|
2025
|
Specification Choices in Quantile Regression for Empirical Macroeconomics
|
Journal of Applied Econometrics
|
B
|
3
|
|
2025
|
Forecasting with shadow rate VARs
|
Quantitative Economics
|
B
|
4
|
|
2025
|
Machine learning the macroeconomic effects of financial shocks
|
Economics Letters
|
C
|
4
|
|
2025
|
Nonparametric mixed frequency monitoring macro-at-risk
|
Economics Letters
|
C
|
2
|
|
2025
|
An empirical investigation of the effects of monetary policy shocks on the Italian economy
|
Economics Letters
|
C
|
2
|
|
2025
|
Bayesian neural networks for macroeconomic analysis
|
Journal of Econometrics
|
A
|
4
|
|
2025
|
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty
|
Journal of Business & Economic Statistics
|
A
|
4
|
|
2024
|
Blended identification in structural VARs
|
Journal of Monetary Economics
|
A
|
3
|
|
2024
|
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility
|
Review of Economics and Statistics
|
A
|
4
|
|
2024
|
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions
|
Journal of Money, Credit, and Banking
|
B
|
3
|
|
2024
|
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model
|
Journal of Business & Economic Statistics
|
A
|
5
|
|
2023
|
Macro uncertainty in the long run
|
Economics Letters
|
C
|
3
|
|
2023
|
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES
|
International Economic Review
|
B
|
5
|
|
2022
|
The global component of inflation volatility
|
Journal of Applied Econometrics
|
B
|
3
|
|
2022
|
Nowcasting tail risk to economic activity at a weekly frequency
|
Journal of Applied Econometrics
|
B
|
3
|
|
2022
|
Macroeconomic forecasting in a multi‐country context
|
Journal of Applied Econometrics
|
B
|
4
|
|
2022
|
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis
|
International Journal of Forecasting
|
B
|
3
|
|
2021
|
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty
|
Journal of Econometrics
|
A
|
3
|
|
2021
|
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates
|
Journal of Applied Econometrics
|
B
|
3
|
|
2021
|
Time-varying instrumental variable estimation
|
Journal of Econometrics
|
A
|
3
|
|
2020
|
Assessing international commonality in macroeconomic uncertainty and its effects
|
Journal of Applied Econometrics
|
B
|
3
|
|
2020
|
Markov-Switching Three-Pass Regression Filter
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2019
|
Tax shocks with high and low uncertainty
|
Journal of Applied Econometrics
|
B
|
2
|
|
2019
|
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
|
Journal of Econometrics
|
A
|
3
|
|
2019
|
Mixed‐frequency models with moving‐average components
|
Journal of Applied Econometrics
|
B
|
3
|
|
2019
|
Large time‐varying parameter VARs: A nonparametric approach
|
Journal of Applied Econometrics
|
B
|
3
|
|
2018
|
Measuring Uncertainty and Its Impact on the Economy
|
Review of Economics and Statistics
|
A
|
3
|
|
2018
|
Using low frequency information for predicting high frequency variables
|
International Journal of Forecasting
|
B
|
3
|
|
2017
|
Have Standard VARS Remained Stable Since the Crisis?
|
Journal of Applied Econometrics
|
B
|
4
|
|
2017
|
Structural FECM: Cointegration in large‐scale structural FAVAR models
|
Journal of Applied Econometrics
|
B
|
3
|
|
2017
|
Explaining the time-varying effects of oil market shocks on US stock returns
|
Economics Letters
|
C
|
3
|
|
2016
|
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR
|
Journal of Money, Credit, and Banking
|
B
|
4
|
|
2016
|
On the Importance of Sectoral and Regional Shocks for Price‐Setting
|
Journal of Applied Econometrics
|
B
|
3
|
|
2016
|
Structural analysis with Multivariate Autoregressive Index models
|
Journal of Econometrics
|
A
|
3
|
|
2016
|
Common Drifting Volatility in Large Bayesian VARs
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2016
|
Time Variation in Macro‐Financial Linkages
|
Journal of Applied Econometrics
|
B
|
3
|
|
2016
|
Factor‐Based Identification‐Robust Interference in IV Regressions
|
Journal of Applied Econometrics
|
B
|
3
|
|
2016
|
Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs
|
Journal of Econometrics
|
A
|
2
|
|
2016
|
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2015
|
Bayesian VARs: Specification Choices and Forecast Accuracy
|
Journal of Applied Econometrics
|
B
|
3
|
|
2015
|
Macroeconomic forecasting during the Great Recession: The return of non-linearity?
