2013. "A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 26-43, October.
- Roberto Leon-Gonzalez & Blessings Majoni, 2023.
"Exact Likelihood for Inverse Gamma Stochastic Volatility Models,"
Working Paper series
23-11, Rimini Centre for Economic Analysis.
- Roberto Leon-Gonzalez & Blessings Majon, 2024. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," GRIPS Discussion Papers 24-03, National Graduate Institute for Policy Studies.
- Roberto Leon-Gonzalez & Blessings Majoni, 2023. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," GRIPS Discussion Papers 23-07, National Graduate Institute for Policy Studies.
- Tara Sinclair & Herman O. Stekler & Warren Carrow, 2012.
"Evaluating a Vector of the Fed's Forecasts,"
Working Papers
2012-3, The George Washington University, Institute for International Economic Policy.
- Sinclair, Tara M. & Stekler, H.O. & Carnow, Warren, 2015. "Evaluating a vector of the Fed’s forecasts," International Journal of Forecasting, Elsevier, vol. 31(1), pages 157-164.
- Tara M. Sinclair & H.O. Stekler & Warren Carnow, 2012. "Evaluating A Vector Of The Fed’S Forecasts," Working Papers 2012-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Ana Beatriz Galvão & James Mitchell, 2019. "Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-08, Economic Statistics Centre of Excellence (ESCoE).
- Rusnák, Marek, 2016.
"Nowcasting Czech GDP in real time,"
Economic Modelling, Elsevier, vol. 54(C), pages 26-39.
- Marek Rusnak, 2013. "Nowcasting Czech GDP in Real Time," Working Papers 2013/06, Czech National Bank.
- Sinclair, Tara M. & Stekler, H.O., 2013.
"Examining the quality of early GDP component estimates,"
International Journal of Forecasting, Elsevier, vol. 29(4), pages 736-750.
- Tara M. Sinclair & H.O. Stekler, 2011. "Examining the Quality of Early GDP Component Estimates," Working Papers 2011-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Dec 2011.
- Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018.
"DSGE forecasts of the lost recovery,"
Staff Reports
844, Federal Reserve Bank of New York.
- Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019. "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1770-1789.
- Andriantomanga, Zo, 2023. "The role of survey-based expectations in real-time forecasting of US inflation," MPRA Paper 119904, University Library of Munich, Germany.
- Ana Beatriz Galvão & James Mitchell, 2023. "Real‐Time Perceptions of Historical GDP Data Uncertainty," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 457-481, June.
- Pablo Pincheira & Carlos A. Medel, 2012. "Forecasting Inflation with a Simple and Accurate Benchmark: a Cross-Country Analysis," Working Papers Central Bank of Chile 677, Central Bank of Chile.
- Söderström, Ulf & Iversen, Jens & LASEEN, PER & Lundvall, Henrik, 2016.
"Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank,"
CEPR Discussion Papers
11203, C.E.P.R. Discussion Papers.
- Iversen, Jens & Laséen, Stefan & Lundvall, Henrik & Söderström, Ulf, 2016. "Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank," Working Paper Series 318, Sveriges Riksbank (Central Bank of Sweden).
- Pablo Pincheira Brown & Álvaro García Marín, 2009. "Forecasting Inflation in Chile With an Accurate Benchmark," Working Papers Central Bank of Chile 514, Central Bank of Chile.
- Papavangjeli, Meri & Rama, Arlind, 2018. "A statistical evaluation of GAP's forecasting performance for the Albanian economy," MPRA Paper 116104, University Library of Munich, Germany.
- Mr. Jens R Clausen & Bianca Clausen, 2010. "Simulating Inflation Forecasting in Real-Time: How Useful Is a Simple Phillips Curve in Germany, the UK, and the US?," IMF Working Papers 2010/052, International Monetary Fund.
- Tara Sinclair & Herman O. Stekler & Warren Carnow, 2012.
"A New Approach For Evaluating Economic Forecasts,"
Working Papers
2012-2, The George Washington University, Institute for International Economic Policy.
- Tara M. Sinclair & H.O. Stekler & Warren Carnow, 2012. "A New Approach For Evaluating Economic Forecasts," Working Papers 2012-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Tara M. Sinclair & H. O. Stekler & Warren Carnow, 2012. "A new approach for evaluating economic forecasts," Economics Bulletin, AccessEcon, vol. 32(3), pages 2332-2342.
