Nothing Special   »   [go: up one dir, main page]
create a website
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases. (2007). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David H.
In: Money Macro and Finance (MMF) Research Group Conference 2006.
RePEc:mmf:mmfc06:164.

Full description at Econpapers || Download paper

Cited: 17

Citations received by this document

Cites: 12

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. .

    Full description at Econpapers || Download paper

  2. Nowcasting Scottish GDP growth. (2014). Smith, Paul ; McIntyre, Stuart ; Koop, Gary ; Allan, Grant.
    In: Working Papers.
    RePEc:str:wpaper:1411.

    Full description at Econpapers || Download paper

  3. Nowcasting Scottish GDP Growth. (2014). Smith, Paul ; McIntyre, Stuart ; Koop, Gary ; Allan, Grant.
    In: Working Paper series.
    RePEc:rim:rimwps:41_14.

    Full description at Econpapers || Download paper

  4. Nowcasting Scottish GDP Growth. (2014). Smith, Paul ; McIntyre, Stuart ; Koop, Gary ; Allan, Grant.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:596.

    Full description at Econpapers || Download paper

  5. Nowcasting Scottish GDP Growth. (2014). Allan, Grant ; Koop, Gary ; McIntyre, Stuart ; Smith, Paul .
    In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon.
    RePEc:ags:aaea07:596.

    Full description at Econpapers || Download paper

  6. Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir .
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/13.

    Full description at Econpapers || Download paper

  7. Are Weekly Inflation Forecasts Informative?. (2009). Fischer, Andreas ; Amstad, Marlene.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:71:y:2009:i:2:p:237-252.

    Full description at Econpapers || Download paper

  8. Nowcasting Norwegian GDP: The role of asset prices in a small open economy. (2008). Aastveit, Knut Are ; Trovik, Torres G..
    In: Working Paper.
    RePEc:bno:worpap:2007_09.

    Full description at Econpapers || Download paper

  9. Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset. (2007). Wright, Jonathan ; Faust, Jon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13397.

    Full description at Econpapers || Download paper

  10. News, noise, and estimates of the true unobserved state of the economy. (2007). Fixler, Dennis ; Nalewaik, Jeremy J..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2007-34.

    Full description at Econpapers || Download paper

  11. A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP. (2007). Rünstler, Gerhard ; Banbura, Marta ; Babura, Marta ; Runstler, Gerhard.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007751.

    Full description at Econpapers || Download paper

  12. Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts. (2007). Timmermann, Allan ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6526.

    Full description at Econpapers || Download paper

  13. Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; de Mol, Christine .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5040.

    Full description at Econpapers || Download paper

  14. A Two-step estimator for large approximate dynamic factor models based on Kalman filtering. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2006-23.

    Full description at Econpapers || Download paper

  15. Comparing alternative predictors based on large-panel factor models. (2006). Giannone, Domenico ; D'Agostino, Antonello.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006680.

    Full description at Econpapers || Download paper

  16. A quasi maximum likelihood approach for large approximate dynamic factor models. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006674.

    Full description at Econpapers || Download paper

  17. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5724.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. BERNANKE, B., AND J. BolviN (2003): Monetary Policy in a Data-Rich Environment, Journal of Monetary Economics, 50, 525-546.

  2. BoIvIN, J., AND S. NG (2003): Are More Data Always Better for Factor Analysis?, NBER Working Paper 9829, Journal of Econometrics, forthcoming.

  3. ENGLE, R. F., AND M. WATSON (1981): A one-factor multivariate time series model of metropolitan wage rates, Journal of the American Statistical Association, 76, 774-781.
    Paper not yet in RePEc: Add citation now

  4. EVANS, M. D. (2005): Where Are We Now? Real-Time Estimates of the Macro Economy, NBER Working Paper 11064, Internationa Journal of Central Banking, forthcoming.

  5. FORNI, M., AND L. REICHLIN (2001): Federal Policies and Local Economies: Europe and the US, European Economic Review, 45, 109-134.

  6. FORNI, M., D. GIANNONE, M. Lippi, AND L. REICHLIN (2005): Opening the Black Box: Structural Factor Models with large cross-sections, Manuscript, (www.dynfactors.org).

  7. FORNI, M., M. HALLIN, M. Lippi, AND L. REICHLIN (2000): The Generalized Dynamic Factor Model: identification and estimation, Review of Economics and Statistics, 82, 540-554.

