Macroeconometrics

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*Prior Selection for Vector Autoregressions, by Giorgio Primiceri, Northwestern University, Giannone (Free University, Brussels) and Lenza (ECB). Discussant: Gernot Doppelhofer, Norwegian School of Economics and Business Administration.

Link: http://faculty.wcas.northwestern.edu/~gep575/BVARsGLP5.pdf

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*Measuring Output Gap Uncertainty, by Shaun Vahey, Australian National University, Garrett (Birkbeck) and Mitchell (NIESR). Discussant: Knut Are Aastveit, Norges Bank

Link: http://www.rbnz.govt.nz/research/discusspapers/dp09_15.pdf

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*Optimal Forecasting of Noncausal Autoregressive Time Series, by Markku Lanne, Helsinki University, with Luoto (Helsinki) and Saikkonen (Helsinki). Discussant: Anders Rygh Swensen, University of Oslo.

Link: http://www.norges-bank.no/upload/80251/lanne.pdf

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*Real-Time Out-of-Sample Evidence on the Predictability of Oil Prices for US GDP, by Philip Rothman, East Carolina University, and Francesco Ravazzolo, Norges Bank. Discussant: Vincent Labhard, European Central Bank

Link: http://www.norges-bank.no/upload/80251/rothman.pdf

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*The Predictive Power of the Yield Curve across Countries and Time, by Kavan Kucko, Federal Reserve Board, and Menzie Chinn, University of Wisconsin-Madison, Discussant: Christian Kascha, Norges Bank

Link: http://www.norges-bank.no/upload/80251/chinn.pdf

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*Factor Model Forecasts of Exchange rates, by Kenneth West, University of Wisconsin, with Charles Engel (UW) and Nelson Mark (Notre Dame). Discussant: Hilde Bjørnland, Norwegian Business School

Link: http://www.norges-bank.no/upload/80251/west.pdf

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*Stock market Liquidity and the Business Cycle, by Bernt Arne Ødegaard, University of Stavanger, Naes (Ministry of Trade and Industry) and Skjeltorp (Norges Bank). Discussant: Francesco Ravazzolo, Norges Bank

Link: http://finance.bi.no/~bernt/publications/2010_jf_liquidity_business_cycle/liquidity_business_cycle_mar_2010.pdf

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