The ECB Press Conference Statement: Deriving a New Sentiment Indicator for the Euro Area

Kanelis, Dimitrios; Siklos, Pierre L. (2025)

In: International Journal of Finance and Economics, 30(1), 652-664. doi:10.1002/ijfe.2940

Research article (journal) | Peer reviewed | Published

Data for: Chapter 2 of "Estimation of DSGE models: Skewness matters" : Comparison of optimizers and samplers in Dynare

Guljanov, Gaygysyz; Mutschler, Willi (2025)

Other scientific publication | Published

Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks

Segnon, Mawuli; Gupta, Rangan; Wilfling, Bernd (2024)

In: International Journal of Forecasting, 40(1), 29-43. doi:10.1016/j.ijforecast.2022.11.007

Research article (journal) | Peer reviewed | Published

Real exchange rate convergence in the euro area: Evidence from a dynamic factor model

Börger, Carina; Kempa, Bernd (2024)

In: International Review of Economics and Finance, 89, 213-224. doi:10.1016/j.iref.2023.07.071

Research article (journal) | Peer reviewed | Published

Nowcasting the output gap with shadow rates

Dubbert, Tore; Kempa, Bernd (2024)

In: Economics Letters, 236, 111583. doi:10.1016/111583

Research article (journal) | Peer reviewed | Published

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The Monetary Policy-Commodities Nexus: A Survey Bohl, Martin T.; Humann, Niklas; Siklos, Pierre L. (2026) In: Journal of Economic Surveys. doi:10.1111/joes.70025 Research article (journal) \| Peer reviewed \| accepted / in press (not yet published)
The ECB Press Conference Statement: Deriving a New Sentiment Indicator for the Euro Area Kanelis, Dimitrios; Siklos, Pierre L. (2025) In: International Journal of Finance and Economics, 30(1), 652-664. doi:10.1002/ijfe.2940 Research article (journal) \| Peer reviewed \| Published
Formalizing a postprocessing procedure for linear-convex combination forecasts Monschang, Verena; Wilfling, Bernd (2025) In: Journal of Forecasting, 44(4), 1280-1293. doi:10.1002/for.3229 Research article (journal) \| Peer reviewed \| Published
Data for: Chapter 2 of "Estimation of DSGE models: Skewness matters" : Comparison of optimizers and samplers in Dynare Guljanov, Gaygysyz; Mutschler, Willi (2025) Other scientific publication \| Published
Multi-horizon uniform superior predictive ability revisited Monschang, Verena; Trede, Mark; Wilfling, Bernd (2025) In: Journal of Business and Economic Statistics. Research article (journal) \| Peer reviewed \| accepted / in press (not yet published)
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks Segnon, Mawuli; Gupta, Rangan; Wilfling, Bernd (2024) In: International Journal of Forecasting, 40(1), 29-43. doi:10.1016/j.ijforecast.2022.11.007 Research article (journal) \| Peer reviewed \| Published
Stochastic debt sustainability analysis using time-varying fiscal reaction functions - an agnostic approach to fiscal forecasting Dubbert, T. (2024) In: Applied Economics, 56, 901-917. doi:10.1080/00036846.2023.2174500 Research article (journal) \| Peer reviewed \| Published
Real exchange rate convergence in the euro area: Evidence from a dynamic factor model Börger, Carina; Kempa, Bernd (2024) In: International Review of Economics and Finance, 89, 213-224. doi:10.1016/j.iref.2023.07.071 Research article (journal) \| Peer reviewed \| Published
Spatial Earnings Inequality Schluter, Christian; Trede, Mark (2024) In: Journal of Economic Inequality, 22, 531-550. doi:10.1007/s10888-023-09616-3 Research article (journal) \| Peer reviewed \| Published
Nowcasting the output gap with shadow rates Dubbert, Tore; Kempa, Bernd (2024) In: Economics Letters, 236, 111583. doi:10.1016/111583 Research article (journal) \| Peer reviewed \| Published