RTE Conference 2015 (Montreal)

  1. JDEMETRA + Nowcasting: Macroeconomic Monitoring and Visualizing News (P. Charle, D. de Antonio Liedo, M. Maggi and J. Palate (National Bank of Belgium)). Click here to download the working paper version.
  2. Assessing the Economic value of Probabilistic forecasts in the Presence of an Inflation Target (C. McDonald (Reserve Bank of New Zealand), C. Thamotheram (University of Cardiff), S.P. Vahey (Warwick Business School) and E.C. Wakerly (University of East Anglia)). Click here to download the working paper version.
  3. Forecasting Economic Activity with Mixed Frequency Bayesian VARs (S.A. Brave (Federal Reserve Bank of Chicago), R. Butters (Indiana University) and A. Justiniano (Federal Reserve Bank of Chicago)). Click here to download the working paper version.
  4. Nowcasting BRICS+M in Real Time (T. Dahlhaus, J.D. Guénette and G. Vasishtha (Bank of Canada)). International Journal of Forecasting. Click here to download the paper.
  5. Measurement Errors and Monetary Policy: Then and Now (P. Amir-Ahmadi (University of Illinois at Urbana-Champaign), C. Matthes (Federal Reserve Bank of Richmond) and M.C. Wang (University of Hamburg)). Journal of Economic Dynamics and Control. Click here to download the paper.
  6. Macroeconomic Uncertainty Through the Lens of Professional Forecasters (S. Jo (Federal Reserve Bank of Dallas) and R. Sekkel (Bank of Canada)). Journal of Business & Economic Statistics. Click here to download the paper.
  7. Asymmetric Forecast Densities for US Macroeconomic Variables from a Gaussian Copula Model of Cross‐Sectional and Serial Dependence (M.S. Smith (Melbourne Business School) and S.P. Vahey (Warwick Business School)). Journal of Business & Economic Statistics. Click here to download the paper.
  8. Real‐Time Forecast Evaluation of DSGE Models with Stochastic Volatility (F. X. Diebold (University of Pennsylvania), F. Schorfheide (University of Pennsylvania) and M. Shin (University of Illinois)). Journal of Econometrics. Click here to download the paper.
  9. Alternative Tests for Correct Specification of Conditional Predictive Densities (B. Rossi (ICREA-Universitat Pompeu Fabra) and T. Sekhposyan (Texas A&M University)). Journal of Econometrics. Click here to download the paper.
  10. A financial conditions index using targeted data reduction (G. Kapetanios (Queen Mary, University of London), S. Price (Bank of England, City University London, CAMA and CFM) and G. Young (Bank of England and CFM)). Click here to download the working paper version.
  11. The Term Structure of Expectations and Bond Yields (R.K. Crump (Federal Reserve Bank of New York), S. Eusepi (University of Texas at Austin) and E. Moench (Deutsche Bundesbank and Goethe University Frankfurt)). Click here to download the working paper version.
  12. Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility (E. Mertens (Deutsche Bundesbank) and J.M. Nason (North Carolina State University)). Click here to download the working paper version.
  13. Output gap and inflation forecasts in a Bayesian dynamic factor model of the euro area (M. Jarocinski and M. Lenza (European Central Bank)). Journal of Money, Credit and Banking. Click here to download the paper published under the title ‘An Inflation‐Predicting Measure of the Output Gap in the Euro Area’.
  14. The Role of Inflation Expectations, Core Inflation and Slack in Real‐Time Inflation Forecasting (N.K. Kishor (University of Wisconsin – Milwaukee) and E.F. Koenig (Federal Reserve Bank of Dallas)). Click here to download the working paper version.
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