Nothing Special   »   [go: up one dir, main page]
create a website
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Ghysels, Eric ; Alessi, Luci .
In: Staff Reports.
RePEc:fip:fednsr:680.

Full description at Econpapers || Download paper

Cited: 66

Citations received by this document

Cites: 39

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. Out of Bounds: Do SPF Respondents Have Anchored Inflation Expectations?. (2023). Verbrugge, Randal ; Janson, Wesley ; Binder, Carola.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:559-576.

    Full description at Econpapers || Download paper

  2. Censored density forecasts: Production and evaluation. (2023). Mitchell, James ; Weale, Martin.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:38:y:2023:i:5:p:714-734.

    Full description at Econpapers || Download paper

  3. Economic forecasting in a pandemic: some evidence from Singapore. (2023). Choy, Keen Meng ; Chow, Hwee Kwan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02311-8.

    Full description at Econpapers || Download paper

  4. A snapshot of Central Bank (two year) forecasting: a mixed picture. (2023). Pradhan, Manoj ; Goodhart, C. A. E., .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118680.

    Full description at Econpapers || Download paper

  5. Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces.
    In: Staff Working Papers.
    RePEc:bca:bocawp:23-18.

    Full description at Econpapers || Download paper

  6. Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years. (2022). Lambrias, Kyriacos ; Kontogeorgos, G.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:2:p:213-229.

    Full description at Econpapers || Download paper

  7. Do expert experience and characteristics affect inflation forecasts?. (2022). Saadon, Yossi ; El-Shagi, Makram ; Benchimol, Jonathan.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:201:y:2022:i:c:p:205-226.

    Full description at Econpapers || Download paper

  8. Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach. (2022). Wichitaksorn, Nuttanan.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001494.

    Full description at Econpapers || Download paper

  9. .

    Full description at Econpapers || Download paper

  10. .

    Full description at Econpapers || Download paper

  11. .

    Full description at Econpapers || Download paper

  12. Combining shrinkage and sparsity in conjugate vector autoregressive models. (2021). Huber, Florian ; Onorante, Luca ; Hauzenberger, Niko.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:36:y:2021:i:3:p:304-327.

    Full description at Econpapers || Download paper

  13. Expecting the unexpected: economic growth under stress. (2021). Ruiz, Esther ; Rodriguez-Caballero, Vladimir ; Gonzalez-Rivera, Gloria.
    In: Working Papers.
    RePEc:ucr:wpaper:202106.

    Full description at Econpapers || Download paper

  14. What Does Below, but Close to, 2 Percent Mean? Assessing the ECBs Reaction Function with Real-Time Data. (2021). Jalasjoki, Pirkka ; Haavio, Markus ; Paloviita, Maritta ; Kilponen, Juha.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2021:q:2:a:4.

    Full description at Econpapers || Download paper

  15. ???????????? ?? ????????? ??????? ??? ???????? ? ????? ???????? ?????????. (2021). Telarico, Fabio Ashtar.
    In: Post-Print.
    RePEc:hal:journl:hal-03500128.

    Full description at Econpapers || Download paper

  16. New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past?. (2021). Siliverstovs, Boriss.
    In: Econometrics.
    RePEc:gam:jecnmx:v:9:y:2021:i:1:p:11-:d:511974.

    Full description at Econpapers || Download paper

  17. Forecasting tourism recovery amid COVID-19. (2021). Liu, Chang ; Wen, Long ; Song, Haiyan ; Zhang, Hanyuan.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:87:y:2021:i:c:s0160738321000116.

    Full description at Econpapers || Download paper

  18. Expecting the unexpected: economic growth under stress. (2021). Gonzalezrivera, Gloria ; Rodriguez, Carlos Vladimir ; Ortega, Esther Ruiz.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:32148.

    Full description at Econpapers || Download paper

  19. Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks. (2021). Franta, Michal ; Libich, Jan.
    In: Working Papers.
    RePEc:cnb:wpaper:2021/3.

    Full description at Econpapers || Download paper

  20. The bias and efficiency of the ECB inflation projections: a State dependent analysis. (2021). Paloviita, Maritta ; Jalasjoki, Pirkka ; Granziera, Eleonora.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2021_007.

    Full description at Econpapers || Download paper

  21. The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis. (2021). Jalasjoki, Pirkka ; Granziera, Eleonora ; Paloviita, Maritta.
    In: Working Paper.
    RePEc:bno:worpap:2021_1.

