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DateTitle Authors
2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging ApproachJacobson, Tor / Karlsson, Sune
2010 Threshold bipower variation and the impact of jumps on volatility forecastingCorsi, Fulvio / Pirino, Davide / Reno, Roberto
2010 Forecast revisions of Mexican inflation and GDP growthCapistrán, Carlos / López-Moctezuma, Gabriel
2010 Equilibrium policy simulations with random utility models of labour supplyColombino, Ugo
2004 An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time SeriesBhardwaj, Geetesh / Swanson, Norman R.
2007 Dynamic factor GARCH: Multivariate volatility forecast for a large number of seriesAlessi, Lucia / Barigozzi, Matteo / Capasso, Marco
2007 International migration with heterogeneous agents: Theory and evidenceBrücker, Herbert / Schröder, Philipp J. H.
2009 Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecastsBenavides, Guillermo / Capistrán, Carlos
2007 Generalized dynamic factor model + GARCH exploiting multivariate information for univariate predictionAlessi, Lucia / Barigozzi, Matteo / Capasso, Marco
2008 Forecasting with dynamics models using shrinkage-based estimationCarriero, Andrea / Kapetanios, George / Marcellino, Massimiliano

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