Eleonora Granziera

Bank of Finland

Senior Economist

Snellmaninaukio

Helsinki, Helsinki 00100

Finland

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

SCHOLARLY PAPERS

8

DOWNLOADS

870

SSRN CITATIONS
Rank 18,751

SSRN RANKINGS

Top 18,751

in Total Papers Citations

43

CROSSREF CITATIONS

14

Scholarly Papers (8)

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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 335 (112,481)

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Trade, Exchange rate depreciation, Economic growth

2.

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 164 (224,406)
Citation 20

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

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
Bank of Finland and Bank of Canada
Downloads 150 (241,880)
Citation 5

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

4.

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 78 (379,341)

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

5.

Inference for VARs Identified with Sign Restrictions

Downloads 47 (486,411)
Citation 9

Inference for VARs Identified with Sign Restrictions

FRB of Philadelphia Working Paper No. 11-20
Number of pages: 68 Posted: 08 Jun 2011
Hyungsik Roger Moon, Frank Schorfheide, Eleonora Granziera and Mihye Lee
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 23 (633,732)

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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
Hyungsik Roger Moon, Frank Schorfheide, Eleonora Granziera and Mihye Lee
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 21 (648,765)

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Inference for Vars Identified with Sign Restrictions

CEPR Discussion Paper No. DP8432
Number of pages: 69 Posted: 16 Jun 2011
Eleonora Granziera, Mihye Lee, Hyungsik Roger Moon and Frank Schorfheide
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 (798,587)
Citation 9
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Bayesian Inference, Frequentist Inference, Partially Identified Models, Sign Restrictions, Structural VARs

6.

Predicting Relative Forecasting Performance: An Empirical Investigation

Downloads 41 (513,253)
Citation 2

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 25 (619,042)

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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
Bank of Finland and Texas A&M University - Department of Economics
Downloads 16 (687,944)
Citation 2

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

7.

A Predictability Test for a Small Number of Nested Models

Downloads 34 (548,145)
Citation 3

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 20 (656,442)
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 14 (704,388)

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

8.

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
Eleonora Granziera, Pirkka Jalasjoki and Maritta Paloviita
Bank of Finland, Bank of Finland - Research and Bank of Finland - Research
Downloads 21 (628,462)

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