1. Forecasting Australias real house price index: A comparison of time series and machine learning methods. (2020). Milunovich, George.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:39:y:2020:i:7:p:1098-1118.

   Full description at Econpapers || Download paper

2. Economic Development and South Africa: 25 Years Analysis (1994 to 2019). (2020). Dhamija, Pavitra.
   In: South African Journal of Economics.
   RePEc:bla:sajeco:v:88:y:2020:i:3:p:298-322.

   Full description at Econpapers || Download paper

3. Optimally adjusted last cluster for prediction based on balancing the bias and variance by bootstrapping. (2019). Kim, Jeongwoo.
   In: PLOS ONE.
   RePEc:plo:pone00:0223529.

   Full description at Econpapers || Download paper

4. Lithuanian house price index: modelling and forecasting. (2019). Reichenbachas, Tomas ; Gudauskait, Laura ; Ramanauskas, Tomas ; Narusevicius, Laurynas.
   In: Bank of Lithuania Occasional Paper Series.
   RePEc:lie:opaper:28.

   Full description at Econpapers || Download paper

5. .

   Full description at Econpapers || Download paper

6. Forecasting House Prices in Germany. (2011). Schmidt, Torsten ; Micheli, Martin ; de Meulen, Philipp an .
   In: Ruhr Economic Papers.
   RePEc:zbw:rwirep:294.

   Full description at Econpapers || Download paper

7. Forecasting house price inflation: a model combination approach. (2011). McDonald, Chris ; Drought, Sarah .
   In: Reserve Bank of New Zealand Discussion Paper Series.
   RePEc:nzb:nzbdps:2011/07.

   Full description at Econpapers || Download paper

8. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. (2010). Miller, Stephen ; GUPTA, RANGAN ; van Wyk, Dylan .
   In: Working papers.
   RePEc:uct:uconnp:2010-06.

   Full description at Econpapers || Download paper

1. Abraham, J. M., and Hendershott, P. H., (1996). Bubbles in Metropolitan Housing Markets. Journal of Housing Research 7(2), 19 1-207.
   Paper not yet in RePEc: Add citation now
   

2. Angelini, E., J. Henry, and Mestre, R., (2001). Diffusion Index-Based Inflation Forecasts for the Euro Area. Working Paper No. 61 ECB. Banbura, M., Gianonne, D., and Reichlin, L., (forthcoming). Bayesian VARs with Large Panels. Journal of Applied Econonietrics.

3. Banerjee, A., Marcellino, M., and Masten, I., (2005). Leading Indicators for Euro-Area Inflation and GDP Growth. Oxford Bulletin of Econon'iics and Statistics 67(1), 785-8 14.

4. Barsky, R. B., House, C. L., and Kimball, M. S., (2007). Sticky-Price Models and Durable Goods. An'ieri can Econon'iic Review 97(3), 984-998.

5. Bernanke, B. S., Boivin, J., and Eliazs, P., (2005). Measuring the Effects of Monetary Policy: A Factor-Augmented Vector autoregressive (FAVAR) Approach, The Quarterly Journal of Econon'iics 120(1), 387-422.

6. Bernanke, B., and Boivin, J., (2003). Monetary Policy in a Data-Rich Environment. Journal of Monetary Econon'iics 50(3), 525-546.

7. Bernanke, B., and Gertler, M., (1995). Inside the Black Box: the Credit Channel of Monetary Transmission. Journal of Econon'iic Perspectives 9(4), 27-48.

8. Bloor, C., and Matheson, T., (2008). Analysing Shock Transmission in a Data-Rich Environment: A Large BVAR for New Zealand. Reserve Bank of New Zealand Discussion Paper Series DP2008/09.

9. Boivin, J., and Ng, 5., (2005). Undertanding and Comparing Factor Based Forecasts. International Journal of Central Banking 1(3), 117-152.
   Paper not yet in RePEc: Add citation now
   

10. Boivin, J., and Ng, S., (2006). Are More Data Always Better for Factor Analysis? Journal of Econometrics 132(1), 169-194.

11. Boivin, J., Giannoni, M. P., and Mihov, I., (2009). Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data. American Economic Review 99(1). 35O~384.

