Discussion paper DP17512 Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions Andrea Carriero Todd Clark Massimiliano Marcellino 28 Jul 2022 Forecasting Downside risk Asymmetries Monetary Economics and Fluctuations C53 E17 E37 F47
Discussion paper DP16900 A Practical Review of Methods to Estimate Overcharges Using Linear Regression Roman Inderst Christopher Milde 15 Jan 2022 Overcharge estimation Forecasting Dummy variable Interactions Interaction model Treatment effects Damages quantification Industrial Organization K13 C20
VoxEU Column After floods and pandemics: How to obtain a meaningful forecast Elena Bobeica Gabriel Pérez-Quirós Gerhard Rünstler Georg Strasser 31 Oct 2021 Macroeconomic policy Frontiers of economic research Exchange Rates Forecasting Big data Nowcasting Uncertainty Non-linearities High-frequency data
VoxEU Column Expectations data indicate the US is entering recession about now David Blanchflower Alex Bryson 21 Oct 2021 COVID-19 Global economy Coronavirus Covid-19 Financial crisis Forecasting Global crisis Recession Unemployment Us
Discussion paper DP16520 Measuring Market Expectations Christiane Baumeister 6 Sep 2021 Futures markets Risk premia monetary policy Commodities Asset pricing Return regressions Affine term structure models Model uncertainty Forecasting Expectational shocks Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations C52 E31 E43 E52 G14 Q43
Discussion paper DP16496 Nowcasting Tail Risk to Economic Activity at a Weekly Frequency Massimiliano Marcellino Todd Clark Andrea Carriero 31 Aug 2021 Forecasting Downside risk Pandemics Big data Mixed frequency Quantile regression Monetary Economics and Fluctuations C53 E17 E37 F47
Discussion paper DP15875 Search and Predictability of Prices in the Housing Market Stig Møller Thomas Pedersen Erik Christian Montes Schütte Henry Allan Timmermann 3 Mar 2021 Internet search Housing markets Housing demand Forecasting Inelastic housing supply Financial Economics C10 E17 G10 R3
VoxEU Column Key features of the European Commission’s Winter 2021 interim forecast Philipp Pfeiffer Maarten Verwey Milan Vyskrabka 15 Feb 2021 COVID-19 Europe's nations and regions EU policies Covid-19 European commission Eu Forecasting Vaccination Recovery
VoxEU Column Tracking GDP using Google Trends and machine learning: A new OECD model Nicolas Woloszko 19 Dec 2020 COVID-19 Frontiers of economic research Gdp Forecasting Growth Big data Google Macroeconomics
VoxEU Column Words versus deeds: How central banks manage expectations Paweł Baranowski Wirginia Doryn Tomasz Lyziak Ewa Stanisławska 22 Oct 2020 Monetary Policy Central banks inflation Forecasting Global crisis Poland Central bank communication Interest rates Forward guidance
Discussion paper DP15403 A Comparison of Monthly Global Indicators for Forecasting Growth Christiane Baumeister Pierre Guerin 22 Oct 2020 Midas models Global economic conditions World gdp growth Nowcasting Forecasting Mixed frequency International Macroeconomics and Finance Monetary Economics and Fluctuations C22 C52 E37
VoxEU Column Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis Claudia Foroni Massimiliano Marcellino Dalibor Stevanovic 29 Sep 2020 COVID-19 Global crisis Covid-19 Coronavirus Nowcasting Forecasting Financial crisis
