Nowcasting China Real GDP (D. Giannone (ECARES, Universit´e Libre de Bruxelles and CEPR), S. Miranda-Agrippino (London Business School) and M. Modugno (Universit´e Libre de Bruxelles)). Click here to download the working paper version.
Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR (M.W. McCracken (Federal Reserve Bank of St. Louis), M. Owyang (Federal Reserve Bank of St. Louis) and T. Sekhposyan (Texas A&M University)). Click here to download the working paper version.
Forecasting with DSGE models in the Presence of Data Revisions (A. B. Galvao, Queen Mary University of London). Journal of Econometrics. Click here to download the paper published under the title ‘Data revisions and DSGE models‘
Survey expectations and learning (S. Slobodyan (CERGE-EI) and R. Wouters (National Bank of Belgium)). Click here to download the paper.
What Central Bankers Need to Know about Forecasting Oil Prices (C. Baumeister (Bank of Canada) and L. Kilian (University of Michigan)). International Economic Review. Click here to download the paper.
Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors (K. Lahiri, (University at Albany), G. Monokroussos (European Commission, Joint Research Centre) and Y. Zhao (Towson University)). Journal of Applied Econometrics. Click here to download the paper.
Modeling Multivariate Data Revisions with Adding-Up Constraints (J.P.A.M. Jacobs (University of Groningen, UTAS, CAMA and CIRANO), S. Sarferaz (KOF Swiss Economic Institute), J.E. Sturm (KOF Swiss Economic Institute, ETH Zurich and CESifo) and S. van Norden (HEC Montreal, CAMA, CIRANO and CIREQ)). Click here to download the working paper version.
On the Reliability of Output-Gap Estimates in Realtime (E. Mertens, Federal Reserve Board).
Probability Forecasting for Inflation Warnings from the Federal Reserve (A. Garratt (University of Warwick), J. Mitchell (University of Warwick) and S.P. Vahey (Australian National University)). Click here to download the working paper version.
Can macroeconomists forecast risk? Event-based evidence from the Euro Area SPF (G. Kenny (ECB), T. Kostka (ECB) and Federico Masera (Universidad Carlos III de Madrid)). International Journal of Central Banking. Click here to read the paper.
Forecasting recessions in real-time. (K. Aastveit (Norges Bank), A.S. Jore (Norges Bank) and F. Ravazzolo (Free University of Bozen-Bolzano and BI Norwegian Business School)). Click here to read the working paper version.