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How Important Is Global R-Star for Open Economies?
Vol: 24/2025 Authors: Morley J; Wong B Year: 2025 Month: April
  • Morley
  • Wong
  • Model Uncertainty and Macro-Econometrics
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Bayesian Estimation of DSGE Models: An Update
Vol: 52/2025 Authors: Guerrón-Quintana PA; Nason JM Year: 2025 Month: September
  • Nason
  • Model Uncertainty and Macro-Econometrics
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Disagreement over the Nature of Macroeconomic Shocks
Vol: 21/2026 Authors: Morley J, Jian J, Wang BZ Year: 2026 Month: March
  • Morley
  • Tian
  • Wang BZ
  • Model Uncertainty and Macro-Econometrics
  • Macroeconomic Policy Frameworks
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Is Inflation Driven by Aggregate or Sectoral Output Gaps?
Vol: 58/2025 Authors: Morley J; Zhang J Year: 2025 Month: November (Revised in April 2026)
  • Morley
  • Model Uncertainty and Macro-Econometrics
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Learning, Heuristics and Anchored Inflation: How Do Different Types of Consumer Change Their Minds about Inflation?
Vol: 28/2025 Authors: Lee K; Nguyen V; Shields K Year: 2025 Month: May
  • Lee K
  • Shields
  • Model Uncertainty and Macro-Econometrics
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Unpacking Global Inflation
Vol: 64/2026 Authors: Gwak YY, Morley J, Wong B Year: 2026 Month: August
  • Gwak
  • Morley
  • Wong
  • Open Economy Macroeconomics
  • Model Uncertainty and Macro-Econometrics
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Nowcasting Transaction-Based House Price Indices Using Web-Scraped Listings and MIDAS Regression
Vol: 45/2025 Authors: Trojanek R; Hartigan L; Pfeifer N; Steurer M Year: 2025 Month: August
  • Hartigan
  • Finance and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics
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Diminishing Monetary Potency under Fiscal Dominance: A Bayesian Local Projections Analysis
Vol: 75/2026 Authors: Javed N, Morley J Year: 2026 Month: September
  • Morley
  • Model Uncertainty and Macro-Econometrics
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Real GDP Growth Predictability and Implications for Estimating Australia’s Output Gap
Vol: 67/2026 Authors: De Gorostiza-Roudnitski G, Wong B Year: 2026 Month: August
  • Wong
  • Model Uncertainty and Macro-Econometrics
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Discretionary Tax Changes and Macroeconomic Activity: New Narrative Evidence from Australia
Vol: 63/2024 Authors: Changchen Ge Month: October Year: 2024
  • Ge
  • Model Uncertainty and Macro-Econometrics
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Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression
Vol: 44/2024 Authors: Ippei Fujiwara, Adrian Pagan Month: June Year: 2024
  • Fujiwara
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Sectoral Spillovers in Inflation Dynamics: Empirical Evidence from Network Propagation
Vol: 63/2025 Authors: Gwak YY Year: 2025 Month: November
  • Gwak
  • Model Uncertainty and Macro-Econometrics
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Regularized Random Subspace Regressions
Vol: 13/2026 Authors: Xiao Y, Cross JL Year: 2026 Month: February
  • Cross
  • Model Uncertainty and Macro-Econometrics
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The Chinese Silver Standard: Parity, Predictability, and (In)Stability, 1912–1934
Vol: 64/2024 Authors: Huachen Li, James M. Nason Month: October Year: 2024
  • Nason
  • Model Uncertainty and Macro-Econometrics
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UIP Holds Conditional on Monetary Policy Shocks
Vol: 68/2026 Authors: Javed N, Groshenny N Year: 2026 Month: August
  • Groshenny
  • Model Uncertainty and Macro-Econometrics
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Optimal Forecast Combination with Mean Absolute Error Loss
Vol: 59/2023 Authors: Felix Chan, Laurent Pauwels Month: November Year: 2023
  • Pauwels
  • Model Uncertainty and Macro-Econometrics
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Trend-Cycle Decomposition in the Presence of Large Shocks
Vol: 24/2024 Authors: Güneş Kamber, James Morley, Benjamin Wong Month: March Year: 2024
  • Kamber
  • Morley
  • Wong
  • Model Uncertainty and Macro-Econometrics
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Information Sets and Output Gap Estimates from Beveridge-Nelson and Unobserved Components Models
Vol: 73/2026 Authors: Berger T, Wong B Year: 2026 Month: August
  • Berger
  • Wong
  • Model Uncertainty and Macro-Econometrics
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Dutch Disease, Unemployment and Structural Change
Vol: 38/2023 Authors:  Mariano Kulish, James Morley, Nadine Yamout, Francesco Zanetti Month: August Year: 2023
  • Kulish
  • Morley
  • Zanetti
  • Model Uncertainty and Macro-Econometrics
  • Commodities and the Macroeconomy
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How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables
Vol: 07/2025 Authors: Chang Y; Kim S; Park JY Year: 2025 Month: February
  • Chang
  • Model Uncertainty and Macro-Econometrics
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Dornbusch Overshooting, UIP, and the Systematic Components of Domestic and Foreign Monetary Policy in SVARs
Vol: 06/2025 Authors: Groshenny N; Javed N Year: 2025 Month: January
  • Groshenny
  • Model Uncertainty and Macro-Econometrics
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Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach
Vol: 39/2026 Authors: Bjørnland HC, Hardy N, Korobilis D Year: 2026 Month: May
  • Bjørnland
  • Commodities and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics
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Disentangling Structural Breaks in Factor Models for Macroeconomic Data
Vol: 15/2023 Authors:  Bonsoo Koo, Benjamin Wong, Ze-Yu Zhong Month: March Year: 2023
  • Koo
  • Wong
  • Model Uncertainty and Macro-Econometrics
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Applications of Vector Autoregressions in Their Scalar Autoregressive Component Form
Vol: 71/2024 Author name: Krippner L Year: 2024 Month: December
  • Krippner
  • Model Uncertainty and Macro-Econometrics
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Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption
Vol: 04/2024 Authors: Yoosoon Chang, Yongok Choi, Chang Sik Kim, J. Isaac Miller, Joon Y. Park Month: January Year: 2024
  • Chang
  • Micro-Heterogeneity and Macroeconomic Performance
