JEL classification

Journal of Economic Literature Classification (10696) E - Macroeconomics and Monetary Economics (1324) E4 - Money and Interest Rates (278) E47 - Forecasting and Simulation (13)
Number of items at this level: 13.
None
  • Ahmadi, Pooyan Amir, Ritschl, Albrecht (2009). Depression econometrics: a FAVAR model of monetary policy during the Great Depression. (CEP Discussion Papers CEPDP0967). London School of Economics and Political Science. Centre for Economic Performance.
  • Chernov, Mikhail (2007). On the role of risk premia in volatility forecasting. Journal of Business and Economic Statistics, 25(4), 411-426. https://doi.org/10.1198/073500106000000350
  • Choi, Hoyong, Mueller, Philippe, Vedolin, Andrea (2016). Bond variance risk premiums. Social Science Research Network (SSRN).
  • Goodhart, Charles, Lim, Wen Bin (2011). Interest rate forecasts: a pathology. International Journal of Central Banking, 7(2), 135-171.
  • Malliet, Paul, Reynès, Frédéric, Landa, Gissela, Hamdi-Cherif, Meriem, Saussay, Aurélien (2020). Assessing short-term and long-term economic and environmental effects of the COVID-19 crisis in France. Environmental and Resource Economics, 76(4), 867 - 883. https://doi.org/10.1007/s10640-020-00488-z
    • Public
  • Goodhart, C. A. E., Pradhan, Manoj (2023). A snapshot of Central Bank (two year) forecasting: a mixed picture. (CEPR Discussion Papers DP18043). Centre for Economic Policy Research (Great Britain). picture_as_pdf
  • Goodhart, Charles, Bin Lim, Wen (2008). Do errors in forecasting inflation lead to errors in forecasting interest rates? (Financial Markets Group Discussion Papers 611). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Goodhart, Charles, Bin Lim, Wen (2008). Interest rate forecasts: a pathology. (Financial Markets Group Discussion Papers 612). Financial Markets Group, The London School of Economics and Political Science.
  • Kumar, Utkarsh, Ahmad, Wasim, Uddin, Gazi Salah (2024). Bayesian Markov switching model for BRICS currencies' exchange rates. Journal of Forecasting, 43(6), 2322 - 2340. https://doi.org/10.1002/for.3128 picture_as_pdf
  • Mueller, Philippe, Vedolin, Andrea, Yen, Yu-Min (2012). Bond variance risk premia. (Financial Markets Group Discussion Papers 699). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Pincheira, Pablo, Calani, Mauricio (2010). Communicational bias in monetary policy can words forecast deeds? Economía, 11(1), 103 - 145. https://doi.org/10.1353/eco.2010.0010 picture_as_pdf
  • Ritschl, Albrecht, Salferaz, Samad (2010). Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931. (CEP Discussion Paper 977). London School of Economics and Political Science. Centre for Economic Performance.
    • Restricted
  • Goodhart, C. A. E., Pradhan, Manoj (2025). A snapshot of Central Bank (two-year) forecasting: a mixed picture. Journal of Forecasting, 44(3), 1097 - 1131. https://doi.org/10.1002/for.3244 picture_as_pdf