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macroeconomic forecasting, factor models, forecast combination, principal components, partial least squares, Bayesian ridge regression
Real exchange rates, Balassa-Samuelson, half-life measures, (panel) cointegration
Commodity prices, forecasting, exchange rates, factor models, PLS regression
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Commodity prices, Exchange rates, Factor models, Forecasting, PLS regression
inflation forecasting, Phillips correlations, real-time data, structural breaks, model uncertainty, Bayesian model averaging
Inflation Expectations, Markov-Switching Structural VAR
Dynamic stochastic general equilibrium models, GMM, monetary policy feedback rules, real exchange rate persistence
Uncovered interest rate parity, exchange rate risk premia, conditional linear factor models, habit persistence in consumption
foreign exchange risk premium, systemic risk monitoring, financial intermediation, asset pricing
New Keynesian Phillips Curve, trend inflation, Markov-switching VAR, minimum distance estimation
factor models, information criteria, macroeconomic forecasting
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: j-0084.pdf Size: 645K
instrumental variable estimation, many instruments, factor models
File name: OBES258.pdf Size: 146K
monitoring, structural change, panel, CUSUM, fluctuation test
monetary exchange rate models, nominal exchange rates, cointegration, panel data
