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In Search of Equilibrium; Estimating Equilibrium Real Exchange Rates in Sub-Saharan African Countries

Mongardini, Joannes; Chudik, Alexander - International Monetary Fund (IMF) - 2007

This paper presents a methodology to estimate equilibrium real exchange rates (ERER) for Sub-Saharan African (SSA) countries using both single-country and panel estimation techniques. The limited data set hinders single-country estimation for most countries in the sample, but panel estimates are...

Persistent link: https://www.econbiz.de/10005604925

Nowcasting business cycles : a Bayesian approach to dynamic heterogeneous factor models

D'Agostino, Antonello; Giannone, Domenico; Lenza, Michele; … - 2015

Persistent link: https://www.econbiz.de/10011409519

Now-casting inflation using high frequency data

Modugno, Michele - In: International journal of forecasting 29 (2013) 4, pp. 664-675

Persistent link: https://www.econbiz.de/10010221306

Nowcasting business cycles : a Bayesian approach to dynamic heterogeneous factor models

D'Agostino, Antonello; Giannone, Domenico; Lenza, Michele; … - In: Dynamic factor models, (pp. 569-594). 2016

Persistent link: https://www.econbiz.de/10011448723

A global trade model for the euro area

D'Agostino, Antonello; Modugno, Michele; Osbat, Chiara - 2016

Persistent link: https://www.econbiz.de/10011619965

Nowcasting Turkish GDP and news decomposition

Modugno, Michele; Soybilgen, Barış; Yazgan, Mustafa Ege - In: International journal of forecasting 32 (2016) 4, pp. 1369-1384

Persistent link: https://www.econbiz.de/10011622169

Unspanned macroeconomic factors in the yield curve

Coroneo, Laura; Giannone, Domenico; Modugno, Michele - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 472-485

Persistent link: https://www.econbiz.de/10011691663

A now-casting model for Canada : Do U.S. variables matter?

Bragoli, Daniela; Modugno, Michele - In: International journal of forecasting 33 (2017) 4, pp. 786-800

Persistent link: https://www.econbiz.de/10011746907

A global trade model for the euro-area

D'Agostino, Antonello; Modugno, Michele; Osbat, Chiara - In: International journal of central banking : IJCB 13 (2017) 4, pp. 1-34

Persistent link: https://www.econbiz.de/10011785083

Size, openness, and macroeconomic interdependence

Chudik, Alexander; Straub, Roland - In: International economic review 58 (2017) 1, pp. 33-55

Persistent link: https://www.econbiz.de/10011860184