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Evaluation of the performance of network industries providing services of general economic interest : ... report ; Commission staff working paper

Europäische Kommission - Brüssel : [Verlag nicht ermittelbar] - 2005-2006 [?]

Persistent link: https://www.econbiz.de/10003607517

Mitteilung der Kommission : Leistungen der Daseinsvorsorge in Europa

1996

Persistent link: https://www.econbiz.de/10000948017

Classical time-varying FAVAR models - Estimation, forecasting and structural analysis

Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - C.E.P.R. Discussion Papers - 2011

We propose a classical approach to estimate factor-augmented vector autoregressive (FAVAR) models with time variation in the factor loadings, in the factor dynamics, and in the variance-covariance matrix of innovations. When the time-varying FAVAR is estimated using a large quarterly dataset of...

Persistent link: https://www.econbiz.de/10008921778

Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective

Sarno, Lucio; Schmeling, Maik - C.E.P.R. Discussion Papers - 2013

exchange rates contain information about future fundamentals. We test this key empirical prediction of present-value models in …

Persistent link: https://www.econbiz.de/10011083568

Understanding Uncertainty Shocks and the Role of Black Swans

Orlik, Anna; Veldkamp, Laura - C.E.P.R. Discussion Papers - 2014

macroeconomic outcomes. Like Bayesian econometricians, they estimate a distribution. Using real-time GDP data, we measure … parameters. When the forecasting model admits only normally-distributed outcomes, we find small, acyclical changes in uncertainty …

Persistent link: https://www.econbiz.de/10011084011

How Useful are DSGE Macroeconomic Models for Forecasting?

Wickens, Michael R. - C.E.P.R. Discussion Papers - 2012

forecasting structure to time series models and their forward-looking dynamics, which consists of expected values of future … their forecasting ability. …

Persistent link: https://www.econbiz.de/10011084549

Exchange Rate Predictability

Rossi, Barbara - C.E.P.R. Discussion Papers - 2013

article provides a critical review of the recent literature on exchange rate forecasting and illustrates the new methodologies … the literature and the data suggests that the answer to the question: "Are exchange rates predictable?" is, "It depends …

Persistent link: https://www.econbiz.de/10011084576

The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit

Rivas, Gadea; Dolores, Maria; Pérez-Quirós, Gabriel - C.E.P.R. Discussion Papers - 2012

literature, it seems that the crisis was so obvious that economists must have been blind when looking at data not to see it …

Persistent link: https://www.econbiz.de/10011084606

Prediction Markets for Economic Forecasting

Snowberg, Erik; Wolfers, Justin; Zitzewitz, Eric - C.E.P.R. Discussion Papers - 2012

of attractive features: they quickly incorporate new information, are largely efficient, and impervious to manipulation …

Persistent link: https://www.econbiz.de/10011084612

Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility

Carriero, Andrea; Clark, Todd; Marcellino, Massimiliano - C.E.P.R. Discussion Papers - 2013

available within-the-quarter monthly observations of economic indicators, such as employment and industrial production, and …

Persistent link: https://www.econbiz.de/10011084707