Florens Odendahl
Personal Details
First Name: | Florens |
Middle Name: | |
Last Name: | Odendahl |
Suffix: | |
RePEc Short-ID: | pod75 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/florensodendahl/ | |
Affiliation
(80%) Banco de España
Madrid, Spainhttp://www.bde.es/
RePEc:edi:bdegves (more details at EDIRC)
(20%) Centro de Estudios Monetarios y Financieros (CEMFI)
Madrid, Spainhttp://www.cemfi.es/
RePEc:edi:cemfies (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Lucía López & Florens Odendahl & Susana Párraga & Edgar Silgado-Gómez, 2025. "The pass-through to inflation of gas price shocks," Working Papers 2512, Banco de España.
- Matteo Mogliani & Florens Odendahl, 2025. "Density forecast transformations," Working Papers 2511, Banco de España.
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2024.
"ECB communication and its impact on financial markets,"
Working Papers
2431, Banco de España.
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2022. "ECB Communication and its Impact on Financial Markets," Working papers 859, Banque de France.
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2024. "ECB communication and its impact on financial markets," CEPR Discussion Papers 19242, C.E.P.R. Discussion Papers.
- Matteo Mogliani & Florens Odendahl, 2024. "Density forecast transformations," Papers 2412.06092, arXiv.org.
- López, Lucia & Odendahl, Florens & Parraga Rodriguez, Susana & Silgado-Gómez, Edgar, 2024. "The pass-through to inflation of gas price shocks," Working Paper Series 2968, European Central Bank.
- Florens Odendahl & Maria Sole Pagliari & Adrian Penalver & Barbara Rossi & Giulia Sestieri, 2023.
"Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?,"
Working papers
912, Banque de France.
- Odendahl, Florens & Pagliari, Maria Sole & Penalver, Adrian & Rossi, Barbara & Sestieri, Giulia, 2024. "Euro area monetary policy effects. Does the shape of the yield curve matter?," Journal of Monetary Economics, Elsevier, vol. 147(S).
- Luis J. Álvarez & Florens Odendahl, 2022. "Data outliers and Bayesian VARs in the Euro Area," Working Papers 2239, Banco de España.
- Florens Odendahl & Tatevik Sekhposyan & Barbara Rossi, 2021.
"Evaluating Forecast Performance with State Dependence,"
Working Papers
1295, Barcelona School of Economics.
- Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik, 2023. "Evaluating forecast performance with state dependence," Journal of Econometrics, Elsevier, vol. 237(2).
- Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2021. "Evaluating forecast performance with state dependence," Economics Working Papers 1800, Department of Economics and Business, Universitat Pompeu Fabra.
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2021.
"Fed communication on financial stability concerns and monetary policy decisions: revelations from speeches,"
Working Papers
2110, Banco de España.
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2023. "Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches," Journal of Banking & Finance, Elsevier, vol. 151(C).
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2022. "Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches," CEPR Discussion Papers 17671, C.E.P.R. Discussion Papers.
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2020. "Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches," Working papers 779, Banque de France.
- Rossi, Barbara & Odendahl, Florens & Sekhposyan, Tatevik, 2020. "Comparing Forecast Performance with State Dependence," CEPR Discussion Papers 15217, C.E.P.R. Discussion Papers.
- Gergely Ganics & Florens Odendahl, 2019.
"Bayesian VAR forecasts, survey information and structural change in the euro area,"
Working Papers
1948, Banco de España.
- 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.
Articles
- Odendahl, Florens & Pagliari, Maria Sole & Penalver, Adrian & Rossi, Barbara & Sestieri, Giulia, 2024.
"Euro area monetary policy effects. Does the shape of the yield curve matter?,"
Journal of Monetary Economics, Elsevier, vol. 147(S).
- Florens Odendahl & Maria Sole Pagliari & Adrian Penalver & Barbara Rossi & Giulia Sestieri, 2023. "Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?," Working papers 912, Banque de France.
- Pablo Burriel Llombart & Florens Odendahl & Susana Párraga Rodríguez, 2024. "Asimetrías en la traslación de los incrementos y de los descensos de los precios de la energía a la inflación subyacente del área del euro y de España," Boletín Económico, Banco de España, issue 2024/T1.
- Pablo Burriel Llombart & Florens Odendahl & Susana Párraga Rodríguez, 2024. "Asymmetries in the transmission of energy price increases and decreases to underlying inflation in the euro area and Spain," Economic Bulletin, Banco de España, issue 2024/Q1.
- Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik, 2023.
"Evaluating forecast performance with state dependence,"
Journal of Econometrics, Elsevier, vol. 237(2).
