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Measuring Market Expectations 智库出版物
2021
作者:  Christiane Baumeister
Adobe PDF(1529Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/09
DP16520 Measuring Market Expectations 智库出版物
2021
作者:  Christiane Baumeister
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Futures markets  Risk premia  monetary policy  Commodities  Asset pricing  Return regressions  Affine term structure models  Model uncertainty  Forecasting  Expectational shocks  
Tracking Weekly State-Level Economic Conditions 智库出版物
2021
作者:  Christiane Baumeister;  Danilo Leiva-León;  Eric R. Sims
Adobe PDF(5352Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/09
DP16317 Tracking Weekly State-Level Economic Conditions 智库出版物
2021
作者:  Christiane Baumeister;  Danilo Leiva-León;  Eric Sims
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Local economic conditions  Government policies  Weekly indicators  State economies  Cross-state heterogeneity  Mixed-frequency dynamic factor model  Economic weakness index  Markov-switching  Recession probabilities  
A Comparison of Monthly Global Indicators for Forecasting Growth 智库出版物
2020
作者:  Christiane Baumeister;  Pierre Guérin
Adobe PDF(1084Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/09
DP15403 A Comparison of Monthly Global Indicators for Forecasting Growth 智库出版物
2020
作者:  Christiane Baumeister;  Pierre Guerin
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Midas models  Global economic conditions  World gdp growth  Nowcasting  Forecasting  Mixed frequency  
Energy Markets and Global Economic Conditions 智库出版物
2020
作者:  Christiane Baumeister;  Dimitris Korobilis;  Thomas K. Lee
Adobe PDF(1135Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/09
Advances in Structural Vector Autoregressions with Imperfect Identifying Information 智库出版物
2020
作者:  Christiane Baumeister;  James D. Hamilton
Adobe PDF(300Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/09
DP14603 Advances in Structural Vector Autoregressions with Imperfect Identifying Information 智库出版物
2020
作者:  Christiane Baumeister;  James Hamilton
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Structural vector autoregressions  Bayesian analysis  Identification  Elasticities  Sign restrictions  Proxy vars  
DP14580 Energy Markets and Global Economic Conditions 智库出版物
2020
作者:  Christiane Baumeister;  Dimitris Korobilis;  Thomas K. Lee
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Energy demand  Forecasting  stochastic volatility  Oil price pressures  Petroleum consumption  State of the world economy