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DateTitle Authors
2005 Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central BanksAdolfson, Malin / Andersson, Michael K. / Lindé, Jesper / Villani, Mattias / Vredin, Anders
2013 Optimal policy and taylor rule cross-checking under parameter uncertaintyBursian, Dirk / Roth, Markus
2009 A financial conditions index for the United StatesBeaton, Kimberly / Lalonde, René / Luu, Corinne
2008 Assessing the impact of the ECB's monetary policy on the stock markets: a sectoral viewKholodilin, Konstantin Arkadievich / Montagnoli, Alberto / Napolitano, Oreste / Siliverstovs, Boriss
2005 Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro AreaAdolfson, Malin / Laséen, Stefan / Lindé, Jesper / Villani, Mattias
2012 Expected and unexpected bond excess returns: Macroeconomic and market microstructure effectsFricke, Christoph
2007 Estimation and inference by the method of projection minimum distanceJordà, Òscar / Kozicki, Sharon
2010 Lean' versus 'rich' data sets: Forecasting during the great moderation and the great recessionLombardi, Marco J. / Maier, Philipp
2014 Bond risk premia and Gaussian term structure modelsFeunou, Bruno / Fontaine, Jean-Sébastien
2011 Mixed frequency forecasts for Chinese GDPMaier, Philipp

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