Discussion paper DP9469 Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation Robert Kollmann 12 May 2013 International Macroeconomics C63 C68 E37
Discussion paper DP9464 Perturbation Methods for Markov-Switching DSGE Models Tao Zha Juan Francisco Rubio-RamÃrez Andrew Foerster 5 May 2013 International Macroeconomics E17 E37
Discussion paper DP9312 Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility Massimiliano Marcellino Andrea Carriero Todd Clark 27 Jan 2013 International Macroeconomics C22 C53 E37
Discussion paper DP9313 Macroeconomic forecasting during the Great Recession: The return of non-linearity? Massimiliano Marcellino Laurent Ferrara Matteo Mogliani 27 Jan 2013 International Macroeconomics C22 C53 E37
Discussion paper DP9132 Comparing behavioural and rational expectations for the US post-war economy Patrick Minford Chunping Liu 16 Sep 2012 International Macroeconomics E17 E37 E47
Discussion paper DP9112 Now-casting and the real-time data flow Lucrezia Reichlin Domenico Giannone Michele Modugno Marta Banbura 2 Sep 2012 International Macroeconomics C01 C33 C53 E32 E37
Discussion paper DP8917 Bayesian Model Averaging, Learning and Model Selection Seppo Honkapohja Thomas Sargent George W. Evans Noah Williams 1 Mar 2012 International Macroeconomics D83 D84 E37
Discussion paper DP8828 U-MIDAS: MIDAS regressions with unrestricted lag polynomials Christian Schumacher Massimiliano Marcellino Claudia Foroni 1 Feb 2012 International Macroeconomics C53 E37
Discussion paper DP8728 Institutions and Business Cycles Sumru Altug 1 Jan 2012 International Macroeconomics C32 E32 E37
Discussion paper DP8755 Prior Selection for Vector Autoregressions Domenico Giannone Michele Lenza Giorgio Primiceri 1 Jan 2012 International Macroeconomics C11 C32 C52 E37
Discussion paper DP8419 Inference on Impulse Response Functions in Structural VAR Models Lutz Kilian Atsushi Inoue 1 Jun 2011 International Macroeconomics C32 C52 E37 Q43
Discussion paper DP8327 Leverage as a Predictor for Real Activity and Volatility Robert Kollmann Stefan Zeugner 1 Apr 2011 International Macroeconomics C53 E32 E37 G20