No. 36-5, August 2017
Index
- Backtesting Value‐at‐Risk: A Generalized Markov Test
- Do Media Data Help to Predict German Industrial Production?
- Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?
- Forecasting with Specification‐Switching VARs
- Incorporating the Beige Book into a Quantitative Index of Economic Activity
- New Evidence on the Ability of Asset Prices and Real Economic Activity Forecast Errors to Predict Inflation Forecast Errors
- Short‐Term Stock Price Prediction Based on Limit Order Book Dynamics
- The Role of Credit in Predicting US Recessions
- Time‐Varying Parameter Realized Volatility Models