Oct 2014
Paper

Forecasting with Vector Autoregressive Models of Data Vintages: US Output Growth and Inflation
Michael P. Clements , A. B. Galvao

Oct 2014
Working Paper

Assessing the Evidence of Macro-Forecaster Herding: Forecasts of Inflation and Output Growth
Michael P. Clements

Sept 2014
Journal

Jointly optimal regulation of bank capital and maturity structure
Ansgar Walther

Aug 2014
Paper

Anticipating early data revisions to US GDP and the effects of releases on equity markets
Michael P. Clements , A. B. Galvao

Jul 2014
Paper

Introduction to Special Section on Exchange Rate Pass-through in Developing and Emerging Markets
Janine Aron

Jul 2014
Book

Empirical Model Discovery and Theory Evaluation (2014 Book)
David Hendry , Jurgen A Doornik

Jun 2014
Paper

Semi-automatic Non-linear Model Selection
David Hendry , Jennifer Castle

Jun 2014
Paper

Why DSGEs crash during crises
David Hendry , Grayham E Mizon

Jun 2014
Video

David Hendry - Celebrating a career of impact
David Hendry

Jun 2014
Journal

Identification and Forecasting in Mortality Models
in The Scientific World Journal
Bent Nielsen , J. P. Nielsen

Jun 2014
Journal

Achieving pareto optimality through distributed learning
Peyton Young , Jason Marden , Lucy Pao

Jun 2014
Working Paper

Learning in a black box
M.N. Burton-Chellew , H.H. Nax , S.A. West , Peyton Young

May 2014
Paper

Forecast Uncertainty—Ex Ante and Ex Post: U.S. Inflation and Output Growth
Michael P. Clements

May 2014
Paper

Rapid Innovation Diffusion in Social Networks
H. Peyton Young , Gabriel E. Kreindler

May 2014
Working Paper

Measuring Top Incomes and lnequality in the Middle East: Data Limitations and Illustration with the Case of Egypt
Facundo Alvaredo , Thomas Piketty

May 2014
Paper

Detecting Big Structural Breaks in Large Factor Models
Jesus Gonzalo , Liang Chen , Juan J. Dolado

Apr 2014
Journal

Unpredictability in Economic Analysis, Econometric Modeling and Forecasting
David Hendry , Grayham E Mizon

Apr 2014
Journal

Economic fundamentals and Eurozone sovereign spreads: will the good news continue?
John Muellbauer

Mar 2014
Paper

Central Clearing of OTC Derivatives: Bilateral vs Multilateral Netting
Rama Cont , Thomas Kokholm

Feb 2014
Paper

On the Accuracy and Efficiency of IMF Forecasts: A Survey and Some Extensions
Andrew B. Martinez , Hans Genberg

Jan 2014
Journal

Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data
in Journal of Development Studies
Janine Aron , John Muellbauer , Kenneth Creamer , Neil Rankin

Jan 2014
Paper

Exchange Rate Pass-through to Import Prices and Monetary Policy in South Africa
Janine Aron , John Muellbauer , Greg Farrell , Peter Sinclair

Jan 2014
Paper

The real-wage productivity nexus
David Hendry , Jennifer Castle

Jan 2014
Paper

Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation
Michael P. Clements

Jan 2014
Paper

US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010
Michael P. Clements

Jan 2014
Paper

Model Selection in Under-Specified Equations with Breaks
David Hendry , Jennifer Castle

Jan 2014
Paper

Exchange rate pass-through in developing and emerging markets: a survey of conceptual, methodological and policy issues, and selected empirical findings
Janine Aron , John Muellbauer , Ronald Macdonald

Dec 2013
Working Paper

Global income distribution: from the fall of the Berlin Wall to the Great Recession
Christoph Lakner , Branko Milanovic

Nov 2013
Book

Stochastic evolutionary game dynamics
H. Peyton Young , Chris Wallace

Nov 2013
Journal

Climate science: Breaks in trends
Felix Pretis , Myles Allen

Nov 2013
Working Paper

Generalized indirect inference for discrete choice models
Marianne Bruins , James A. Duffy , Michael Keane , A. Smith

Oct 2013
Journal

New methods for forecasting inflation, applied to the USA
Janine Aron , John Muellbauer

Publications