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DateTitle Authors
2012 Least squares model averaging by prediction criterionXie, Tian
2003 Model-Free Impulse ResponsesJordà, Òscar
2008 Path forecast evaluationJordà, Òscar / Marcellino, Massimiliano
2007 Inference for impulse responsesJordà, Òscar
2007 Estimation and inference by the method of projection minimum distanceJordà, Òscar
2010 Short-term oil models before and during the financial market crisisClostermann, Jörg / Keis, Nikolaus / Seitz, Franz
2011 Volatility patterns of CDS, bond and stock markets before and during the financial crisis: Evidence from major financial institutionsBelke, Ansgar / Gokus, Christian
2013 Households' disagreement on inflation expectations and socioeconomic media exposure in GermanyMenz, Jan-Oliver / Poppitz, Philipp
2010 Should we trust in leading indicators? Evidence from the recent recessionDrechsel, Katja / Scheufele, Rolf
2014 Forecasting Aggregates with Disaggregate Variables: Does boosting help to select the most informative predictors?Zeng, Jing

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