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DP16760 Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 智库出版物
2021
作者:  Frank Schorfheide;  Dongho Song
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Bayesian inference  Covid-19  Macroeconomic forecasting  Minnesota prior  Real-time data  Survey of professional forecasters  Vector autoregressions  
DP11415 Understanding the Sources of Macroeconomic Uncertainty 智库出版物
2016
作者:  Barbara Rossi;  Tatevik Sekhposyan
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Uncertainty  Risk  Ambiguity  Knightian uncertainty  Survey of professional forecasters  Predictive densities  
DP10115 Government Spending Shocks in Open Economy VARs 智库出版物
2014
作者:  Mario Forni;  Luca Gambetti
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Structual vars  Government spending  Fiscal policy  Forecast revisions  Government spending news  Survey of professional forecasters  Crowding-out  Fiscal foresight  
DP10001 The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 智库出版物
2014
作者:  Domenico Giannone;  Carlo Altavilla
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Forward guidance  Large scale asset purchases  Operation twist  Quantitative easing  Survey of professional forecasters  Tapering  
DP9096 Optimal Combination of Survey Forecasts 智库出版物
2012
作者:  Domenico Giannone;  Christine De Mol
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Forecast combination  Forecast evaluation  High-dimensional data  Real-time data  Shrinkage  Survey of professional forecasters  
DP7260 Who Wants To Revise Privatization? The Complementarity of Market Skills and Institutions 智库出版物
2009
作者:  Irina Denisova;  Ekaterina Zhuravskaya;  Timothy Frye;  Markus Eller
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Break-even inflation  Liquidity premium  Survey of professional forecasters  
DP5808 Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden 智库出版物
2006
作者:  Andrew Levin;  Refet Gürkaynak;  Eric T. Swanson
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Inflation expectations  Consumer expenditure survey  Michigan survey of consumers  Survey of professional forecasters  Euler equation  
DP5432 The Ownership of Ratings 智库出版物
2005
作者:  Antoine Faure-Grimaud;  Eloïc Peyrache;  Lucía Quesada
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Equity premium puzzle  Livingston survey  Cboe vix  Survey of professional forecasters  
DP4090 The Impact of R&D Subsidies on the Introduction of New Products by Incumbent Firms 智库出版物
2003
作者:  Ralph Siebert
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
C42  Equity premium  Risk-free rate  Aggregation of beliefs  Survey of professional forecasters  Livingston survey  
DP2538 Extreme Correlation of International Equity Markets 智库出版物
2000
作者:  Bruno H Solnik;  François Longin
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Survey data  Survey of professional forecasters  Var  Tgarch