    Full description at Econpapers || Download paper

  22. Forecasting pandemic tax revenues in a small, open economy. (2021). Telarico, Fabio Ashtar.
    In: Papers.
    RePEc:arx:papers:2112.15431.

    Full description at Econpapers || Download paper

  23. Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria.
    In: CREATES Research Papers.
    RePEc:aah:create:2021-06.

    Full description at Econpapers || Download paper

  24. .

    Full description at Econpapers || Download paper

  25. Nowcasting Finnish GDP growth using financial variables: a MIDAS approach. (2020). Lindblad, Annika ; Laine, Olli-Matti.
    In: BoF Economics Review.
    RePEc:zbw:bofecr:42020.

    Full description at Econpapers || Download paper

  26. Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors. (2020). Swanson, Norman ; Guney, Ethem I ; Cepni, Oguzhan.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:1:p:18-36.

    Full description at Econpapers || Download paper

  27. Does the price of crude oil help predict the conditional distribution of aggregate equity return?. (2020). Nonejad, Nima.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01643-2.

    Full description at Econpapers || Download paper

  28. Do Expert Experience and Characteristics Affect Inflation Forecasts?. (2020). Saadon, Yossi ; Benchimol, Jonathan ; El-Shagi, Makram.
    In: CFDS Discussion Paper Series.
    RePEc:fds:dpaper:202006.

    Full description at Econpapers || Download paper

  29. Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14472.

    Full description at Econpapers || Download paper

  30. UK regional nowcasting using a mixed frequency vector auto?regressive model with entropic tilting. (2020). Mitchell, James ; McIntyre, Stuart ; Koop, Gary.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:183:y:2020:i:1:p:91-119.

    Full description at Econpapers || Download paper

  31. Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1711.

    Full description at Econpapers || Download paper

  32. Consumers’ approach to the credibility of the inflation forecasts published by central banks: A new methodological solution. (2019). Tura-Gawron, Karolina.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070417305827.

    Full description at Econpapers || Download paper

  33. DSGE forecasts of the lost recovery. (2019). Giannoni, Marc ; Moszkowski, Erica ; Li, Pearl ; Gupta, Abhi ; del Negro, Marco ; Cai, Michael.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1770-1789.

    Full description at Econpapers || Download paper

  34. Financial nowcasts and their usefulness in macroeconomic forecasting. (2019). Zaman, Saeed ; Knotek, Edward S.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1708-1724.

    Full description at Econpapers || Download paper

  35. An analysis of the Eurosystem/ECB projections. (2019). Lambrias, Kyriacos ; Kontogeorgos, Georgios.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192291.

    Full description at Econpapers || Download paper

  36. On the consistency of central banks´ interest rate forecasts. (2019). Jung, Jin-Kyu ; Rlke, Jan-Christoph ; Frenkel, Michael.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-18-00828.

    Full description at Econpapers || Download paper

  37. Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara.
    In: Working Papers.
    RePEc:bge:wpaper:1162.

    Full description at Econpapers || Download paper

  38. The Evolution of Forecast Density Combinations in Economics. (2018). van Dijk, Herman ; Mitchell, James ; Aastveit, Knut Are ; Ravazzolo, Francesco.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180069.

    Full description at Econpapers || Download paper

  39. Media based sentiment indices as an alternative measure of consumer confidence. (2018). Reid, Monique ; Odendaal, Nicolaas Johannes.
    In: Working Papers.
    RePEc:sza:wpaper:wpapers310.

    Full description at Econpapers || Download paper

  40. Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach. (2018). Cobb, Marcus.
    In: MPRA Paper.
    RePEc:pra:mprapa:88593.

    Full description at Econpapers || Download paper

  41. UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model. (2018). Mitchell, James ; McIntyre, Stuart ; Koop, Gary.
    In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
    RePEc:nsr:escoed:escoe-dp-2018-07.

    Full description at Econpapers || Download paper

  42. Gold and crude oil prices after the great moderation. (2018). Sephton, Peter ; Mann, Janelle.
    In: Energy Economics.
    RePEc:eee:eneeco:v:71:y:2018:i:c:p:273-281.

    Full description at Econpapers || Download paper

  43. On the formation of inflation expectations in turbulent times: The case of the euro area. (2018). Paloviita, Maritta ; Łyziak, Tomasz.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:132-139.

    Full description at Econpapers || Download paper

  44. The first twenty years of the European Central Bank: monetary policy. (2018). Hartmann, Philipp ; Smets, Frank.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182219.