  • Model Uncertainty and Macro-Econometrics
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Nowcasting the Output Gap
Vol: 78/2020 Authors: Tino Berger, James Morley, Benjamin Wong Month: August Year: 2020
  • Berger
  • Morley
  • Wong
  • Model Uncertainty and Macro-Econometrics
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Measuring Openness
Vol: 48/2020 Authors: Jean Imbs, Laurent L. Pauwels Month: May Year: 2020
  • Pauwels
  • Model Uncertainty and Macro-Econometrics
  • Open Economy Macroeconomics
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Random Subspace Local Projections
Vol: 34/2023 Authors:  Viet Hoang Dinh, Didier Nibbering, Benjamin Wong Month: July Year: 2023
  • Wong
  • Model Uncertainty and Macro-Econometrics
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Bayesian State Space Models in Macroeconometrics
Vol: 90/2020 Authors: Joshua C.C. Chan, Rodney W. Strachan Month: October Year: 2020
  • Chan
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility
Vol: 108/2020 Authors: Joshua C.C. Chan, Xuewen Yu Month: December Year: 2020
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Common Factors and the Dynamics of Cereal Prices: A Forecasting Perspective
Vol: 47/2020 Authors: Marek Kwas, Alessia Paccagnini, Michal Rubaszek Month: May Year: 2020
  • Paccagnini
  • Model Uncertainty and Macro-Econometrics
  • Commodities and the Macroeconomy
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The Role of Initial States in Estimates of the Natural Rate of Interest
Vol: 38/2026 Author: Galimberti JK Year: 2026 Month: May
  • Galimberti
  • Model Uncertainty and Macro-Econometrics
  • Behavioural Macroeconomics and Complexity
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Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs
Vol: 61/2019 Author: Joshua C. C. Chan Month: August Year: 2019
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model
Vol: 04/2018 Authors: X. Liu, A.R. Pagan, T. Robinson Month: January Year: 2018
  • Pagan
  • Robinson
  • Model Uncertainty and Macro-Econometrics
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An Unobserved Components Model of Total Factor Productivity and the Relative Price of Investment
Vol: 109/2020 Authors: Joshua C.C. Chan, Edouard Wemy Month: December Year: 2020
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility
Vol: 18/2024 Authors: Yoosoon Chang, Steven N. Durlauf, Bo Hu, Joon Y. Park Month: February Year: 2024
  • Chang
  • Model Uncertainty and Macro-Econometrics
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Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring
Vol: 14/2023 Authors:  Yoosoon Chang, Ana María Herrera, Elena Pesavento Month: February Year: 2023
  • Chang
  • Model Uncertainty and Macro-Econometrics
  • Finance and the Macroeconomy
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Real-Time Forecasting of the Australian Macroeconomy Using Flexible Bayesian VARs
Vol: 91/2020 Authors: Bo Zhang, Bao H. Nguyen Month: October Year: 2020
  • Zhang
  • Nguyen
  • Model Uncertainty and Macro-Econometrics
  • COVID-19 and the Macroeconomy
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Private News and Monetary Policy - Forward Guidance as Bayesian Persuasion
Vol: 91/2019 Authors: Ippei Fujiwara, Yuichiro Waki Month: December Year: 2019
  • Fujiwara
  • Model Uncertainty and Macro-Econometrics
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High Moment Constraints for Predictive Density Combination
Vol: 45/2020 Authors: Laurent Pauwels, Peter Radchenko, Andrey L. Vasnev Month: May Year: 2020
  • Pauwels
  • Model Uncertainty and Macro-Econometrics
  • Open Economy Macroeconomics
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Nowcasting 'true' monthly US GDP during the pandemic
Vol: 14/2021 Author name: Koop G; McIntyre S; Mitchell J; Poon A Year: 2021 Month: January
  • Mitchell
  • Poon
  • COVID-19 and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics
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Sectoral Employment Dynamics in Australia
Vol: 51/2020 Authors: Heather Anderson, Giovanni Caggiano, Farshid Vahid, Benjamin Wong Month: May Year: 2020
  • Anderson
  • Caggiano
  • Vahid
  • Wong
  • Model Uncertainty and Macro-Econometrics
  • COVID-19 and the Macroeconomy
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Comparing Hybrid Time-Varying Parameter VARs
Vol: 31/2018 Authors: Joshua C.C. Chan, Eric Eisenstat Month: June Year: 2018
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Financial Factors and the Business Cycle
Vol: 44/2020 Authors: Tino Berger, Julia Richter, Benjamin Wong Month: May Year: 2020
  • Berger
  • Wong
  • Model Uncertainty and Macro-Econometrics
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UK inflation forecasts since the thirteenth century
Vol: 32/2021 Author name: Nason JM; Smith GW Year: 2021 Month: March
  • Nason
  • Macroeconomic Theory
  • Model Uncertainty and Macro-Econometrics
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Adaptive Bayesian Shrinkage of High-Dimensional Panel VARs
Vol: 40/2026 Authors: Zhang Z, Doko Tchatoka F, Haque Q Year: 2026 Month: June
  • Haque
  • Macroeconomic Theory
  • Model Uncertainty and Macro-Econometrics
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Bond Yield Responses to Macro News: The Role of Macro Forecast Disagreement and Monetary Policy Uncertainty
Vol: 45/2026 Authors: Hördahl P, Kısacıkoğlu B, Xia FD Year: 2026 Month: June
  • Xia
  • Model Uncertainty and Macro-Econometrics
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The Gains from Catch-up for China and the US: An Empirical Framework
Vol: 07/2019 Authors: Mardi Dungey, Denise R. Osborn Month: January Year: 2019
  • Dungey
  • Osborn
  • Model Uncertainty and Macro-Econometrics
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Implications of Partial Information for Econometric Modeling of Macroeconomic Systems
Vol: 41/2019 Authors: Adrian Pagan, Tim Robinson Month: June Year: 2019
  • Pagan
  • Robinson
  • Model Uncertainty and Macro-Econometrics
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Global Factors and Trend Inflation
Vol: 62/2019 Authors: Günes Kamber, Benjamin Wong Month: August Year: 2019
  • Kamber
  • Wong
  • Model Uncertainty and Macro-Econometrics
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Asymmetric Conjugate Priors for Large Bayesian VARs
Vol: 51/2019 Author: Joshua C. C. Chan Month: July Year: 2019
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Australian Macro-Econometric Models and Their Construction - A Short History
Vol: 50/2019 Author: Adrian Pagan Month: July Year: 2019
