Skip to main content
  • VoxEU
    • Columns
    • Blogs&Reviews
    • VoxTalks
    • VideoVox
    • Vox Webcasts
    • VoxEU Debates
    • About VoxEU
  • Research
    • Programme Areas
    • Research Policy Networks (RPNs)
    • Research Projects and Networks
    • Research Policies
    • Data Sets
  • Publications
    • Publication Series
    • Books and Reports
    • Discussion Papers
    • Covid Economics Papers
    • Policy Papers
    • Economic Policy Journal
    • Search All Publications
    • Archive
  • Events
    • Calls for Papers
    • Forthcoming Events
    • Past Events
    • Event Series
  • Audio and video
    • Search all multimedia content
    • VideoVox
    • Vox Webcasts
    • VoxTalks
  • About CEPR
    • People
    • News
    • Press
    • Governance
    • Support CEPR
    • Partners
    • Jobs at CEPR

Themes

  • Key Themes
  • Central Banking
  • Climate Change
  • Competition Policy
  • Development & Growth
  • Economic History
  • Energy
  • EU Economic Architecture
  • Inflation
  • Political Economy
  • Poverty and income inequality
  • Women in Economics
  • Other Themes
  • Business Cycles
  • Covid 19
  • Exchange Rates
  • Finance & Fintech
  • Health Economics
  • International Finance
  • International Trade
  • Labour Markets
  • Migration
  • Monetary Policy
  • Productivity and Innovation
  • Taxation
  • Active Debates
  • The Economic Consequences of the War
  • EU Economic Policy and Architecture after Covid
  • Populism

User account menu

  • Log in

User account menu

  • Log in

Themes

  • Key Themes
  • Central Banking
  • Climate Change
  • Competition Policy
  • Development & Growth
  • Economic History
  • Energy
  • EU Economic Architecture
  • Inflation
  • Political Economy
  • Poverty and income inequality
  • Women in Economics
  • Other Themes
  • Business Cycles
  • Covid 19
  • Exchange Rates
  • Finance & Fintech
  • Health Economics
  • International Finance
  • International Trade
  • Labour Markets
  • Migration
  • Monetary Policy
  • Productivity and Innovation
  • Taxation
  • Active Debates
  • The Economic Consequences of the War
  • EU Economic Policy and Architecture after Covid
  • Populism

Search the site

Search the site

There are 29 results

Research area

Selected filters
Discussion paper

DP17162 Aggregate Skewness and the Business Cycle

  • Martin Iseringhausen
  • Ivan Petrella
  • Konstantinos Theodoridis

30 Mar 2022
  • Business Cycles
  • Asymmetry
  • Principal component analysis
  • Quantile regression
  • Var
  • Monetary Economics and Fluctuations
  • C22
  • C38
  • E32
Discussion paper

DP16427 Judging Under Public Pressure

  • Alma Cohen

7 Aug 2021
  • Judging
  • Judicial decisions
  • Public pressure
  • Sub judice
  • Make-up call
  • Var
  • Covid-19
  • Public Economics
Discussion paper

DP14656 Unconventional Monetary Policy and Wealth Inequalities in Great Britain

  • Anastasios Evgenidis
  • Apostolos Fasianos

24 Apr 2020
  • monetary policy
  • Quantitative easing
  • Wealth inequality
  • Household portfolios
  • Var
  • Survey data
  • Public Economics
  • D31
  • E21
  • E52
  • H31
Discussion paper

DP11818 A note on news about the future: the impact on DSGE models and their VAR representation

  • Patrick Minford
  • David Meenagh
  • Vo Phuong Mai Le

31 Jan 2017
  • News shocks
  • Dsge
  • Var
  • indirect inference
  • Monetary Economics and Fluctuations
Discussion paper

DP11521 Growth expectations, undue optimism, and short-run fluctuations

  • Gernot Müller
  • Zeno Enders

21 Sep 2016
  • Undue optimism
  • Optimism shocks
  • Noise shocks
  • Animal spirits
  • Business cycles
  • Nowcast errors
  • Var
  • Monetary Economics and Fluctuations
  • E32
Discussion paper

DP10298 Impulse Response Matching Estimators for DSGE Models

  • Lutz Kilian
  • Atsushi Inoue
  • Pablo A. Guerron-Quintana

14 Dec 2014
  • Structual estimation
  • Dsge
  • Var
  • Impulse response
  • Nonstandard asymptotics
  • Bootstrap
  • Weak identification
  • Robust inference
  • International Macroeconomics
  • C32
  • C52
  • E30
  • E50
Discussion paper

DP10239 How good are out of sample forecasting Tests on DSGE models?

  • Patrick Minford

9 Nov 2014
  • Dsge
  • Forecast performance
  • indirect inference
  • Out of sample forecasts
  • Specification tests
  • Var
  • International Macroeconomics
  • E10
  • E17
Discussion paper

DP10090 How good are out of sample forecasting Tests on DSGE models?

  • Patrick Minford

3 Aug 2014
  • Dsge
  • Forecast performance
  • indirect inference
  • Out of sample forecasts
  • Specification tests
  • Var
  • International Macroeconomics
  • E10
  • E17
Discussion paper

DP9961 Money, Interest Rates and Prices in Ireland, 1933-2012

  • Stefan Gerlach
  • Rebecca Stuart

4 May 2014
  • Business cycles
  • Historical statistics
  • Ireland
  • Long time series
  • Var
  • Economic History
  • International Macroeconomics
  • E3
  • E4
  • N14
Discussion paper

DP9705 Methods for Measuring Expectations and Uncertainty in Markov-Switching Models

  • Francesco Bianchi

27 Oct 2013
  • Bayesian methods
  • Dsge
  • Impulse responses
  • Markov-switching
  • Uncertainty
  • Var
  • Welfare
  • International Macroeconomics
  • C11
  • C32
  • E31
  • E52
  • G12
Discussion paper

DP9118 What Central Bankers Need to Know about Forecasting Oil Prices

  • Lutz Kilian
  • Christiane Baumeister

2 Sep 2012
  • Central banks
  • Forecasting methods
  • Oil futures prices
  • Out-of-sample forecast
  • Quarterly horizon
  • Real price of oil
  • Real-time data
  • Var
  • International Macroeconomics
  • C53
  • E32
  • Q43
Discussion paper

DP8698 Real-Time Analysis of Oil Price Risks Using Forecast Scenarios

  • Lutz Kilian
  • Christiane Baumeister

1 Dec 2011
  • Forecast
  • Oil price
  • Predictive density
  • Real time
  • Risk
  • Scenario analysis
  • Var
  • International Macroeconomics
  • C53
  • E32
  • Q43
  • Current page 1
  • Page 2
  • Page 3
  • Next page
  • Last page
  • Themes & Current Issues
  • Business Cycles
  • Central Banking
  • Climate Change
  • Competition Policy
  • COVID-19
  • Development & Growth
  • Economic history
  • Energy
  • EU Economic Architecture
  • Exchange Rates
  • Finance and Fintech
  • Financial Markets
  • Financial Regulation and Banking
  • Health Economics
  • Inflation
  • International Finance
  • International trade
  • Labour Markets
  • Migration
  • Monetary Policy
  • Political Economy
  • Poverty and Income Inequality
  • Productivity and Innovation
  • Taxation
  • War in Ukraine
  • Women in Economics
Sign up to our newsletter
follow us
Copyright 2021 CEPR / designbysoapbox.com
  • Contact Us
  • Contact
  • Cookies
  • Privacy Policy