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DateTitle Authors
2010 Empirical Simultaneous Confidence Regions for Path-ForecastsKnüppel, Malte / Jordà, Òscar / Marcellino, Massimiliano
2009 The Taylor rule and interest rate uncertainty in the US 1970-2006Mandler, Martin
2014 Modelling spatiotemporal variability of temperatureCao, Xiaofeng / Okhrin, Ostap / Odening, Martin / Ritter, Matthias
2011 Combining Predictive Densities using Bayesian Filtering with Applications to US Economics DataBillio, Monica / Casarin, Roberto / Ravazzolo, Francesco / van Dijk, Herman K.
2012 Evaluating Phillips curve based inflation forecasts in Europe: A noteCroonenbroeck, Carsten / Stadtmann, Georg
2009 Decomposing Federal Funds Rate forecast uncertainty using real-time dataMandler, Martin
2006 The Hungarian quarterly projection model (NEM)Benk, Szilárd / Jakab, Zoltán M. / Kovács, Mihály András / Párkányi, Balázs / Reppa, Zoltán / Vadas, Gábor
2012 Which aspects of central bank transparency matter? Constructing a weighted transparency indexCsávás, Csaba / Erhart, Szilárd / Felcser, Dániel / Naszódi, Anna
2008 Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: Test based on EUR/HUF option-implied densitiesCsávás, Csaba
2009 Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian ApproachWillems, Tim

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