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Inflation forecasts : are marketbased and survey-based measures informative?

Grothe, Magdalena (contributor); Meyler, Aidan (contributor) - European Central Bank - 2015

This paper analyses the predictive power of market-based and survey-based inflation expectations for actual inflation. We use the data on inflation swaps and the forecasts from the Survey of Professional Forecasters for the euro area and the United States. The results show that both market-based...

Persistent link: https://www.econbiz.de/10015296688

The ECB survey of professional forecasters : forecast processes and methodologies : results of the 2023 special survey : survey conducted on the occasion of the 25th anniversary of...

European Central Bank - 2024

special survey on SPF forecast processes and methodologies in the fourth quarter of 2023 (after 100 rounds of the SPF and 25 …

Persistent link: https://www.econbiz.de/10015277055

The ECB survey of professional forecasters : forecast processes and methodologies : results of the 2023 special survey : survey conducted on the occasion of the 25th anniversary of...

European Central Bank - 2024

special survey on SPF forecast processes and methodologies in the fourth quarter of 2023 (after 100 rounds of the SPF and 25 …

Persistent link: https://www.econbiz.de/10015277066

Forecasting the Brent oil price : addressing time-variation in forecast performance; N°1735, September 2014

Manescu, Cristiana (contributor); … - European Central Bank - 2014

This paper demonstrates how the real-time forecasting accuracy of different Brent oil price forecast models changes … forecasting statistics might hide important information on a model`s forecasting properties. To address this instability, we … propose a forecast combination approach to predict quarterly real Brent oil prices. A four-model combination (consisting of …

Persistent link: https://www.econbiz.de/10015301971

Commercial bank failures during the Great Recession : the real (estate) story

Antoniades, Adonis (contributor) - European Central Bank - 2015

The primary driver of commercial bank failures during the Great Recession was exposure to the real estate sector, not aggregate funding strains. The main "toxic" exposure was credit to non-household real estate borrowers, not traditional home mortgages or agency-issued MBS. Private-label MBS...

Persistent link: https://www.econbiz.de/10015298896

Commercial property markets : financial stability risks, recent developments and EU banks' exposures

European Central Bank - 2008

Persistent link: https://www.econbiz.de/10015313344

Housing market dynamics : any news?

Gomes, Sandra (contributor); Mendicino, Caterina (contributor) - European Central Bank - 2015

This paper explores the link between agent expectations and housing market dynamics. We focus on shifts in the fundamental driving forces of the economy that are anticipated by rational forward-looking agents, i.e. news shocks. Using Bayesian methods and U.S. data, we find that...

Persistent link: https://www.econbiz.de/10015298678

Real estate markets and macroprudential policy in Europe

Hartmann, Philipp (contributor) - European Central Bank - 2015

Boom-bust cycles in real estate markets have been major factors in systemic financial crises and therefore need to be at the forefront of macroprudential policy. The geographically differentiated nature of real estate market fluctuations implies that these policies need to be granular across...

Persistent link: https://www.econbiz.de/10015298936

Pricing or panicking? : commercial real estate markets and climate change

Foerster, Kai (contributor); Ryan, Ellen (contributor); … - European Central Bank - 2025

This paper provides the first study of climate risk pricing in euro area commercial real estate markets. We pay particular attention to changes in risk pricing over time, as a sudden market shift may significantly amplify the financial stability and macroeconomic implications of these risks. We...

Persistent link: https://www.econbiz.de/10015430212

Nowcasting made easier : a toolbox for economists

Linzenich, Jan (contributor); Meunier, Baptiste (contributor) - European Central Bank - 2024

We provide a versatile nowcasting toolbox that supports three model classes (dynamic factor models, large Bayesian VAR, bridge equations) and offers methods to manage data selection and adjust for Covid-19 observations. The toolbox aims at simplifying two key tasks: creating new nowcasting...

Persistent link: https://www.econbiz.de/10015322225