• "Predicting Relative Forecasting Performance: an Empirical Investigation" (with Eleonora Granziera), International Journal of Forecasting, forthcoming. Appendix.
  
  
• "Alternative Tests for Correct Specification of Conditional Predictive Densities" (with Barbara Rossi), Journal of Econometrics 208(2), 2019, 638-657. (Matlab codes, simple codes to implement the tests, tests are also available in software packages F.I.T. and BEAR)
  
  
• "Macroeconomic Uncertainty Indices for the Euro Area and its Individual Member Countries" (with Barbara Rossi), Empirical Economics 53(1), 2017, 41-62. (Working paper with more robustness results, Matlab codes)
       → Macroeconomic Uncertainty Indices in Excel
  
  
• "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts" (with Barbara Rossi), Journal of Applied Econometrics 31(3), 2016, 507-532. (Appendix, Matlab codes, also implemented in software packages F.I.T. and BEAR)
  
  
• "Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions" (with Barbara Rossi), American Economic Review: Papers & Proceedings 105(5), 2015, 650-655. (Appendix, Replication Matlab codes)
       → Matlab codes for updating the series as new data become available
       → Macroeconomic Uncertainty Index in Excel, last updated in April, 2019
  
  
• "Evaluating Predictive Densities of U.S. Output Growth and Inflation in a Large Macroeconomic Data Set" (with Barbara Rossi), International Journal of Forecasting 30(3), 2014, 662-682. (Matlab codes, Comment)
  
  
• "Conditional Predictive Density Evaluation in the Presence of Instabilities," (with Barbara Rossi), Journal of Econometrics 177(2), 2013, 199-212. (Matlab codes) 
  
  
• "Okun’s Law over the Business Cycle: Was the Great Recession All That Different?" (with Michael Owyang), Federal Reserve Bank of St. Louis Review, September/October 2012, 94(5), 399-418. (Matlab codes)
  
  
• "The Local Effects of Monetary Policy," (with Neville Francis and Michael Owyang), The B.E. Journal of Macroeconomics 12 (2) (Advances), 2012. (Appendix, Matlab codes)
  
  
• "Understanding Models' Forecasting Performance," (with Barbara Rossi), Journal of Econometrics 164 (1), 2011, 158-172. (Matlab codes)
  
  
• "Have Economic Models' Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?" (with Barbara Rossi), International Journal of Forecasting 26 (4), 2010, 808-835. (Appendix, Matlab codes)