    Full description at Econpapers || Download paper

  45. The European Central Bank’s Monetary Policy during Its First 20 Years. (2018). Smets, Frank ; Hartman, Philipp.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:49:y:2018:i:2018-02:p:1-146.

    Full description at Econpapers || Download paper

  46. Model uncertainty in macroeconomics: On the implications of financial frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:114.

    Full description at Econpapers || Download paper

  47. What Has Publishing Inflation Forecasts Accomplished? Central Banks And Their Competitors. (2017). Siklos, Pierre.
    In: LCERPA Working Papers.
    RePEc:wlu:lcerpa:0098.

    Full description at Econpapers || Download paper

  48. Joint Forecast Combination of Macroeconomic Aggregates and Their Components. (2017). Cobb, Marcus.
    In: MPRA Paper.
    RePEc:pra:mprapa:76556.

    Full description at Econpapers || Download paper

  49. Evidence for a Presource Curse? Oil discoveries, Elevated Expectations, and Growth Disappointments. (2017). Cust, James ; Mihalyi, David .
    In: OxCarre Working Papers.
    RePEc:oxf:oxcrwp:193.

    Full description at Econpapers || Download paper

  50. Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:1:p:153-173.

    Full description at Econpapers || Download paper

  51. Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12013.

    Full description at Econpapers || Download paper

  52. What does “below, but close to, two percent” mean? Assessing the ECB’s reaction function with real time data. (2017). Paloviita, Maritta ; Kilponen, Juha ; Jalasjoki, Pirkka ; Haavio, Markus.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2017_029.

    Full description at Econpapers || Download paper

  53. Formation of inflation expectations in turbulent times : Can ECB manage inflation expectations of professional forecasters?. (2017). Paloviita, Maritta ; Łyziak, Tomasz.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2017_013.

    Full description at Econpapers || Download paper

  54. Expectations Dispersion & Convergence towards Central Banks IR forecasts: Chile, Colombia, Mexico, Peru & United Kingdom, 2004-2014. (2016). Barrera-Chaupis, Carlos.
    In: MPRA Paper.
    RePEc:pra:mprapa:85410.

    Full description at Econpapers || Download paper

  55. Extracting the Information Shocks from the Bank of England Inflation Density Forecasts. (2016). Díaz, Carlos ; Vela, Carlos Diaz .
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:16/13.

    Full description at Econpapers || Download paper

  56. Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank. (2016). Laséen, Stefan ; Iversen, Jens ; Soderstrom, Ulf ; Lundvall, Henrik ; Laseen, Stefan .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0318.

    Full description at Econpapers || Download paper

  57. Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank. (2016). Laséen, Stefan ; Iversen, Jens ; Soderstrom, Ulf ; Lundvall, Henrik .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11203.

    Full description at Econpapers || Download paper

  58. Oil-price density forecasts of US GDP. (2016). Ravazzolo, Francesco ; Francesco, Ravazzolo ; Philip, Rothman .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:20:y:2016:i:4:p:441-453:n:7.

    Full description at Econpapers || Download paper

  59. Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif.
    In: Working Papers.
    RePEc:bny:wpaper:0046.

    Full description at Econpapers || Download paper

  60. Have long-term inflation expectations declined?. (2015). Nechio, Fernanda.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:00051.

    Full description at Econpapers || Download paper

  61. Measuring Inflation Forecast Uncertainty. (2015). Zaman, Saeed ; Knotek, Edward ; Clark, Todd.
    In: Economic Commentary.
    RePEc:fip:fedcec:00031.

    Full description at Econpapers || Download paper

  62. Certainty and overconfidence in future preferences for food. (2015). Thunstrom, Linda ; Shogren, Jason ; Nordström, Jonas ; Nordstrom, Jonas.
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:51:y:2015:i:c:p:101-113.

    Full description at Econpapers || Download paper

  63. Oil-Price Density Forecasts of U.S. GDP. (2015). Ravazzolo, Francesco ; Rothman, Philip .
    In: Working Papers.
    RePEc:bny:wpaper:0038.

    Full description at Econpapers || Download paper

  64. Forecasting GDP with global components. This time is different. (2015). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde.
    In: Working Papers.
    RePEc:bny:wpaper:0029.

