Andreas Pick - Central Bank Research Hub

Papers by year: All | 2014 | 2011 | 2010 | 2009 | 2007

Title Other author(s)

Optimal forecasts from Markov switching models

Netherlands Bank DNB Working Papers [View] (Paper: 452, 15.12.2014)

JEL: C25, C53, E37

Adaptive learning and survey data

Netherlands Bank DNB Working Papers [View] (Paper: 411, 30.01.2014)

Optimal Forecasts in the Presence of Structural Breaks

Netherlands Bank DNB Working Papers [View] (Paper: 327, 23.12.2011)

Variable Selection, Estimation and Inference for Multi-period Forecasting Problems

Netherlands Bank DNB Working Papers [View] (Paper: 250, 25.06.2010)

Credit and economic recovery

Netherlands Bank DNB Working Papers [View] (Paper: 218, 01.08.2009)

Forecasting Random Walks under Drift Instability

Netherlands Bank DNB Working Papers [View] (Paper: 207, 01.04.2009)

JEL: C22, C53

Forecasting the fragility of the banking and insurance sector

Netherlands Bank DNB Working Papers [View] (Paper: 202, 01.03.2009)

JEL: C53, G21, G22

Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model

Netherlands Bank DNB Working Papers [View] (Paper: 140, 26.06.2007)

Financial contagion and tests using instrumental variables

Netherlands Bank DNB Working Papers [View] (Paper: 139, 26.06.2007)

JEL: C12, G10, G15

Papers by year: All | 2014 | 2011 | 2010 | 2009 | 2007