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

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2. Structural Breaks in Seemingly Unrelated Regression Models. (2023). Parsaeian, Shahnaz.
   In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
   RePEc:kan:wpaper:202308.

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3. Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

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4. Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

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5. Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

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6. Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753.

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7. Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

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8. Optimal forecast under structural breaks. (2022). Ullah, Aman ; Amanullah, ; Parsaeian, Shahnaz ; Lee, Taehwy.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:37:y:2022:i:5:p:965-987.

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9. Optimal Forecast under Structural Breaks. (2022). Parsaeian, Shahnaz ; Ullah, Aman ; Amanullah, ; Lee, Tae-Hwy.
   In: Working Papers.
   RePEc:ucr:wpaper:202208.

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10. Optimal Forecast under Structural Breaks. (2022). Parsaeian, Shahnaz ; Ullah, Aman ; Amanullah, ; Lee, Tae-Hwy.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:202207.

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11. Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model. (2022). Lee, Kevin ; Shields, Kalvinder ; Aristidou, Chrystalleni.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560622000043.

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12. A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x.

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13. Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor.
    In: Discussion Papers.
    RePEc:bca:bocadp:22-12.

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14. 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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15. Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). van Dijk, Herman K ; Cross, Jamie ; Aastveit, Knut Are.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20210053.

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16. Forecasting crude oil real prices with averaging time-varying VAR models. (2021). Drachal, Krzysztof.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002555.

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17. Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are.
    In: Working Papers.
    RePEc:bny:wpaper:0099.

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18. Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K.
    In: Working Paper.
    RePEc:bno:worpap:2021_3.

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19. Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, .
    In: Papers.
    RePEc:arx:papers:2101.04164.

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20. Corn Cash Price Forecasting. (2020). Xu, Xiaojie.
    In: American Journal of Agricultural Economics.
    RePEc:wly:ajagec:v:102:y:2020:i:4:p:1297-1320.

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21. Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward.
    In: Working Papers.
    RePEc:fip:fedcwq:88961.

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22. 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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23. The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions. (2020). Wildi, Marc ; McElroy, Tucker S.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:14:y:2020:i:c:p:112-130.

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24. Does the Phillips curve help to forecast euro area inflation?. (2020). BOBEICA, Elena ; Babura, Marta.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202471.

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25. 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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26. Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin.
    In: Papers.
    RePEc:arx:papers:2012.08155.

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27. 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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28. Nowcasting Swedish GDP with a large and unbalanced data set. (2019). Reijer, Ard ; Johansson, Andreas.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:4:d:10.1007_s00181-018-1500-1.

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29. New perspectives on forecasting inflation in emerging market economies: An empirical assessment. (2019). Martínez García, Enrique ; Duncan, Roberto ; Martinez-Garcia, Enrique.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:3:p:1008-1031.

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30. 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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31. The Evolution of Forecast Density Combinations in Economics. (2018). van Dijk, Herman ; Mitchell, James ; Aastveit, Knut Are ; Ravazzolo, Francesco.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180069.

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32. Bottom-up or direct? Forecasting German GDP in a data-rich environment. (2018). Scheufele, Rolf ; Heinisch, Katja.
    In: Empirical Economics.
    RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1218-x.

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33. New Perspectives on Forecasting Inflation in Emerging Market Economies: An Empirical Assessment. (2018). Martínez García, Enrique ; Duncan, Roberto ; Martinez-Garcia, Enrique.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:338.

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34. 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.

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35. 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.

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36. MEASUREMENT ERROR IN MACROECONOMIC DATA AND ECONOMICS RESEARCH: DATA REVISIONS, GROSS DOMESTIC PRODUCT, AND GROSS DOMESTIC INCOME. (2018). Li, Phillip ; Chang, Andrew C.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1846-1869.

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37. Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo.
    In: Discussion Papers.
    RePEc:bca:bocadp:18-9.

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38. A nonparametric approach to identifying a subset of forecasters that outperforms the simple average. (2017). Sinclair, Tara ; Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1152-y.

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39. An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series. (2017). Song, Yong ; Maheu, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:79211.

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40. Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds. (2017). Sermpinis, Georgios ; Hassanniakalager, Arman ; Stasinakis, Charalampos.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:263:y:2017:i:2:p:540-558.

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41. An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

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42. Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

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43. Projections of Inflation Dynamics for Pakistan: GMDH Approach. (2016). Iqbal, Shahid ; Sial, Maqbool H.
    In: Journal of Economics and Political Economy.
    RePEc:ksp:journ1:v:3:y:2016:i:3:p:536-559.

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44. Losing Track of the Asset Markets: the Case of Housing and Stock. (2016). Chang, Kuang-Liang ; Ka, Charles ; Chen, Nan-Kuang .
    In: International Real Estate Review.
    RePEc:ire:issued:v:19:n:04:2016:p:435-492.

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45. A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth. (2016). McCracken, Michael ; Kliesen, Kevin ; Grover, Sean P.
    In: Review.
    RePEc:fip:fedlrv:00065.

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46. Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts. (2016). Jansen, W. Jos ; de Winter, Jasper ; Jin, Xiaowen .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:411-436.

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47. A comparison of MIDAS and bridge equations. (2016). Schumacher, Christian.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:257-270.

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48. Nowcasting Czech GDP in real time. (2016). Rusnák, Marek ; Rusnak, Marek .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:54:y:2016:i:c:p:26-39.

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49. Forecasting in Economics and Finance. (2016). Elliott, Graham ; Timmermann, Allan G.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11354.

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50. Forecasting and model averaging with structural breaks. (2015). Yin, Anwen.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201501010800005727.

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51. An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China. (2015). Niu, Linlin ; Chen, Ying ; Xu, Xiu.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2015-023.

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52. A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average. (2015). Sinclair, Tara ; Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin .
    In: Working Papers.
    RePEc:gwc:wpaper:2015-006.

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53. Is Economics Research Replicable? Sixty Published Papers from Thirteen Journals Say Usually Not. (2015). Li, Phillip ; Chang, Andrew C.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-83.

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54. Measurement Error in Macroeconomic Data and Economics Research: Data Revisions, Gross Domestic Product, and Gross Domestic Income. (2015). Li, Phillip ; Chang, Andrew C.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-102.

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55. Hedge fund return predictability; To combine forecasts or combine information?. (2015). Panopoulou, Ekaterini ; Vrontos, Spyridon .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:56:y:2015:i:c:p:103-122.

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56. Optimal combination of survey forecasts. (2015). Giannone, Domenico ; Conflitti, Cristina ; de Mol, Christine .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:4:p:1096-1103.

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57. Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095.

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58. Limitations of Ensemble Bayesian Model Averaging for forecasting social science problems. (2015). Graefe, Andreas ; Riedl, Bernhard ; Stierle, Veronika ; Kuchenhoff, Helmut .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:3:p:943-951.

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59. An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2015). Niu, Linlin ; Chen, Ying ; Xu, Xiu.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:urn:nbn:fi:bof-201504131155.

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60. An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2015). Niu, Linlin ; Xu, Xiu ; Chen, Ying.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2015_012.

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61. Housing Market Forecasting with Factor Combinations. (2015). Rahal, Charles .
    In: Discussion Papers.
    RePEc:bir:birmec:15-05r.

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62. House Price Forecasts with Factor Combinations. (2015). Rahal, Charles .
    In: Discussion Papers.
    RePEc:bir:birmec:15-05.

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63. Combined Density Nowcasting in an Uncertain Economic Environment. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140152.

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64. Optimal Formulations for Nonlinear Autoregressive Processes. (2014). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; André Lucas, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140103.

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65. Evaluating alternative models of trend inflation. (2014). Doh, Taeyoung ; Clark, Todd.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:3:p:426-448.

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66. Measuring output gap nowcast uncertainty. (2014). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:2:p:268-279.

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67. A new structural break model, with an application to Canadian inflation forecasting. (2014). Song, Yong ; Maheu, John.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:1:p:144-160.

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68. Forecast densities for economic aggregates from disaggregate ensembles. (2014). Vahey, Shaun ; Ravazzolo, Francesco ; Francesco, Ravazzolo ; Vahey Shaun P., .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:18:y:2014:i:4:p:15:n:4.

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69. Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession. (2014). Mitchell, James ; Montana, Gaetana ; Mazzi, Gian Luigi .
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:76:y:2014:i:2:p:233-256.

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70. .

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71. Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?. (2013). Henzel, Steffen ; Berg, Tim.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79783.

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72. Evaluating the accuracy of forecasts from vector autoregressions. (2013). McCracken, Michael ; Clark, Todd.
    In: Working Papers.
    RePEc:fip:fedlwp:2013-010.

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73. The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study. (2013). Henzel, Steffen ; Mayr, Johannes .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:24:y:2013:i:c:p:1-24.

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74. Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune .
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-791.

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75. Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon .
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-141.

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76. Advances in Forecasting under Instability. (2013). Rossi, Barbara.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-1203.

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77. Nowcasting Czech GDP in Real Time. (2013). Rusnák, Marek.
    In: Working Papers.
    RePEc:cnb:wpaper:2013/06.

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78. Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?. (2013). Henzel, Steffen ; Berg, Tim.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_155.

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79. A New Structural Break Model with Application to Canadian Inflation Forecasting. (2012). Song, Yong ; Maheu, John.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-448.

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80. A New Structural Break Model with Application to Canadian Inflation Forecasting. (2012). Song, Yong ; Maheu, John.
    In: Working Paper series.
    RePEc:rim:rimwps:27_12.

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81. Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle.
    In: MPRA Paper.
    RePEc:pra:mprapa:39452.

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82. A new structural break model with application to Canadian inflation forecasting. (2012). Song, Yong ; Maheu, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:36870.

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83. Forecasting with Bayesian Vector Autoregressions. (2012). Karlsson, Sune.
    In: Working Papers.
    RePEc:hhs:oruesi:2012_012.

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84. Optimal Combination of Survey Forecasts. (2012). Giannone, Domenico ; Conflitti, Cristina ; de Mol, Christine .
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/124527.

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85. Optimal Combination of Survey Forecasts. (2012). Giannone, Domenico ; Conflitti, Cristina ; de Mol, Christine .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9096.

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86. Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:07/rt/12.

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87. Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset. (2011). Ciccarelli, Matteo ; Altavilla, Carlo.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:274.

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88. Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production. (2011). Ziegler, Christina ; Wohlrabe, Klaus ; Carstensen, Kai.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:231:y:2011:i:1:p:82-106.

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89. A Bayesian evaluation of alternative models of trend inflation. (2011). Doh, Taeyoung ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp11-16.

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90. A Bayesian evaluation of alternative models of trend inflation. (2011). Doh, Taeyoung ; Clark, Todd.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1134.

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91. Measuring Output Gap Nowcast Uncertainty. (2011). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2011-16.

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92. Improving forecasting performance by window and model averaging. (2011). Thomakos, Dimitrios ; Bhattacharya, Prasad.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2011-05.

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93. Real-time inflation forecast densities from ensemble Phillips curves. (2011). Wakerly, Elizabeth ; Vahey, Shaun ; Mitchell, James ; Garratt, Anthony.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:22:y:2011:i:1:p:77-87.

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94. Weights and pools for a Norwegian density combination. (2011). Thorsrud, Leif ; Smith, Christie ; Bjørnland, Hilde ; Jore, Anne Sofie ; Gerdrup, Karsten .
    In: The North American Journal of Economics and Finance.
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95. Combining VAR and DSGE forecast densities. (2011). Vahey, Shaun ; Mitchell, James ; Jore, Anne Sofie ; ShaunP. Vahey, ; Bache, Ida Wolden .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:10:p:1659-1670.

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96. Stock market firm-level information and real economic activity. (2011). Fornari, Fabio ; di Mauro, Filippo ; Mannucci, Dario .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111366.

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97. Advances in Forecasting Under Instability. (2011). Rossi, Barbara.
    In: Working Papers.
    RePEc:duk:dukeec:11-20.

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98. VAR forecasting using Bayesian variable selection. (2011). Korobilis, Dimitris.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2011022.

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99. Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset.. (2011). Ciccarelli, Matteo ; Altavilla, Carlo.
    In: CESifo Working Paper Series.
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100. Nowcasting GDP in Real-Time: A Density Combination Approach. (2011). Thorsrud, Leif ; Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R..
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101. Nowcasting GDP in real-time: A density combination approach. (2011). Thorsrud, Leif ; Aastveit, Knut Are ; Jore, Anne Sofie ; Gerdrup, Karsten R..
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102. Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts. (2010). Hendry, David ; Clements, Michael.
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103. Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production. (2010). Ziegler, Christina ; Wohlrabe, Klaus ; Carstensen, Kai.
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104. Combining forecast densities from VARs with uncertain instabilities. (2010). Vahey, Shaun ; Mitchell, James ; Jore, Anne Sofie.
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105. Real-time forecast averaging with ALFRED. (2010). McCracken, Michael ; Banternghansa, Chanont .
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106. Real-time Inflation Forecast Densities from Ensemble Phillips Curves. (2010). Wakerly, Elizabeth ; Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, .
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107. Forecast Densities for Economic Aggregates from Disaggregate Ensembles. (2010). Vahey, Shaun ; Ravazzolo, Francesco ; ShaunP. Vahey, .
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108. Weights and pools for a Norwegian density combination. (2010). Thorsrud, Leif ; Smith, Christie ; Bjørnland, Hilde ; Jore, Anne Sofie ; Gerdrup, Karsten .
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109. Forecast densities for economic aggregates from disaggregate ensembles. (2010). Vahey, Shaun ; Ravazzolo, Francesco.
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110. VAR forecasting using Bayesian variable selection. (2009). Korobilis, Dimitris.
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111. Measuring output gap uncertainty. (2009). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony.
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112. Combining VAR and DSGE forecast densities. (2009). Vahey, Shaun ; Mitchell, James ; Jore, Anne Sofie ; Bache, Ida Wolden .
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113. Real-time Inflation Forecast Densities from Ensemble Phillips Curves. (2009). Wakerly, Elizabeth ; Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, .
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114. Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts?. (2009). Irwin, Scott ; Garcia, Philip ; Colino, Evelyn V..
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115. Forecasting Random Walks Under Drift Instability. (2008). Pesaran, M ; Pick, Andreas.
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2. Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank. (2016). Laséen, Stefan ; Iversen, Jens ; Soderstrom, Ulf ; Lundvall, Henrik ; Laseen, Stefan .
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5. Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank. (2016). Laséen, Stefan ; Iversen, Jens ; Soderstrom, Ulf ; Lundvall, Henrik .
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6. Was the recent downturn in US real GDP predictable?. (2015). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
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9. Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model. (2015). Paccagnini, Alessia ; Bekiros, Stelios ; Stelios, Bekiros .
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13. Have the US macro-financial linkages changed? the balance sheet dimension. (2014). .
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14. Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models. (2014). Paccagnini, Alessia ; Bekiros, Stelios.
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16. Assessing policy reforms for Italy using ITEM and QUESTIII. (2013). Nucci, Francesco ; Di Dio, Fabio ; Annicchiarico, Barbara ; Felici, Francesco.
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20. Moving towards probability forecasting. (2013). Wakerly, Elizabeth C ; Vahey, Shaun P.
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21. Evaluating point and density forecasts of DSGE models. (2012). Wolters, Maik.
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23. MOSES: Model for studying the economy of Sweden. (2012). Nymoen, Ragnar ; Reijer, Ard ; BÃ¥rdsen, Gunnar ; den Reijer, Ard ; Jonasson, Patrik ; Brdsen, Gunnar .
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24. Forecasting under Model Uncertainty. (2011). Wolters, Maik.
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25. Macroeconomic Modelling and the Effects of Policy Reforms: an Assessment for Italy using ITEM and. (2011). Nucci, Francesco ; Di Dio, Fabio ; Annicchiarico, Barbara ; Felici, Francesco.
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26. How useful are estimated DSGE model forecasts?. (2011). Gürkaynak, Refet ; Edge, Rochelle M..
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27. Do central banks forecast influence private agents ? Forecasting performance vs. signals. (2011). Hubert, Paul.
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28. Monetary Policy, Imperfect Information and the Expectations Channel. (2010). Fitoussi, Jean-Paul ; Hubert, Paul.
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29. Monetary Policy, Imperfect Information and the Expectations Channel. (2010). Hubert, Paul.
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30. A Forecasting Metric for Evaluating DSGE Models for Policy Analysis. (2010). Gupta, Abhishek.
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31. A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model. (2010). Laforte, Jean-Philippe ; Kiley, Michael ; Edge, Rochelle M..
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35. External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model. (2010). Österholm, Pär ; Abrego, Lisandro.
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37. A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model. (2009). Laforte, Jean-Philippe ; Kiley, Michael ; Edge, Rochelle M..
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38. Informational Advantage and Influence of Communicating Central Banks. (2009). Hubert, Paul.
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39. A COMPARISON OF FORECAST PERFORMANCE BETWEEN FEDERAL RESERVE STAFF FORECASTS, SIMPLE REDUCED-FORM MODELS, AND A DSGE MODEL. (2009). Kiley, Michael ; Laforte, Jean-Philippe ; Edge, Rochelle M..
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40. Estimating DSGE-Model-Consistent Trends for Use in Forecasting. (2009). Kozicki, Sharon ; Cayen, Jean-Philippe ; Gosselin, Marc-Andre .
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41. Does money matter for U.S. inflation? Evidence from Bayesian VARs. (2008). Österholm, Pär ; Berger, Helge.
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42. Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs. (2008). Österholm, Pär ; Berger, Helge.
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43. Incorporating judgement with DSGE models. (2008). Lees, Kirdan ; Binning, Andrew ; Bene, Jaromir .
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44. Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs. (2008). Österholm, Pär ; Berger, Helge ; Osterholm, Par.
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45. External Linkages and Economic Growth in Colombia; Insights from A Bayesian VAR Model. (2008). Österholm, Pär ; Abrego, Lisandro ; Osterholm, Par.
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46. Interest rate forecasts: a pathology. (2008). Goodhart, Charles ; Lim, Wen Bin .
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47. A Bayesian Vector Autoregressive Model with Informative Steady-state Priors for the Australian Economy. (2008). Österholm, Pär ; Beechey, Meredith ; PÄR ÖSTERHOLM, .
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48. Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs. (2007). Österholm, Pär ; Berger, Helge.
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49. Incorporating Judgement in Fan Charts. (2006). Österholm, Pär.
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50. Macroeconomic Modelling and Policy Implications: an Assessment for Italy using ITEM and QUEST. (2002). Nucci, Francesco ; Di Dio, Fabio ; Annicchiarico, Barbara ; Felici, Francesco.
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