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DateTitle Authors
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.
2010 Forecast uncertainty and the Bank of England interest rate decisionsSchultefrankenfeld, Guido
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
2012 The yield spread puzzle and the information content of SPF forecastsLahiri, Kajal / Monokroussos, George / Zhao, Yongchen
2010 The analytics of New Keynesian Phillips curvesMaußner, Alfred

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