- Florens Odendahl & Tatevik Sekhposyan & Barbara Rossi, 2021. "Evaluating Forecast Performance with State Dependence," Working Papers 1295, Barcelona School of Economics.
- Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2021. "Evaluating forecast performance with state dependence," Economics Working Papers 1800, Department of Economics and Business, Universitat Pompeu Fabra.
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2023.
"Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches,"
Journal of Banking & Finance, Elsevier, vol. 151(C).
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2021. "Fed communication on financial stability concerns and monetary policy decisions: revelations from speeches," Working Papers 2110, Banco de España.
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2022. "Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches," CEPR Discussion Papers 17671, C.E.P.R. Discussion Papers.
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2020. "Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches," Working papers 779, 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 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.
Chapters
- Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2023. "Markov Switching Rationality," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 35-64, Emerald Group Publishing Limited.
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
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2024.
"ECB communication and its impact on financial markets,"
Working Papers
2431, Banco de España.
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2022. "ECB Communication and its Impact on Financial Markets," Working papers 859, Banque de France.
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2024. "ECB communication and its impact on financial markets," CEPR Discussion Papers 19242, C.E.P.R. Discussion Papers.
Cited by:
- Gnan, Phillipp & Rieder, Kilian, 2022. "The (Not So) Quiet Period: Communication by ECB Decision-makers during Monetary Policy Blackout Days," CEPR Discussion Papers 15735, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Gnan, Phillipp & Rieder, Kilian, 2023.
"Central Bank Communication by ??? The Economics of Public Policy Leaks,"
CEPR Discussion Papers
18152, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Gnan, Phillipp & Rieder, Kilian, 2023. "Central bank communication by ??? The economics of public policy leaks," Working Paper Series 2846, European Central Bank.
- Odendahl, Florens & Pagliari, Maria Sole & Penalver, Adrian & Rossi, Barbara & Sestieri, Giulia, 2024.
"Euro area monetary policy effects. Does the shape of the yield curve matter?,"
Journal of Monetary Economics, Elsevier, vol. 147(S).
- Florens Odendahl & Maria Sole Pagliari & Adrian Penalver & Barbara Rossi & Giulia Sestieri, 2023. "Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?," Working papers 912, Banque de France.
- Gnan, Phillipp & Rieder, Kilian, 2023. "The (not so) quiet period: Communication by ECB decision-makers during monetary policy blackout days☆," Journal of International Money and Finance, Elsevier, vol. 130(C).
- Jean-Charles Bricongne & Baptiste Meunier & Raquel Caldeira, 2024. "Should Central Banks Care About Text Mining? A Literature Review," Working papers 950, Banque de France.
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2023.
"Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches,"
Journal of Banking & Finance, Elsevier, vol. 151(C).
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2021. "Fed communication on financial stability concerns and monetary policy decisions: revelations from speeches," Working Papers 2110, Banco de España.
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2022. "Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches," CEPR Discussion Papers 17671, C.E.P.R. Discussion Papers.
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2020. "Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches," Working papers 779, Banque de France.
- Haroon Mumtaz & Jumana Saleheen & Roxane Spitznagel, 2023. "Keep it Simple: Central Bank Communication and Asset Prices," Working Papers 960, Queen Mary University of London, School of Economics and Finance.
- Fadda, Pietro & Hanifi, Rayane & Istrefi, Klodiana & Penalver, Adrian, 2022.
"Central Bank Communication of Uncertainty,"
CEPR Discussion Papers
17728, C.E.P.R. Discussion Papers.
- Rayane Hanifi & Klodiana Istrefi & Adrian Penalver, 2022. "Central Bank Communication of Uncertainty," Working papers 898, Banque de France.
- Florens Odendahl & Maria Sole Pagliari & Adrian Penalver & Barbara Rossi & Giulia Sestieri, 2023.
"Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?,"
Working papers
912, Banque de France.
- Odendahl, Florens & Pagliari, Maria Sole & Penalver, Adrian & Rossi, Barbara & Sestieri, Giulia, 2024. "Euro area monetary policy effects. Does the shape of the yield curve matter?," Journal of Monetary Economics, Elsevier, vol. 147(S).
Cited by:
- Geert Mesters & Régis Barnichon, 2025. "Policy evaluation with Sufficient Macro Statistics -a primer," Working Papers 1474, Barcelona School of Economics.
- Maria Sole Pagliari, 2021.
"Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies,"
Working papers
829, Banque de France.
- Pagliari, Maria Sole, 2024. "Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies," European Economic Review, Elsevier, vol. 168(C).
