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DateTitle Authors
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
2004 Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk managementPesaran, Mohammad Hashem / Zaffaroni, Paolo
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
2011 Volatility patterns of CDS, bond and stock markets before and during the financial crisis: evidence from major financial institutionsBelke, Ansgar / Gokus, Christian

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