Using intraday data to | | gauge financial market responses to Fed and ECB monetary policy decisions, by Magnus Andersson (European Central Bank Working papers 726) | Full text |
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From the Horse's Mouth: | | Gauging Conditional Expected Stock Returns from Investor Surveys, by Gene Amromin and Steven A. Sharpe (Federal Reserve Board FEDS series 2005-26) | Abstract
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| Volatility Puzzles: A Unified Framework for | | Gauging Return-Volatility Regressions, by Tim Bollerslev and Hao Zhou (Federal Reserve Board FEDS series 2003-40) | Abstract
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| | | Gauging the Uncertainty of the Economic Outlook from Historical Forecasting Errors, by David Reifschneider and Peter Tulip (Federal Reserve Board FEDS series 2007-60) | Abstract
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A Non- | | Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk, by (DNB) (Netherlands Bank DNB Working Papers 055) | Full text |
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The Repurchase Agreement Refined: | | GCF Repo®, by Michael J. Fleming and Kenneth D. Garbade (New York Fed Current issues ci09-06) | Abstract
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Estimating Probabilities of Recession in Real Time Using GDP and | | GDI , by Jeremy J. Nalewaik (Federal Reserve Board FEDS series 2007-07) | Abstract
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An Unobserved Components Model to Forecast Austrian | | GDP , by Gerhard Fenz and Martin Spitzer (Austrian National Bank Working Papers WP119) | Abstract
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| Using Monthly Indicators to Predict Quarterly | | GDP , by Isabel Yi Zheng and James Rossiter (Bank of Canada Working papers 2006-26) | Abstract
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| Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German | | GDP , by Massimiliano Marcellino, Christian Schumacher (Deutsche Bundesbank Discussion Papers 200734) | Full text |
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| A look into the factor model black box: publication lags and the role of hard and soft data in forecasting | | GDP , by Marta Banbura and Gerhard Rünstler (European Central Bank Working papers 751) | Full text |
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| The importance of being mature: the effect of demographic maturation on global per-capita | | GDP , by Rafael Gómez and Pablo Hernández de Cos (European Central Bank Working papers 670) | Full text |
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| How Professional Forecasters View Shocks to | | GDP , by Spencer Krane (Chicago Fed Working papers WP-2006-19) | Abstract
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| A Bayesian Approach to Counterfactual Analysis with an Application to the Volatility Reduction in U.S. Real | | GDP , by Chang-Jin Kim, James Morley and Jeremy M. Piger (St Louis Fed Working Papers 2004-014) | Full text |
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| Estimating Probabilities of Recession in Real Time Using | | GDP and GDI, by Jeremy J. Nalewaik (Federal Reserve Board FEDS series 2007-07) | Abstract
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| Nowcasting | | GDP and inflation: the real-time informational content of macroeconomic data (forthcoming), by Domenico Giannone (European Central Bank Working papers 633) | Full text |
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| Nowcasting | | GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases, by Domenico Giannone, Lucrezia Reichlin, and David Small (Federal Reserve Board FEDS series 2005-42) | Abstract
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| Short-run and long-run comovement of | | GDP and some expenditure aggregates in Germany, France and Italy, by Thomas A. Knetsch (Deutsche Bundesbank Discussion Papers 200539) | Full text |
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| News or Noise? An Analysis of Brazilian | | GDP Announcements, by Rebeca de la Rocque Palis; Roberto Luis Olinto Ramos; Patrice Robitaille (Federal Reserve Board International Financial Discussion Papers 2003-776) | Abstract
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| | | GDP at risk in a DSGE model: an application to banking sector stress testing, by Esa Jokivuolle – Juha Kilponen – Tero Kuusi (Bank of Finland Discussion Papers 2007/26) | Abstract
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| Real-time forecasting of | | GDP based on a large factor model with monthly and quarterly data, by Christian Schumacher, Jörg Breitung (Deutsche Bundesbank Discussion Papers 200633) | Full text |
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| Short-term estimates of euro area real | | GDP by means of monthly data, by Gerhard Rünstler and Franck Sédillot (European Central Bank Working papers 276) | Full text |
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| What caused the 2000/01 slowdown? Results from a VAR analysis of G7 | | GDP components, by Hasan Bakhshi, Pablo Burriel-Llombart, Hashmat Khan and Barbara Rudolf (Bank of England Working papers 190) | Abstract
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| Numerical Method for Estimating | | GDP Data for Hungary, by Viktor Várpalotai (Magyar Nemzeti Bank Working papers 2003/02) | Abstract
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| On the predictability of | | GDP data revisions in the Netherlands, by (DNB) (Netherlands Bank DNB Working Papers 004) | Full text |
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| Nonlinearities over the Business Cycle: an Application of the Smooth Transition Autoregressive Model to characterize | | GDP dynamics for the Euro-area and Portugal, by Francisco Craveiro Dias (Bank of Portugal Working papers 2003-09) | Abstract
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| Demographic Maturity and Economic Performance: The Effect of Demographic Transitions on Per Capita | | GDP Growth, by Rafael Gómez and Pablo Hernández de Cos (Bank of Spain Working Papers 0318) | Abstract
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| Evaluating Forecasts from Factor Models for Canadian | | GDP Growth and Core Inflation, by Calista Cheung and Frédérick Demers (Bank of Canada Working papers 2007-08) | Abstract
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| Taking the temperature - forecasting | | GDP growth for mainland China, by Declan Curran, Michael Funke (Bank of Finland BOFIT Discussion Papers 2006/06) | Abstract
