Details about Eleonora Granziera

Access statistics for papers by Eleonora Granziera.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pgr548

Working Papers

2018

1. Inference for VARs Identified with Sign Restrictions
   Papers, arXiv.org View citations (46)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (15)
   Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (32)
   NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (32)
   See also Journal Article Inference for VARs identified with sign restrictions, Quantitative Economics, Econometric Society (2018) View citations (36) (2018)

2016

2. Monetary Policy, Private Debt and Financial Stability Risks
   Staff Working Papers, Bank of Canada View citations (22)
   See also Journal Article Monetary Policy, Private Debt, and Financial Stability Risks, International Journal of Central Banking, International Journal of Central Banking (2017) View citations (26) (2017)

2013

3. A predictability test for a small number of nested models
   Working Paper Series, European Central Bank View citations (2)
   See also Journal Article A predictability test for a small number of nested models, Journal of Econometrics, Elsevier (2014) View citations (9) (2014)

2012

4. House Price Dynamics: Fundamentals and Expectations
   Staff Working Papers, Bank of Canada View citations (20)
   See also Journal Article House price dynamics: Fundamentals and expectations, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (35) (2015)

Journal Articles

2019

1. Predicting relative forecasting performance: An empirical investigation
   International Journal of Forecasting, 2019, 35, (4), 1636-1657 View citations (29)

2018

2. Inference for VARs identified with sign restrictions
   Quantitative Economics, 2018, 9, (3), 1087-1121 View citations (36)
   See also Working Paper Inference for VARs Identified with Sign Restrictions, Papers (2018) View citations (46) (2018)

2017

3. Monetary Policy, Private Debt, and Financial Stability Risks
   International Journal of Central Banking, 2017, 13, (3), 337-373 View citations (26)
   See also Working Paper Monetary Policy, Private Debt and Financial Stability Risks, Staff Working Papers (2016) View citations (22) (2016)

2015

4. House price dynamics: Fundamentals and expectations
   Journal of Economic Dynamics and Control, 2015, 60, (C), 152-165 View citations (35)
   See also Working Paper House Price Dynamics: Fundamentals and Expectations, Staff Working Papers (2012) View citations (20) (2012)

2014

5. A predictability test for a small number of nested models
   Journal of Econometrics, 2014, 182, (1), 174-185 View citations (9)
   See also Working Paper A predictability test for a small number of nested models, Working Paper Series (2013) View citations (2) (2013)

2013

6. The Accuracy of Short-Term Forecast Combinations
   Bank of Canada Review, 2013, 2013, (Summer), 13-21 View citations (6)