12. Chamberlain, G., (1983). Funds, Factors, and Diversification in Arbitrage Pricing Models. Econometrica 5 1(5), 128 1-1304.

13. Chamberlain, G., and Rothschild, M., (1983). Arbitrage, Factor Structure and Mean-Variance Analysis in Large Markets. Econometrica 5 1(5), 1305-1324.

14. Cristadoro, R., Forni, M., Reichlin, L., and Veronese, G., (2005). A Core Inflation Indicator for the Euro Area. Journal of Money, Credit and Banking 37(3), 539-560.

15. Das, S., Gupta, R., and Kabundi, A., (2009). Could We Have Predicted the Recent Downturn in the South African Housing Market? Journal of Housing Economics, 18(4), 325 - 335. Das, S., Gupta, R., and Kabundi, A., (forthcoming a). Is a DFM Well-Suited for Forecasting Regional House Price Inflation? Journal of Forecasting. Das, S., Gupta, R., and Kabundi, A., (forthcoming b). The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the US. Journal of Housing Research.

16. De Mol, C., Giannone, ., and Reichlin, L., (2008). Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? Journal of Econometrics 146(2), 3 18-328.

17. Doan, T. A., Litterman, R. B., and Sims, C. A., (1984). Forecasting and Conditional Projections Using Realistic Prior Distributions. Econometric Reviews 3(1), 1-100.

18. Dua, P., and Miller, S. M., (1996). Forecasting Connecticut Home Sales in a BVAR Framework Using Coincident and Leading Indexes. Journal of Real Estate Finance and Economics 13(3), 219-235.

19. Dua, P., and Ray, S. C., (1995). A BVAR Model for the Connecticut Economy. Journal of Forecasting 14(3), 167-180.
    Paper not yet in RePEc: Add citation now
    
20. Dua, P., and Smyth, D. J., (1995). Forecasting U. S. Home Sales using BVAR Models and Survey Data on Households' Buying Attitude for Homes. Journal of Forecasting 14(3), 217-227.
    Paper not yet in RePEc: Add citation now
    

21. Dua, P., Miller, S. M., and Smyth, D. J., (1999). Using Leading Indicators to Forecast U. S. Home Sales in a Bayesian Vector Autoregressive Framework. Journal of Real Estate Finance and Economics 18(2), 191-205.

22. Forni, M., Hallin, M., Lippi, M., and Reichlin, L., (2001). Coincident and Leading Indicators for the EURO Area. The Economic Journal 111(471), 62-85.

23. Forni, M., Hallin, M., Lippi, M., and Reichlin, L., (2005). The Generalized Dynamic Factor Model, One Sided Estimation and Forecasting. Journal of the American Statistical Association 100(471), 830-840.

24. Geweke, J., (1977). The Dynamic Factor Analysis of Economic Time Series. In Latent Variables in Socio-Economic Models, (Aigner, and A. Goldberger, eds.). Amsterdam: North Holland, 365-383.
    Paper not yet in RePEc: Add citation now
    

25. Giannone, D., and Matheson, T. D., (2007). A New Core Inflation Indicator for New Zealand. International Journal of Central Banking 3(4), 145-180.

26. Gosselin, M.-A., and Tkacz, G., (2001). Evaluating Factor Models: An Application to Forecasting Inflation in Canada. Working Paper No. 18 Bank of Canada.

27. Gupta, R., (2006). Forecasting the South African Economy with VARs and VECMs. South African Journal of Economics 74(4), 611-628. Gupta, R., and Das, S., (forthcoming). Predicting Downturns in the US Housing Market. Journal of Real Estate Economics and Finance, in press.

28. Gupta, R., and Das, S., (2008). Spatial Bayesian Methods for Forecasting House Prices in Six Metropolitan Areas of South Africa. South African Journal of Economics 76(2), 298-3 13.

29. Gupta, R., and Kabundi, A., (2008). A Large Factor Model for Forecasting Macroeconomic Variables in South Africa. Working Paper No. 200815, Department of Economics, University of Pretoria. http://ideas.repecorg/p/pre/wpaper/2008 15 .htrnl.

