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EMF Research Papers

From Economic Modelling and Forecasting Group
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27: Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of England's Monetary Policy Committee Downloads
James Mitchell and Martin Weale
26: Bank Assets, Liquidity and Credit Cycles Downloads
Federico Lubello, Ivan Petrella and Emiliano Santoro
25: Not all Terms of Trade Shocks are Alike Downloads
Luciana Juvenal and Ivan Petrella
24: Measuring Data Uncertainty: An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth Downloads
Ana Beatriz Galvao and James Mitchell
23: Commodity Prices and Inflation Risk Downloads
Anthony Garratt and Ivan Petrella
22: Communicating uncertainty about facts, numbers, and science Downloads
Anne Marthe van der Bles, Sander van der Liden, Alessandra L. J. Freeman, James Mitchell, Ana Galvão and David J. Spiegelhalter
21: Leverage and Deepening Business Cycle Skewness Downloads
Henrik Jensen, Ivan Petrella, Søren Hove Ravn and Emiliano Santoro
20: Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 Downloads
Gary Koop, Stuart McIntyre, James Mitchell and Aubrey Poon
19: Efficient Matrix Approach for Classical Inference in State Space Models Downloads
Davide Delle Monache and Ivan Petrella
18: Risk Premia and Seasonality in Commodity Futures Downloads
Constantino Hevia, Ivan Petrella and Martin Sola
17: Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries Downloads
Andrea Carriero, Ana Galvão and Massimiliano Marcellino
16: Gibrat's Law and Quantile Regressions: an Application to Firm Growth Downloads
Roberta Distante, Ivan Petrella and Emiliano Santoro
15: News Shocks and the Slope of the Term Structure of Interest Rates: Comment Downloads
Danilo Cascaldi-Garcia
14: Monetary Policy with Sectoral Trade-offs Downloads
Ivan Petrella, Rafaelle Rossi and Emilio Santoro
13: Adaptive Models and Heavy Tails with an Application to Inflation Forecasting Downloads
Davide Delle Monache and Ivan Petrella
12: News and Uncertainty Shocks Downloads
Danilo Cascaldi-Garcia and Ana Galvão
11: Data Revisions and DSGE Models Downloads
Ana Galvão
10: A comprehensive evaluation of macroeconomic forecasting methods Downloads
Andrea Carriero, Ana Galvão and George Kapetanios
09: Assessing the Economic Value of Probabilistic Forecasts in the Presence of an Inflation Target Downloads
Christopher McDonald, Craig Thamotheram, Shaun Vahey and Elizabeth C. Wakerly
08: What univariate models tell us about multivariate macroeconomic models Downloads
James Mitchell, Donald Robertson and Stephen Wright
07: Probability Forecasting for Inflation Warnings from the Federal Reserve Downloads
Anthony Garratt, James Mitchell and Shaun Vahey
06: Probablistic Prediction of the US Great Recession with Historical Expert Downloads
Patrick Coe and Shaun Vahey
05: Generalised Density Forecast Combinations Downloads
Nicholas Fawcett, George Kapetanios, James Mitchell and Simon Price
04: Economic Sentiment, International Interdependence and Output Dynamics in the G7 Downloads
Anthony Garratt, Kevin Lee and Kalvinder Shields
03: A Nonlinear Panel Data Model of Cross-Sectional Dependence Downloads
George Kapetanios, James Mitchell and Yongcheol Shin
02: The Recalibrated and Copula Opinion Pools Downloads
James Mitchell
01: Measuring Output Gap Nowcast Uncertainty Downloads
Anthony Garratt, James Mitchell and Shaun Vahey
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