Gergely Ganics
Personal Details
First Name: | Gergely |
Middle Name: | |
Last Name: | Ganics |
Suffix: | |
RePEc Short-ID: | pga946 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/gergelyganics/home | |
Affiliation
(75%) Magyar Nemzeti Bank (MNB)
Budapest, Hungaryhttp://www.mnb.hu/
RePEc:edi:mnbgvhu (more details at EDIRC)
(25%) Közgazdaságtudományi Kar
Budapesti Corvinus Egyetem
Budapest, Hungaryhttp://economics.uni-corvinus.hu/
RePEc:edi:bkeeehu (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022. "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers 22-36, Federal Reserve Bank of Cleveland.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022.
"What is the Predictive Value of SPF Point and Density Forecasts?,"
Working Papers
22-37, Federal Reserve Bank of Cleveland.
- Ganics, Gergely & Mertens, Elmar & Clark, Todd E., 2023. "What Is the Predictive Value of SPF Point and Density Forecasts?," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277622, Verein für Socialpolitik / German Economic Association.
- Rossi, Barbara & Ganics, Gergely & Sekhposyan, Tatevik, 2020. "From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca," CEPR Discussion Papers 14267, C.E.P.R. Discussion Papers.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019.
"From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts,"
Economics Working Papers
1689, Department of Economics and Business, Universitat Pompeu Fabra.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2020. "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers 1142, Barcelona School of Economics.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers 1947, Banco de España.
- Gergely Ganics & Florens Odendahl, 2019.
"Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area,"
Working papers
733, Banque de France.
- Ganics, Gergely & Odendahl, Florens, 2021. "Bayesian VAR forecasts, survey information, and structural change in the euro area," International Journal of Forecasting, Elsevier, vol. 37(2), pages 971-999.
- Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR forecasts, survey information and structural change in the euro area," Working Papers 1948, Banco de España.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018.
"Confidence intervals for bias and size distortion in IV and local projections — IV models,"
Working Papers
1841, Banco de España.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 307-324, January.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models," Working Papers 1077, Barcelona School of Economics.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections–IV models," Economics Working Papers 1640, Department of Economics and Business, Universitat Pompeu Fabra.
- Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España.
Articles
- Ganics, Gergely & Odendahl, Florens, 2021.
"Bayesian VAR forecasts, survey information, and structural change in the euro area,"
International Journal of Forecasting, Elsevier, vol. 37(2), pages 971-999.
- Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area," Working papers 733, Banque de France.
- Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR forecasts, survey information and structural change in the euro area," Working Papers 1948, Banco de España.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021.
"Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 307-324, January.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models," Working Papers 1077, Barcelona School of Economics.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers 1841, Banco de España.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections–IV models," Economics Working Papers 1640, Department of Economics and Business, Universitat Pompeu Fabra.
- Gergely Ganics & Eva Ortega, 2019. "Banco de España macroeconomic projections: comparison with an econometric model," Economic Bulletin, Banco de España, issue SEP.
- Gergely Ganics & Eva Ortega, 2019. "Las previsiones macroeconómicas del Banco de España a la luz de un modelo econométrico," Boletín Económico, Banco de España, issue SEP.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Rossi, Barbara & Ganics, Gergely & Sekhposyan, Tatevik, 2020.
"From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca,"
CEPR Discussion Papers
14267, C.E.P.R. Discussion Papers.
Cited by:
- James Mitchell & Aubrey Poon & Dan Zhu, 2022. "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers 22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.
- De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series 2436, European Central Bank.
- Clements, Michael P., 2021. "Rounding behaviour of professional macro-forecasters," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1614-1631.
- Manzan, Sebastiano, 2021. "Are professional forecasters Bayesian?," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
- Fabian Kruger & Hendrik Plett, 2022. "Prediction intervals for economic fixed-event forecasts," Papers 2210.13562, arXiv.org, revised Mar 2024.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019.
"From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts,"
Economics Working Papers
1689, Department of Economics and Business, Universitat Pompeu Fabra.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2020. "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers 1142, Barcelona School of Economics.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers 1947, Banco de España.
Cited by:
- Dalhaus, Tatjana & Schaumburg, Julia & Sekhposyan, Tatevik, 2021.
"Networking the yield curve: implications for monetary policy,"
Working Paper Series
2532, European Central Bank.
