RTE Conference 2017 (Madrid)

  1. Optimal density forecast combinations (G. Gánics (Banco de España)). Click here to download the working paper version.
  2. Advances in nowcasting economic activity (J. Antolín-Díaz (Fulcrum Asset Management), T. Drechsel (London School of Economics) and I. Petrella (Warwick Business School)). Click here to download the working paper version.
  3. Fiscal surprises at the FOMC (D. Croushore (University of Richmond) and S. van Norden (HEC Montréal, CIRANO and CIREQ)). International Journal of Forecasting. Click here to download the paper.
  4. Forecasting in the time of the bubbles: an evaluation of the Federal Reserve´s real-time forecasts of house prices from 1997 to 2011 (J. Gallin (Federal Reserve Board) and S. M. Sherlund (Federal Reserve Board)).
  5. Uncertainty and Financial Vulnerabilities: a VAR Analysis (C. Scotti (Federal Reserve Board) and D. Caldara (Federal Reserve Board)). Click here to download the working paper version.
  6. Surprise indexes and nowcasting: why do markets react to macroeconomic news? (A. Caruso (Confindustria and Université libre de Bruxelles)). International Journal of Forecasting. Click here to download the paper.
  7. Clearing the fog: The Predictive Power of Weather for Employment Reports and their Asset Price Responses (D. J. Wilson (Federal Reserve Bank of San Francisco)). American Economic Review: Insights. Click here to download the paper.
  8. Nowcasting the Finnish economy with a large Bayesian vector autoregressive model. (J. Itkonen (Bank of Finland) and P. Juvonen (Bank of Finland)). Click here to download the working paper version.
  9. Can GDP measurement be improved further? (J.P.A.M. Jacobs (University of Groningen), S. Sarferaz (KOF Swiss Economic Institute), J.E. Sturn (KOF Swiss Economic Institute) and S. van Norden (HEC Montreal)). Click here to download the working paper version.
  10. Term structure and real time learning (P. Aguilar (Banco de España) and J. Vázquez (University of Basque Country)). Click here to download the working paper version.
  11. Financial nowcasts and their usefulness in macroeconomic forecasting (E. Knotek II (Federal Reserve Bank of Cleveland) and S. Zaman(Federal Reserve Bank of Cleveland)). International Journal of Forecasting. Click here to download the paper.
  12. The information content of news announcements (B. Kisacikoglu (Bilkent University)). Click here to download the working paper version.
  13. Output gaps and inflation in Canada (L. Pichette (Bank of Canada), M.N. Robitaille (Bank of Canada), M. Salameh (Bank of Canada) and P. St-Amant (Bank of Canada)). Economic Modelling. Click here to download the paper.
  14. The effects of recessions in potential output estimates: size, timing and determinants. (J. Dovern (Heidelberg University) and C. Zuber (Heidelberg University)). Click here to download the working paper version.
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