Eric Ghysels - Central Bank Research Hub

Papers by year: All | 2014 | 2012 | 2011 | 2008 | 2006

Title Other author(s)

Central Bank Macroeconomic Forecasting during the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences

New York Fed Staff reports [View] (Paper: 680, 14.07.2014)

JEL: B41, E32, G01, N20

Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences

European Central Bank Working papers [View] (Paper: 1688, 11.07.2014)

JEL: C53, E37

A high frequency assessment of the ECB securities markets programme

European Central Bank Working papers [View] (Paper: 1642, 28.02.2014)

Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book Models

New York Fed Staff reports [View] (Paper: 590, 22.12.2012)

Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability

New York Fed Staff reports [View] (Paper: 581, 30.11.2012)

The Low-Frequency Impact of Daily Monetary Policy Shocks

St Louis Fed Working Papers [View] (Paper: 2011-009, 24.03.2011)

Stigma in Financial Markets: Evidence from Liquidity Auctions and Discount Window Borrowing during the Crisis

New York Fed Staff reports [View] (Paper: 483, 14.01.2011)

On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk

Bank of Canada Working papers [View] (Paper: 2008-16, 14.05.2008)

JEL: C52, D58, G11, G12

Forecasting Professional Forecasters

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2006-10, 01.04.2006)

JEL: C22, C53

Papers by year: All | 2014 | 2012 | 2011 | 2008 | 2006