Friday, September 22, 2017

National Bank of Poland

It strikes me that I'm seeing progressively more research in dynamic predictive modeling from the National Bank of Poland.  A few recent examples appear below.  Related information is here.  Nice job.

AuthorTitle
Karol Szafranek
Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks
Date
Number
Download
2017
262
 (PDF)

AuthorTitle
Siem Jan Koopman
André Lucas
Marcin Zamojski

Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting
Date
Number
Download
2017
258
 (PDF)

AuthorTitle
Piotr Bańbuła
Marcin Pietrzak

Early warning models of banking crises applicable to non-crisis countries
Date
Number
Download
2017
257
 (PDF)

AuthorTitle
Alessia Paccagnini
Forecasting with FAVAR: macroeconomic versus financial factors
Date
Number
Download
2017
256
 (PDF)

AuthorTitle
Paweł Pońsko
Bartosz Rybaczyk

Fan chart – a tool for NBP’s monetary policy making
Date
Number
Download
2016
241
 (PDF)

AuthorTitle
Halina Kowalczyk
Ewa Stanisławska

Are experts’ probabilistic forecasts similar to the NBP projections?
Date
Number
Download
2016
238
 (PDF)