- Anh Dinh Minh Nguyen, 2017. "U.K. Monetary Policy under Inflation Targeting," Bank of Lithuania Working Paper Series 41, Bank of Lithuania.
- Julien Champagne & Guillaume Poulin-Bellisle & Rodrigo Sekkel, 2018. "Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts," Staff Working Papers 18-52, Bank of Canada.
- Pablo Pincheira, 2012. "A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(3), pages 04-39, December.
- Kapetanios, G & Price, SG & Young, G, 2017.
"A UK financial conditions index using targeted data reduction: forecasting and structural identification,"
Essex Finance Centre Working Papers
20328, University of Essex, Essex Business School.
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- Jan J J Groen & Clare Lombardelli, 2004. "Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis," Bank of England working papers 223, Bank of England.
- Nautz, Dieter & Offermanns, Christian J., 2006. "Does the Euro follow the German Mark? Evidence from the monetary model of the exchange rate," European Economic Review, Elsevier, vol. 50(5), pages 1279-1295, July.
- Nelson C. Mark, 2005.
"Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics,"
NBER Working Papers
11061, National Bureau of Economic Research, Inc.
- Groen, Jan J. J., 2000.
"The monetary exchange rate model as a long-run phenomenon,"
Journal of International Economics, Elsevier, vol. 52(2), pages 299-319, December.
See citations under working paper version above.
- Jan J.J. Groen, 1998. "The Monetary Exchange Rate Model as a Long-Run Phenomenon," Tinbergen Institute Discussion Papers 98-082/2, Tinbergen Institute.
- Jan J. J. Groen, 1999.
"Long horizon predictability of exchange rates: Is it for real?,"
Empirical Economics, Springer, vol. 24(3), pages 451-469.
Cited by:
- Kelly Burns & Imad Moosa, 2017. "Demystifying the Meese–Rogoff puzzle: structural breaks or measures of forecasting accuracy?," Applied Economics, Taylor & Francis Journals, vol. 49(48), pages 4897-4910, October.
- Joakim Westerlund & Syed A. Basher, 2007.
"Can panel data really improve the predictability of the monetary exchange rate model?,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(5), pages 365-383.
- Westerlund, Joakim & Basher, Syed A., 2006. "Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?," MPRA Paper 1229, University Library of Munich, Germany.
- Barbara Rossi, 2013.
"Exchange Rate Predictability,"
Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1063-1119, December.
- Barbara Rossi, 2013. "Exchange rate predictability," Economics Working Papers 1369, Department of Economics and Business, Universitat Pompeu Fabra.
- Rossi, Barbara, 2013. "Exchange Rate Predictability," CEPR Discussion Papers 9575, C.E.P.R. Discussion Papers.
- Barbara Rossi, 2013. "Exchange Rate Predictability," Working Papers 690, Barcelona School of Economics.
- Todd E. Clark & Michael W. McCracken, 2001. "Evaluating long-horizon forecasts," Research Working Paper RWP 01-14, Federal Reserve Bank of Kansas City.
- Hsiu-Hsin Ko, 2016. "Exchange Rate Predictability in Finite Samples," The Japanese Economic Review, Japanese Economic Association, vol. 67(3), pages 361-378, September.
- Ghosh, Taniya & Bhadury, Soumya, 2018.
"Money's causal role in exchange rate: Do divisia monetary aggregates explain more?,"
International Review of Economics & Finance, Elsevier, vol. 57(C), pages 402-417.
- Taniya Ghosh & Soumya Bhadury, 2017. "Money's Causal Role in Exchange Rate: Do Divisia Monetary Aggregates Explain More?," Working Papers id:12107, eSocialSciences.
- Taniya Ghosh & Soumya Bhadury, 2017. "Money's causal role in exchange rate: Do Divisia monetary aggregates explain more?," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2017-010, Indira Gandhi Institute of Development Research, Mumbai, India.
- Soumya Bhadury & Taniya Ghosh, 2018. "Money's Causal Role in Exchange Rate: Do Divisia Monetary Aggregates Explain More?," NCAER Working Papers 113, National Council of Applied Economic Research.
- Carriero, A. & Kapetanios, G. & Marcellino, M., 2009.
"Forecasting exchange rates with a large Bayesian VAR,"
International Journal of Forecasting, Elsevier, vol. 25(2), pages 400-417.
- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Working Papers 634, Queen Mary University of London, School of Economics and Finance.
- A. Carriero & G. Kapetanios & M. Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Economics Working Papers ECO2008/33, European University Institute.
- Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," CEPR Discussion Papers 7008, C.E.P.R. Discussion Papers.
- Phornchanok Cumperayot, 2003. "Dusting off the Perception of Risk and Returns in FOREX Markets," CESifo Working Paper Series 904, CESifo.
- Clark, Todd E. & McCracken, Michael W., 2015.
"Nested forecast model comparisons: A new approach to testing equal accuracy,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 160-177.
- Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers 2009-050, Federal Reserve Bank of St. Louis.
- Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper RWP 09-11, Federal Reserve Bank of Kansas City.
- Nelson Mark & Donggyu Sul, 1998.
"Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel,"
Working Papers
98-19, Ohio State University, Department of Economics.
- Mark, Nelson C. & Sul, Donggyu, 2001. "Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel," Journal of International Economics, Elsevier, vol. 53(1), pages 29-52, February.
- Jan J.J. Groen, 1998.
"The Monetary Exchange Rate Model as a Long-Run Phenomenon,"
Tinbergen Institute Discussion Papers
98-082/2, Tinbergen Institute.
- Groen, Jan J. J., 2000. "The monetary exchange rate model as a long-run phenomenon," Journal of International Economics, Elsevier, vol. 52(2), pages 299-319, December.
- Christopher J. Neely & Lucio Sarno, 2002.
"How well do monetary fundamentals forecast exchange rates?,"
Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 51-74.
- Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis.
- Feng, Wenjun & Zhang, Zhengjun, 2023. "Currency exchange rate predictability: The new power of Bitcoin prices," Journal of International Money and Finance, Elsevier, vol. 132(C).
- Groen, Jan J.J. & Balakrishnan, Ravi, 2006.
"Asset price based estimates of sterling exchange rate risk premia,"
Journal of International Money and Finance, Elsevier, vol. 25(1), pages 71-92, February.
- Jan J J Groen & Ravi Balakrishnan, 2005. "Asset price based estimates of sterling exchange rate risk premia," Bank of England working papers 250, Bank of England.
- Ryan Greenaway-McGrevy & Donggyu Sul & Nelson Mark & Jyh-Lin Wu, 2017.
"Identifying Exchange Rate Common Factors,"
NBER Working Papers
23726, National Bureau of Economic Research, Inc.
- Ryan Greenaway‐McGrevy & Nelson C. Mark & Donggyu Sul & Jyh‐Lin Wu, 2018. "Identifying Exchange Rate Common Factors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 2193-2218, November.
- Faust, Jon & Rogers, John H. & H. Wright, Jonathan, 2003.
"Exchange rate forecasting: the errors we've really made,"
Journal of International Economics, Elsevier, vol. 60(1), pages 35-59, May.
- Jon Faust & John H. Rogers & Jonathan H. Wright, 2001. "Exchange rate forecasting: the errors we've really made," International Finance Discussion Papers 714, Board of Governors of the Federal Reserve System (U.S.).
- Mr. Guy M Meredith, 2003. "Medium-Term Exchange Rate Forecasting: What Can We Expect?," IMF Working Papers 2003/021, International Monetary Fund.
- Adawo, Monday A. & Effiong, Ekpeno L., 2013. "Monetary exchange rate model as a long-run phenomenon: evidence from Nigeria," MPRA Paper 46407, University Library of Munich, Germany.
- Barrera, Carlos R., 2010. "Redes neuronales para predecir el tipo de cambio diario," Working Papers 2010-001, Banco Central de Reserva del Perú.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(1), pages 11-40, April.
- Hsiu-Hsin Ko, 2016. "Exchange Rate Predictability in Finite Samples," The Japanese Economic Review, Springer, vol. 67(3), pages 361-378, September.
- Ryan Greenaway-McGrevy & Nelson C. Mark & Donggyu Sul & Jyh-Lin Wu, 2012.
"Exchange Rates as Exchange Rate Common Factors,"
Working Papers
212012, Hong Kong Institute for Monetary Research.
- Nelson Mark, 2012. "Exchange Rates as Exchange Rate Common Factors," Working Papers 011, University of Notre Dame, Department of Economics, revised Mar 2012.