30. Gupta, R., and Kabundi, A., (2009). Forecasting Real US House Price: Principal Components Versus Bayesian Regressions. Working Paper N. 200907, Department of Economics, University of Pretoria. i~t~/~ec.~OO9O7.htmI.

31. Gupta, R., and Miller, S. M., (2009a). Ripple Effects and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix. University of Nevada, Las Vegas, Working Paper No. 0902. http://ideas.repec.org/p/niv/wpaper/O9O2.htrni.

32. Gupta, R., and Miller, S. M., (2009b). The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market. University of Nevada, Las Vegas, Working Paper No. 0912. 1WLL~c~c~rgLpLnQJitpiI.

33. Gupta, R., and Sichei, M. M., (2006). A BVAR Model for the South African Economy. South African Journal of Economics 74(3), 39 1-409.

34. Gupta, R., Kabundi, A., and Miller S. M., (2009). Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States. University of Nevada, Las Vegas, Working Paper No. 0912. http://ideasrepec. org/p/niv/wpaper/09 I

35. International Monetary Fund, (2000). World Economic Outlook: Asset Prices and the Business Cycle.
    Paper not yet in RePEc: Add citation now
    

36. Johnes, G., and Hyclak, T., (1999). House Prices and Regional Labor Markets. Annals of Regional Science 33(1), 33-49.

37. Kabundi, A., (2004). Estimation of Economic Growth Using Business Survey Data. International Monetary Fund, Working Paper No. 04/69.

38. Kapetanios, G., and Marcellino, M., (2009). A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions. Journal of Time SeriesAnalysis 30(2): 208-238.

39. lacoviello, M., and Neri, S., (2010). Housing Market Spillovers: Evidence from an Estimated DSGE Model. American Economic Journal: Macroeconomics, in press.

40. LeSage, J. P., (1999). Applied Econometrics Using MATLL4B, www.spatiaLeconometric~, corn.
    Paper not yet in RePEc: Add citation now
    
41. Litterman, R. B., (1981). A Bayesian Procedure for Forecasting with Vector Autoregressions. Working Paper, Federal Reserve Bank of Minneapolis.
    Paper not yet in RePEc: Add citation now
    

42. Litterman, R. B., (1986). Forecasting with Bayesian Vector Autoregressions - Five Years of Experience. Journal of Business and Economic Statistics 4(1), 25-38.

43. Niemira, M. P., and Klein, P. A., (1994). Forecasting Financial and Economic Cycles. New York: John Wiley & Sons, Inc.
    Paper not yet in RePEc: Add citation now
    

44. Quigley, J. M., (1999). Real Estate Prices and Economic Cycles. International Real Estate Review 2(1), 1-20.

45. Rapach, D. E., and Strauss, J. K., (2007). Forecasting Real Housing Price Growth in the Eighth District States. Federal Reserve Bank of St. Louis. Regional Economic Development 3(2), 3 3-42.
    Paper not yet in RePEc: Add citation now
    

46. Rapach, D. E., and Strauss, J. K., (2009). Differences in Housing Price Forecast Ability Across U.S. States. International Journal of Forecasting 25(2), 35 1-372.

47. Sargent, T. J., and Sims, C,. A., (1977). Business Cycle Modelling without Predenting to Have Too Much a Priori Economic Theory. In New Methods in Business Research (C. Sims, eds.) Federal Reserve Bank of Minneapolis.
    Paper not yet in RePEc: Add citation now
    

48. Schneider, M., and Spitzer, M., (2004). Forecasting Austrian GDP Using the Generalized Dynamic Factor Model. Oesterreichische National Bank, Working Paper No. 89.

49. Schumacher, C., (2007). Forecasting German GDP Using Alternative Factor Models Based on Large Datasets. Journal of Forecasting 26(4), 27 1-302.

50. Schumacher, C., and Dreger, C., (2004). Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? Jahrbticher fi~r National

51. Sims, C. A., (1980). Macroeconomics and Reality. Econometrica 48(1), 1-48.

52. Stock, J. H., and Watson, M. W., (1989). New Indexes of Coincident and Leading Economic Indicators. NBER Macroeconomics Annual, 351-393.

