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Title:Path Forecast Evaluation Author(s):JORDÀ, Òscar; MARCELLINO, Massimiliano
Date:2010Citation:
- Journal of Applied Econometrics, 2010, 25, 4, 635-662
Type:ArticleAbstract: error bands, based on the collection of marginal predictive densities for each horizon, are vastly off the mark. The paper showcases these methods with an application to the most recent monetary episode of interest rate ...
Date:2010Citation:
Title:Endogenous Monetary Policy Regimes and the Great Moderation Author(s):GALVAO, Ana Beatriz C.; MARCELLINO, MassimilianoDate:2010Type:Working PaperSeries/Number:EUI ECO; 2010/22Abstract:This paper contributes to the literature on the changing transmission mechanism of monetary policy by introducing a model whose parameter evolution explicitly depends on the conduct of monetary policy. We find that the ...
Date:2010Type:Working PaperSeries/Number:EUI ECO; 2010/22Abstract:This paper contributes to the literature on the changing transmission mechanism of monetary policy by introducing a model whose parameter evolution explicitly depends on the conduct of monetary policy. We find that the ...
Title:Path forecast evaluation Author(s):JORDÀ, Òscar; MARCELLINO, MassimilianoDate:2008Type:Working PaperSeries/Number:University of California; Department of Economics; Working Papers; 2008/85Abstract: error bands, based on the collection of marginal predictive densities for each horizon, are vastly o§ mark. The paper showcases these methods with an application to the most recent monetary episode of interest rate hikes ...
Date:2008Type:Working PaperSeries/Number:University of California; Department of Economics; Working Papers; 2008/85Abstract: error bands, based on the collection of marginal predictive densities for each horizon, are vastly o§ mark. The paper showcases these methods with an application to the most recent monetary episode of interest rate hikes ...
Title:Path forecast evaluation Author(s):JORDÀ, Òscar; MARCELLINO, MassimilianoDate:2008Type:Working PaperSeries/Number:CEPR Discussion Paper; 2008/7009Abstract: error bands, based on the collection of marginal predictive densities for each horizon, are vastly off mark. The paper showcases these methods with an application to the most recent monetary episode of interest rate hikes ...
Date:2008Type:Working PaperSeries/Number:CEPR Discussion Paper; 2008/7009Abstract: error bands, based on the collection of marginal predictive densities for each horizon, are vastly off mark. The paper showcases these methods with an application to the most recent monetary episode of interest rate hikes ...
Title:Path Forecast Evaluation Author(s):JORDÀ, Òscar; MARCELLINO, MassimilianoDate:2008Type:Working PaperSeries/Number:EUI ECO; 2008/34Abstract: error bands, based on the collection of marginal predictive densities for each horizon, are vastly off mark. The paper showcases these methods with an application to the most recent monetary episode of interest rate hikes ...
Date:2008Type:Working PaperSeries/Number:EUI ECO; 2008/34Abstract: error bands, based on the collection of marginal predictive densities for each horizon, are vastly off mark. The paper showcases these methods with an application to the most recent monetary episode of interest rate hikes ...
Title:EFN report on the Euro area outlook Editor(s):MARCELLINO, MassimilianoDate:2002Type:Technical ReportSeries/Number:EFN Report; Spring 2002Abstract:This report analyses the current status of the Euro area economy, provides forecasts for key macroeconomic variables for 2002 and 2003, runs experiments designed to evaluate the effects of expansionary monetary and fiscal ...
Date:2002Type:Technical ReportSeries/Number:EFN Report; Spring 2002Abstract:This report analyses the current status of the Euro area economy, provides forecasts for key macroeconomic variables for 2002 and 2003, runs experiments designed to evaluate the effects of expansionary monetary and fiscal ...