Francesca Monti

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

168

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Scholarly Papers (5)

1.

The Bank of England's Forecasting Platform: COMPASS, MAPS, EASE and the Suite of Models

Bank of England Working Paper No. 471
Posted: 19 May 2013
Bank of England, Bank of England, Bank of England - Monetary Analysis, Bank of England - Monetary Analysis, Bank of England, Cardiff University and Bank of England
Downloads 66 (334,072)

Abstract:

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forecasting, macro-modelling, misspecification

Exploiting the Monthly Data Flow in Structural Forecasting

Bank of England Working Paper No. 509
Number of pages: 27 Posted: 13 Sep 2014
Domenico Giannone, Francesca Monti and Lucrezia Reichlin
Federal Reserve Banks - Federal Reserve Bank of New York, Bank of England and London Business School
Downloads 31 (465,986)

Abstract:

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Forecasting, temporal aggregation, mixed frequency data, large data sets

3.

Ambiguity, Monetary Policy and Trend Inflation

Bank of England Working Paper No. 565
Number of pages: 50 Posted: 24 Nov 2015
Riccardo Masolo and Francesca Monti
Bank of England and Bank of England
Downloads 27 (473,821)

Abstract:

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Ambiguity aversion, monetary policy, trend inflation

4.

A Bayesian VAR Benchmark for COMPASS

Bank of England Working Paper No. 583
Number of pages: 20 Posted: 25 Jan 2016
Silvia Domit, Francesca Monti and Andrej Sokol
Bank of England - Monetary Analysis, Bank of England and Bank of England
Downloads 22 (501,068)

Abstract:

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Forecasting, Bayesian VARs, macro-modelling

5.

Can a Data-Rich Environment Help Identify the Sources of Model Misspecification?

Bank of England Working Paper No. 527
Number of pages: 36 Posted: 29 Mar 2015
Francesca Monti
Bank of England
Downloads 22 (501,068)

Abstract:

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DSGE Models, Model Misspecification, Bayesian Analysis