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DateTitle Authors
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.
2004 Forecasting time series subject to multiple structural breaksTimmermann, Allan / Pettenuzzo, Davide / Pesaran, Mohammad Hashem
2009 Optimality and diversifiability of mean variance and arbitrage pricing portfoliosPesaran, Mohammad Hashem / Zaffaroni, Paolo
2005 A predictive comparison of some simple long memory and short memory models of daily US stock returns, with emphasis on business cycle effectsBhardwaj, Geetesh / Swanson, Norman R.
2010 A monthly consumption indicator for Germany based on internet search query dataSchmidt, Torsten / Vosen, Simeon

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