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DateTitle Authors
2009 Do forecasters inform or reassure? Evaluation of the German real-time dataKholodilin, Konstantin Arkadievich / Siliverstovs, Boriss
1999 Forecasting Swedish Inflation With a Markov Switching VARBlix, Mårten
2009 A state space approach to extracting the signal from uncertain dataCunningham, Alastair / Eklund, Jana / Jeffery, Chris / Kapetanios, George
2011 Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial marketsGuidolin, Massimo / Ravazzolo, Francesco / Tortora, Andrea Donato
2010 Assessing the real-time informational content of macroeconomic data releases for now-/forecasting GDP: Evidence for SwitzerlandSiliverstovs, Boriss / Kholodilin, Konstantin A.
2011 Are GDP revisions predictable? Evidence for SwitzerlandSiliverstovs, Boriss
2010 On the importance of the arrival of new informationChumacero, Rómulo A.
2014 Robust Implementation of a Parsimonious Dynamic Factor Model to Nowcast GDPDuarte, Pablo / Süssmuth, Bernd
2012 Linear predictability vs. bull and bear market models in strategic asset allocation decisions: Evidence from UK dataGuidolin, Massimo / Hyde, Stuart
2013 Do we need non-linear models to predict REIT returns?Case, Brad / Guidolin, Massimo / Yildirim, Yildiray

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