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1. Online Monitoring of Policy Optimality. (2024). Einarsson, Bjarni G.
   In: Economics.
   RePEc:ice:wpaper:wp95.

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2. Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par ; Edvinsson, Rodney.
   In: Working Papers.
   RePEc:hhs:oruesi:2023_003.

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3. Bank capital requirement shocks: A narrative perspective. (2023). Conti, Antonio ; Signoretti, Federico M ; Nobili, Andrea.
   In: European Economic Review.
   RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001507.

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4. Money Supply and Inflation after COVID-19. (2022). Lee, Sunhyung ; Gharehgozli, Orkideh.
   In: Economies.
   RePEc:gam:jecomi:v:10:y:2022:i:5:p:101-:d:804393.

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5. Monetary policy, trade-offs and the transmission of UK Monetary Policy. (2022). Osullivan, Niall ; Kavanagh, Ella.
   In: Journal of Policy Modeling.
   RePEc:eee:jpolmo:v:44:y:2022:i:6:p:1128-1147.

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6. Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x.

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7. The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604.

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8. Sparse change?point VAR models. (2021). Dufays, Arnaud ; Song, Yong ; Li, Zhuo.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:36:y:2021:i:6:p:703-727.

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9. Structural scenario analysis with SVARs. (2021). Petrella, Ivan ; Rubio-Ramirez, Juan F ; Antolin-Diaz, Juan.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:117:y:2021:i:c:p:798-815.

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10. Bayesian VAR forecasts, survey information, and structural change in the euro area. (2021). Ganics, Gergely ; Odendahl, Florens.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:2:p:971-999.

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11. Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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12. Resurrecting the Phillips Curve in Low-Inflation Times. (2021). Conti, Antonio.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:96:y:2021:i:c:p:172-195.

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13. Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko.
    In: Papers.
    RePEc:arx:papers:2112.01995.

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14. Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach.. (2020). Heinrich, Markus.
    In: EconStor Preprints.
    RePEc:zbw:esprep:219312.

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15. A note on the stability of the Swedish Phillips curve. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01746-w.

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16. Evolving Monetary Policy in the Aftermath of the Great Recession. (2020). Ortmans, Aymeric.
    In: Documents de recherche.
    RePEc:eve:wpaper:20-01.

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17. Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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18. Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14472.

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19. Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8054.

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20. Flexible Mixture Priors for Large Time-varying Parameter Models. (2020). Hauzenberger, Niko.
    In: Papers.
    RePEc:arx:papers:2006.10088.

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21. Large time‐varying parameter VARs: A nonparametric approach. (2019). Venditti, Fabrizio ; Marcellino, Massimiliano ; Kapetanios, George.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:34:y:2019:i:7:p:1027-1049.

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22. Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1711.

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23. How useful are time-varying parameter models for forecasting economic growth in CESEE?. (2019). Feldkircher, Martin ; Hauzenberger, Nico.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2019:i:q1/19:b:2.

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24. Financial nowcasts and their usefulness in macroeconomic forecasting. (2019). Zaman, Saeed ; Knotek, Edward S.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1708-1724.

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25. Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia. (2019). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:378-384.

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26. Macroeconomic effects of political risk shocks. (2019). Hacioglu Hoke, Sinem.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0841.

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27. Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro.
    In: Working Papers.
    RePEc:bny:wpaper:0073.

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28. Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara.
    In: Working Papers.
    RePEc:bge:wpaper:1162.

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29. Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean. (2018). Legrand, Romain.
    In: MPRA Paper.
    RePEc:pra:mprapa:88925.

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