Lutz Kilian 2003 - Central Bank Research Hub

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Title Other author(s)

The central bank as a risk manager: quantifying and forecasting inflation risks

European Central Bank Working papers [View] (Paper: 0226, 23.06.2003)

JEL: C22, E31, E37, E52, E58

On the selection of forecasting models

European Central Bank Working papers [View] (Paper: 0214, 02.04.2003)

In-sample or out-of-sample tests of predictability: which one should we use?

European Central Bank Working papers [View] (Paper: 0195, 02.04.2003)

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

European Central Bank Working papers [View] (Paper: 0196, 02.04.2003)

Papers by year: All | 2017 | 2016 | 2014 | 2013 | 2012 | 2011 | 2009 | 2008 | 2006 | 2003