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~isPartOf:"NBER Working Paper"
~person:"Giannone, Domenico"
~person:"Rossi, Barbara"
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Giannone, Domenico
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1
Forecast comparisons in unstable environments
Giacomini, Raffaella
;
Rossi, Barbara
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 595-620
Persistent link: https://www.econbiz.de/10008667472
Saved in:
2
Prior Selection for Vector Autoregressions
Giannone, Domenico
-
2012
parameterized unrestricted model towards a parsimonious naïve benchmark, and thus reduce
estimation
uncertainty. This paper studies …--as well as factor models--and accuracy in the
estimation
of impulse response functions …
Persistent link: https://www.econbiz.de/10013099106
Saved in:
3
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of applied econometrics
31
(
2016
)
3
,
pp. 507-532
Persistent link: https://www.econbiz.de/10011642621
Saved in:
4
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates
Inoue, Atsushi
-
2018
What are the effects of monetary policy on exchange rates? And have unconventional monetary policies changed the way monetary policy is transmitted to international financial markets? According to conventional wisdom, expansionary monetary policy shocks in a country lead to that country's...
Persistent link: https://www.econbiz.de/10012911113
Saved in:
5
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
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