| No. |
Date |
Title of Working Paper |
Author(s) |
| 38 |
Sep 2020 |
Forecasting Low Frequency Macroeconomic Events with High Frequency DataLink opens in a new window |
Ana Beatriz Galv茫o and Michael Owyang |
| 37 |
Sep 2020 |
Reconciled Estimates of Monthly GDP in the USLink opens in a new window |
Gary Koop, Stuart McIntyre, James Mitchell, Audrey Poon |
| 36 |
Sep 2020 |
Density Forecasting with BVAR Models under Macroeconomic Data UncertaintyLink opens in a new window |
Michael P. Clements and Ana Beatriz Galv茫o |
| 35 |
July 2020 |
Real-Time Perceptions of Historical GDP Data UncertaintyLink opens in a new window |
Ana Beatriz Galv茫o and James Mitchell |
| 34 |
July 2020 |
Modelling and Forecasting Macroeconomic Downside RiskLink opens in a new window |
Davide delle Monache, Andrea de Polis and Ivan Petrella |
| 33 |
May 2020 |
Does Judgment Improve Macroeconomic Density Forecasts?Link opens in a new window |
Ana Beatriz Galv茫o, Anthony Garratt and James Mitchell |
| 32 |
May 2020 |
Structural Scenario Analysis with SVARsLink opens in a new window |
Juan Antolin-Diaz, Ivan Petrella and Juan F. Rubio-Ramirez |
| 31 |
December 2019 |
Measuring the Effects of Expectations ShocksLink opens in a new window |
Michael P. Clements and Ana Beatriz Galv茫o |
| 30 |
December 2019 |
Communicating Data Uncertainty: Experimental Evidence for the U.K. GDPLink opens in a new window |
Ana Beatriz Galv茫o, James Mitchell and Johnny Runge |
| 29 |
October 2019 |
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space ModelLink opens in a new window |
Davide delle Monache, Ivan Petrella and Fabrizio Venditti |
| 28 |
October 2019 |
Time-varying price flexibility and inflation dynamicsLink opens in a new window |
Ivan Petrella, Emiliano Santoro and Lasse P. Simonsen |
| 27 |
July 2019 |
Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of England's Monetary Policy CommitteeLink opens in a new window |
James Mitchell and Martin Weale |
| 26 |
July 2019 |
Bank Assets, Liquidity and Credit CyclesLink opens in a new window |
Frederico Lubello, Ivan Petrella and Emiliano Santoro |
| 25 |
June 2019 |
Not all Terms of Trade Shocks are AlikeLink opens in a new window |
Frederico di Pace, Luciana Juvenal and Ivan Petrella |
| 24 |
May 2019 |
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP GrowthLink opens in a new window |
Ana Beatriz Galv茫o and James Mitchell |
| 23 |
May 2019 |
Commodity Prices and Inflation RiskLink opens in a new window |
Anthony Garratt and Ivan Petrella |
| 22 |
April 2019 |
Communicating uncertainty about facts, numbers, and scienceLink opens in a new window |
Anne Marthe van de Bles, Sander van der Linen, Alexandra L.J. Freeman, James Mitchell, Ana Galvao, Lisa Zaval and David J. Siegelhalter |
| 21 |
March 2019 |
Leverage and Deepening Business Cycle SkewnessLink opens in a new window |
Henrik Jensen, Ivan Petrella, Soren H. Ravn, Emiliano Santoro |
| 20 |
February 2019 |
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimate, 1970-2017.Link opens in a new window |
Gary Koop, Stuart McIntyre, James Mitchell and Aubrey Poon |
| 19 |
January 2019 |
Efficient Matrix Approach for Classical Inference in State Space ModelsLink opens in a new window |
Davide Delle Monache and Ivan Petrella |
| 18 |
March 2018 |
Risk Premia and Seasonality in Commodity FuturesLink opens in a new window |
Constantino Hevia, Ivan Petrella and Martin Sola |
| 17 |
February 2018 |
Credit Conditions and the Asymmetric Effects of Monetary Policy ShocksLink opens in a new window |
Andrea Carriero, Ana Beatriz Galvao and Massimiliano Marcellino |
| 16 |
November 2017 |
Gibrat's Law and Quantile Regressions: and Application to Firm GrowthLink opens in a new window |
Roberta Distante, Ivan Petrella and Emiliano Santoro |
| 15 |
March 2017 |
Monetary Policy with Sectoral Trade-offsLink opens in a new window |
Ivan Petrella, Raffaele Rossi and Emiliano Santoro |
| 14 |
November 2016 |
Adaptive Models and Heavy Tails with an Application to Inflation Forecasting |
Davide Delle Monache and Ivan Petrella |
| 13 |
September 2016 (updated January 2017) |
News and Uncertainty ShocksLink opens in a new window |
Danilo Cascaldi-Garcia and Ana Beatriz Galvao |
| 12 |
August 2016 |
Data Revisions and DSGE ModelsLink opens in a new window |
Ana Beatriz Galvao |
| 11 |
August 2016 (updated 2018) |
A comprehensive evaluation of macroeconomic forecasting methodsLink opens in a new window |
Andrea Carriero, Ana Beatriz Galvao and George Kapetanios |
| 10 |
April 2016 |
News Shocks and the Slope of the Term Structure of Interest Rates: CommentLink opens in a new window |
Danilo Cascaldi-Garcia |
| 9 |
March 2016 |
What univariate models tell us about multivariate macroeconomic modelsLink opens in a new window (latest version) |
James Mitchell, Donald Robertson and Stephen Wright |
| 8 |
November 2015 |
Assessing the Economic Value of Probabilistic Forecasts in the Presence of an Inflation TargetLink opens in a new window |
Christopher McDonald, Craig Thamotheram, Shaun P. Vahey and Elizabeth C. Wakerly |
| 7 |
April 2014 |
Probability Forecasting for Inflation Warnings from the Federal ReserveLink opens in a new window |
Anthony Garratt, James Mitchell and Shaun P. Vahey |
| 6 |
February 2014 |
Probablistic Prediction of the US Great Recession with Historical ExpertLink opens in a new window |
Patrick J. Coe and Shaun P. Vahey |
| 5 |
December 2013 |
Generalised Density Forecast CombinationsLink opens in a new window |
Nicholas Fawcett, George Kapetanios, James Mitchell and Simon Price |
| 4 |
October 2013 |
Economic Sentiment, International Interdependence and Output Dynamics in the G7Link opens in a new window |
Anthony Garratt, Kevin Lee and Kalvinder Shields |
| 3 |
September 2013 |
A Nonlinear Panel Data Model of Cross-Sectional DependenceLink opens in a new window |
George Kapetanios, James Mitchell and Yongcheol Shin |
| 2 |
July 2013 |
|
James Mitchell |
| 1 |
April 2013 |
Measuring Output Gap Nowcast UncertaintyLink opens in a new window |
Anthony Garratt, James Mitchell and Shaun Vahey |
