Current Issues—Concise studies of topical economic and financial issues
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Course: Econometrics
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2014 Readings | Mathematical Complexity |
| Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance Marco Del Negro, Raiden Hasegawa, and Frank Schorfheide Staff Reports , No. 695 , October 2014 | Medium |
| High | |
2013 Readings | Mathematical Complexity |
| The Parts Are More Than the Whole: Separating Goods and Services to Predict Core Inflation Richard Peach, Robert Rich, and M. Henry Linder Current Issues , Vol. 19 , No. 7 , 2013 | Medium |
| Time-Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum Marco Del Negro and Giorgio Primiceri Staff Reports , No. 619 , May 2013 | High |
2012 Readings | Mathematical Complexity |
| DSGE Model-Based Forecasting Marco Del Negro and Frank Schorfheide Staff Reports , No. 554 , 03/2012 | Medium |
| The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters Robert Rich, Joseph Tracy, Joseph Song, and Joshua Abel Staff Reports , No. 588 , December 2012 | Medium |
| Rare Shocks, Great Recessions Marco Del Negro, Vasco Curdia, and Daniel Greenwald Staff Reports , No. 585 , December 2012 | High |
2011 Readings | Mathematical Complexity |
| The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions Alberto Bisin, Andrea Moro, and Giorgio Topa Staff Reports , No. 504 , July 2011 | High |
2010 Readings | Mathematical Complexity |
| Bootstrapping Density-Weighted Average Derivatives Matias D. Cattaneo, Richard K. Crump, and Michael Jansson Staff Reports , No. 452 , May 2010 | High |
| Jump-Robust Volatility Estimation using Nearest Neighbor Truncation Torben Andersen, Dobrev Dobrislav, and Ernst Schaumburg Staff Reports , No. 465 , August 2010 | High |
2009 Readings | Mathematical Complexity |
| Real-Time Inflation Forecasting in a Changing World Jan J. J. Groen, Richard Paap, and Francesco Ravazzolo Staff Reports , No. 388 , August 2009 | Medium |
| Model Selection Criteria for Factor-Augmented Regressions Jan J. J. Groen and George Kapetanios Staff Reports , No. 363 , February 2009 | High |
| Parsimonious Estimation with Many Instruments Jan J. J. Groen and George Kapetanios Staff Reports , No. 386 , August 2009 | High |
2008 Readings | Mathematical Complexity |
| Forecasting Economic and Financial Variables with Global VARs M. Hashem Pesaran, Til Schuermann, and L. Vanessa Smith Staff Reports , No. 317 , February 2008 | Medium |
| Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) Marco Del Negro and Frank Schorfheide Staff Reports , No. 320 , March 2008 | High |
| Dynamic Factor Models with Time-Varying Parameters: Measuring Changes in International Business Cycles Marco Del Negro and Christopher Otrok Staff Reports , No. 326 , May 2008 | High |
| Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting Jan J. J. Groen and George Kapetanios Staff Reports , No. 327 , May 2008 | High |
