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DateTitle Authors
2008 Revisiting useful approaches to data-rich macroeconomic forecastingGroen, Jan J. J. / Kapetanios, George
2007 Forecasting the Yield curve using priors from no arbitrage affine term structure modelsCarriero, Andrea
2010 Explaining ECB and Fed interest rate correlation: Economic interdependence and optimal monetary policyMandler, Martin
2011 Central bank transparency, the accuracy of professional forecasts, and interest rate volatilityMiddeldorp, Menno
2008 Revisiting useful approaches to data-rich macroeconomic forecastingGroen, Jan J. J. / Kapetanios, George
2012 The yield spread puzzle and the information content of SPF forecastsLahiri, Kajal / Monokroussos, George / Zhao, Yongchen
2012 Expected and unexpected bond excess returns: Macroeconomic and market microstructure effectsFricke, Christoph
2010 The analytics of New Keynesian Phillips curvesMaußner, Alfred
2008 Information criteria for impulse response function matching estimation of DSGE modelsHall, Alastair / Inoue, Atsushi / Nason, James M. / Rossi, Barbara
2008 Optimizing time-series forecasts for inflation and interest rates using simulation and model averagingJumah, Adusei / Kunst, Robert M.

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