53. Stock, J. H., and Watson, M. W., (1991). A Probability Model of the Coincident Indicators. In Leading Economic Indicators: New Approaches and Forecasting Record (K. Lahiri, and G. Moore, eds.) Cambridge: Cambridge University Press, 63-95.
    Paper not yet in RePEc: Add citation now
    

54. Stock, J. H., and Watson, M. W., (2002b). Macroeconomics Forecasting Using Diffusion Indexes, Journal of Business and Economic Statistics 20(2), 147-162.

55. Stock, J. H., and Watson, M. W., (2004). Combination Forecasts of Output Growth in a SevenCountry Data Set. Journal of Forecasting 23(6), 405-430.

56. Stock, J. H., and Watson, M. W., (2005). Implications of Dynamic Factor Models for VAR Analysis. NBER Working Paper No. 11467.

57. Stock, J. H., and Watson, M.W., (2002a). Forecasting Using Principal Components from a Large Number of Predictors. Journal of the American Statistical Association 97(460), 147-162.

58. Stock, J. H., and Watson, M.W., (2003). Forecasting Output and Inflation: The Role of Asset Prices. Journal of Economic Literature 4 1(3), 788-829.

59. Stock, James H., and Watson, M. W., (1999). Forecasting Inflation. Journal of Monetary Economics 44(2), 293-335.

60. Todd, R. M., (1984). Improving Economic Forecasting with Bayesian Vector Autoregression. Quarterly Review, Federal Reserve Bank of Minneapolis, Fall, 18-29.
    Paper not yet in RePEc: Add citation now
    

61. Topel, R. H., and Rosen, S., (1988). Housing Investment in the United States. Journal of Political Economy 96(4), 7 18-740.

62. United States Department of Commerce, (1977). Composite Indexes of Leading, Coincident, and Lagging Indicators: A Brief Explanation of Their Construction. In Handbook of Cyclical Indicators, A Supplement to the Business Conditions Digest. Washington, D.C.: Bureau of Economic Analysis, May, 73-76.
    Paper not yet in RePEc: Add citation now
    
63. United States Department of Commerce, (1984). Composite Indexes of Leading, Coincident, and Lagging Indicators: A Brief Explanation of Their Construction. In Handbook of Cyclical Indicators, A Supplement to the Business Conditions Digest. Washington, D.C.: Bureau of Economic Analysis, May, 65-70.
    Paper not yet in RePEc: Add citation now
    

64. Van Nieuwenhuyze, C., (2006). A Generalized Dynamic Factor Model for the Belgian Economy Identification of the Business Cycle and GDP Growth Forecasts. Journal of Business Cycle Measurement and Analysis 2005(2), 213-248.

65. Vargas-Silva, C., (2008a). The Effect of Monetary Policy on Housing: A Factor Augmented Approach. Applied Economics Letters 15(10), 749-752.
    Paper not yet in RePEc: Add citation now
    

66. Wang, T., (2008). Comparing the DSGE Model with the Factor Model: An Out-of- Sample Forecasting Experiment, Deutsche Bundesbank Discussion Paper Series 1: Economic Studies 2008/04.

67. Wheaton, W. C., and Nechayev, G., (2008). The 1998-2005 Housing Bubble and the Current Correction: What's Different This Time? Journal of Real Estate Research 30(1), 1-26.

68. Zeliner, A., and Palm, F., (1974). Time Series Analysis and Simultaneous Equation Econometric Models. Journal of Econometrics 2(1), 17-54.

1. A Framework for Macroprudential Stress Testing. (2022). Shaw, Frances ; Rice, Jonathan ; Morell, Joe.
   In: Research Technical Papers.
   RePEc:cbi:wpaper:7/rt/22.

   Full description at Econpapers || Download paper

2. Short-Term Inflation Projections Model and Its Assessment in Latvia. (2020). Krasnopjorovs, Olegs ; Bessonovs, Andrejs.
   In: Working Papers.
   RePEc:ltv:wpaper:202001.

   Full description at Econpapers || Download paper

3. Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach. (2020). Swamy, Vighneswara.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:68:y:2020:i:c:p:126-150.

