RTE Conference 2012 (Philadelphia)

  1. Reverse Kalman Filtering U.S. Inflation with Sticky Professional Forecasts (J.M. Nason (FRB Phil) and G.W. Smith (Queen’s)). Journal of Applied Econometrics. Click here to download the paper published under the title ‘Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts’.
  2. A Real-Time Historical Database for the OECD (A. Z. Fernandez (FRB Dallas), E. F. Koenig (FRB Dallas), and A. Nikolsko-Rzhevskyy (Lehigh)). Click here to download the working paper version.
  3. Improving GDP Measurement: A Forecast Combination Perspective (B. Aruoba (Maryland), F.X. Diebold (Penn), J. Nalewaik (Board of Governors), F. Schorfheide (Penn), and D. Song (Penn)). Click here to download the working paper version.
  4. Surprise and Uncertainty Indexes: Real-Time Aggregation of Real-Activity Macro Surprises (C. Scotti, Federal Reserve Board). Journal of Monetary Economics. Click here to download the paper.
  5. Forecasting Output (M. Chauvet (UC Riverside) and S. Potter (FRB New York)). Handbook of Economic Forecasting. Click here to download the paper.
  6. How Useful Are Estimated DSGE Model Forecasts for Central Bankers? (R. M. Edge (Board of Governors), R. S. Gurkaynak (Bilkent), and B. Kisacikoglu (Johns Hopkins)). Click here to download the paper.
  7. Real-Time Forecast Density Combinations (T.B. Goetz (Maastricht), A. Hecq (Maastricht), and J.P Urbain (Maastricht)). Click here to download the paper published under the title ‘Combining forecasts from successive data vintages: An application to U.S. growth‘.
  8. Combining Expert Forecasts: Can Anything Beat the Simple Average? (V. Genre (ECB), G. Kenny (ECB), A. Meyler (ECB), and A. Timmermann (UCSD)). International Journal of Forecasting. Click here to download the paper.
  9. The Economics of Options-Implied Inflation Probability Density Functions (Y. Kitsul (Board of Governors) and J. H. Wright (Johns Hopkins)). Journal of Financial Economics. Click here to download the paper.
  10. Tests of Specification and Distributional Change for Predictive Densities (B. Rossi (Pompeu Fabra) and T. Sekhposyan (Bank of Canada)). Journal of Econometrics. Click here to download the paper published under the title ‘Conditional predictive density evaluation in the presence of instabilities‘.
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