Report NEP-FOR-2005-10-04

Subscribe to this report: email or RSS

Other reports in NEP-FOR

The following items were anounced in this report:

• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005. "Forecasting macroeconomic variables for the new member states of the European Union," Working Paper Series 482, European Central Bank. [Downloadable!]
• Frank Smets & Raf Wouters, 2004. "Forecasting with a Bayesian DSGE model - an application to the euro area," Working Paper Series 389, European Central Bank. [Downloadable!]
• Fabio Moneta, 2003. "Does the yield spread predict recessions in the euro area?," Working Paper Series 294, European Central Bank. [Downloadable!]
• Javier J. Pérez, 2005. "Early-warning tools to forecast general government deficit in the euro area: the role of intra-annual fiscal indicators," Working Paper Series 497, European Central Bank. [Downloadable!]
• Nicholai Benalal & Juan Luis Diaz del Hoyo & Bettina Landau & Moreno Roma & Frauke Skudelny, 2004. "To aggregate or not to aggregate? Euro area inflation forecasting," Working Paper Series 374, European Central Bank. [Downloadable!]
• Gonzalo Camba-Méndez & George Kapetanios, 2004. "Forecasting euro area inflation using dynamic factor measures of underlying inflation," Working Paper Series 402, European Central Bank. [Downloadable!]
• Eilev S. Jansen, 2004. "Modelling inflation in the euro area," Working Paper Series 322, European Central Bank. [Downloadable!]
• Bjørn-Roger Wilhelmsen & Andrea Zaghini, 2005. "Monetary policy predictability in the euro area: an international comparison," Working Paper Series 504, European Central Bank. [Downloadable!]
• Alistair Dieppe & Keith Küster & Peter McAdam, 2004. "Optimal monetary policy rules for the euro area: an analysis using the area wide model," Working Paper Series 360, European Central Bank. [Downloadable!]
• Charles Goodhart, 2005. "An Essay on the Interactions between the Bank of England's Forecasts, The MPC's Policy Adjustments, and the Eventual Outcome," FMG Discussion Papers dp546, Financial Markets Group. [Downloadable!] (restricted)
• Sami Vähämaa, 2004. "Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB," Working Paper Series 315, European Central Bank. [Downloadable!]
• Andrew T. Levin & Fabio M. Natalucci & Jeremy M. Piger, 2004. "Explicit inflation objectives and macroeconomic outcomes," Working Paper Series 383, European Central Bank. [Downloadable!]
• Paul McNelis & Peter McAdam, 2004. "Forecasting inflation with thick models and neural networks," Working Paper Series 352, European Central Bank. [Downloadable!]
• Rolf Strauch & Mark Hallerberg & Jürgen von Hagen, 2004. "Budgetary forecasts in Europe - the track record of stability and convergence programmes," Working Paper Series 307, European Central Bank. [Downloadable!]
• Claudio Morana, 2004. "A structural common factor approach to core inflation estimation and forecasting," Working Paper Series 305, European Central Bank. [Downloadable!]
• Nicoletta Batini & Paul Levine & Joseph Pearlman, 2004. "Indeterminacy with inflation-forecast-based rules in a two-bloc model," Working Paper Series 340, European Central Bank. [Downloadable!]
• Ricardo Llaudes, 2005. "The Phillips curve and long-term unemployment," Working Paper Series 441, European Central Bank. [Downloadable!]
• Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2005. "On the fit and forecasting performance of New-Keynesian models," Working Paper Series 491, European Central Bank. [Downloadable!]
• Olli Castrén & Stefano Mazzotta, 2005. "Foreign exchange option and returns based correlation forecasts - evaluation and two applications," Working Paper Series 447, European Central Bank. [Downloadable!]
• Peter Christoffersen & Stefano Mazzotta, 2004. "The information content of over-the-counter currency options," Working Paper Series 366, European Central Bank. [Downloadable!]
• Carlos Bernadell & Joachim Coche & Ken Nyholm, 2005. "Yield curve prediction for the strategic investor," Working Paper Series 472, European Central Bank. [Downloadable!]
• Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael, 2005. "Do Dollar Forecasters Believe too Much in PPP?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-321, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Lars E. O. Svensson, 2005. "Monetary policy with judgment - forecast targeting," Working Paper Series 476, European Central Bank. [Downloadable!]
• Joseph G. Pearlman, 2005. "Central bank transparency and private information in a dynamic macroeconomic model," Working Paper Series 455, European Central Bank. [Downloadable!]
• Peter Hördahl & Oreste Tristani & David Vestin, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Working Paper Series 405, European Central Bank. [Downloadable!]

This page was last updated on 2009-11-29.