Working Papers
No. | Date | Title of Working Paper | Author(s) |
18 | March 2018 | Risk Premia and Seasonality in Commodity Futures | Constantino Hevia, Ivan Petrella and Martin Sola |
17 | February 2018 | Credit Conditions and the Effects of Economic Shocks: Amplification and Asymmetries | Andrea Carriero, Ana Beatriz Galvao and Massimiliano Marcellino |
16 | November 2017 | Gibrat's Law and Quantile Regressions: and Application to Firm Growth | Roberta Distante, Ivan Petrella and Emiliano Santoro |
15 | March 2017 | Monetary Policy with Sectoral Trade-offs | Ivan Petrella, Raffaele Rossi and Emiliano Santoro |
14 | November 2016 | Adaptive Models and Heavy Tails with an Application to Inflation Forecasting | Davide Delle Monache and Ivan Petrella |
13 | September 2016 (updated January 2017) | News and Uncertainty Shocks | Danilo Cascaldi-Garcia and Ana Beatriz Galvao |
12 | August 2016 | Data Revisions and DSGE Models | Ana Beatriz Galvao |
11 | August 2016 | A comprehensive evaluation of macroeconomic forecasting methods | Andrea Carriero, Ana Beatriz Galvao and George Kapetanios |
10 | April 2016 | News Shocks and the Slope of the Term Structure of Interest Rates: Comment | Danilo Cascaldi-Garcia |
9 | March 2016 | What univariate models tell us about multivariate macroeconomic models (latest version) | James Mitchell, Donald Robertson and Stephen Wright |
8 | November 2015 | Assessing the Economic Value of Probabilistic Forecasts in the Presence of an Inflation Target | Christopher McDonald, Craig Thamotheram, Shaun P. Vahey and Elizabeth C. Wakerly |
7 | April 2014 | Probability Forecasting for Inflation Warnings from the Federal Reserve | Anthony Garratt, James Mitchell and Shaun P. Vahey |
6 | February 2014 | Probablistic Prediction of the US Great Recession with Historical Expert | Patrick J. Coe and Shaun P. Vahey |
5 | December 2013 | Generalised Density Forecast Combinations | Nicholas Fawcett, George Kapetanios, James Mitchell and Simon Price |
4 | October 2013 | Economic Sentiment, International Interdependence and Output Dynamics in the G7 | Anthony Garratt, Kevin Lee and Kalvinder Shields |
3 | September 2013 | A Nonlinear Panel Data Model of Cross-Sectional Dependence | George Kapetanios, James Mitchell and Yongcheol Shin |
2 | July 2013 | The Recalibrated and Copula Opinion Pools | James Mitchell |
1 | April 2013 | Measuring Output Gap Nowcast Uncertainty |
Anthony Garratt, James Mitchell and Shaun Vahey |