   Full description at Econpapers || Download paper

4. The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet.
   In: Papers.
   RePEc:arx:papers:2006.12724.

   Full description at Econpapers || Download paper

5. A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco.
   In: Advances in Decision Sciences.
   RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

   Full description at Econpapers || Download paper

6. Bayesian estimation of large dimensional time varying VARs using copulas. (2019). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan.
   In: Papers.
   RePEc:arx:papers:1912.12527.

   Full description at Econpapers || Download paper

7. Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe.
   In: Papers.
   RePEc:arx:papers:1912.04146.

   Full description at Econpapers || Download paper

8. Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina.
   In: Papers.
   RePEc:arx:papers:1912.02231.

   Full description at Econpapers || Download paper

9. Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries. (2018). Marcellino, Massimiliano ; Galvão, Ana ; Carriero, Andrea ; Galvao, Ana Beatriz.
   In: EMF Research Papers.
   RePEc:wrk:wrkemf:17.

   Full description at Econpapers || Download paper

10. Financial and Fiscal Interaction in the Euro Area Crisis : This Time was Different. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Caruso, Alberto.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1167.

    Full description at Econpapers || Download paper

11. Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris.
    In: Working Paper series.
    RePEc:rim:rimwps:18-30.

    Full description at Econpapers || Download paper

12. Monetary policy reaction function pre and post the global financial crisis. (2018). Raputsoane, Leroi.
    In: MPRA Paper.
    RePEc:pra:mprapa:84866.

    Full description at Econpapers || Download paper

13. Targeting financial stress as opposed to the exchange rate. (2018). Raputsoane, Leroi.
    In: MPRA Paper.
    RePEc:pra:mprapa:84865.

    Full description at Econpapers || Download paper

14. Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:84275.

    Full description at Econpapers || Download paper

15. Fiscal Multipliers in Russia. (2018). Vlasov, Sergey ; Deryugina, Elena.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2018:i:38:p:104-119.

    Full description at Econpapers || Download paper

16. Does the foreign sector help forecast domestic variables in DSGE models?. (2018). Rubaszek, Michał ; Kolasa, Marcin.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:282.

    Full description at Econpapers || Download paper

17. Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy. (2018). Zaman, Saeed ; Tallman, Ellis.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1809.

    Full description at Econpapers || Download paper

18. Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

    Full description at Econpapers || Download paper

19. Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

    Full description at Econpapers || Download paper

20. Inflation as a global phenomenon—Some implications for inflation modeling and forecasting. (2018). Martínez García, Enrique ; Kabukçuoğlu, Ayşe ; Martinez-Garcia, Enrique ; Kabukuolu, Aye.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:87:y:2018:i:c:p:46-73.

    Full description at Econpapers || Download paper

21. The evolving impact of global, region-specific and country-specific uncertainty. (2018). Musso, Alberto ; mumtaz, haroon.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182147.

    Full description at Econpapers || Download paper

22. Estimation of the common component in Dynamic Factor Models. (2018). Navarro, Angela Caro ; Sanchez, Daniel Pea .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:27047.

    Full description at Econpapers || Download paper

23. An approach to increasing forecast-combination accuracy through VAR error modeling. (2018). Wilfling, Bernd ; Weigt, Till.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:6818.

    Full description at Econpapers || Download paper

24. The Estimation of Reaction Functions under Tax Competition. (2018). Rivolta, Giulia ; Panteghini, Paolo ; Miniaci, Raffaele.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6928.

    Full description at Econpapers || Download paper

25. The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis. (2018). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2018/1.

    Full description at Econpapers || Download paper

26. Байесовский подход к анализу влияния монетарной политики на макроэкономические показатели России. Bayesian approac. (2017). и управления Мир экономики, .
    In: Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки.
    RePEc:scn:guhrje:2017_4_04.

    Full description at Econpapers || Download paper

27. US financial shocks and the distribution of income and consumption in the UK. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:845.

    Full description at Econpapers || Download paper

28. The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis.. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:820.