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| Regime transplants in | | GDP growth forecasting: A recipe for better predictions?, by Lennard van Gelder, Ad Stokman (Netherlands Bank DNB Working Papers 106) | Full text |
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| A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and | | GDP growth forecasts, by Christophe Van Nieuwenhuyze (National Bank of Belgium Working Papers 080) | Abstract
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| Testing for a Structural Break in the Volatility of Real | | GDP Growth in Canada, by Debs, Alexandre (Bank of Canada Working papers 2001-9) | Abstract
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| Can confidence indicators be useful to predict short term real | | GDP growth?, by Annabelle Mourougane and Moreno Roma (European Central Bank Working papers No.133) | Full text |
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| Short-term forecasts of euro area real | | GDP growth: an assessment of real-time performance based on vintage data, by Marie Diron (European Central Bank Working papers 622) | Full text |
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| Oil price shocks and real | | GDP growth: empirical evidence for some OECD countries, by Rebeca Jiménez-Rodríguez and Marcelo Sánchez (European Central Bank Working papers 362) | Full text |
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| | | GDP Splicing: Annual and Quarterly series 1986 - 1995, 1996 base. Methodological document (upcoming), by Víctor Correa, Antonio Escandón , René Luengo , José Venegas (Central Bank of Chile Working Papers 179) | Abstract
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| Forecasting German | | GDP using alternative factor models based on large datasets, by Christian Schumacher (Deutsche Bundesbank Discussion Papers 200524) | Full text |
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| Short-term forecasting of | | GDP using large monthly datasets - A pseudo real-time forecast evaluation exercise, by K. Barhoumi, S. Benk, R. Cristadoro, A. Den Reijer, A. Jakaitiene, P. Jelonek, A. Rua, G. Rünstler, K. Ruth, C. Van Nieuwenhuyze (National Bank of Belgium Working Papers 133) | Abstract
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| Short-term forecasting of | | GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise, by Karim Barhoumi, Szilard Benk, Riccardo Cristadoro, Ard Den Reijer, Audrone Jakaitiene, Piotr Jelonek, António Rua, Gerhard Rünstler, Karsten Ruth and Christophe Van Nieuwenhuyze (European Central Bank Occasional papers 84) | Full text |
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| Short-term forecasting of | | GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise., by Karim Barhoumi, Gerhard Rünstler, Riccardo Cristadoro, Ard Den Reijer, Audrone Jakaitiene, Piotr Jelonek, Antonio Rua, Karsten Ruth, Szilard Benk and Christophe Van Nieuwenhuyze (Bank of France Working Papers Nr 215) | Abstract
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| Forecasting Dutch | | GDP using Large Scale Factor Models, by (DNB) (Netherlands Bank DNB Working Papers 028) | Full text |
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| Forecasting Austrian | | GDP using the generalized dynamic factor model, by Martin Schneider, Martin Spitzer (Austrian National Bank Working Papers WP089) | Abstract
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| Productivity versus welfare: or, | | GDP versus Weitzman's NDP, by Nicholas Oulton (Bank of England Working papers 163) | Abstract
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| Sales Persistence and the Reductions in | | GDP Volatility, by F. Owen Irvine (Boston Fed Working papers 05-05) | Abstract
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| Tracking the Source of the Decline in | | GDP Volatility: An Analysis of the Automobile Industry, by Valerie A. Ramey and Daniel J. Vine (Federal Reserve Board FEDS series 2005-14) | Abstract
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| Estimation of Korean Monthly | | GDP with Mixed-Frequency Data using an Unobserved Component Error Correction Model, by by (The Bank of Korea Economic Papers 99) | Abstract
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| Are sectoral stock prices useful for predicting euro area | | GDP?, by Magnus Andersson and Antonello D’Agostino (European Central Bank Working papers 876) | Full text |
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| Are sectoral stock prices useful for predicting euro area | | GDP?, by Magnus Andersson and Antonello D' Agostino (Central Bank of Ireland Research Technical Papers 08/RT/02) | Abstract
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| Forecasting Canadian | | GDP: Region-Specific versus Countrywide Information, by Frédérick Demers and David Dupuis (Bank of Canada Working papers 2005-31) | Abstract
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| Nowcasting Norwegian | | GDP: The role of asset prices in a small open economy, by by Knut Are Aastveit and Třrres G. Trovik Research Department (Central Bank of Norway Working Papers 2007/09) | Abstract
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| Forecasting real | | GDP: what role for narrow money?, by C. Brand (European Central Bank Working papers No.254) | Full text |
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Asset Prices and Rents in a | | GE Model with Imperfect Competition, by Pierre Lafourcade (Federal Reserve Board FEDS series 2003-60) | Abstract
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| Tax Incentives for Retirement Savings: Macro and Welfare Effects in an OLG- | | GE Model with Liquidity Constraints and Heterogeneous Consumers., by Rodrigo Cifuentes (Central Bank of Chile Working Papers 242) | Abstract
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Flying | | Geese or Sitting Ducks: China's Impact on the Trading Fortunes of other Asian Economies, by Alan G. Ahearne, John G. Fernald, Prakash Loungani, and John W. Schindler (Federal Reserve Board International Financial Discussion Papers 2006-887) | Abstract
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Inflation Targeting and Price-Level-Path Targeting in the | | GEM: Some Open Economy Considerations, by Donald Coletti, René Lalonde, and Dirk Muir (Bank of Canada Working papers 2008-06) | Abstract
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