- Altavilla, Carlo & Bussière, Matthieu & Galí, Jordi & Gorodnichenko, Yuriy & Gürkaynak, Refet S. & Rey, Hélène, 2024. "A research program on monetary policy for Europe," Journal of Monetary Economics, Elsevier, vol. 147(S).
- Luis J. Álvarez & Florens Odendahl, 2022.
"Data outliers and Bayesian VARs in the Euro Area,"
Working Papers
2239, Banco de España.
Cited by:
- Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2024.
"Lessons from nowcasting GDP across the world,"
Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 8, pages 187-217,
Edward Elgar Publishing.
- Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023. "Lessons from Nowcasting GDP across the World," International Finance Discussion Papers 1385, Board of Governors of the Federal Reserve System (U.S.).
- Morão, Hugo, 2024.
"An economic policy uncertainty index for Portugal,"
International Economics, Elsevier, vol. 178(C).
- Hugo Morão, 2024. "An Economic Policy Uncertainty Index for Portugal," Working Papers REM 2024/0322, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Diakonova, Marina & Ghirelli, Corinna & Molina, Luis & Pérez, Javier J., 2023.
"The economic impact of conflict-related and policy uncertainty shocks: The case of Russia,"
International Economics, Elsevier, vol. 174(C), pages 69-90.
- Marina Diakonova & Corinna Ghirelli & Javier J. Pérez & Luis Molina, 2022. "The economic impact of conflict-related and policy uncertainty shocks: the case of Russia," Working Papers 2242, Banco de España.
- Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2024.
"Lessons from nowcasting GDP across the world,"
Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 8, pages 187-217,
Edward Elgar Publishing.
- Florens Odendahl & Tatevik Sekhposyan & Barbara Rossi, 2021.
"Evaluating Forecast Performance with State Dependence,"
Working Papers
1295, Barcelona School of Economics.
- Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik, 2023. "Evaluating forecast performance with state dependence," Journal of Econometrics, Elsevier, vol. 237(2).
- Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2021. "Evaluating forecast performance with state dependence," Economics Working Papers 1800, Department of Economics and Business, Universitat Pompeu Fabra.
Cited by:
- David I. Harvey & Stephen J. Leybourne & Yang Zu, 2024. "Tests for equal forecast accuracy under heteroskedasticity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 850-869, August.
- Granziera, Eleonora & Jalasjoki, Pirkka & Paloviita, Maritta, 2024. "The bias of the ECB inflation projections: A State-dependent analysis," Bank of Finland Research Discussion Papers 4/2024, Bank of Finland.
- Eleonora Granziera & Pirkka Jalasjoki & Maritta Paloviita, 2025. "The Bias of the ECB Inflation Projections: A State‐Dependent Analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(3), pages 922-940, April.
- Bordo, Michael D. & Haubrich, Joseph G., 2024. "Low interest rates and the predictive content of the yield curve," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2024.
"Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’,"
Documentos de trabajo
21169, FLAR.
- Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2024. "Term spread spillovers to Latin America and emergence of the ‘Twin Ds’," International Review of Economics & Finance, Elsevier, vol. 96(PB).
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2021.
"Fed communication on financial stability concerns and monetary policy decisions: revelations from speeches,"
Working Papers
2110, Banco de España.
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2023. "Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches," Journal of Banking & Finance, Elsevier, vol. 151(C).
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2022. "Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches," CEPR Discussion Papers 17671, C.E.P.R. Discussion Papers.
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2020. "Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches," Working papers 779, Banque de France.
Cited by:
- Arina Wischnewsky & David‐Jan Jansen & Matthias Neuenkirch, 2021.
"Financial stability and the Fed: Evidence from congressional hearings,"
Economic Inquiry, Western Economic Association International, vol. 59(3), pages 1192-1214, July.
- Arina Wischnewsky & David-Jan Jansen & Matthias Neuenkirch, 2019. "Financial Stability and the Fed: Evidence fromCongressional Hearings," Working Paper Series 2019-05, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Wischnewsky, Arina & Jansen, David-Jan & Neuenkirch, Matthias, 2020. "Financial Stability and the Fed: Evidence from Congressional Hearings," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224527, Verein für Socialpolitik / German Economic Association.
- Arina Wischnewsky & David-Jan Jansen & Matthias Neuenkirch, 2019. "Financial Stability and the Fed: Evidence from Congressional Hearings," Research Papers in Economics 2019-08, University of Trier, Department of Economics.
- Arina Wischnewsky & David-Jan Jansen & Matthias Neuenkirch, 2019. "Financial stability and the Fed: evidence from congressional hearings," CESifo Working Paper Series 7657, CESifo.
