Forecasting and Macroeconometrics

EEA
Presenter(s) Type Length Chair
Elmar Mertens Laura Coroneo Sofia Velasco Ivan Paya Contributed 26/08 07:00 UTC
90
mins
Eleonora Granziera

Papers

(Listed in order of presenters above)

Forecasting with Shadow-Rate VARs

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Does real-time macroeconomic information help to predict interest rates?

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Unobserved components models with stochastic volatility for extracting trends and cycles in credit

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Macroprudential Policy in the Euro Area

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