Visualitza Working Papers CREI (Centre de Recerca en Economia Internacional) per matèria "Business cycles"

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Forecasting in the presence of instabilities: how do we know whether models predict well and how to improve them

Rossi, Barbara, 1971- (2021-07)

This article provides guidance on how to evaluate and improve the forecasting ability of models in the presence of instabilities, which are widespread in economic time series. Empirically relevant examples include predicting ...
Sectoral dynamics of safe assets in advanced economies

Castells Jauregui, Madalen; Kuvshinov, Dmitry; Richter, Björn; Vanasco, Victoria (2024-04-10)

What is the sectoral composition of the market for safety, and does it matter for economic stability? To address these questions, we construct a novel dataset of sectoral safe asset positions in 24 advanced economies since ...