Ganics, Gergely

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

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

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

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

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

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

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

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

Optimal Density Forecast Combinations Gergely Ganics

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

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

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

Optimal density forecast combinations Gergely Akos Ganics

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

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