RTE Conference 2019 (Brussels)

  1. Measuring the output gap using large datasets (M. Barigozzi (LSE) and M. Luciani (Federal Reserve Board)). Click here to download the working paper version.
  2. Business Cycle Dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Mode (C. Doz (University Paris 1), L. Ferrara (SKEMA) and P.-A. Pionnier (OECD)). Click here to download the working paper version.
  3. The Macroeconomic Effects of Tax Reform: Evidence from the EU (W. van der Wielen (European Commission – JRC)). Click here to download the working paper version.
  4. Measuring the Fiscal Multiplier when Plans Take Time to Implement (K. Lee and K. Ong (University of Nottingham), J. Morley (University of Sydney) and K. Shields (University of Melbourne)). Click here to download the working paper version.
  5. Real-time high-frequency monitoring of Growth-at-Risk (L. Ferrara (SKEMA), M. Mogliani and J-G. Sahuc (Banque de France)). mimeo
  6. Real-Time Density Nowcasts of U.S. Inflation: A Model-Combination Approach (E. S. Knotek II (Federal Reserve Bank of Cleveland) and S. Zaman (Federal Reserve Bank of Cleveland and University of Strathclyde )).
  7. Bank capital constraints, lending supply and economic activity (A. M. Conti, A. Nobili and F. M. Signoretti (Banca d’Italia)). Click here to download the working paper version.
  8. Macroeconomic Overheating and Financial Vulnerability (E. Afanasyeva, S. J. Lee, Michele Modugno and F. Palomino (Federal Reserve Board)). Click here to download the working paper version.
  9. BVAR Forecasts, Survey Information and Structural Change in the Euro Area (G. Ganics (Banco de España) and F. Odendahl (Banque de France)). Click here to download the working paper version.
  10. Can inflation expectations in business or consumer surveys improve inflation forecasts? (R. Basselier, D. de Antonio Liedo, J. Jonckheere and G. Langenus (National Bank of Belgium)). Click here to download the working paper version.
  11. Uncertain Kingdom: Nowcasting GDP and its Revisions (N. Anesti (Bank of England), A. B. Galvao (University of Warwick) and S. Miranda Agrippino (Bank of England and CFM)). Click here to download the working paper version.
  12. Panel Data Nowcasting (J. Fosten (King’s Business School) and R. Greenaway-McGrevy (The University of Auckland)). Click here to download the working paper version.
  13. Predicting interest rates in real-time (A. Caruso (Confindustria) and L. Coroneo (University of York)). Click here to download the working paper version.
  14. Is euro area low inflation here to stay? Insights from a time-varying parameter model with survey data (A. Stevens and J. Wauters (National Bank of Belgium)). Click here to download the working paper version.
  15. Heterogeneous Beliefs and the Phillips Curve (R. Meeks (IMF) and F. Monti (Bank of England)). Click here to download the working paper version.
  16. Higher Moment Constraints for Predictive Density Combinations (L. Pauwels, P. Radchenko and A. L. Vasnev (University of Sydney)). Click here to download the working paper version.
  17. Empirically-transformed Opinion Pools (A. Garratt (University of Warwick), T. Henckel (ANU and CAMA) and S.P. Vahey (University of Warwick and CAMA, ANU)). Click here to download the working paper version.

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