Forecast of time-varying effects of post-GFC monetary policy + a novel computing application

Project Information

Post-GFC Monetary Policy

Grant agreement ID: 657182

DOI 10.3030/657182

Project closed

EC signature date 27 August 2015

Start date 20 January 2016

End date 19 January 2018

Funded under

• EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions

Total cost € 158 121,60

EU contribution € 158 121,60

Coordinated by

BCAM - BASQUE CENTER FOR APPLIED MATHEMATICS
Spain

Publications

Other (3)

Time-varying coefficient estimation in SURE models. Application to portfolio management

Author(s): Isabel Casas, Eva Ferreira, Susan Orbe
Published in: 2017
Publisher: TBA

Reexamining Financial and Economic Predictability with New Estimators of Realized Variance and Variance Risk Premium

Author(s): Isabel Casas, Xiuping Mao, Helena Veiga
Published in: 2018
Publisher: TBA

tvReg: Time-Varying Coefficients Linear Regression for Single and Multiple Equations

Author(s): Isabel Casas, Ruben Fernandez-Casal
Published in: 2017
Publisher: TBA