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DateTitle Authors
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
2012 Short-term forecasting of the Japanese economy using factor modelsGodbout, Claudia / Lombardi, Marco J.
2013 Prediction Bias Correction for Dynamic Term Structure ModelsRaviv, Eran
2010 Explaining ECB and Fed interest rate correlation: Economic interdependence and optimal monetary policyMandler, Martin

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