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1. A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US. (2017). Fernandes, Marcelo ; Chague, Fernando ; Araujo, Fausto Jose .
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2. Forecasting the Brazilian yield curve using forward-looking variables. (2017). Fernandes, Marcelo ; Chague, Fernando ; Vieira, Fausto .
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3. Forecasting the term structure of government bond yields in unstable environments. (2017). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph.
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4. Long-run restrictions and survey forecasts of output, consumption and investment. (2016). Clements, Michael.
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9. Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P.
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10. Probability distributions or point predictions? Survey forecasts of US output growth and inflation. (2014). Clements, Michael.
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11. Modeling diverse expectations in an aggregated New Keynesian Model. (2013). Piccillo, Giulia ; Kurz, Mordecai ; Wu, Howei .
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12. Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation. (2012). Clements, Michael.
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13. Forecast rationality and monetary policy frameworks: Evidence from UK interest rate forecasts. (2012). Wood, Andrew ; Jitmaneeroj, Boonlert ; Chortareas, Georgios.
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14. Diverse beliefs and time variability of risk premia. (2011). Motolese, Maurizio ; Kurz, Mordecai.
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15. Inflation Expectations of Japanese Households: Micro Evidence from a Consumer Confidence Survey. (2011). Hori, Masahiro ; Kawagoe, Masaaki.
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16. Inflation Expectations of Japanese Households:Micro Evidence from a Consumer Confidence Survey. (2011). Hori, Masahiro ; Masahiro, HORI ; Masaaki, KAWAGOE .
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17. Consensus Forecasts and Inefficient Information Aggregation. (2010). Crowe, Christopher W.
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18. How well do experts predict interbank loan rates and spreads?. (2010). Baghestani, Hamid.
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19. Survey evidence on forecast accuracy of U.S. term spreads. (2009). Baghestani, Hamid.
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20. Forecasting in efficient bond markets: Do experts know better?. (2009). Baghestani, Hamid.
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23. Beauty contests under private information and diverse beliefs: How different?. (2008). Kurz, Mordecai .
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24. Evolution of forecast disagreement in a Bayesian learning model. (2008). Sheng, Xuguang ; Lahiri, Kajal.
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26. Diverse Beliefs and Time Variability of Risk Premia. (2007). Motolese, Maurizio ; Kurz, Mordecai .
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31. Forecaster Behaviour and Bias in Macroeconomic Forecasts. (2007). Batchelor, Roy.
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32. Optimality Tests for Multi-Horizon Forecasts.. (2007). Capistrán, Carlos.
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33. Risk Premia, diverse belief and beauty contests. (2006). Motolese, Maurizio ; Kurz, Mordecai .
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34. Beauty contests under private information and diverse beliefs: how different?. (2006). Kurz, Mordecai .
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35. How quickly do forecasters incorporate news? Evidence from cross-country surveys. (2006). Loungani, Prakash ; Lahiri, Kajal ; Isiklar, Gultekin.
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37. A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts. (2006). Davies, Antony.
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38. BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?. (2005). Komunjer, Ivana ; Elliott, Graham ; Timmermann, Allan.
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47. Testing the Rational Expectations Hypothesis using Survey Data. (2000). Cohen, Richard ; Bonham, Carl.
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50. The state of macroeconomic forecasting. (1999). Stekler, H ; Fildes, R A.
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51. The state of macroeconomic forecasting. (1999). Stekler, H ; Fildes, Robert.
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52. The state of macroeconomic forecasting. (1999). Stekler, H ; Fildes, Robert.
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53. The state of macroeconomic forecasting. (1999). Stekler, H ; Fildes, R A.
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54. Improving macro-economic forecasts: The role of consumer confidence. (1998). Dua, Pami ; Batchelor, Roy.
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56. Demystifying rational expectations theory through an economic-psychological model. (1995). Warneryd, K. E..
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57. A new framework for analyzing survey forecasts using three-dimensional panel data. (1995). Lahiri, Kajal ; Davies, Antony.
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