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DateTitle Authors
2011 How informative are the subjective density forecasts of macroeconomists?Kenny, Geoff / Kostka, Thomas / Masera, Federico
2001 On seasonal error correction when the processes include different numbers of unit rootsLyhagen, Johan / Löf, Mårten
2002 Forecasting with artificial network modelsRech, Gianluigi
2001 Recent changes in the US business cycleChauvet, Marcelle / Potter, Simon
2009 Do forecasters inform or reassure? Evaluation of the German real-time dataKholodilin, Konstantin A. / Siliverstovs, Boriss
2010 Assessing predictive content of the KOF Barometer in real timeSiliverstovs, Boriss
2009 Evaluating German business cycle forecasts under an asymmetric loss functionDöpke, Jörg / Fritsche, Ulrich / Siliverstovs, Boriss
2010 Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspectiveGuidolin, Massimo / Hyde, Stuart
2010 Using capabilities to project growth, 2010-30Felipe, Jesus / Kumar, Utsav / Abdon, Arnelyn
2004 Forecasting with measurement errors in dynamic modelsHarrison, Richard T. / Kapetanios, George

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