Eleonora Granziera

Norges Bank

Research Economist

Bankplassen 2

Oslo, Oslo 0151

Norway

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

SCHOLARLY PAPERS

9

DOWNLOADS

1,199

SSRN CITATIONS
Rank 19,956

SSRN RANKINGS

Top 19,956

in Total Papers Citations

44

CROSSREF CITATIONS

7

Scholarly Papers (9)

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 Norges Bank
Downloads 382 (118,735)

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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 Norges Bank
Downloads 248 (187,251)
Citation 18

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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
Norges Bank and Bank of Canada
Downloads 171 (263,285)
Citation 6

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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
Norges Bank and Bank of Finland
Downloads 115 (359,336)

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

5.

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 80 (454,522)

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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 38 (655,952)

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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 26 (744,042)
Citation 2

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

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 32 (696,959)

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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: 02 Nov 2022
University of Southern California - Department of Economics, University of Pennsylvania - Department of Economics, Norges Bank and University of Southern California - Department of Economics
Downloads 29 (719,923)

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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 3 (976,005)
Citation 9
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Bayesian Inference, Frequentist Inference, Partially Identified Models, Sign Restrictions, Structural VARs

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, Board of Governors of the Federal Reserve System and University of Southern California - Department of Economics
Downloads 29 (719,923)
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, Board of Governors of the Federal Reserve System and University of Southern California - Department of Economics
Downloads 23 (769,936)

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

9.

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 23 (745,583)

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Monetary Policy, Household Debt, Local Projections