RTE Conference 2006 (Montreal)

  1. What Can we Learn from Comprehensive Data Revisions for Forecasting Inflation? Some U.S. Evidence (P. Siklos (Wilfrid Laurier University)). Click here to download the paper.
  2. Modeling Data Revisions: Measurement Error and Dynamics of “True” Values (J. P.A.M. Jacobs (CCSO and University of Groningen) and S. van Norden (HEC Montréal, CIRANO and CIREQ)). Journal of Econometrics. Click here to download the paper.
  3. Modelling data revisions and weak structural analysis of Forecasts: A Bayesian VAR Perspective (S. Adjemain (CEPREMAP and Université du Mans), S. Gregoir (CREST-INSEE) and F. Pelgrin (HEC Lausanne and CIRANO)).
  4. Forecast Combination with Entry and Exit of Experts (C. Capistran (Banco de Mexico) and A. Timmermann (University of California, San Diego)). Journal of Business & Economic Statistics. Click here to download the paper.
  5. Do Surveys Forecast Industrial Production? (D. Giannone (ECARES), L. Reichlin (LBS and CEPR) and S. Simonelli (University of Naples Federico II, EUI and CSEF)).
  6. The Resolution and Calibration of Probabilistic Econometric Forecasts (J. W. Galbraith (McGill University) and S. van Norden (HEC Montréal, CIRANO and CIREQ)). Click here to download the working paper version.
  7. Reconsidering the Optimality of Federal Reserve Forecasts (M. S. Hanson (Wesleyan University) and J. Whitehorn (Epic Systems Corporation)). Click here to download the working paper version.
  8. A Comparison of Forecast Performance Between Federal Reserve Staff Forecasts, Simple Reduced-Form Models, and a DSGE Model (R. M. Edge, M. T. Kiley and J.P Laforte (Board of Governors of the Federal Reserve System). Journal of Applied Econometrics. Click here to download the paper.
  9. Revisions of labour productivity and their effects on wage inflation forecasts (Ø. Eitrheim and A.S. Jore (Norges Bank)). Click here to download the working paper version.
  10. Real Time Pass-Through Estimates from Import Prices to Consumer Prices in a Data Rich Environment (M. Amstad (Swiss National Bank) and A. M. Fischer (Swiss National Bank and CEPR)). Click here to download the working paper version.
  11. Uncertainty and the Real Time Predictive Content of Money (A. Garratt (Birkbeck College), G. Koop (University of Leicester), E. Mise (University of Leicester) and S.P. Vahey (RBNZ & Norges Bank)). Journal of Business & Economic Statistics. Click here to download the paper published under the title ‘Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty
  12. Perhaps the FOMC Did what it Said it Did : An Alternative Interpretation of the Great Inflation (S. Kozicki and P.A. Tinsley (Bank of Canada)). Click here to download the working paper version.
  13. Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty (A. Garratt (Birkbeck College), K. Lee (University of Leicester), E. Mise (University of Leicester) and K. Shields (University of Melbourne)). International Journal of Forecasting. Click here to download the paper.
  14. A State Space Approach To The Policymaker’s Data Uncertainty Problem (A. Cunningham, C. Jeffery, G. Kapetanios (Queen Mary and Westfield College and Bank of England) and V. Labhard (European Central Bank)). Click here to download the paper.
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