RTE Conference 2010 (Philadelphia)

  1. What Does Realized Volatility Tell Us About Macroeconomic Fluctuations? (M. Chauvet (University of California), Z. Senyuz (Federal Reserve Board) and E. Yoldas (Federal Reserve Board)). Journal of Economic Dynamics and Control. Click here to download the paper published under the title ‘What does financial volatility tell us about macroeconomic fluctuations?‘.
  2. Why Do Certain Macroeconomic News Announcements Have a Big Impact on Asset Prices? (T. Gilbert (University of Washington), C. Scotti (BOG), G. Strasser (Boston College) and C. Vega (BOG)). Journal of Monetary Economics. Click here to download the paper published under the title ‘Is the intrinsic value of a macroeconomic news announcement related to its asset price impact? ‘
  3. Reverse Regressions and Long Horizon Forecasting (M. Wei (BOG) and J. Wright (Johns Hopkins)). Journal of Applied Econometrics. Click here to download the paper published under the title ‘Reverse Regressions and Long‐Horizon Forecasting‘.
  4. Forecast Combinations (M. Aiolfi (Goldman Sachs), C. Capistran (Bank of Mexico) and A. Timmerman (UCSD)). Click here to download the working paper version.
  5. Evaluating VAR and DSGE Model Predictions of Comovements (E. Herbst and F. Schorfheide, University of Pennsylvania). Journal of Econometrics. Click here to download the paper published under the title ‘Evaluating DSGE model forecasts of comovements‘.
  6. When Is Sticky Information More Information? Tracking Economic Activity Using Diffusion Indices (P.D Sarte, FRB Richmond). Journal of Money, Credit and Banking. Click here to download the paper published under the title ‘When Is Sticky Information More Information?’.
  7. Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions (M. Clements (University of Warwick) and A.B Galvao (Queen Mary University)). Journal of Applied Econometrics. Click here to download the paper published under the title ‘Real-time Forecasting of Inflation and Output Growth with Autoregressive Models in the Presence of Data Revisions‘.
  8. Yield spreads as Predictors of Economic Activity: A Real-Time VAR Analysis (K. Kishor (University of Wisconsin-Milwaukee) and E. Koenig (FRB Dallas)). Journal of Money, Credit and Banking. Click here to download the paper published under the title ‘Credit Indicators as Predictors of Economic Activity: A Real-Time VAR Analysis‘.
  9. Nowcasting, Business Cycle Dating and the Interpretation of New Information When Real-Time Data Are Available (K. Lee (University of Leicester), N. Olekalns, K. Shields (University of Melbourne)) .Click here to download the working paper version.
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