|
International Journal of Forecasting
|
B
|
3
|
|
2015
|
Markov-switching mixed-frequency VAR models
|
International Journal of Forecasting
|
B
|
3
|
|
2015
|
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries
|
International Journal of Forecasting
|
B
|
5
|
|
2015
|
Forecasting economic activity with targeted predictors
|
International Journal of Forecasting
|
B
|
3
|
|
2014
|
Forecasting with factor-augmented error correction models
|
International Journal of Forecasting
|
B
|
3
|
|
2014
|
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
|
International Journal of Forecasting
|
B
|
2
|
|
2014
|
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS
|
Journal of Applied Econometrics
|
B
|
2
|
|
2013
|
The multiscale causal dynamics of foreign exchange markets
|
Journal of International Money and Finance
|
B
|
2
|
|
2013
|
Markov-Switching MIDAS Models
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2013
|
Empirical simultaneous prediction regions for path-forecasts
|
International Journal of Forecasting
|
B
|
3
|
|
2013
|
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES
|
Journal of Applied Econometrics
|
B
|
3
|
|
2012
|
Forecasting government bond yields with large Bayesian vector autoregressions
|
Journal of Banking & Finance
|
B
|
3
|
|
2011
|
Econometric analyses with backdated data: Unified Germany and the euro area
|
Economic Modeling
|
C
|
2
|
|
2011
|
Sectoral Survey‐based Confidence Indicators for Europe
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2011
|
Forecasting large datasets with Bayesian reduced rank multivariate models
|
Journal of Applied Econometrics
|
B
|
3
|
|
2011
|
LSM: A DSGE model for Luxembourg
|
Economic Modeling
|
C
|
4
|
|
2011
|
The reliability of real-time estimates of the euro area output gap
|
Economic Modeling
|
C
|
2
|
|
2011
|
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area
|
International Journal of Forecasting
|
B
|
3
|
|
2011
|
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area
|
International Journal of Forecasting
|
B
|
3
|
|
2010
|
Cross-sectional averaging and instrumental variable estimation with many weak instruments
|
Economics Letters
|
C
|
2
|
|
2010
|
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2009
|
‘Macroeconomic forecasting using diffusion indices’
|
Economic Policy
|
B
|
3
|
|
2009
|
Forecasting exchange rates with a large Bayesian VAR
|
International Journal of Forecasting
|
B
|
3
|
|
2008
|
Foreword
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2008
|
Guest Editors’ Introduction to Special Issue on Encompassing
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2008
|
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models*
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2007
|
A comparison of methods for the construction of composite coincident and leading indexes for the UK
|
International Journal of Forecasting
|
B
|
2
|
|
2006
|
Interpolation and backdating with a large information set
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2006
|
Are there any reliable leading indicators for US inflation and GDP growth?
|
International Journal of Forecasting
|
B
|
2
|
|
2006
|
Factor based index tracking
|
Journal of Banking & Finance
|
B
|
2
|
|
2006
|
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
|
Journal of Econometrics
|
A
|
3
|
|
2005
|
Leading Indicators for Euro‐area Inflation and GDP Growth*
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2005
|
Modelling and Forecasting Fiscal Variables for the Euro Area*
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2004
|
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2004
|
Forecast Pooling for European Macroeconomic Variables
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
2004
|
Forecasting EMU macroeconomic variables
|
International Journal of Forecasting
|
B
|
1
|
|
2003
|
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information
|
European Economic Review
|
B
|
3
|
|
2000
|
repec:bla:obuest:v:62:y:2000:i:4:p:533-42
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
2000
|
Forecast Bias and MSFE Encompassing
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
2000
|
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK
|
Economic Modeling
|
C
|
2
|