RTE Conference 2008 (Montreal)

  1. Advanced Revision Analysis for Economic Time Series and Their Role for Improving Forecast accuracy (A. Hecq, (Maastricht University) and G.L. Mazzi, (Eurostat)). Click here to download the working paper version.
  2. Can Factor Models Improve Output Gap Estimates in Real Time? (K. Are Aastveit (University of Oslo and Norges Bank) and T. Trovik (Norges Bank and The World Bank)). The Quarterly Review of Economics and Finance. Click here to download the paper published under the title ‘Estimating the output gap in real time: A factor model approach‘.
  3. Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand (C. Bloor and T. Matheson, Reserve Bank of New Zealand). Empirical Economics. Click here to download the paper.
  4. Incorporating Conjunctural Analysis in Structural Models (D. Giannone (ECB, ECARES and CEPR), F. Monti (ECARES, ULB) and L. Reichlin (LBS and CEPR)). Click here to download the paper.
  5. Did Fiscal Policy Makers Know What They Were Doing? Reassessing Fiscal Policy with Real Time Data (Kerstin Bernoth, Andrew Hughes Hallett and John Lewis, De Nederlandsche Bank). Click here to download the working paper version.
  6. Taylor Rules and the Euro (T. Molodtsova (Emory University), A. Nikolsko‐Rzhevskyy (University of Memphis ) and D. Papell (University of Houston)). Journal of Money, Credit and Banking. Click here to download the paper.
  7. Calling Recessions in Real Time (J.D. Hamilton, University of California, San Diego). International Journal of Forecasting. Click here to download the paper.
  8. Frontiers of Real-Time Data Analysis (D. Croushore, University of Richmond and Federal Reserve Bank of Philadelphia). JOURNAL OF ECONOMIC LITERATURE. Click here to download the paper.
  9. Forecast Accuracy Improvement: Evidence from U.S Nonfarm Payroll Employment (A.W. Gregory and J.H. Zhu, Queen’s University – Kingston). Click here to download the paper.
  10. Measuring Real-time Output Gap Densities (A. Garratt, J. Mitchell and S.P. Vahey, University of Warwick). International Journal of Forecasting. Click here to download the paper published under the title ‘Measuring output gap nowcast uncertainty‘.
  11. Risk and Return Reaction of the Stock Market to Public Announcements about Fundamentals: Theory and Evidence (T. Cenesizoglu, HEC Montréal). Click here to download the working paper version.
  12. Modeling monetary policy in real time: does discreteness matter? (A. Sirchenko, Kyiv School of Economics). Click here to download the working paper version.
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