Forecasting euro area inflation using a huge panel of survey expectations

The Subjective Inflation Expectations of Households and Firms: Measurement, Determinants, and Implications

(2022) Michael Weber et al.   JOURNAL OF ECONOMIC PERSPECTIVES

Does judgment improve macroeconomic density forecasts?

(2021) Ana Beatriz Galvão et al.   INTERNATIONAL JOURNAL OF FORECASTING

Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models

(2021) Niko Hauzenberger et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Expectation spillovers and the return of inflation

(2021) Matteo Ciccarelli et al.   ECONOMICS LETTERS

Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

(2020) Florian Huber et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Energy Markets and Global Economic Conditions

(2020) Christiane Baumeister et al.   REVIEW OF ECONOMICS AND STATISTICS

A Simple Sampler for the Horseshoe Estimator

(2016) Enes Makalic et al.   IEEE SIGNAL PROCESSING LETTERS

A New Model of Trend Inflation

(2012) Joshua C. C. Chan et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

The horseshoe estimator for sparse signals

(2010) C. M. Carvalho et al.   BIOMETRIKA

Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules

(2010) Tilmann Gneiting et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS