RTE Conference 2016 (Philadelphia)

  1. Nowcasting the Government Budget Balance: A Mixed‐Frequency BVAR Approach (J. Cimadomo, D. Giannone and M. Lenza (European Central Bank, Federal Reserve Bank of New York, and European Central Bank / ECARES‐ULB))
  2. Nowcasting in Real Time Using Popularity Priors (George Monokroussos (Amazon) and Y. Zhao (Towson University)). International Journal of Forecasting. Click here to download the paper.
  3. Nowcasting with Big Data: is Google Useful in the Presence of Other Information? (X. Li (London Business School)). Click here to download the working paper version.
  4. Does Unusual News Forecast Market Stress? (H. Mamaysky and P. Glasserman (Columbia Business School)). Journal of Financial and Quantitative Analysis. Click here to download the paper.
  5. Subjective Intertemporal Substitution (R. K. Crump, S. Eusepi, A. Tambalotti and Giorgio Topa (FRB New York)). Click here to download the working paper version.
  6. Adaptive Learning and Survey Expectations of Inflation (S. Slobodyan and R. Wouters (CERGE‐IL and National Bank of Belgium)). Click here to download the working paper version.
  7. The Transmission of Monetary Policy Shocks (S. Miranda‐Agrippino (Bank of England) and G. Ricco (University of Warwick)). American Economic Journal: Macroeconomics (forthcoming). Click here to download the working paper version.
  8. Modeling Time‐Varying Uncertainty of Multiple‐Horizon Forecast Errors (T. E. Clark, M. W. McCracken, and E. Mertens (FRB Cleveland, FRB St. Louis, Federal Reserbe Board of Governors). The Review of Economics and Statistics . Click here to download the paper.
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