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Sentiment and uncertainty about regulation
Vol: 54/2021 Author name: Sinclair TM; Xie Z Year: 2021 Month: July
  • Sinclair
  • Model Uncertainty and Macro-Econometrics
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State-Level Wage Phillips Curves
Vol: 08/2020 Authors: George Kapetanios, Simon Price, Menelaos Tasiou, Alexia Ventouri Month: February Year: 2020
  • Price
  • Model Uncertainty and Macro-Econometrics
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Recovering Stars in Macroeconomics
Vol: 43/2023 Authors: Daniel Buncic, Adrian Pagan, Tim Robinson Month: September Year: 2023
  • Pagan
  • Robinson
  • Model Uncertainty and Macro-Econometrics
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Reducing Dimensions in a Large TVP-VAR
Vol: 49/2018 Authors: Joshua C.C. Chan, Eric Eisenstat, Rodney W. Strachan Month: October Year: 2018
  • Chan
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Getting the ROC into Sync
Vol: 01/2022 Authors: Liu Yang, Kajal Lahiri, Adrian Pagan Month: January Year: 2022
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Checking If the Straitjacket Fits
Vol: 81/2019 Authors: Adrian Pagan, Michael Wickens Month: November Year: 2019
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Real-Time Forecast Combinations for the Oil Price
Vol: 38/2018 Authors: Anthony Garratt, Shaun P. Vahey, Yunyi Zhang Month: August Year: 2018
  • Vahey
  • Model Uncertainty and Macro-Econometrics
  • Commodities and the Macroeconomy
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Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage
Vol: 08/2019 Authors: Deborah Gefang, Gary Koop, Aubrey Poon Month: January Year: 2019
  • Poon
  • Model Uncertainty and Macro-Econometrics
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Macro uncertainties and tests of capital structure theories across renewable and non-renewable resource companies
Vol: 73/2021 Author name: Irawan D; Okimoto T Year: 2021 Month: August
  • Irawan
  • Okimoto
  • Model Uncertainty and Macro-Econometrics
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Time Varying Cointegration and the UK Great Ratios
Vol: 53/2018 Authors: George Kapetanios, Stephen Millard, Katerina Petrova, Simon Price Month: October Year: 2018
  • Price
  • Model Uncertainty and Macro-Econometrics
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An Automated Prior Robustness Analysis in Bayesian Model Comparison
Vol: 45/2019 Authors: Joshua C. C. Chan, Liana Jacobi, Dan Zhu Month: June Year: 2019
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Estimating the Common Output Cycle in Australia
Vol: 78/2026 Author: Hartigan L Year: 2026 Month: September
  • Hartigan
  • Model Uncertainty and Macro-Econometrics
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The Asymmetric Effects of Uncertainty Shocks
Vol: 72/2020 Authors: Valentina Colombo, Alessia Paccagnini Month: August Year: 2020
  • Colombo
  • Paccagnini
  • Model Uncertainty and Macro-Econometrics
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Large Hybrid Time-Varying Parameter VARs
Vol: 77/2019 Author: Joshua C.C. Chan Month: October Year: 2019
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Large Bayesian Vector Autoregressions
Vol: 19/2019 Authors: Joshua C. C. Chan Month: February Year: 2019
  • Chan
  • Model Uncertainty and Macro-Econometrics
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How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis
Vol: 25/2018 Authors: Joshua C.C. Chan, Liana Jacobi, Dan Zhu Month: May Year: 2018
  • Chan
  • Model Uncertainty and Macro-Econometrics
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To Boost or Not to Boost? That is the Question
Vol: 12/2023 Authors: Ye Lu,  Adrian Pagan Month: February Year: 2023
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Changes in the Inflation Target and the Comovement Between Inflation and the Nominal Interest Rate
Vol: 30/2019 Authors: Yunjong Eo, Denny Lie Month: March Year: 2019
  • Eo
  • Lie
  • Finance and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics
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Nowcasting Unemployment Insurance Claims in the Time of COVID-19
Vol: 63/2020 Authors: William D. Larson, Tara M. Sinclair Month: July Year: 2020
  • Sinclair
  • Model Uncertainty and Macro-Econometrics
  • COVID-19 and the Macroeconomy
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Federal Reserve Chair Communication Sentiments’ Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery
Vol: 105/2020 Authors: Juan Arismendi-Zambrano, Massimo Guidolin, Alessia Paccagnini Month: December Year: 2020
  • Paccagnini
  • Model Uncertainty and Macro-Econometrics
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Too Many Shocks Spoil the Interpretation
Vol: 28/2020 Authors: Adrian Pagan, Tim Robinson Month: March Year: 2020
  • Pagan
  • Robinson
  • Model Uncertainty and Macro-Econometrics
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Empirically-Transformed Linear Opinion Pools
Vol: 47/2019 Authors: Anthony Garratt, Timo Henckel, Shaun P. Vahey Month: July Year: 2019
  • Henckel
  • Vahey
  • Model Uncertainty and Macro-Econometrics
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Understanding Trend Inflation Through the Lens of the Goods and Services Sectors
Vol: 28/2022 Authors: Yunjong Eo, Luis Uzeda, Benjamin Wong Month: April Year: 2022
  • Eo
  • Uzeda
  • Wong
  • Model Uncertainty and Macro-Econometrics
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Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation
Vol: 46/2019 Authors: Joshua C. C. Chan, Liana Jacobi, Dan Zhu Month: June Year: 2019
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Multivariate Stochastic Volatility with Co- Heteroscedasticity
Vol: 52/2018 Authors: Joshua Chan, Arnaud Doucet, Roberto León-González, Rodney W. Strachan Month: October Year: 2018
  • Chan
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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An Analysis of the Global Oil Market Using SVARMA Models
Vol: 25/2019 Author: Mala Raghavan Month: March Year: 2019
  • Raghavan
  • Commodities and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics
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Monitoring Macroeconomic Prospects with a Meta VAR-E Dashboard
Vol: 10/2026 Authors: Lee K, Shields K Year: 2026 Month: February
  • Lee K
  • Shields
  • Model Uncertainty and Macro-Econometrics
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Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks?
Vol: 10/2023 Authors:  Alessia Paccagnini, Fabio Parla Month: February Year: 2023
  • Paccagnini
  • Model Uncertainty and Macro-Econometrics
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Uncertainty in a Disaggregate Model: a Data Rich Approach using Google Search Queries
Vol: 83/2019 Authors: Kalvinder Shields, Trung Duc Tran Month: December Year: 2019
  • Shields
  • Tran TD
  • Model Uncertainty and Macro-Econometrics
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A UK Financial Conditions Index Using Targeted Data Reduction: Forecasting and Structural Identification
Vol: 58/2017 Authors: George Kapetanios, Simon Price, Garry Young Month: September Year: 2017
  • Price
  • Finance and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics
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Turning Point and Oscillatory Cycles
Vol: 74/2019 Authors: Mariano Kulish, Adrian Pagan Month: September Year: 2019
  • Kulish
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Did Marginal Propensities to Consume Change with the Housing Boom and Bust?
Vol: 32/2023 Authors:  Yunho Cho, James Morley, Aarti Singh Month: July Year: 2023
  • Morley
  • Singh
  • Model Uncertainty and Macro-Econometrics
  • Macroeconomic Theory
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Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts
Vol: 32/2018 Authors: Bo Zhang, Joshua C.C. Chan, Jamie L. Cross Month: June Year: 2018
  • Zhang
  • Chan
  • Cross
  • Model Uncertainty and Macro-Econometrics
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Identifying high-frequency shocks with Bayesian mixed-frequency VARs
Vol: 26/2021 Author name: Paccagnini A; Parla F Year: 2021 Month: February
  • Paccagnini
  • Model Uncertainty and Macro-Econometrics
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The Australian Real-Time Fiscal Database: An Overview and an Illustration of its Use in Analysing Planned and Realised Fiscal Policies
Vol: 14/2019 Authors: Kevin Lee, James Morley, Kalvinder Shields, Madeleine Sui-Lay Tan Month: February Year: 2019
  • Lee K
  • Morley
  • Shields
  • Model Uncertainty and Macro-Econometrics
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How Wages Respond to the Job-Finding and Job-to-Job Transition Rates? Evidence from New Zealand Administrative Data
Vol: 15/2020 Authors: Christopher Ball, Nicolas Groshenny, Özer Karagedikli, Murat Özbilgin, Finn Robinson Month: February (revised in March 2022) Year: 2020
  • Groshenny
  • Karagedikli
  • Model Uncertainty and Macro-Econometrics
  • Macroeconomic Theory
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Bayesian Inference in a Time Varying Cointegration Model
Vol: 25/2011 Authors: Gary Koop, Roberto Leon-Gonzales, Rodney W Strachan Month: August Year: 2011
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Global uncertainty
Vol: 21/2021 Author name: Caggiano G; Castelnuovo E Year: 2021 Month: February
  • Caggiano
  • Castelnuovo
  • Finance and the Macroeconomy program
  • Model Uncertainty and Macro-Econometrics
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Improved Methods for Combining Point Forecasts for an Asymmetrically Distributed Variable
Vol: 15/2019 Authors: Ozer Karagedikli, Shaun P. Vahey, Elizabeth C. Wakerly Month: February Year: 2019
  • Karagedikli
  • Vahey
  • Model Uncertainty and Macro-Econometrics
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Do Fed Forecast Errors Matter?
Vol: 47/2016 Authors: Pao-Lin Tien, Tara M. Sinclair, Edward N. Gamber Month: July Year: 2016
  • Sinclair
  • Model Uncertainty and Macro-Econometrics
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Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility
Vol: 26/2018 Authors: Joshua C.C. Chan, Eric Eisenstat, Chenghan Hou, Gary Koop Month: May Year: 2018
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions
Vol: 101/2020 Authors: Sam Ouliaris, Adrian Pagan Month: November Year: 2020
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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An Empirical Approximation of the Effects of Trade Sanctions with an Application to Russia
Vol: 16/2023 Authors: Jean Imbs, Laurent Pauwels Year: 2023 Month: March
  • Pauwels
  • Model Uncertainty and Macro-Econometrics
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Time-Varying Trend Models for Forecasting Inflation in Australia
Vol: 99/2020 Authors: Na Guo, Bo Zhang, Jamie Cross Month: November Year: 2020
  • Zhang
  • Cross
  • Model Uncertainty and Macro-Econometrics
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Some Consequences of Using "Measurement Error Shocks" When Estimating Time Series Models
Vol: 12/2017 Author: Adrian Pagan Month: February Year: 2017
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions
Vol: 46/2017 Authors: James Morley, Benjamin Wong Month: July Year: 2017
  • Morley
  • Wong
  • Model Uncertainty and Macro-Econometrics
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Measuring the Fiscal Multiplier when Plans Take Time to Implement
Vol: 13/2019 Authors: Kevin Lee, James Morley, Kian Ong, Kalvinder Shields Month: February Year: 2019
  • Lee K
  • Morley
  • Shields
  • Model Uncertainty and Macro-Econometrics
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A Comparison of Monthly Global Indicators for Forecasting Growth
Vol: 93/2020 Authors: Christiane Baumeister, Pierre Guérin Month: October Year: 2020
  • Baumeister
  • Model Uncertainty and Macro-Econometrics
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Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter
Vol: 03/2017 Authors: Gunes Kamber, James Morley, Benjamin Wong Month: January Year: 2017
  • Kamber
  • Morley
  • Wong
  • Model Uncertainty and Macro-Econometrics
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A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r*
Vol: 02/2022 Authors: James Morley, Trung Duc Tran, Benjamin Wong Month: January Year: 2022
  • Morley
  • Tran TD
  • Wong
  • Model Uncertainty and Macro-Econometrics
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Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time?
Vol: 24/2023 Authors:  Yunjong Eo, James Morley Month: May Year: 2023
  • Eo
  • Morley
  • Model Uncertainty and Macro-Econometrics
  • COVID-19 and the Macroeconomy
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Shock Persistence, Uncertainty and News-Driven Business Cycles
Vol: 34/2022 Authors: Kevin Lee, Kalvinder Shields, Guido Turnip Month: May Year: 2022
  • Lee K
  • Shields
  • Model Uncertainty and Macro-Econometrics
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Multivariate decompositions and seasonal gender employment
Vol: 72/2021 Author name: Tian J; Jacobs JPAM; Osborn DR Year: 2021 Month: August
  • Tian
  • Jacobs
  • Osborn
  • Model Uncertainty and Macro-Econometrics
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Investigating Cycle Anatomy
Vol: 09/2023 Authors:  Max Gillman, Adrian Pagan Month: February Year: 2023
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility
Vol: 60/2017 Authors: Elmar Mertens, James M. Nason Month: September Year: 2017
  • Nason
  • Model Uncertainty and Macro-Econometrics
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Nowcasting New Zealand GDP Using Machine Learning Algorithms
Vol: 47/2018 Authors: Adam Richardson, Thomas van Florenstein Mulder, Tugrul Vehbi Month: September Year: 2018
  • Vehbi
  • Model Uncertainty and Macro-Econometrics
  • Finance and the Macroeconomy
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Tractable Likelihood-Based Estimation of Non- Linear DSGE Models
Vol: 55/2017 Author: Robert Kollmann Month: September Year: 2017
  • Kollmann
  • Model Uncertainty and Macro-Econometrics
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Discovering Stars: Problems in Recovering Latent Variables from Models
Vol: 52/2022 Authors: Daniel Buncic, Adrian Pagan Month: September Year: 2022
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Stock Returns Predictability with Unstable Predictors
Vol: 04/2022 Authors: Fabio Calonaci, George Kapetanios, Simon Price Month: January Year: 2022
  • Price
  • Finance and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics
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US Shocks and the Uncovered Interest Rate Parity
Vol: 87/2020 Authors: Mengheng Li, Bowen Fu Month: October Year: 2020
  • Li
  • Model Uncertainty and Macro-Econometrics
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Asymmetries in risk premia, macroeconomic uncertainty and business cycles
Vol: 101/2021 Author name: Görtz C; Yeromonahos M Year: 2021 Month: December
  • Görtz
  • Model Uncertainty and Macro-Econometrics
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Incorporating Relevant Multivariate Information for Characterizing Half-Life with an Application to Purchasing Power Parity
Vol: 47/2017 Author: Benjamin Wong Month: July Year: 2017
  • Wong
  • Model Uncertainty and Macro-Econometrics
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Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter
Vol: 44/2016 Authors: Joshua C.C. Chan, Angelia L. Grant Month: July Year: 2016
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia
Vol: 78/2014 Authors: Kerry B. Hudson, Joaquin L. Vespignani Month: December Year: 2014
  • Vespignani
  • Model Uncertainty and Macro-Econometrics
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Measuring the Output Gap Using Stochastic Model Specification Search
Vol: 02/2017 Authors: Joshua C.C. Chan, Angelia L. Grant Month: January Year: 2017
  • Chan
  • Model Uncertainty and Macro-Econometrics
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The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia
Vol: 15/2017 Authors: Timur Behlul, Anastasios Panagiotelis, George Athanasopoulos, Rob J Hyndman, Farshid Vahid Month: February Year: 2017
  • Vahid
  • Model Uncertainty and Macro-Econometrics
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World Steel Production: A New Monthly Indicator of Global Real Economic Activity
Vol: 42/2017 Authors: Francesco Ravazzolo, Joaquin Vespignani Month: July Year: 2017
  • Ravazzolo
  • Vespignani
  • Commodities and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics
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Measuring Inflation Expectations Uncertainty Using High-Frequency Data
Vol: 61/2017 Authors: Joshua C.C. Chan, Yong Song Month: October Year: 2017
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Does uncertainty matter for trade flows of emerging economies?
Vol: 84/2021 Author name: Groshenny N; Heid B; Sewak T Year: 2021 Month: September
  • Groshenny
  • Model Uncertainty and Macro-Econometrics
  • Open Economy Macroeconomics program
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Technology and Leisure: Macro Economic Implications
Vol: 43/2017 Authors: Anil Savio Kavuri, Warwick J. McKibbin Month: July Year: 2017
  • Kavuri
  • McKibbin
  • Model Uncertainty and Macro-Econometrics
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Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?
Vol: 59/2013 Author: Benjamin Wong Month: August Year: 2013
  • Wong
  • Model Uncertainty and Macro-Econometrics
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International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach
Vol: 16/2018 Authors: Jamie L. Cross, Chenghan Hou, Aubrey Poon Month: April Year: 2018
  • Cross
  • Poon
  • Model Uncertainty and Macro-Econometrics
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Conditional capital surplus and shortfall across renewable and non-renewable resource firms
Vol: 74/2021 Author name: Irawan D; Okimoto T Year: 2021 Month: August
  • Irawan
  • Okimoto
  • Model Uncertainty and Macro-Econometrics
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Modelling Inflation Volatility
Vol: 68/2014 Authors: Eric Eisenstat, Rodney W. Strachan Month: November Year: 2014
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
Vol: 51/2014 Authors: Joshua C.C. Chan, Angelia L. Grant Month: July Year: 2014
  • Chan
  • Grant
  • Model Uncertainty and Macro-Econometrics
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Inflation Dynamics: The Role of Public Debt and Policy Regimes
Vol: 75/2013 Authors: Saroj Bhattarai, Jae Won Lee, Woong Yong Park Month: November Year: 2013
  • Bhattarai
  • Park
  • Model Uncertainty and Macro-Econometrics
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Assessing the Economic Value of Probabilistic Forecasts in the Presence of an Inflation Target
Vol: 40/2016 Authors: Christopher McDonald, Craig Thamotheram, Shaun P. Vahey, Elizabeth C. Wakerly Month: June Year: 2016
  • Vahey
  • Model Uncertainty and Macro-Econometrics
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Price Indexation, Habit Formation, and the Generalized Taylor Principle
Vol: 52/2013 Authors: Saroj Bhattarai, Jae Won Lee, Woong Yong Park Month: August Year: 2013
  • Park
  • Bhattarai
  • Model Uncertainty and Macro-Econometrics
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A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve
Vol: 10/2014 Authors: Joshua C.C. Chan, Gary Koop, Simon M. Potter Month: January Year: 2014
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Fast Computation of the Deviance Information Criterion for Latent Variable Models
Vol: 09/2014 Authors: Joshua C.C. Chan, Angelia L. Grant Month: January Year: 2014
  • Chan
  • Grant
  • Model Uncertainty and Macro-Econometrics
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Forecasting in the Presence of Recent Structural Change
Vol: 23/2011 Authors: Jana Eklund, George Kapetanios, Simon Price Month: July Year: 2011
  • Price
  • Model Uncertainty and Macro-Econometrics
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Trend Inflation and Exchange Rate Dynamics: A New Keynesian Approach
Vol: 74/2016 Author: Takashi Kano Month: December Year: 2016
  • Kano
  • Open Economy Macroeconomics
  • Model Uncertainty and Macro-Econometrics
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Trend-Cycle-Seasonal Interactions: Identification and Estimation
Vol: 57/2017 Authors: Irma Hindrayanto, Jan P.A.M. Jacobs, Denise R. Osborn, Jing Tian Month: September Year: 2017
  • Jacobs
  • Osborn
  • Tian
  • Finance and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics
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Time Varying Dimension Models
Vol: 28/2011 Authors: Joshua C C Chan, Gary Koop, Roberto Leon-Gonzales, Rodney W Strachan Month: August Year: 2011
  • Chan
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods
Vol: 13/2012 Authors: Joshua Chan, Rodney Strachan Month: March Year: 2012
  • Chan
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Mismatch Shocks and Unemployment During the Great Recession
Vol: 57/2014 Authors: Francesco Furlanetto, Nicolas Groshenny Month: August Year: 2014
  • Groshenny
  • Model Uncertainty and Macro-Econometrics
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Bayesian Estimation of DSGE Models
Vol: 10/2012 Authors: Pablo A. Guerrón-Quintana, James M Nason Month: February Year: 2012
  • Nason
  • Model Uncertainty and Macro-Econometrics
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Generalised Density Forecast Combinations
Vol: 24/2014 Authors: Nicholas Fawcett, George Kapetanios, James Mitchell, Simon Price Month: March Year: 2014
  • Price
  • Model Uncertainty and Macro-Econometrics
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Modelling Inflation Volatility
Vol: 21/2014 Authors: Eric Eisenstat, Rodney W. Strachan Month: February Year: 2014
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Monetary Policy and Indeterminacy After the 2001 Slump
Vol: 02/2016 Authors: Firmin Doko Tchatoka, Nicolas Groshenny, Qazi Haque, Mark Weder Month: January Year: 2016
  • Groshenny
  • Haque
  • Weder
  • Macroeconomic Theory
  • Model Uncertainty and Macro-Econometrics
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Why does risk matter more in recessions than in expansions?
Vol: 83/2021 Author name: Andreasen MM; Caggiano G; Castelnuovo E; Pellegrino G Year: 2021 Month: September
  • Caggiano
  • Castelnuovo
  • Model Uncertainty and Macro-Econometrics
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The Identification of Fiscal and Monetary Policy in a Structural VAR
Vol: 29/2007 Authors: Mardi Dungey, Renee Fry Month: December Year: 2007
  • Dungey
  • Fry-McKibbin
  • Model Uncertainty and Macro-Econometrics
  • Finance and the Macroeconomy
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A Theoretical Foundation for the Nelson and Siegel Class of Yield Curve Models
Vol: 11/2012 Author: Leo Krippner Month: March Year: 2012
  • Krippner
  • Finance and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics
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UK World War I and Interwar Data for Business Cycle and Growth Analysis
Vol: 02/2011 Authors: James M. Nason, Shaun P. Vahey Month: February Year: 2011
  • Nason
  • Vahey
  • Model Uncertainty and Macro-Econometrics
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Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
Vol: 46/2014 Authors: Varang Wiriyawit, Benjamin Wong Month: June Year: 2014
  • Wong
  • Model Uncertainty and Macro-Econometrics
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Matching Efficiency and Business Cycle Fluctuations
Vol: 34/2012 Authors: Francesco Furlanetto, Nicolas Groshenny Month: July Year: 2012
  • Groshenny
  • Model Uncertainty and Macro-Econometrics
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Adaptive Forcasting in the Presence of Recent and Ongoing Structural Change
Vol: 14/2012 Authors: Liudas Giraitis, George Kapetanios, Simon Price Month: March Year: 2012
  • Price
  • Finance and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics
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Evaluating Forecasts of a Vector of Variables: a German Forecasting Competition
Vol: 55/2014 Authors: Hans Christian Müller-Dröge, Tara M. Sinclair, H.O. Stekler Month: July Year: 2014
  • Sinclair
  • Model Uncertainty and Macro-Econometrics
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Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks
Vol: 44/2012 Authors: James M. Nason, Ellis W. Tallman Month: October Year: 2012
  • Nason
  • Model Uncertainty and Macro-Econometrics
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Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle
Vol: 25/2010 Author: Don Harding Month: September Year: 2010
  • Harding
  • Model Uncertainty and Macro-Econometrics
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A SVECM Model of the UK Economy and The Term Premium
Vol: 26/2011 Authors: Mardi Dungey, M.Tugrul Vehbi Month: August Year: 2011
  • Dungey
  • Vehbi
  • Model Uncertainty and Macro-Econometrics
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Estimation and Solution of Models with Expectations and Structural Changes
Vol: 15/2014 Authors: Mariano Kulish, Adrian Pagan Month: February Year: 2014
  • Kulish
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Bringing Financial Stability into Monetary Policy
ol: 72/2014 Authors: Eric M. Leeper, James M. Nason Month: November Year: 2014
  • Nason
  • Model Uncertainty and Macro-Econometrics
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Some Issues in Using VARs for Macroeconometric Research
Vol: 19/2005 Authors: Renee Fry, Adrian Pagan Month: August Year: 2005
  • Fry-McKibbin
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts
Vol: 07/2014 Authors: James M. Nason, Gregor W. Smith Month: January Year: 2014
  • Nason
  • Model Uncertainty and Macro-Econometrics
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A New Model of Trend Inflation
Vol: 08/2012 Authors: Joshua C C Chan, Gary Koop, Simon M Potter Month: February Year: 2012
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Uncovering the Hit-List for Small Inflation Targeters: A Bayesian Structural Analysis
Vol: 24/2006 Authors: Timothy Kam, Kirdan Lees, Philip Liu Month: November Year: 2006
  • Kam
  • Lees K
  • Liu P
  • Macroeconomic Theory
  • Model Uncertainty and Macro-Econometrics
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Monetary Policy, Inflation and Unemployment In Defense of the Federal Reserve
Vol: 37/2010 Author: Nicolas Groshenny Month: December Year: 2010
  • Groshenny
  • Macroeconomic Theory
  • Model Uncertainty and Macro-Econometrics
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Business Cycle Implications of Internal Consumption Habit for New Keynesian Models
Vol: 31/2010 Authors: Takashi Kano, James M. Nason Month: October Year: 2010
  • Kano
  • Nason
  • Model Uncertainty and Macro-Econometrics
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Stochastic Model Specification Search for Time-Varying Parameter VARs
Vol: 23/2014 Authors: Eric Eisenstat, Joshua C.C. Chan, Rodney W. Strachan Month: March Year: 2014
  • Chan
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Endogenous Contagion - A Panel Data Analysis
Vol: 09/2006 Authors: Dirk Baur, Renee Fry Month: February Year: 2006
  • Fry-McKibbin
  • Finance and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics
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On the Correspondence Between Data Revision and Trend-Cycle Decomposition
Vol: 16/2012 Authors: Mardi Dungey, Jan PAM Jacobs, Jing Tian, Simon van Norden Month: March Year: 2012
  • Dungey
  • Jacobs
  • van Norden
  • Model Uncertainty and Macro-Econometrics
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A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion
Vol: 15/2013 Authors: Joshua C.C. Chan, Cody Yu-Ling Hsiao, Renée A. Fry-McKibbin Month: March Year: 2013
  • Chan
  • Hsiao
  • Fry-McKibbin
  • Model Uncertainty and Macro-Econometrics
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Modelling Change in Financial Market Integration
Vol: 07/2009 Authors: Nektarios Aslanides, Mardi Dungey, Christos S. Savva Month: February Year: 2009
  • Dungey
  • Model Uncertainty and Macro-Econometrics
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Model Uncertainty and Monetary Policy
Vol: 04/2009 Author: Richard Dennis Month: February Year: 2009
  • Dennis
  • Macroeconomic Policy Frameworks
  • Model Uncertainty and Macro-Econometrics
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Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence
Vol: 74/2013 Authors: Joshua C C Chan, Cody Y L Hsiao Month: November Year: 2013
  • Chan
  • Hsiao
  • Model Uncertainty and Macro-Econometrics
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Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
Vol: 03/2012 Authors: Rodney W. Strachan, Herman K. van Dijk Month: February Year: 2012
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Issues in Adopting DSGE Models for Use in the Policy Process
Vol: 10/2006 Authors: Martin Fukac, Adrian Pagan Month: March Year: 2006
  • Fukac
  • Pagan
  • Macroeconomic Theory
  • Model Uncertainty and Macro-Econometrics
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Macro-Econometric System Modelling @75
Vol: 67/2013 Authors: Tony Hall, Jan Jacobs, Adrian Pagan Month: October Year: 2013
  • Jacobs
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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The US Treasury Market in August 1998: Untangling the Effects Og Hong Kong and Russia with High Frequency Data
Vol: 24/2005 Authors: Mardi Dungey, Charles Goodhart, Demosthenes Tambakis Month: November Year: 2005
  • Dungey
  • Model Uncertainty and Macro-Econometrics
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Invariant Inference and Efficient Computation in the Static Factor Model
Vol: 32/2013 Authors: Joshua C.C. Chan, Roberto Leon-Gonzalez, Rodney W. Strachan Month: June Year: 2013
  • Chan
  • Strachan
  • Model Uncertainty and Macro-Econometrics
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Moving Average Stochastic Volatility Models with Application to Inflation Forecast
Vol: 31/2013 Author: Joshua C.C. Chan Month: May Year: 2013
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Empirical Evidence on Jumps in the Term Structure of the US Treasury Market
Vol: 25/2007 Authors: Mardi Dungey, Michael McKenzie, Vanessa Smith Month: December Year: 2007
  • Dungey
  • Model Uncertainty and Macro-Econometrics
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Shocks and Systemic Influences: Contagion in Global Equity Markets in 1998
Vol: 15/2005 Authors: Mardi Dungey, Renee Fry, Brenda Gonzales-Hermosillo, Vance L. Martin Month: June Year: 2005
  • Dungey
  • Fry-McKibbin
  • Martin
  • Model Uncertainty and Macro-Econometrics
  • Finance and the Macroeconomy
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How Well Does "Core" Inflation Capture Permanent Price Changes?
Vol: 26/2013 Authors: Michael D. Bradley, Dennis W. Jansen, Tara M. Sinclair Month: May Year: 2013
  • Sinclair
  • Model Uncertainty and Macro-Econometrics
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Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables
Vol: 07/2012 Authors: Joshua C C Chan, Gary Koop Month: February Year: 2012
  • Chan
  • Model Uncertainty and Macro-Econometrics
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The Evolution of the U.S. Output-Inflation Tradeoff
Vol: 70/2013 Author: Benjamin Wong Month: October Year: 2013
  • Wong
  • Model Uncertainty and Macro-Econometrics
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Making a Match: Combining Theory and Evidence in Policy-Oriented Macroeconomic Modelling
Vol: 01/2005 Authors: G. Kapetanios, A. Pagan, A. Scott Month: January Year: 2005
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Debt Stabilisation Bias and the Taylor Principle: Optimal Policy in a New Keynesian Model with Government Debt and Inflation Persistence
Vol: 22/2007 Authors: Svan Jari Stehn, David Vines Month: October Year: 2007
  • Vines
  • Model Uncertainty and Macro-Econometrics
  • Macroeconomic Policy Frameworks
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Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
Vol: 15/2005 Authors: Graham Elliott, Ivana Komunjer, Allan Timmermann Month: June Year: 2005
  • Elliott
  • Model Uncertainty and Macro-Econometrics
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Single Source of Error State Space Approach to the Beveridge Nelson Decomposition
Vol: 11/2005 Authors: Heather M. Anderson, Chin Nam Low, Ralph Snyder Month: May Year: 2005
  • Anderson
  • Model Uncertainty and Macro-Econometrics
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The Influence of Consumer Confidence and Stock Prices on the United States Business Cycle
Vol: 03/2005 Author: David L. Haugh Month: April Year: 2005
  • Haugh
  • Model Uncertainty and Macro-Econometrics
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Estimates of Technology and Convergence: Simulation Results
Vol: 07/2006 Authors: Graeme Wells, Thanasis Stengos Month: February Year: 2006
  • Wells
  • Model Uncertainty and Macro-Econometrics
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Forecast Densities for Economic Aggregates from Disaggregate Ensembles
Vol: 10/2010 Authors: Francesco Ravazzolo, Shaun P. Vahey Month: April Year: 2010
  • Ravazzolo
  • Vahey
  • Model Uncertainty and Macro-Econometrics
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Improving Forecasting Performance by Window and Model Averaging
Vol: 05/2011 Authors: Prasad S Bhattacharya, Dimitrios D Thomakos Month: March Year: 2011
  • Bhattacharya
  • Model Uncertainty and Macro-Econometrics
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Some Econometric Analysis of Constructed Binary Time Series
Vol: 07/2005 Author: Adrian Pagan Month: May Year: 2005
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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A Comparision of Forecast, Simple Reduced-Form Models, and a DSGE Model
Vol: 03/2009 Authors: Rochelle M. Edge, Michael T. Kiley, Jean-Philippe Laforte Month: February Year: 2009
  • Edge
  • Macroeconomic Policy Frameworks
  • Model Uncertainty and Macro-Econometrics
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Nonlinear Autoregressive Leading Indicator Models of Output in G-7 Countries
Vol: 14/2006 Authors: Heather M. Anderson, George Athanasopoulos, Farshid Vahid Month: April Year: 2006
  • Anderson
  • Vahid
  • Model Uncertainty and Macro-Econometrics
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Sign Restrictions in Structural Vector Autoregressions: A Critical Review
Vol: 22/2010 Authors: Renee Fry, Adrian Pagan Month: July Year: 2010
  • Fry-McKibbin
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Measuring Output Gap Nowcast Uncertainty
Vol: 16/2011 Authors: Anthony Garratt, James Mitchell, Shaun P. Vahey Month: June Year: 2011
  • Vahey
  • Model Uncertainty and Macro-Econometrics
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An Econometric Analysis of Some Models for Constructed Binary Time Series
Vol: 08/2009 Authors: Don Harding, Adrian Pagan Month: February Year: 2009
  • Harding
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Ranking Systemically Important Financial Institutions
Vol: 47/2012 Authors: Mardi Dungey, Matteo Luciani, David Veredas Month: November Year: 2012
  • Dungey
  • Model Uncertainty and Macro-Econometrics
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Beverridge Nelson Decomposition with Markov Switching
Vol: 18/2006 Authors: Chin Nam Low, Heather Anderson, Ralph Snyder Month: July Year: 2006
  • Anderson
  • Model Uncertainty and Macro-Econometrics
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Marginal Likelihood Estimation with the Cross-Entropy Method
Vol: 18/2012 Authors: Joshua C C Chan, Eric Eisenstat Month: May Year: 2012
  • Chan
  • Model Uncertainty and Macro-Econometrics
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Welfare-Maximizing Monetary Policy Under Parameter Uncertainty
Vol: 16/2008 Authors: Rochelle M. Edge, Thomas Laubach, John C. Williams Month: July Year: 2008
  • Edge
  • Williams
  • Macroeconomic Theory
  • Model Uncertainty and Macro-Econometrics
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Constructing Historical Euro Area Data
Vol: 18/2007 Authors: Heather Anderson, Mardi Dungey, Denise R. Osborn, Farshid Vahid Month: October Year: 2007
  • Anderson
  • Dungey
  • Osborn
  • Vahid
  • Model Uncertainty and Macro-Econometrics
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A Suggested Framework for Classifying the Modes of Cycle Research
Vol: 05/2004 Authors: Don Harding, Adrian Pagan Month: July Year: 2004
  • Harding
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Real-time Inflation Forecast Densities from Ensemble Phillips Curves
Vol: 34/2010 Authors: Anthony Garratt, James Mitchell, Shaun P. Vahey, Elizabeth C. Wakerly Month: December Year: 2010
  • Vahey
  • Wakerly
  • Model Uncertainty and Macro-Econometrics
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A Phillips Curve for China
Vol: 02/2005 Authors: Joerg Scheibe, David Vines Month: February Year: 2005
  • Vines
  • Model Uncertainty and Macro-Econometrics
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Detecting Contagion with Correlation: Volatility and Timing Matter
Vol: 23/2009 Authors: Mardi Dungey, Abdullah Yalama Month: September Year: 2009
  • Dungey
  • Model Uncertainty and Macro-Econometrics
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Modelling International Linkages for Large Open Economies: US and Euro Area
Vol: 24/2009 Authors: Mardi Dungey, Denise Osborn Month: September Year: 2009
  • Dungey
  • Osborn
  • Model Uncertainty and Macro-Econometrics
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Some Methods for Assessing the Need for Non-Linear Models in Business Cycle Analysis
Vol: 07/2004 Authors: James Engel, David Haugh, Adrian Pagan Month: July Year: 2004
  • Pagan
  • Model Uncertainty and Macro-Econometrics
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Synchronization of Cycles
Vol: 03/2004 Authors: Don Harding, Adrian Pagan Month: July Year: 2004
  • Harding
  • Pagan
  • Model Uncertainty and Macro-Econometrics