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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
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Business cycles  Output growth  Great recession  Forecasting  Instabilities  Time variation  inflation  Structural breaks  Density forecasts  Forecast confidence intervals  
DP10825 The Great Moderation in historical perspective.Is it that great? 智库出版物
2015
作者:  Gabriel Pérez-Quirós;  Maria Dolores Gadea Rivas;  Ana Gomez-Loscos
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Business cycle  Secular changes  Structural breaks  Volatility  
House and goods price inflation: Evidence from bar code data 智库出版物
2015
作者:  Johannes Stroebel;  Joseph Vavra
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Swiss franc peg  risk models  Exchange rates  Switzerland  Central banks  Currency pegs  currency ceilings  Forecasting  Risk  risk forecasting  Tail risk  Structural breaks  Basel iii  Financial regulation  
Biofuels and Food Prices: Searching for the Causal Link 智库出版物
2013
作者:  Andrea Bastianin;  Marzio Galeotti;  Matteo Manera
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Ethanol  Field Crops  Granger Causality  Forecasting  Structural Breaks  
DP7780 On the Dynamics of Hedge Fund Risk Exposures 智库出版物
2010
作者:  Andrew Patton
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Beta  Performance evaluation  Structural breaks  Time-varying risk  
DP6388 Market Orientation and Gender Wage Gaps: An International Study 智库出版物
2007
作者:  Rudolf Winter-Ebmer;  Doris Weichselbaumer;  Martina Zweimüller
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Growth  Reform  Structural breaks  Transition  
DP4832 Liquidity Risk, Leverage and Long-Run IPO Returns 智库出版物
2005
作者:  B Espen Eckbo;  Øyvind Norli
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Granger causality  Var  Transition  inflation  Growth  Velocity  Structural breaks  
DP4782 Welfare-Maximizing Operational Monetary and Tax Policy Rules 智库出版物
2004
作者:  Robert Kollmann
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Trend output  Great ratios  Structural breaks  Permanent components  New economy  
DP4624 Household Inequality, Welfare and the Setting of Trade Policy 智库出版物
2004
作者:  Joseph Francois;  Hugo Rojas-Romagosa
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Structural breaks  Forecasting  Hierarchical hidden markov chain model  Bayesian model averaging  
DP4155 Price Discrimination in Markets for Experts' Services 智库出版物
2003
作者:  Rudolf Kerschbamer;  Uwe Dulleck
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Fed  Monetary transmission  Identification  Structural breaks  Recoverable structure