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