    Full description at Econpapers || Download paper

  65. Medium-term forecasting of euro-area macroeconomic variables with DSGE and BVARX models. (2015). Pisani, Massimiliano ; Notarpietro, Alessandro ; Emiliozzi, Simone ; Burlon, Lorenzo.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_257_15.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. (2006): “Predicting volatility: getting the most out of return data sampled at different frequencies, ” Journal of Econometrics, 131, 59–95.
    Paper not yet in RePEc: Add citation now
  2. (2009): “Forecasting US Output Growth Using Leading Indicators: An Appraisal Using MIDAS Models,” Journal of Applied Econometrics, 24(7), 1187–1206.
    Paper not yet in RePEc: Add citation now
  3. (2012b): “Subjective Forecast Distributions,” Bank of England Presentation - October.
    Paper not yet in RePEc: Add citation now
  4. (2013): “Pooling Versus Model Selection For Nowcasting Gdp With Many Predictors: Empirical Evidence For Six Industrialized Countries,” Journal of Applied Econometrics, 28, 392–411.
    Paper not yet in RePEc: Add citation now
  5. (2013): “Should macroeconomic forecasters look at daily financial data?,” Journal of Business and Economic Statistics, 31, 240–251.
    Paper not yet in RePEc: Add citation now

  6. ANDREOU, E., E. GHYSELS, AND A. KOURTELLOS (2010): “Regression Models With Mixed Sampling Frequencies,” Journal of Econometrics, 158, 246–261.

  7. ANDREOU, E., E. GHYSELS, AND A. KOURTELLOS (2011): “Forecasting with mixed-frequency data,” in Oxford Handbook of Economic Forecasting, ed. by C. M., and D. Hendry, pp. 225–245.
    Paper not yet in RePEc: Add citation now

  8. ANGELINI, E., G. CAMBA-MENDEZ, D. GIANNONE, L. REICHLIN, AND G. R UNSTLER (2011): “Short-term forecasts of euro area GDP growth,” The Econometrics Journal, 14, C25–C44.

  9. ARMESTO, M., K. ENGEMANN, AND M. OWYANG (2010): “Forecasting with mixed frequencies,” Federal Reserve Bank of St. Louis Review, 92, 521–536.

  10. BAFFIGI, A., R. GOLINELLI, AND G. PARIGI (2004): “Bridge models to forecast the euro area GDP,” International Journal of Forecasting, 20, 447–460.

  11. BANBURA, M., D. GIANNONE, M. MODUGNO, AND L. REICHLIN (2013): “Now-casting and the real-time data flow,” in Handbook of Economic Forecasting - Volume 2A, ed. by G. Elliott, and A. Timmermann, pp. 195–236.

  12. CHAUVET, M., AND S. POTTER (2013): “Forecasting Output,” in Handbook of Economic Forecasting - Volume 2A, ed. by G. Elliott, and A. Timmermann, pp. 141–194.
    Paper not yet in RePEc: Add citation now

  13. CHRISTOFFEL, K., G. COENEN, AND A. WARNE (2010): “Forecasting with DSGE models,” Discussion paper, European Central Bank.

  14. CLEMENTS, M. P., AND A. B. GALV ˜ AO (2008): “Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth,” Journal of Business and Economic Statistics, 26, 546–554.

  15. DEL NEGRO, M., AND F. SCHORFHEIDE (2013): “DSGE Model-Based Forecasting,” in Handbook of Economic Forecasting - Volume 2A, ed. by G. Elliott, and A. Timmermann, pp. 57–140.

  16. DIRON, M. (2008): “Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data,” Journal of Forecasting, 27, 371–390.

  17. EDGE, R., M. KILEY, AND J.-P. LAFORTE (2010): “A comparison of forecast performance between federal reserve staff forecasts, simple reduced-form models, and a DSGE model,” Journal of Applied Econometrics, 25, 720–754.

  18. EVANS, M. (2005): “Where Are We Now? Real-Time Estimates of the Macroeconomy,” International Journal of Central Banking, 1, 127–176.

  19. 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.

  20. GHYSELS, E. (2012): “Matlab Toolbox for Mixed Sampling Frequency Data Analysis using MIDAS Regression Models,” Available at http://www.unc.edu/˜eghysels.
    Paper not yet in RePEc: Add citation now
  21. GHYSELS, E., AND R. VALKANOV (2012): “Forecasting volatility with MIDAS,” in Handbook of Volatility Models and Their Applications, ed. by L. Bauwens, C. Hafner, and S. Laurent, pp. 383– 401. Wiley.
    Paper not yet in RePEc: Add citation now
  22. GHYSELS, E., P. SANTA-CLARA, AND R. VALKANOV (2002): “The MIDAS touch: Mixed data sampling regression models,” Working paper, UNC and UCLA.
    Paper not yet in RePEc: Add citation now

  23. GIANNONE, D., L. REICHLIN, AND D. SMALL (2008): “Nowcasting: The Real-Time Informational Content of Macroeconomic Data,” Journal of Monetary Economics, 55, 665–676.

