IDEAS home Printed from
   My authors  Follow this author

Gergely Ganics

Personal Details

First Name:Gergely
Middle Name:
Last Name:Ganics
RePEc Short-ID:pga946
[This author has chosen not to make the email address public]


Banco de España

Madrid, Spain


RePEc:edi:bdegves (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area," Working papers 733, Banque de France.
  2. 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;Working Papers Homepage.
  3. Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España;Working Papers Homepage.


  1. Gergely Ganics & Eva Ortega, 2019. "Banco de España macroeconomic projections: comparison with an econometric model," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue SEP.
  2. Gergely Ganics & Eva Ortega, 2019. "Las previsiones macroeconómicas del Banco de España a la luz de un modelo econométrico," Boletín Económico, Banco de España;Boletín Económico Homepage, issue SEP.


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

  1. 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;Working Papers Homepage.

    Cited by:

    1. 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.


    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.


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 3 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.
  1. NEP-ETS: Econometric Time Series (3) 2018-01-29 2019-01-14 2019-11-04. Author is listed
  2. NEP-ECM: Econometrics (2) 2018-01-29 2019-01-14. Author is listed
  3. NEP-FOR: Forecasting (2) 2018-01-29 2019-11-04. Author is listed
  4. NEP-EEC: European Economics (1) 2019-11-04. Author is listed
  5. NEP-MAC: Macroeconomics (1) 2019-11-04. Author is listed


All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Gergely Ganics should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.