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DateTitle Authors
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
2004 Real Time EconometricsPesaran, Mohammad Hashem / Timmermann, Allan
2009 Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian ApproachWillems, Tim
2004 Heterogenous information about the term structure of interest rates, least-squares learning and optimal interest rate rulesEijffinger, Sylvester C. W. / Schaling, Eric / Tesfaselassie, Mewael F.
2004 Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk managementPesaran, Mohammad Hashem / Zaffaroni, Paolo
2006 Learning about term structure and optimal rules for inflation targetingTesfaselassie, Mewael F. / Schaling, Eric / Eijffinger, Sylvester C. W.

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