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School of Economics and Finance

CReMFi discussion papers on forecasting

ISSN: 2058-5160

  1. DP1 [PDF 424KB]:  P. Alessandri and H. Mumtaz. Financial conditions and density forecasts for US output and inflation.
  2. DP2 [PDF 627KB]:  C. Chiu, H. Mumtaz and G. Pinter. Forecasting with VAR Models: Fat Tails and Stochastic Volatility.
  3. DP3 [PDF 267KB]:  Z. Mandalinci. Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models.
  4. DP4 [PDF 644KB]:  C. Chiu, H. Mumtaz and G. Pinter. VAR Models with Non-Gaussian Shocks.
  5. DP5 [PDF 769KB]:  C. Chiu, H. Mumtaz and G. Pinter. Bayesian Vector Autoregressions with Non-Gaussian Shocks.


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