Eleonora Granziera

Bank of Finland

Senior Economist

Snellmaninaukio

Helsinki, Helsinki 00100

Finland

http://https://sites.google.com/site/eleonoragranziera/

SCHOLARLY PAPERS

7

DOWNLOADS

719

SSRN CITATIONS
Rank 23,336

SSRN RANKINGS

Top 23,336

in Total Papers Citations

22

CROSSREF CITATIONS

15

Scholarly Papers (7)

1.

Terms of Trade Shocks and Economic Recovery

IMF Working Paper No. 08/36
Number of pages: 25 Posted: 18 Feb 2008
Norbert Funke, Patrick A. Imam and Eleonora Granziera
International Monetary Fund (IMF) - African Department, International Monetary Fund (IMF) and Bank of Finland
Downloads 318 (103,839)

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Trade, Exchange rate depreciation, Economic growth

2.

House Price Dynamics: Fundamentals and Expectations

Number of pages: 29 Posted: 30 Apr 2012 Last Revised: 27 Oct 2016
Eleonora Granziera and Sharon Kozicki
Bank of Finland and Bank of Canada
Downloads 144 (220,372)
Citation 5

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House Prices, Lucas Asset-Pricing Model, Rational Expectations, Near Rational Expectations

3.

Monetary Policy, Private Debt and Financial Stability Risks

Number of pages: 36 Posted: 14 Nov 2016
Gregory H. Bauer and Eleonora Granziera
University of Rochester - Simon School and Bank of Finland
Downloads 108 (273,626)
Citation 14

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Monetary Policy, Financial Stability, Financial Crises, Panel Logit, Structural Vector Autoregressions, Sign Restrictions

Inference for VARs Identified with Sign Restrictions

FRB of Philadelphia Working Paper No. 11-20
Number of pages: 68 Posted: 08 Jun 2011
University of Southern California - Department of Economics, University of Pennsylvania - Department of Economics, Bank of Finland and University of Southern California - Department of Economics
Downloads 22 (571,542)

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Bayesian Inference, Frequentist Inference, Partially Identified Models, Sign Restrictions, Structural VARs

Inference for Vars Identified with Sign Restrictions

NBER Working Paper No. w17140
Number of pages: 50 Posted: 20 Jun 2011 Last Revised: 28 Jun 2011
University of Southern California - Department of Economics, University of Pennsylvania - Department of Economics, Bank of Finland and University of Southern California - Department of Economics
Downloads 20 (585,334)

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Inference for Vars Identified with Sign Restrictions

CEPR Discussion Paper No. DP8432
Number of pages: 69 Posted: 16 Jun 2011
Bank of Finland, University of Southern California - Department of Economics, University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 3 (715,323)
Citation 4
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Bayesian Inference, Frequentist Inference, Partially Identified Models, Sign Restrictions, Structural VARs

Predicting Relative Forecasting Performance: An Empirical Investigation

Bank of Finland Research Discussion Paper No. 23/2018
Number of pages: 43 Posted: 08 Nov 2018 Last Revised: 16 Nov 2018
Eleonora Granziera and Tatevik Sekhposyan
Bank of Finland and Texas A&M University - Department of Economics
Downloads 22 (571,542)

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Conditional Predictive Ability, Model Selection, Model Averaging, Inflation Forecasts, Output Growth Forecasts

Predicting Relative Forecasting Performance: An Empirical Investigation

Bank of Finland Research Discussion Papers (2018); ISBN 978-952-323-248-8
Number of pages: 43 Posted: 03 Dec 2018
Eleonora Granziera and Tatevik Sekhposyan
Bank of Finland and Texas A&M University - Department of Economics
Downloads 16 (613,794)
Citation 1

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Conditional Predictive Ability, Model Selection, Model Averaging, Inflation Forecasts, Output Growth Forecasts

6.

Bonds, Currencies and Expectational Errors

Bank of Finland Research Discussion Paper No. 7/2020
Number of pages: 53 Posted: 30 Apr 2020
Eleonora Granziera and Markus Sihvonen
Bank of Finland and Bank of Finland
Downloads 36 (478,131)

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Bond and currency premia, sticky expectations, interest rate forecast errors

A Predictability Test for a Small Number of Nested Models

Number of pages: 32 Posted: 28 Mar 2012 Last Revised: 27 Oct 2016
Eleonora Granziera, Kirstin Hubrich and Hyungsik Roger Moon
Bank of Finland, Board of Governors of the Federal Reserve System and University of Southern California - Department of Economics
Downloads 18 (599,649)
Citation 2

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Out-of sample, point-forecast evaluation, multi-model comparison, predictive ability, direct multi-step forecasts, fixed regressors bootstrap

A Predictability Test for a Small Number of Nested Models

ECB Working Paper No. 1580
Number of pages: 36 Posted: 12 Sep 2013
Eleonora Granziera, Kirstin Hubrich and Hyungsik Roger Moon
Bank of Finland, Board of Governors of the Federal Reserve System and University of Southern California - Department of Economics
Downloads 12 (643,876)

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out-of sample, point-forecast evaluation, multi-model comparison, predictive ability, direct multi-step forecasts, fixed regressors bootstrap