- Karaman Örsal, Deniz Dilan & Arsova, Antonia, 2017.
"Meta-analytic cointegrating rank tests for dependent panels,"
Econometrics and Statistics, Elsevier, vol. 2(C), pages 61-72.
- Deniz Dilan Karaman Örsal & Antonia Arsova, 2015. "Meta-analytic cointegrating rank tests for dependent panels," Working Paper Series in Economics 349, University of Lüneburg, Institute of Economics.
- Elias, Christopher J., 2016. "A heterogeneous agent exchange rate model with speculators and non-speculators," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 203-223.
- Burns, Kelly & Moosa, Imad A., 2015. "Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?," Economic Modelling, Elsevier, vol. 50(C), pages 27-39.
- Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
- Joscha Beckmann & Ansgar Belke & Frauke Dobnik, 2011.
"Cross-Section Dependence and the Monetary Exchange Rate Model: A Panel Analysis,"
Discussion Papers of DIW Berlin
1119, DIW Berlin, German Institute for Economic Research.
- Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke, 2011. "Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis," Ruhr Economic Papers 252, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke, 2012. "Cross-section dependence and the monetary exchange rate model – A panel analysis," The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 38-53.
- Uz, Idil & Ketenci, Natalya, 2008. "Panel analysis of the monetary approach to exchange rates: Evidence from ten new EU members and Turkey," Emerging Markets Review, Elsevier, vol. 9(1), pages 57-69, March.
- José Luiz Rossi Júnior & Pedro Fontoura & Marina Rossi, 2023. "Are Global Factors Useful for Forecasting the Exchange Rate?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(6), pages 1-14.
- Yemba, Boniface P. & Otunuga, Olusegun Michael & Tang, Biyan & Biswas, Nabaneeta, 2023. "Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters," Finance Research Letters, Elsevier, vol. 52(C).
- Chen Yu-Chin & Rogoff Kenneth, 2012.
"Are The Commodity Currencies An Exception To The Rule?,"
Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-28.
- Yu-chin Chen & Kenneth Rogoff, 2006. "Are the Commodity Currencies an Exception to the Rule?," Working Papers UWEC-2006-28, University of Washington, Department of Economics, revised Mar 2012.
- Kim, Young Se, 2009. "Exchange rates and fundamentals under adaptive learning," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 843-863, April.
- Todd E. Clark & Michael W. McCracken, 2010. "Reality checks and nested forecast model comparisons," Working Papers 2010-032, Federal Reserve Bank of St. Louis.
- Ekpeno L. Effiong, 2014. "Exchange Rate Dynamics and Monetary Fundamentals: A Cointegrated SVAR Approach for Nigeria," Global Business Review, International Management Institute, vol. 15(2), pages 205-221, June.
- Jonathan H. Wright, 2003.
"Bayesian Model Averaging and exchange rate forecasts,"
International Finance Discussion Papers
779, Board of Governors of the Federal Reserve System (U.S.).
- Wright, Jonathan H., 2008. "Bayesian Model Averaging and exchange rate forecasts," Journal of Econometrics, Elsevier, vol. 146(2), pages 329-341, October.
- Jan J J Groen & Clare Lombardelli, 2004. "Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis," Bank of England working papers 223, Bank of England.
Chapters
- Jan J. J. Groen & Paolo A. Pesenti, 2011.
"Commodity Prices, Commodity Currencies, and Global Economic Developments,"
NBER Chapters, in: Commodity Prices and Markets, pages 15-42,
National Bureau of Economic Research, Inc.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Pesenti, Paolo & Groen, Jan J. J., 2010. "Commodity prices, commodity currencies, and global economic developments," CEPR Discussion Papers 7689, C.E.P.R. Discussion Papers.
- Jan J. J. Groen & Paolo A. Pesenti, 2010. "Commodity prices, commodity currencies, and global economic developments," NBER Working Papers 15743, National Bureau of Economic Research, Inc.
- Jan J. J. Groen & Paolo Pesenti, 2009. "Commodity prices, commodity currencies, and global economic developments," Staff Reports 387, Federal Reserve Bank of New York.
- Paolo A. Pesenti & Jan J.J. Groen, 2011. "Commodity prices, commodity currencies, and global economic developments," European Economy - Economic Papers 2008 - 2015 440, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.