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Sebastian Giesen

IWH

Economist

P.O. Box 11 03 61

Kleine Maerkerstrasse 8

D-06017 Halle, 06108

Germany

http://www.iwh-halle.de/d/publik/disc/5-12.pdf

SCHOLARLY PAPERS

6

DOWNLOADS

363

TOTAL CITATIONS

10

Scholarly Papers (6)

1.

Does the Federal Reserve Staff Still Beat Private Forecasters?

ECB Working Paper No. 1635
Number of pages: 37 Posted: 13 Mar 2014
Makram El-Shagi, Sebastian Giesen and Alexander Jung
University of Mannheim, IWH and European Central Bank
Downloads 179 (422,345)

Abstract:

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forecast performance, forecast rationality, forecast stability, greenbook forecasts, survey of professional forecasters

2.

Interest-Rate Pegs, Central Bank Asset Purchases and the Reversal Puzzle

Bundesbank Discussion Paper No. 21/2017
Posted: 14 Jul 2017
Deutsche Bundesbank, IWH, Deutsche Bundesbank and Swiss National Bank
Downloads 71 (875,328)
Citation 2

Abstract:

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Unconventional Monetary Policy, Interest-Rate Peg, Perfect Foresight, Reversal Puzzle, Price-Level Targeting

3.

Uncertainty About QE Effects When an Interest Rate Peg is Anticipated

Deutsche Bundesbank Discussion Paper No. 12/2018
Number of pages: 64 Posted: 30 May 2018 Last Revised: 18 Nov 2021
Rafael Gerke, Sebastian Giesen and Daniel Kienzler
Deutsche Bundesbank, IWH and Deutsche Bundesbank
Downloads 65 (916,100)

Abstract:

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prior/posterior predictive analysis, anticipated interest rate peg, parameter uncertainty, euro area, QE, PSPP, forward guidance puzzle

4.

Revisiting the Relative Forecast Performance of Fed Staff and Private Forecasters: A Dynamic Approach

International Journal of Forecasting, Vol. 32, 2016
Number of pages: 27 Posted: 15 Oct 2020
Makram El-Shagi, Sebastian Giesen and Alexander Jung
Henan University, IWH and European Central Bank
Downloads 48 (1,086,013)
Citation 8

Abstract:

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Forecast performance, Forecast stability, Greenbook forecasts, Survey of Professional Forecasters

5.

The Halle Economic Projection Model

Economic Modelling, Vol. 29, 2012
Posted: 20 Jul 2017
Halle Institute for Economic Research, IWH, Goethe University Frankfurt and Halle Institute for Economic Research

Abstract:

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Medium scale DSGE model, International business cycles, Bayesian estimation

6.

Does Central Bank Staff Beat Private Forecasters?

IWH Discussion Papers No. 5/2012
Posted: 05 Sep 2013 Last Revised: 09 Sep 2013
Makram El-Shagi, Sebastian Giesen and Alexander Jung
University of Mannheim, IWH and European Central Bank

Abstract:

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relative forecast performance, forecast stability, staff forecasts, private forecasts, real-time data