  24. HANSEN, L., AND T. SARGENT (2008): Robustness. Princeton University Press: Princeton, NJ.

  25. KENNY, G., AND J. MORGAN (2011): “Some lessons from the financial crisis for the economic analysis, ” Discussion paper, European Central Bank.

  26. KILIAN, L., AND S. MANGANELLI (2008): “The central banker as a risk manager: Estimating the Federal Reserve’s preferences under Greenspan,” Journal of Money, Credit and Banking, 40, 1103– 1129.

  27. KUZIN, V., M. MARCELLINO, AND C. SCHUMACHER (2011): “MIDAS versus Mixed-Frequency VAR: Nowcasting GDP in the Euro Area,” International Journal of Forecasting, 27, 529–542.

  28. MARCELLINO, M., AND C. SCHUMACHER (2010): “Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP*,” Oxford Bulletin of Economics and Statistics, 72, 518–550.

  29. MARCELLINO, M., J. STOCK, AND M. WATSON (2003): “Macroeconomic forecasting in the euro area: Country specific versus area-wide information,” European Economic Review, 47, 1–18.

  30. NUNES, L. (2005): “Nowcasting quarterly GDP growth in a monthly coincident indicator model,” Journal of Forecasting, 24, 575–592.

  31. ORPHANIDES, A., AND J. C. WILLIAMS (2007): “Robust monetary policy with imperfect knowledge,” Journal of Monetary Economics, 54, 1406–35.

  32. POTTER, S. (2012a): “The Failure to Forecast the Great Recession,” Blog posted at http://libertystreeteconomics.newyorkfed.org.
    Paper not yet in RePEc: Add citation now

  33. STOCK, J. H., AND M. W. WATSON (2002): “Forecasting using principal components from a large number of predictors,” Journal of the American statistical association, 97, 1167–1179.

  34. STOCKTON, D. (2012): “Review of the Monetary Policy Committee’s Forecasting Capability,” Report Presented to the Court of the Bank of England.
    Paper not yet in RePEc: Add citation now

  35. TIMMERMANN, A. (2006): “Forecast Combinations,” in Handbook of Economic Forecasting, ed. by G. Elliott, C. Granger, and A. Timmermann, vol. 1, pp. 136–196. North Holland.

  36. WAGGONER, D. F., AND T. ZHA (1999): “Conditional forecasts in dynamic multivariate models,” Review of Economics and Statistics, 81, 639–651.

  37. WANG, M.-C. (2009): “Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment,” Journal of Forecasting, 28, 167–182.

  38. WIELAND, V., AND M. H. WOLTERS (2013): “Forecasting and Policy Making,” in Handbook of Economic Forecasting - Volume 2A, ed. by G. Elliott, and A. Timmermann, pp. 237–524.

  39. WOODFORD, M. (2010): “Robustly optimal monetary policy with near-rational expectations,” American Economic Review, 100(1), 274–303.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Mixed Sampling Panel Data Model for Regional Job Vacancies Forecasting. (2017). .
    In: Eco-Economics Review.
    RePEc:eub:ecoecr:v:3:y:2017:i:1:p:3-20.

    Full description at Econpapers || Download paper

  2. COSMO: A new COre Structural MOdel for Ireland. (2017). Smith, Donal ; Morgenroth, Edgar ; Holland, Dawn ; Conroy, Niall ; Bergin, Adele ; Rodriguez, Abian Garcia ; McInerney, Niall ; Niall Mc Inerney, .
    In: Papers.
    RePEc:esr:wpaper:wp553.

    Full description at Econpapers || Download paper

  3. On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena.
    In: University of Cyprus Working Papers in Economics.
    RePEc:ucy:cypeua:03-2016.

    Full description at Econpapers || Download paper

  4. Revisiting the transitional dynamics of business-cycle phases with mixed frequency data. (2016). Bessec, Marie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01358595.

    Full description at Econpapers || Download paper

  5. The Estimation of Continuous Time Models with Mixed Frequency Data. (2016). Chambers, Marcus.
    In: Economics Discussion Papers.
    RePEc:esx:essedp:15988.