    Full description at Econpapers || Download paper

29. Debt and Stabilization Policy: Evidence from a Euro Area FAVAR. (2017). Zubairy, Sarah ; Owyang, Michael ; Jackson Young, Laura.
    In: Working Papers.
    RePEc:fip:fedlwp:2017-022.

    Full description at Econpapers || Download paper

30. The Double-Edged Sword of Global Integration: Robustness, Fragility & Contagion in the International Firm Network. (2017). Yung, Julieta ; Grant, Everett.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:313.

    Full description at Econpapers || Download paper

31. South Africa’s Financial Spillover Effects on Growth and Financial Development in the Southern African Development Community. (2017). Bara, Alex ; le Roux, Pierre.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-05-48.

    Full description at Econpapers || Download paper

32. Makroökonomische Unsicherheit in Deutschland. (2017). Stöckli, Marc ; Grimme, Christian ; Stockli, Marc.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:70:y:2017:i:06:p:41-50.

    Full description at Econpapers || Download paper

33. US financial shocks and the distribution of income and consumption in the UK. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2017/18.

    Full description at Econpapers || Download paper

34. Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence. (2016). Vahey, Shaun ; Smith, Michael S.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:34:y:2016:i:3:p:416-434.

    Full description at Econpapers || Download paper

35. Макроэкономическое прогнозирование с помощью BVAR Литтермана. (2016). ДЕМЕШЕВ БОРИС БОРИСОВИЧ, ; МАЛАХОВСКАЯ ОКСАНА АНАТОЛЬ, .
    In: Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики.
    RePEc:scn:025886:16949947.

    Full description at Econpapers || Download paper

36. Identifying Demand Effects in a Large Network of Product Categories. (2016). Gelper, Sarah ; Croux, Christophe ; Wilms, Ines.
    In: Journal of Retailing.
    RePEc:eee:jouret:v:92:y:2016:i:1:p:25-39.

    Full description at Econpapers || Download paper

37. The impact of brand familiarity on online and offline media synergy. (2016). Pauwels, Koen ; Srinivasan, Shuba ; Yildirim, Gokhan ; Demirci, Ceren.
    In: International Journal of Research in Marketing.
    RePEc:eee:ijrema:v:33:y:2016:i:4:p:739-753.

    Full description at Econpapers || Download paper

38. The Credibility of Hong Kongs Currency Board System: Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities. (2016). Funke, Michael ; Blagov, Boris.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:78:y:2016:i:6:p:895-914.

    Full description at Econpapers || Download paper

39. Neutral technology shocks and employment dynamics: results based on an RBC identification scheme. (2012). Zanetti, Francesco ; mumtaz, haroon.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0453.

    Full description at Econpapers || Download paper

40. Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?. (2011). Paciello, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:0917.

    Full description at Econpapers || Download paper

41. Forecasting the US real house price index: Structural and non-structural models with and without fundamentals. (2011). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:2013-2021.

    Full description at Econpapers || Download paper

42. An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa. (2011). GUPTA, RANGAN ; Balcilar, Mehmet ; Shah, Zahra B..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:891-899.

    Full description at Econpapers || Download paper

43. Monetary Policy, Capital Inflows, and the Housing Boom. (2011). Wieladek, Tomasz ; Sa, Filipa.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1141.

    Full description at Econpapers || Download paper

44. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. (2010). Miller, Stephen ; GUPTA, RANGAN ; van Wyk, Dylan .
    In: Working papers.
    RePEc:uct:uconnp:2010-06.

    Full description at Econpapers || Download paper

45. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2010). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:1001.

    Full description at Econpapers || Download paper

46. The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach. (2010). Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:315-323.

    Full description at Econpapers || Download paper

47. Monetary policy, capital inflows and the housing boom. (2010). Wieladek, Tomasz ; Sa, Filipa.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0405.

    Full description at Econpapers || Download paper

48. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2009-42.

    Full description at Econpapers || Download paper

49. Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7446.

    Full description at Econpapers || Download paper

50. The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach. (2002). Kabundi, Alain ; GUPTA, RANGAN.
    In: EcoMod2009.
    RePEc:ekd:000215:21500048.

    Full description at Econpapers || Download paper

Report date: 2025-02-25 06:27:10 || Missing content? Let us know