  8. GIANNONE, D., L. REICHLIN, AND L. SALA (2004): Monetary Policy in Real Time, in NBER Macroeconomics Annual, ed. by M. Gertler, and K. Rogoff, pp. 161-200. MIT Press.
    Paper not yet in RePEc: Add citation now

  9. MARCELLINO, M., J. H. STOCK, AND M. W. WATSON (2003): Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information, European Economic Review, 47, l-18.

  10. STOCK, J. H., AND M. W. WATSON (1989): New Indexes of Coincident and Leading Economic Indicators, in NBER Macroeconomics Annual, ed. by 0. J. Blanchard, and S. Fischer, pp. 351-393. MIT Press.

  11. Working Paper 11285. Doz, C., D. GIANNONE, AND L. REICHLIN (2005): A Maximum Likelihood Approach for Large Approximate Dynamic Factor Models, Unpublished manuscript.

  12. Working Paper Series We 633 QUAH, D., AND T. J. SARGENT (2004): A Dynamic Index Model for Large CrossSection, in Business Cycle, ed. by J. Stock, and M. Watson, pp. 161-200. Univeristy of Chicago Press.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. On the applicability of dynamic factor models for forecasting real GDP growth in Armenia. (2021). Poghosyan, Karen.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0411.

    Full description at Econpapers || Download paper

  2. A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy. (2018). Hartigan, Luke ; Morley, James.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2018-07.

    Full description at Econpapers || Download paper

  3. Credit shocks and monetary policy in Brazil: a structural FAVAR approach. (2014). Valls Pereira, Pedro ; Fonseca, Marcelo Gonçalves da Silva, ; Pereira, Pedro L. Valls, .
    In: Textos para discussão.
    RePEc:fgv:eesptd:358.

    Full description at Econpapers || Download paper

  4. Credit Risk in the Euro area.. (2014). Mojon, Benoit ; Gilchrist, Simon.
    In: Working papers.
    RePEc:bfr:banfra:482.

    Full description at Econpapers || Download paper

  5. Were Fed’s active monetary policy actions necessary?. (2010). Pang, Iris Ai Jao, .
    In: MPRA Paper.
    RePEc:pra:mprapa:32496.

    Full description at Econpapers || Download paper

  6. Forecasting Hong Kong economy using factor augmented vector autoregression. (2010). Pang, Iris Ai Jao, .
    In: MPRA Paper.
    RePEc:pra:mprapa:32495.

    Full description at Econpapers || Download paper

  7. Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data. (2008). Nikolsko-Rzhevskyy, Alex.
    In: MPRA Paper.
    RePEc:pra:mprapa:11352.

    Full description at Econpapers || Download paper

  8. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:333.

    Full description at Econpapers || Download paper

  9. Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6708.

    Full description at Econpapers || Download paper

  10. Estimating DSGE Models under Partial Information. (2007). Perendia, George ; Pearlman, Joseph ; Levine, Paul.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:1607.

    Full description at Econpapers || Download paper

  11. Estimating DSGE Models under Partial Information. (2007). Perendia, George ; Pearlman, Joseph ; Levine, Paul.
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:0722.

    Full description at Econpapers || Download paper

  12. Factor Analysis in a Model with Rational Expectations. (2007). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13404.

    Full description at Econpapers || Download paper

  13. Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset. (2007). Wright, Jonathan ; Faust, Jon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13397.

    Full description at Econpapers || Download paper

  14. Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases. (2007). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David H.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:164.

    Full description at Econpapers || Download paper

  15. Bayesian forecast combination for VAR models. (2007). Karlsson, Sune ; Andersson, Michael K.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0216.

    Full description at Econpapers || Download paper

  16. Bayesian Forecast Combination for VAR Models. (2007). Karlsson, Sune ; Andersson, Michael K.
    In: Working Papers.
    RePEc:hhs:oruesi:2007_013.

    Full description at Econpapers || Download paper

  17. A Taylor rule and the Greenspan era. (2007). Minton, Brian D. ; Mehra, Yash P..
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2007:i:sum:p:229-250:n:v.93no.3.

