Publications of the Research Unit Pensions and Sustainable Financial Markets

  1. Refereed Journal // 2016

    Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts

    We propose a Bayesian shrinkage approach for vector autoregressions (VARs) that uses short-term survey forecasts as an additional source of information about model parameters. In particular, we augment the…

  2. Contributions to Edited Volumes and Conference Proceedings // 2015

    Long-term care insurance across Europe

Further Publications

ZEW Financial Market Survey

German Real Estate Finance Index (DIFI Report)