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Eleonora Granziera

Government of Canada - Bank of Canada

Research Economist

Bankplassen 2

Oslo, Oslo 0151

Norway

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

Norges Bank

Research Economist

P.O. Box 1179

Oslo, N-0107

Norway

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

SCHOLARLY PAPERS

12

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2,324

TOTAL CITATIONS
Rank 13,663

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Top 13,663

in Total Papers Citations

81

Scholarly Papers (12)

1.

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 Norges Bank
Downloads 459 (155,822)
Citation 19

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

2.

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 Norges Bank
Downloads 440 (164,314)

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Trade, Exchange rate depreciation, Economic growth

3.

House Price Dynamics: Fundamentals and Expectations

Number of pages: 29 Posted: 30 Apr 2012 Last Revised: 27 Oct 2016
Eleonora Granziera and Sharon Kozicki
Norges Bank and Bank of Canada
Downloads 225 (339,185)
Citation 15

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

4.

The Bias and Efficiency of the ECB Inflation Projections: A State Dependent Analysis

Bank of Finland Research Discussion Paper No. 7/2021
Number of pages: 36 Posted: 30 Apr 2021 Last Revised: 18 Nov 2021
Eleonora Granziera, Pirkka Jalasjoki and Maritta Paloviita
Norges Bank, Bank of Finland - Research and Bank of Finland - Research
Downloads 171 (442,467)
Citation 4

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5.

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
Norges Bank and Bank of Finland
Downloads 170 (444,808)
Citation 1

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

6.

State Dependence of Monetary Policy Across Business, Credit and Interest Rate Cycles

Bank of Finland Research Discussion Paper No. 16/2019
Number of pages: 56 Posted: 16 Oct 2021 Last Revised: 18 Nov 2021
Sami Alpanda, Eleonora Granziera and Sarah Zubairy
University of Central Florida, Norges Bank and Texas A&M University - Department of Economics
Downloads 153 (488,442)
Citation 13

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Monetary Policy, Household Debt, Local Projections

7.
Downloads 139 (527,599)
Citation 19

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, Norges Bank and University of Southern California - Department of Economics
Downloads 91 (743,299)

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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: 03 May 2026
University of Southern California - Department of Economics, University of Pennsylvania - Department of Economics, Norges Bank and University of Southern California - Department of Economics
Downloads 42 (1,183,247)
Citation 14

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Inference for Vars Identified with Sign Restrictions

CEPR Discussion Paper No. DP8432
Number of pages: 69 Posted: 16 Jun 2011
Norges Bank, University of Southern California - Department of Economics, University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 6 (1,635,165)
Citation 5
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Bayesian Inference, Frequentist Inference, Partially Identified Models, Sign Restrictions, Structural VARs

8.

Speaking of Inflation: The Influence of Fed Speeches on Expectations

CESifo Working Paper No. 11992
Number of pages: 61 Posted: 22 Jul 2025
Norges Bank, BI Norwegian Business School, Department of Data Science and Analytics, University of Auckland and University of Warwick
Downloads 130 (572,948)
Citation 1

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Central bank communication, Delphic, Odyssean, inflation expectations, textual analysis, textual analysis

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: 18 Nov 2021
Eleonora Granziera and Tatevik Sekhposyan
Norges Bank and Texas A&M University - Department of Economics
Downloads 65 (929,821)
Citation 1

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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
Norges Bank and Texas A&M University - Department of Economics
Downloads 61 (966,800)
Citation 4

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

10.

Bonds, Currencies and Expectational Errors

Number of pages: 73 Posted: 27 Jul 2023
Eleonora Granziera and Markus Sihvonen
Norges Bank and Bank of Finland
Downloads 124 (588,531)

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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
Norges Bank, Deutsche Bundesbank and University of Southern California - Department of Economics
Downloads 57 (1,006,630)
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
Norges Bank, Deutsche Bundesbank and University of Southern California - Department of Economics
Downloads 43 (1,170,161)
Citation 1

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

12.

The Bias of the ECB Inflation Projections: a State-Dependent Analysis

Bank of Finland Research Discussion Paper No. 4/2024
Number of pages: 36 Posted: 18 Jun 2024
Eleonora Granziera, Pirkka Jalasjoki and Maritta Paloviita
Norges Bank, Bank of Finland - Research and Bank of Finland - Research
Downloads 87 (759,537)
Citation 1

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Inflation Forecasts, Forecast Evaluation, ECB, Central Bank Communication