Discussion paper DP17123 Forecasting with panel data: estimation uncertainty versus parameter heterogeneity M. Hashem Pesaran Andreas Pick Allan Timmermann 19 Mar 2022 Financial Economics C33 C53
Discussion paper DP17111 Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices Thomas Hasenzagl Filippo Pellegrino Lucrezia Reichlin Giovanni Ricco 15 Mar 2022 Monetary Economics and Fluctuations C11 C32 C53 E31 E32 E52
Discussion paper DP15109 Modeling and Forecasting Macroeconomic Downside Risk Davide Delle Monache Andrea De Polis Ivan Petrella 17 Feb 2022 Monetary Economics and Fluctuations E32 E44 C53
Discussion paper DP16994 Macroeconomic Forecasting in a Multi-country Context Yu Bai Andrea Carriero Todd Clark Massimiliano Marcellino 2 Feb 2022 Monetary Economics and Fluctuations C11 C33 C53 C55
Discussion paper DP16760 Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic Frank Schorfheide Dongho Song 29 Nov 2021 Monetary Economics and Fluctuations C11 C32 C53
Discussion paper DP16667 On the Possibility of Krusell-Smith Equilibria Tobias Broer Alexandre Kohlhas Kurt Mitman Kathrin Schlafmann 24 Oct 2021 Monetary Economics and Fluctuations C53 D83 E30
Discussion paper DP16613 Dividend Momentum and Stock Return Predictability: A Bayesian Approach Juan Antolin-Diaz Ivan Petrella Juan Francisco Rubio-RamÃrez 5 Oct 2021 Financial Economics C32 C53 E47
Discussion paper DP16553 Mitigating Climate Change: Growth-Friendly Policies to Achieve Net Zero Emissions by 2050 Florence Jaumotte Weifeng Liu Warwick Mckibbin 15 Sep 2021 Macroeconomics and Growth C51 C53 C54 C55 C68 F41 Q51 Q5
Discussion paper DP16357 Equity premium predictability over the business cycle Emanuel Moench Tobias Stein 12 Sep 2021 Financial Economics E32 E37 C53 G11 G17
Discussion paper DP16496 Nowcasting Tail Risk to Economic Activity at a Weekly Frequency Massimiliano Marcellino Todd Clark Andrea Carriero 31 Aug 2021 Monetary Economics and Fluctuations C53 E17 E37 F47
Discussion paper DP16154 Global Economic Impacts of Climate Shocks, Climate Policy and Changes in Climate Risk Assessment Roshen Fernando Weifeng Liu Warwick Mckibbin 14 May 2021 Climate Change Macroeconomics and Growth C51 C53 C54 C55 C68 F41 Q51 Q54
Discussion paper DP15964 Addressing COVID-19 Outliers in BVARs with Stochastic Volatility Massimiliano Marcellino Todd Clark Andrea Carriero Elmar Mertens 25 Mar 2021 Monetary Economics and Fluctuations C53 E17 E37 F47