- Zahner, Johannes & Baumgärtner, Martin, 2022.
"Whatever it Takes to Understand a Central Banker – Embedding their Words Using Neural Networks,"
VfS Annual Conference 2022 (Basel): Big Data in Economics
264019, Verein für Socialpolitik / German Economic Association.
- Baumgärtner, Martin & Zahner, Johannes, 2023. "Whatever it takes to understand a central banker: Embedding their words using neural networks," IMFS Working Paper Series 194, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Martin Baumgaertner & Johannes Zahner, 2021. "Whatever it takes to understand a central banker - Embedding their words using neural networks," MAGKS Papers on Economics 202130, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2024.
"ECB communication and its impact on financial markets,"
Working Papers
2431, Banco de España.
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2022. "ECB Communication and its Impact on Financial Markets," Working papers 859, Banque de France.
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2024. "ECB communication and its impact on financial markets," CEPR Discussion Papers 19242, C.E.P.R. Discussion Papers.
- Aabid Karim & Heman Das Lohano, 2024. "Sentiment Analysis of State Bank of Pakistan's Monetary Policy Documents and its Impact on Stock Market," Papers 2408.03328, arXiv.org.
- Jean-Charles Bricongne & Baptiste Meunier & Raquel Caldeira, 2024. "Should Central Banks Care About Text Mining? A Literature Review," Working papers 950, Banque de France.
- Ghassan, Hassan Belkacem & Krichene, Noureddine, 2023. "Theoretical and Analytical Approach of Financial Stability: Islamic Perspective," MPRA Paper 122963, University Library of Munich, Germany, revised 19 Feb 2024.
- Parle, Conor, 2022.
"The financial market impact of ECB monetary policy press conferences — A text based approach,"
European Journal of Political Economy, Elsevier, vol. 74(C).
- Parle, Conor, 2021. "The financial market impact of ECB monetary policy press conferences - a text based approach," Research Technical Papers 4/RT/21, Central Bank of Ireland.
- Granziera, Eleanora & Larsen, Wegard H. & Meggiorini, Greta & Melosi, Leonardo, 2025. "Speaking of Inflation : The Influence of Fed Speeches on Expectations," The Warwick Economics Research Paper Series (TWERPS) 1555, University of Warwick, Department of Economics.
- Dimitrios Kanelis & Pierre L. Siklos, 2025. "The ECB press conference statement: deriving a new sentiment indicator for the euro area," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(1), pages 652-664, January.
- Fadda, Pietro & Hanifi, Rayane & Istrefi, Klodiana & Penalver, Adrian, 2022.
"Central Bank Communication of Uncertainty,"
CEPR Discussion Papers
17728, C.E.P.R. Discussion Papers.
- Rayane Hanifi & Klodiana Istrefi & Adrian Penalver, 2022. "Central Bank Communication of Uncertainty," Working papers 898, Banque de France.
- Stolbov, Mikhail & Shchepeleva, Maria & Karminsky, Alexander, 2022. "When central bank research meets Google search: A sentiment index of global financial stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
- Rossi, Barbara & Odendahl, Florens & Sekhposyan, Tatevik, 2020.
"Comparing Forecast Performance with State Dependence,"
CEPR Discussion Papers
15217, C.E.P.R. Discussion Papers.
Cited by:
- Matteo Iacopini & Francesco Ravazzolo & Luca Rossini, 2020.
"Proper scoring rules for evaluating asymmetry in density forecasting,"
Working Papers
No 06/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Matteo Iacopini & Francesco Ravazzolo & Luca Rossini, 2020. "Proper scoring rules for evaluating asymmetry in density forecasting," Papers 2006.11265, arXiv.org, revised Sep 2020.
- Matteo Iacopini & Francesco Ravazzolo & Luca Rossini, 2020.
"Proper scoring rules for evaluating asymmetry in density forecasting,"
Working Papers
No 06/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Gergely Ganics & Florens Odendahl, 2019.
"Bayesian VAR forecasts, survey information and structural change in the euro area,"
Working Papers
1948, Banco de España.
- 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.
Cited by:
- Bańbura, Marta & Leiva-Leon, Danilo & Menz, Jan-Oliver, 2021.
"Do inflation expectations improve model-based inflation forecasts?,"
Working Paper Series
2604, European Central Bank.
- Bańbura, Marta & Leiva-León, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Discussion Papers 48/2021, Deutsche Bundesbank.
- Marta Bañbura & Danilo Leiva-León & Jan-Oliver Menz, 2021. "Do inflation expectations improve model-based inflation Forecasts?," Working Papers 2138, Banco de España.