    Full description at Econpapers || Download paper

  18. Bayesian VARs with Large Panels. (2007). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6326.

    Full description at Econpapers || Download paper

  19. The Central Banker as a Risk Manager: Estimating the Federal Reserves Preferences under Greenspan. (2007). Manganelli, Simone ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6031.

    Full description at Econpapers || Download paper

  20. The industrial impact of oil price shocks: Evidence from the industries of six OECD countries. (2007). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca .
    In: Working Papers.
    RePEc:bde:wpaper:0731.

    Full description at Econpapers || Download paper

  21. Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2007). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi .
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0714.

    Full description at Econpapers || Download paper

  22. What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence. (2006). Siklos, Pierre.
    In: Working Papers.
    RePEc:wlu:wpaper:eg0049.

    Full description at Econpapers || Download paper

  23. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12772.

    Full description at Econpapers || Download paper

  24. Replicability, real-time data, and the science of economic research: FRED, ALFRED, and VDC. (2006). Anderson, Richard.
    In: Review.
    RePEc:fip:fedlrv:y:2006:i:jan:p:81-93:n:v.88no.1.

    Full description at Econpapers || Download paper

  25. New-Keynesian Macroeconomics and the Term Structure. (2006). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5956.

    Full description at Econpapers || Download paper

  26. Monetary Policy Rules under Heterogeneous Inflation Expectations. (2006). Brissimis, Sophocles ; Magginas, Nicholas S..
    In: Working Papers.
    RePEc:bog:wpaper:35.

    Full description at Econpapers || Download paper

  27. Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy. (2005). Milani, Fabio ; Belviso, Francesco.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0503023.

    Full description at Econpapers || Download paper

  28. New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0405.

    Full description at Econpapers || Download paper

  29. DSGE Models in a Data-Rich Environment. (2005). Giannoni, Marc ; Boivin, Jean.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:431.

    Full description at Econpapers || Download paper

  30. Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?. (2005). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11538.

    Full description at Econpapers || Download paper

  31. Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11467.

    Full description at Econpapers || Download paper

  32. New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11340.

    Full description at Econpapers || Download paper

  33. Has US Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data. (2005). Boivin, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11314.

    Full description at Econpapers || Download paper

  34. Do we really know how inflation targeters set interest rates?. (2005). Aurelio, Marcela Meirelles.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp05-02.

    Full description at Econpapers || Download paper

  35. Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases. (2005). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-42.

    Full description at Econpapers || Download paper

  36. Monetary policy and the house price boom across U.S. states. (2005). Otrok, Christopher ; Del Negro, Marco.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-24.

    Full description at Econpapers || Download paper

  37. Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach. (2005). Moench, Emanuel ; Monch, Emanuel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005544.

    Full description at Econpapers || Download paper

  38. Factor analysis in a New-Keynesian model. (2005). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005510.

    Full description at Econpapers || Download paper

  39. Forecasting macroeconomic variables for the new member states of the European Union. (2005). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005482.

    Full description at Econpapers || Download paper

  40. How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation. (2005). Kilian, Lutz ; Inoue, Atsushi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5304.

    Full description at Econpapers || Download paper

  41. Factor Analysis in a New-Keynesian Model. (2005). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5266.

    Full description at Econpapers || Download paper

  42. Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases. (2005). Reichlin, Lucrezia ; Giannone, Domenico ; Small, David .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5178.

    Full description at Econpapers || Download paper

  43. Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach. (2004). Milani, Fabio.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0401004.

    Full description at Econpapers || Download paper

  44. Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10220.

    Full description at Econpapers || Download paper

  45. Forecasting Macroeconomic Variables for the Acceding Countries. (2004). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Working Papers.
    RePEc:igi:igierp:260.

    Full description at Econpapers || Download paper

  46. Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-03.

    Full description at Econpapers || Download paper

  47. Bagging Time Series Models. (2004). Kilian, Lutz ; Inoue, Atsushi.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:110.

    Full description at Econpapers || Download paper

  48. Predicting Inflation: Does The Quantity Theory Help?. (2003). Swanson, Norman ; Bachmeier, Lance.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200317.

    Full description at Econpapers || Download paper

  49. Forecasting U.S. inflation by Bayesian Model Averaging. (2003). Wright, Jonathan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:780.

    Full description at Econpapers || Download paper

  50. Bayesian Model Averaging and exchange rate forecasts. (2003). Wright, Jonathan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:779.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-07 13:18:19 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.