Ganics, Gergely

Simple Tests for the Correct Specification of Conditional Predictive Densities Gergely Ganics and Lluc Puig Codina

Constructing fan charts from the ragged edge of SPF forecasts Todd E. Clark, Gergely Ganics and Elmar Mertens

Optimal Density Forecast Combinations Gergely Ganics

Banco de España macroeconomic projections: comparison with an econometric model Gergely Ganics and Eva Ortega

A house price-at-risk model to monitor the downside risk for the Spanish housing market Gergely Ganics and María Rodríguez-Moreno

What is the Predictive Value of SPF Point and Density Forecasts? Todd E. Clark, Gergely Ganics and Elmar Mertens

Constructing Fan Charts from the Ragged Edge of SPF Forecasts Todd E. Clark, Gergely Ganics and Elmar Mertens

The Euribor surge and bank deposit costs: an investigation of interest rate pass-through and deposit portfolio rebalancing Alejandro Ferrer, Gergely Ganics, Ana Molina and José María Serena

From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Multi-horizon Uncertainty from Survey Density Forecasts Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan

BVAR Forecasts, Survey Information and Structural Change in the Euro Area Gergely Ganics and Florens Odendahl

Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models Gergely Ganics, Atsushi Inoue and Barbara Rossi

A house price-at-risk model to monitor the downside risk for the Spanish housing market Gergely Ganics and María Rodríguez-Moreno

Bayesian VAR forecasts, survey information and structural change in the euro area Gergely Ganics and Florens Odendahl

From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan

Optimal density forecast combinations Gergely Akos Ganics