- Djimoudjiel, Djekonbe & T. Rostand, Dany Dombu & MBATINA NODJI, NDILENGAR, 2024. "What lessons does the COVID-19 pandemic teach us about banking liquidity and information share in the CEMAC zone?," MPRA Paper 119666, University Library of Munich, Germany, revised 17 Jan 2024.
- 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.
- 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.
- Granziera, Eleanora & Larsen, Wegard H. & Meggiorini, Greta & Melosi, Leonardo, 2025. "Speaking of Inflation : The Influence of Fed Speeches on Expectations," The Warwick Economics Research Paper Series (TWERPS) 1555, University of Warwick, Department of Economics.
- López, Lucia & Odendahl, Florens & Parraga Rodriguez, Susana & Silgado-Gómez, Edgar, 2024. "The pass-through to inflation of gas price shocks," Working Paper Series 2968, European Central Bank.
- 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.
- Carlos Pérez Montes & Jorge E. Galán & María Bru & Julio Gálvez & Alberto García & Carlos González & Samuel Hurtado & Nadia Lavín & Eduardo Pérez Asenjo & Irene Roibás, 2023. "Systemic analysis framework for the impact of economic and financial risks," Occasional Papers 2311, Banco de España.
- Milan Szabo, 2024. "Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1975-1981, September.
- 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.
Articles
- Odendahl, Florens & Pagliari, Maria Sole & Penalver, Adrian & Rossi, Barbara & Sestieri, Giulia, 2024.
"Euro area monetary policy effects. Does the shape of the yield curve matter?,"
Journal of Monetary Economics, Elsevier, vol. 147(S).
See citations under working paper version above.
- Florens Odendahl & Maria Sole Pagliari & Adrian Penalver & Barbara Rossi & Giulia Sestieri, 2023. "Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?," Working papers 912, Banque de France.
- Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik, 2023.
"Evaluating forecast performance with state dependence,"
Journal of Econometrics, Elsevier, vol. 237(2).
See citations under working paper version above.
- Florens Odendahl & Tatevik Sekhposyan & Barbara Rossi, 2021. "Evaluating Forecast Performance with State Dependence," Working Papers 1295, Barcelona School of Economics.
- Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2021. "Evaluating forecast performance with state dependence," Economics Working Papers 1800, Department of Economics and Business, Universitat Pompeu Fabra.
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2023.
"Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches,"
Journal of Banking & Finance, Elsevier, vol. 151(C).
See citations under working paper version above.
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2021. "Fed communication on financial stability concerns and monetary policy decisions: revelations from speeches," Working Papers 2110, Banco de España.
- Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2022. "Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches," CEPR Discussion Papers 17671, C.E.P.R. Discussion Papers.
- Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2020. "Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches," Working papers 779, 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.
See citations under working paper version above.Sorry, no citations of articles recorded.
- 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.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 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-EEC: European Economics (7) 2019-11-04 2020-01-13 2023-05-29 2023-07-17 2024-09-02 2024-11-04 2025-02-24. Author is listed
- NEP-MON: Monetary Economics (7) 2020-10-12 2021-04-05 2022-02-28 2023-07-17 2024-09-02 2024-11-04 2025-02-24. Author is listed
- NEP-FOR: Forecasting (6) 2019-11-04 2020-01-13 2021-05-31 2021-09-20 2025-01-27 2025-02-24. Author is listed
- NEP-MAC: Macroeconomics (6) 2019-11-04 2020-01-13 2020-10-12 2021-04-05 2021-09-20 2022-02-28. Author is listed
- NEP-ECM: Econometrics (5) 2020-01-13 2021-05-31 2021-09-20 2023-05-29 2025-02-24. Author is listed
- NEP-CBA: Central Banking (4) 2020-10-12 2022-02-28 2023-07-17 2024-11-04. Author is listed
- NEP-BAN: Banking (3) 2022-02-28 2023-07-17 2024-11-04
- NEP-ETS: Econometric Time Series (3) 2019-11-04 2021-09-20 2023-05-29
- NEP-DGE: Dynamic General Equilibrium (2) 2024-09-02 2025-02-24
- NEP-ENE: Energy Economics (2) 2024-09-02 2025-02-24
- NEP-DCM: Discrete Choice Models (1) 2025-01-27
- NEP-DES: Economic Design (1) 2023-05-29
- NEP-EUR: Microeconomic European Issues (1) 2024-09-02
- NEP-FMK: Financial Markets (1) 2024-11-04
- NEP-ISF: Islamic Finance (1) 2021-09-20
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