RTE Conference 2007 (Philadelphia)

  1. Real-Time Measurement of Business Conditions (S. B. Aruoba (University of Maryland), F.X. Diebold (University of Pennsylvania) and C. Scotti (Board of Governors of Federal Reserve System). Journal of Business & Economic Statistics. Click here to download the paper.
  2. Real-Time Changes in Monetary Transmission — A Nonparametric VAR Approach (M. Chauvet (University of California Riverside) and H. L.R. Tierney (Purdue University Fort Wayne)). Click here to download the working paper version.
  3. Tests of Equal Predictive Ability with Real-Time Data (T. E. Clark (Federal Reserve Bank of Kansas City) and M. W. McCracken (Federal Reserve Bank of St.Louis)). Journal of Business & Economic Statistics. Click here to download the paper.
  4. Comparing Greenbook and Reduced Form Forecasts Using a Large RealTime Dataset (J. Wright (Federal Reserve Board) and Jon Faust (John Hopkins University)). Journal of Business & Economic Statistics. Click here to download the paper.
  5. Information in the Revision Process of Real-Time Datasets (N. R. Swanson, (Rutgers University), V. Corradi (University of Warwick) and A. Fernandez (Rutgers University)). Journal of Business & Economic Statistics. Click here to download the paper.
  6. Forecast Combination with Entry and Exit of Experts (C. Capistran (Banco de Mexico) and A. Timmermann, (UC San Diego)). Journal of Business & Economic Statistics. Click here to download the paper.
  7. Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve (G. Rudebusch (FRB – San Francisco) and J. C. Williams (Federal Reserve Bank of San Francisco)). Journal of Business & Economic Statistics. Click here to download the paper.
  8. Evaluating Real-Time Forecasts in Real Time (D. van Dijk (Erasmus University Rotterdam), P. H. Franses (Erasmus University Rotterdam) and F. Ravazzolo (Free University of Bozen-Bolzano; BI Norwegian Business Schoo)). Click here to download the working paper version.
  9. Real-Time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty (A. Garratt (University of Warwick), G. Koop (University of Strathclyde), E. Mise (University of Leicester) and S.P. Vahey (Melbourne Business School)). Journal of Business & Economic Statistics. Click here to download the working paper version.
  10. The Resolution and Calibration of Probabilistic Econometric Forecasts (J. Galbraith (McGill University and S. van Norden (HEC Montreal)). Click here to download the working paper version.
%d bloggers like this: