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Nyberg, Henri; Saikkonen, Pentti - Suomen Pankki - 2012

of U.S. inflation and marginal cost turns out superior to the best-fitting conventional causal VAR model in forecasting … inflation. …

Persistent link: https://www.econbiz.de/10010818995

Forecasting with a forward-looking DGE model: combining long-run views of financial markets with macro forecasting

Männistö, Hanna-Leena - Suomen Pankki - 2005

have used for illustrative purposes, we pinned down the long-run inflation expectations and domestic and foreign potential …

Persistent link: https://www.econbiz.de/10005423701

Analysis of forecast errors in micro-level survey data

Paloviita, Maritta; Viren, Matti - Suomen Pankki - 2014

inflation and real GDP growth forecasts in the ECB Survey of Professional Forecasters. For comparison, inflation forecasts in …

Persistent link: https://www.econbiz.de/10010818991

Realized volatility and overnight returns

Ahoniemi, Katja; Lanne, Markku - Suomen Pankki - 2010

No consensus has emerged on how to deal with overnight returns when calculating realized volatility in markets where trading does not take place 24 hours a day. This paper explores several common volatility applications, investigating how the chosen treatment of overnight returns affects the...

Persistent link: https://www.econbiz.de/10008774236