Szilard Benk

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

6

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533

SSRN CITATIONS
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Top 46,234

in Total Papers Citations

7

CROSSREF CITATIONS

9

Scholarly Papers (6)

1.

Short-Term Forecasting of GDP Using Large Monthly Datasets – A Pseudo Real-Time Forecast Evaluation Exercise

National Bank of Belgium Working Paper No. 133
Number of pages: 31 Posted: 03 Oct 2010
University of Angers - Research Group in Quantitative Saving (GREQAM), European Central Bank (ECB), Bank of Italy, Sveriges Riksbank - Monetary Policy, Vytautas Magnus University, European University Institute, Bank of Portugal - Economic Research Department, European Central Bank, J. W. Goethe University Frankfurt and National Bank of Belgium
Downloads 250 (204,075)
Citation 12

Abstract:

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Bridge models, Dynamic factor models, real-time data flow

2.

Short-Term Forecasting of GDP Using Large Monthly Datasets - A Pseudo Real-Time Forecast Evaluation Exercise

ECB Occasional Paper No. 84
Number of pages: 25 Posted: 18 Jun 2008
University of Angers - Research Group in Quantitative Saving (GREQAM), European Central Bank (ECB), Bank of Italy, Sveriges Riksbank - Monetary Policy, Vytautas Magnus University, European University Institute, Bank of Portugal - Economic Research Department, European Central Bank, J. W. Goethe University Frankfurt and National Bank of Belgium
Downloads 150 (323,350)
Citation 1

Abstract:

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Bridge models, Dynamic factor models, real-time data flow

3.

Granger Predictability of Oil Prices after the Great Recession

IMF Working Paper No. 19/237
Number of pages: 19 Posted: 03 Dec 2019
Szilard Benk and Max Gillman
European Central Bank (ECB) and University of Missouri at Saint Louis
Downloads 57 (601,595)

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Supply and demand, Oil prices, Real interest rates, Energy prices, Gold prices, Oil Price Shocks, Granger Predictability, Monetary Base, M1 Divisia, Swaps, Inflation., WP, full sample, subperiod, excess reserve, Granger, inflation expectation

4.

Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise

Banque de France Working Paper No. 215
Number of pages: 29 Posted: 21 Sep 2010
affiliation not provided to SSRN, European Central Bank, Bank of Italy, Sveriges Riksbank - Monetary Policy, Vilnius university, European University Institute, Bank of Portugal - Economic Research Department, J. W. Goethe University Frankfurt, European Central Bank (ECB) and National Bank of Belgium
Downloads 46 (661,382)
Citation 7

Abstract:

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Bridge models, Dynamic factor models, real-time data flow

5.

Tuning in RBC Growth Spectra

IMF Working Paper No. 16/215
Number of pages: 55 Posted: 03 Jan 2017
European Central Bank (ECB), University of Missouri at Saint Louis, SGCC, China, Central European University (CEU) - Department of Economics and Charles University in Prague - CERGE-EI, a joint workplace of Charles University and the Economics Institute of the Czech Academy of Sciences
Downloads 27 (793,114)

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Business cycles, United States, Economic growth, Human capital, Investment, Total factor productivity, Econometric models, Real Business cycles, amplification, growth persistence, Gali labor puzzle, data moments, human capital

6.

US Volatility Cycles of Output and Inflation, 1919-2004: A Money and Banking Approach to a Puzzle

CEPR Discussion Paper No. DP7150
Number of pages: 45 Posted: 18 Feb 2009
Szilard Benk, Max Gillman and Michal Kejak
European Central Bank (ECB), Central European University (CEU) - Department of Economics and Charles University in Prague - CERGE-EI, a joint workplace of Charles University and the Economics Institute of the Czech Academy of Sciences
Downloads 3 (1,008,014)
Citation 1
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Growth, Inflation, Money and credit shocks, Volatility