2022

June

How Could Oil Price and Policy Rate Hikes Affect the Near-Term Inflation Outlook?

May

Global Supply Chain Pressure Index: May 2022 Update

The GSCPI: A New Barometer of Global Supply Chain Pressures

March

Global Supply Chain Pressure Index: March 2022 Update

January

The Global Supply Side of Inflationary Pressures

A New Barometer for Global Supply Chain Pressures

2021

November

Is Higher Financial Stress Lurking Around the Corner for China?

October

Oil Prices, Global Demand Expectations, and Near-Term Global Inflation

2020

October

Alternative Indicators for Chinese Economic Activity Using Sparse PLS Regression

September

Measuring Global Financial Market Stresses

May

Putting the Current Oil Price Collapse into Historical Perspective

March

Uncertainty about Trade Policy Uncertainty

2016

August

Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting

May

Lower Oil Prices and U.S. Economic Activity

2015

June

Is Cheaper Oil Good News or Bad News for the U.S. Economy?

The Myth of First-Quarter Residual Seasonality

2014

December

Global Asset Prices and the Taper Tantrum Revisited

November

Forecasting Inflation with Fundamentals … It’s Hard!

March

Risk Aversion, Global Asset Prices, and Fed Tightening Signals

Discussion on Forecasting Commodity Price Indexes Using Macroeconomic and Financial Predictors

2013

August

Creating a History of U.S. Inflation Expectations

March

A New Approach for Identifying Demand and Supply Shocks in the Oil Market

Multivariate Methods for Monitoring Structural Change

February

Model Selection Criteria for Factor-Augmented Regressions

January

Real-Time Inflation Forecasting in a Changing World

2011

September

An Examination of U.S. Dollar Declines

June

How Easy Is It to Forecast Commodity Prices?

April

Financial Amplification of Foreign Exchange Risk Premia

February

Commodity Prices, Commodity Currencies, and Global Economic Developments

2010

June

Time-Varying Inflation Expectations and Economic Fluctuations in the United Kingdom: A Structural VAR Analysis

2009

August

Parsimonious Instrumental Variable Estimation with Many Instruments

March

A Real Time Evaluation of Bank of England Forecasts of Inflation and Growth

2008

May

Investigating the Structural Stability of the Phillips Curve Trade-Off

2006

February

Asset Price-Based Estimates of Sterling Exchange Rate Risk Premia

2005

June

Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel

2004

October

Corporate Credit, Stock Price Inflation and Economic Fluctuations

Real Exchange Rate Persistence and Systematic Monetary Policy Behaviour

June

Real Exchange Rates and the Relative Prices of Non-Traded and Traded Goods: An Empirical Analysis

2003

April

Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models

2002

October

Cointegration and the Monetary Exchange Rate Model Revisited

2000

December

The Monetary Exchange Rate Model as a Long-Run Phenomenon

March

New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results

1999

August

Long Horizon Predictability of Exchange Rates: Is it for Real?