RTE Conference 2018 (Philadelphia)

  1. Estimating the Natural Rate of Interest in Real Time. (S. Kasyanenko (World Bank) and D. H. Papell (University of Houston)). Click here to download the working paper version.
  2. Potential Output Pessimism and Austerity in the EU (P. Kuang and K. Mitra (University of Birmingham)). Click here to download the working paper version.
  3. Measuring Geopolitical Risk (D. Caldara and M. Iacoviello (Board of Governors of the Federal Reserve System)). Click here to download the working paper version.
  4. Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and Its Derivatives (F. X. Diebold (University of Pennsylvania) and M. Shin (University of Illinois)). International Journal of Forecasting. Click here to download the paper.
  5. A Bayesian Approach for Inference on Probabilistic Surveys (F. Bassetti (Politecnico of Milan), R. Casarin (University of Venice), and M. Del Negro (Federal Reserve Bank of New York)). Click here to download the working paper version.
  6. Expectation Formation Following Large Unexpected Shocks (S. R. Baker (Northwestern University), T. S. McElroy (U.S. Census Bureau), and X. S. Sheng (American University)). The Review of Economics and StatisticsĀ . Click here to download the paper.
  7. Rationality and Subjective Bond Risk Premia (A. Buraschi (Imperial College), I. Piatti (University of Oxford), and P. Whelan (Copenhagen Business School)). Click here to download the working paper version.
  8. From Fixed-Event to Fixed-Horizon Density Forecasts (G. Ganics (Bank of Spain), B. Rossi (University of Pompeu Fabra), and T. Sekhposyan (Texas A&M University)). Click here to download the working paper version.
  9. Survey-Based Multivariate Density Forecasts (F. Odendahl (University of Pompeu Fabra)). Click here to download the working paper version.
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