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DateTitle Authors
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
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
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

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