EconStor >

Search Results

 
for  

Results 31-40 of 106.


Item hits:

DateTitle Authors
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
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
2011 Mixed frequency forecasts for Chinese GDPMaier, Philipp
2010 On the advantages of disaggregated data: Insights from forecasting the US economy in a data-rich environmentPerevalov, Nikita / Maier, Philipp
2008 Combining Canadian interest-rate forecastsBolder, David Jamieson / Romanyuk, Yuliya
1998 Error-correction versus Differencing in Macroeconomic ForecastingEitrheim, O. / Husebo, T.A. / Nymoen, R.
2012 Forecasting inflation and the inflation risk premiums using nominal yieldsFeunou, Bruno / Fontaine, Jean-Sébastien
2012 Short-term forecasting of the Japanese economy using factor modelsGodbout, Claudia / Lombardi, Marco J.
2008 Assessing the impact of the ECB's monetary policy on the stock markets: A sectoral viewKholodilin, Konstantin / Montagnoli, Alberto / Napolitano, Oreste / Siliverstovs, Boriss

Back 1 2 3 4 5 6 7 8 9 10 11 Next