- Tatjana Dahlhaus & Julia Schaumburg & Tatevik Sekhposyan, 2021. "Networking the Yield Curve: Implications for Monetary Policy," Staff Working Papers 21-4, Bank of Canada.
- James Mitchell & Aubrey Poon & Dan Zhu, 2022. "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers 22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.
- Adrian, Tobias & Adams, Patrick & Boyarchenko, Nina & Giannone, Domenico, 2020.
"Forecasting Macroeconomic Risks,"
CEPR Discussion Papers
14436, C.E.P.R. Discussion Papers.
- Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2020. "Forecasting Macroeconomic Risks," Staff Reports 914, Federal Reserve Bank of New York.
- Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2021. "Forecasting macroeconomic risks," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1173-1191.
- De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series 2436, European Central Bank.
- Clements, Michael P., 2021. "Rounding behaviour of professional macro-forecasters," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1614-1631.
- Manzan, Sebastiano, 2021. "Are professional forecasters Bayesian?," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
- Fabian Kruger & Hendrik Plett, 2022. "Prediction intervals for economic fixed-event forecasts," Papers 2210.13562, arXiv.org, revised Mar 2024.
- Gergely Ganics & Florens Odendahl, 2019.
"Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area,"
Working papers
733, Banque de France.
- Ganics, Gergely & Odendahl, Florens, 2021. "Bayesian VAR forecasts, survey information, and structural change in the euro area," International Journal of Forecasting, Elsevier, vol. 37(2), pages 971-999.
- Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR forecasts, survey information and structural change in the euro area," Working Papers 1948, Banco de España.
Cited by:
- Bańbura, Marta & Leiva-León, Danilo & Menz, Jan-Oliver, 2021.
"Do inflation expectations improve model-based inflation forecasts?,"
Discussion Papers
48/2021, Deutsche Bundesbank.
- Bańbura, Marta & Leiva-Leon, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Working Paper Series 2604, European Central Bank.
- Marta Bañbura & Danilo Leiva-León & Jan-Oliver Menz, 2021. "Do inflation expectations improve model-based inflation Forecasts?," Working Papers 2138, Banco de España.
- Ashish Shrestha & Bishal Ghimire & Francisco Gonzalez-Longatt, 2021. "A Bayesian Model to Forecast the Time Series Kinetic Energy Data for a Power System," Energies, MDPI, vol. 14(11), pages 1-15, June.
- Bobeica, Elena & Hartwig, Benny, 2023. "The COVID-19 shock and challenges for inflation modelling," International Journal of Forecasting, Elsevier, vol. 39(1), pages 519-539.
- Bobeica, Elena & Hartwig, Benny, 2021. "The COVID-19 shock and challenges for time series models," Working Paper Series 2558, European Central Bank.
- Hauber, Philipp, 2021. "How useful is external information from professional forecasters? Conditional forecasts in large factor models," EconStor Preprints 251469, ZBW - Leibniz Information Centre for Economics.
- Bańbura, Marta & Brenna, Federica & Paredes, Joan & Ravazzolo, Francesco, 2021. "Combining Bayesian VARs with survey density forecasts: does it pay off?," Working Paper Series 2543, European Central Bank.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018.
"Confidence intervals for bias and size distortion in IV and local projections — IV models,"
Working Papers
1841, Banco de España.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 307-324, January.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models," Working Papers 1077, Barcelona School of Economics.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections–IV models," Economics Working Papers 1640, Department of Economics and Business, Universitat Pompeu Fabra.
Cited by:
- Germano Ruisi, 2019. "Time-Varying Local Projections," Working Papers 891, Queen Mary University of London, School of Economics and Finance.
- Christis Katsouris, 2023. "Structural Analysis of Vector Autoregressive Models," Papers 2312.06402, arXiv.org, revised Feb 2024.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018.
"Confidence intervals for bias and size distortion in IV and local projections–IV models,"
Economics Working Papers
1640, Department of Economics and Business, Universitat Pompeu Fabra.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models," Working Papers 1077, Barcelona School of Economics.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers 1841, Banco de España.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 307-324, January.
- Daniel J. Lewis & Karel Mertens, 2022.
"A Robust Test for Weak Instruments with Multiple Endogenous Regressors,"
Staff Reports
1020, Federal Reserve Bank of New York.
- Daniel J. Lewis & Karel Mertens, 2022. "A Robust Test for Weak Instruments with Multiple Endogenous Regressors," Working Papers 2208, Federal Reserve Bank of Dallas, revised 24 Dec 2022.
- Barbara Rossi, 2019.
"Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?,"
Working Papers
1081, Barcelona School of Economics.
- Barbara Rossi, 2018. "Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?," Economics Working Papers 1641, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2020.
- Rossi, Barbara, 2019. "Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?," CEPR Discussion Papers 14064, C.E.P.R. Discussion Papers.
- Zhenhong Huang & Chen Wang & Jianfeng Yao, 2023. "Assessing the strength of many instruments with the first-stage F and Cragg-Donald statistics," Papers 2302.14423, arXiv.org.
- Gergely Akos Ganics, 2017.
"Optimal density forecast combinations,"
Working Papers
1751, Banco de España.
Cited by:
- Knotek, Edward S. & Zaman, Saeed, 2023.
"Real-time density nowcasts of US inflation: A model combination approach,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1736-1760.
- Edward S. Knotek & Saeed Zaman, 2020. "Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach," Working Papers 20-31, Federal Reserve Bank of Cleveland.
- Edward Knotek & Saeed Zaman, 2020. "Real-time density nowcasts of US inflation: a model-combination approach," Working Papers 2015, University of Strathclyde Business School, Department of Economics.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019.
"From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts,"
Working Papers
1947, Banco de España.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts," Economics Working Papers 1689, Department of Economics and Business, Universitat Pompeu Fabra.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2020. "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers 1142, Barcelona School of Economics.
- Barbara Rossi, 2019.
"Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them,"
Economics Working Papers
1711, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
- Barbara Rossi, 2019. "Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them," Working Papers 1162, Barcelona School of Economics.
- Rossi, Barbara, 2020. "Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them," CEPR Discussion Papers 14472, C.E.P.R. Discussion Papers.
- Rossi, Barbara & Ganics, Gergely & Sekhposyan, Tatevik, 2020. "From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca," CEPR Discussion Papers 14267, C.E.P.R. Discussion Papers.
- Garratt, Anthony & Henckel, Timo & Vahey, Shaun P., 2023.
"Empirically-transformed linear opinion pools,"
International Journal of Forecasting, Elsevier, vol. 39(2), pages 736-753.
- Anthony Garratt & Timo Henckel & Shaun P. Vahey, 2019. "Empirically-transformed linear opinion pools," CAMA Working Papers 2019-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Graziano Moramarco, 2021. "Regime-Switching Density Forecasts Using Economists' Scenarios," Papers 2110.13761, arXiv.org, revised Feb 2024.
- Ruben Loaiza-Maya & Gael M Martin & David T. Frazier, 2020.
"Focused Bayesian Prediction,"
Monash Econometrics and Business Statistics Working Papers
1/20, Monash University, Department of Econometrics and Business Statistics.
- Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2019. "Focused Bayesian Prediction," Papers 1912.12571, arXiv.org, revised Aug 2020.
- Ruben Loaiza‐Maya & Gael M. Martin & David T. Frazier, 2021. "Focused Bayesian prediction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 517-543, August.
- Knotek, Edward S. & Zaman, Saeed, 2023.
"Real-time density nowcasts of US inflation: A model combination approach,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1736-1760.
Articles
- Ganics, Gergely & Odendahl, Florens, 2021.
"Bayesian VAR forecasts, survey information, and structural change in the euro area,"
International Journal of Forecasting, Elsevier, vol. 37(2), pages 971-999.
See citations under working paper version above.
- Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area," Working papers 733, Banque de France.
- Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR forecasts, survey information and structural change in the euro area," Working Papers 1948, Banco de España.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021.
"Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 307-324, January.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models," Working Papers 1077, Barcelona School of Economics.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers 1841, Banco de España.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections–IV models," Economics Working Papers 1640, Department of Economics and Business, Universitat Pompeu Fabra.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FOR: Forecasting (7) 2018-01-29 2019-11-04 2020-01-13 2020-01-13 2020-01-27 2020-02-03 2020-07-27. Author is listed
- NEP-ECM: Econometrics (6) 2018-01-29 2019-01-14 2020-01-13 2020-01-13 2022-12-19 2023-01-02. Author is listed
- NEP-ETS: Econometric Time Series (3) 2018-01-29 2019-01-14 2019-11-04. Author is listed
- NEP-MAC: Macroeconomics (3) 2019-11-04 2020-01-13 2020-01-27. Author is listed
- NEP-EEC: European Economics (2) 2019-11-04 2020-01-13
- NEP-ORE: Operations Research (2) 2020-01-13 2020-02-03
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