Details about Florens Odendahl

Access statistics for papers by Florens Odendahl.

Last updated 2025-05-07. Update your information in the RePEc Author Service.

Short-id: pod75

Working Papers

2025

1. Density forecast transformations
   Working Papers, Banco de España
   Also in Papers, arXiv.org (2024)
2. The pass-through to inflation of gas price shocks
   Working Papers, Banco de España
   Also in Working Paper Series, European Central Bank (2024)

2024

3. ECB communication and its impact on financial markets
   Working Papers, Banco de España
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
   Working papers, Banque de France (2022) View citations (9)

2023

4. Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?
   Working papers, Banque de France View citations (1)
   See also Journal Article Euro area monetary policy effects. Does the shape of the yield curve matter?, Journal of Monetary Economics, Elsevier (2024) View citations (2) (2024)

2022

5. Data outliers and Bayesian VARs in the Euro Area
   Working Papers, Banco de España View citations (4)
6. Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working papers, Banque de France (2020) View citations (7)
   Working Papers, Banco de España (2021) View citations (1)
   See also Journal Article Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches, Journal of Banking & Finance, Elsevier (2023) View citations (5) (2023)

2021

7. Evaluating Forecast Performance with State Dependence
   Working Papers, Barcelona School of Economics
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2021)
   See also Journal Article Evaluating forecast performance with state dependence, Journal of Econometrics, Elsevier (2023) View citations (5) (2023)

2020

8. Comparing Forecast Performance with State Dependence
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

2019

9. Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area
   Working papers, Banque de France View citations (5)
   Also in Working Papers, Banco de España (2019) View citations (1)
   See also Journal Article Bayesian VAR forecasts, survey information, and structural change in the euro area, International Journal of Forecasting, Elsevier (2021) View citations (12) (2021)

Journal Articles

2024

1. 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, 2024, (2024/T1)
2. Asymmetries in the transmission of energy price increases and decreases to underlying inflation in the euro area and Spain
   Economic Bulletin, 2024, (2024/Q1)
3. Euro area monetary policy effects. Does the shape of the yield curve matter?
   Journal of Monetary Economics, 2024, 147, (S) View citations (2)
   See also Working Paper Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?, Working papers (2023) View citations (1) (2023)

2023

4. Evaluating forecast performance with state dependence
   Journal of Econometrics, 2023, 237, (2) View citations (5)
   See also Working Paper Evaluating Forecast Performance with State Dependence, Working Papers (2021) (2021)
5. Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches
   Journal of Banking & Finance, 2023, 151, (C) View citations (5)
   See also Working Paper Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches, CEPR Discussion Papers (2022) (2022)

2021

6. Bayesian VAR forecasts, survey information, and structural change in the euro area
   International Journal of Forecasting, 2021, 37, (2), 971-999 View citations (12)
   See also Working Paper Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area, Working papers (2019) View citations (5) (2019)

Chapters

2023

1. Markov Switching Rationality
   A chapter in Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, 2023, vol. 45B, pp 35-64