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DP14472 Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 智库出版物
2020
作者:  Barbara Rossi
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Business cycles  Output growth  Great recession  Forecasting  Instabilities  Time variation  inflation  Structural breaks  Density forecasts  Forecast confidence intervals  
DP11203 Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank 智库出版物
2016
作者:  Ulf Söderström;  Stefan Laséen
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Real-time forecasting  Forecast evaluation  monetary policy  Inflation targeting  
DP8933 Inflation Forecast Contracts 智库出版物
2012
作者:  Hans Gersbach;  Volker Hahn
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Central banks  Incentive contracts  Inflation forecast targeting  Inflation targeting  Intermediate targets  transparency  
What is the optimal leverage for a bank? 智库出版物
2011
作者:  David Miles
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Us  inflation  monetary policy  Forecast  
DP7746 Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 智库出版物
2010
作者:  Domenico Giannone;  Michele Lenza;  Luca Onorante;  Daphne Momferatou
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Bayesian var  Forecast  inflation  
DP3983 Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 智库出版物
2003
作者:  LUCIO SARNO;  Giorgio Valente;  Mark E Wohar
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Risk  Forecast  monetary policy  Price stability  inflation  Deflation  
DP3154 Business Cycles With Heterogenous Agents 智库出版物
2002
作者:  Roger Farmer
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Core inflation  Dynamic factor model  Inflation forecast  monetary policy