    Full description at Econpapers || Download paper

  6. Recovering historical inflation data from postal stamps prices. (2016). Franses, Philip Hans ; Janssens, E.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:93332.

    Full description at Econpapers || Download paper

  7. Yet another look at MIDAS regression. (2016). Franses, Philip Hans.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:93331.

    Full description at Econpapers || Download paper

  8. A comparison of MIDAS and bridge equations. (2016). Schumacher, Christian.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:257-270.

    Full description at Econpapers || Download paper

  9. Estimating dynamic equilibrium models using mixed frequency macro and financial data. (2016). van der Wel, Michel ; Posch, Olaf ; Christensen, Bent Jesper.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:194:y:2016:i:1:p:116-137.

    Full description at Econpapers || Download paper

  10. The estimation of continuous time models with mixed frequency data. (2016). Chambers, Marcus.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:193:y:2016:i:2:p:390-404.

    Full description at Econpapers || Download paper

  11. On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:193:y:2016:i:2:p:367-389.

    Full description at Econpapers || Download paper

  12. Macroeconomics and the reality of mixed frequency data. (2016). Ghysels, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:193:y:2016:i:2:p:294-314.

    Full description at Econpapers || Download paper

  13. On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11307.

    Full description at Econpapers || Download paper

  14. Nowcasting in Real Time Using Popularity Priors. (2015). Monokroussos, George.
    In: MPRA Paper.
    RePEc:pra:mprapa:68594.

    Full description at Econpapers || Download paper

  15. Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues. (2015). Papanagiotou, Evangelia ; Monokroussos, George ; Langedijk, Sven.
    In: MPRA Paper.
    RePEc:pra:mprapa:61865.

    Full description at Econpapers || Download paper

  16. Revisiting the transitional dynamics of business-cycle phases with mixed frequency data. (2015). .
    In: Post-Print.
    RePEc:hal:journl:hal-01276824.

    Full description at Econpapers || Download paper

  17. The State and the Future of Cyprus Macroeconomic Forecasting. (2015). Andreou, Elena ; Kourtellos, Andros.
    In: Cyprus Economic Policy Review.
    RePEc:erc:cypepr:v:9:y:2015:i:1:p:73-90.

    Full description at Econpapers || Download paper

  18. Does the Greenspan era provide evidence on leadership in the FOMC?. (2015). Jung, Alexander ; El-Shagi, Makram.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:43:y:2015:i:c:p:173-190.

    Full description at Econpapers || Download paper

  19. Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?. (2015). Mogliani, Matteo ; Bec, Frédérique.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:4:p:1021-1042.

    Full description at Econpapers || Download paper

  20. Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2015). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:2:p:238-252.

    Full description at Econpapers || Download paper

  21. Revisiting the transitional dynamics of business-cycle phases with mixed frequency data. (2015). .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/15246.

    Full description at Econpapers || Download paper

  22. MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area. (2014). Schumacher, Christian.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100289.

    Full description at Econpapers || Download paper

  23. MIDAS and bridge equations. (2014). Schumacher, Christian.
    In: Discussion Papers.
    RePEc:zbw:bubdps:262014.

    Full description at Econpapers || Download paper

  24. Default probabilities, CDS premiums and downgrades : A probit-MIDAS analysis. (2014). Freitag, Lennart ; Freitag L., .
    In: Research Memorandum.
    RePEc:unm:umagsb:2014038.

    Full description at Econpapers || Download paper

  25. Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series. (2014). Miller, J. ; Ghysels, Eric.
    In: Working Papers.
    RePEc:umc:wpaper:1307.

    Full description at Econpapers || Download paper

  26. Forecasting Chinese GDP Growth with Mixed Frequency Data. (2014). Mikosch, Heiner ; Zhang, Ying.
    In: KOF Working papers.
    RePEc:kof:wpskof:14-359.

    Full description at Econpapers || Download paper

  27. Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Ghysels, Eric ; Alessi, Luci .
    In: Staff Reports.
    RePEc:fip:fednsr:680.

    Full description at Econpapers || Download paper

  28. Forecasting inflation using commodity price aggregates. (2014). Turnovsky, Stephen J ; Zivot, Eric ; Chen, Yu-Chin .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:183:y:2014:i:1:p:117-134.

    Full description at Econpapers || Download paper

  29. Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Alessi, Lucia ; Ghysels, Eric.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141688.

    Full description at Econpapers || Download paper

  30. Variable Selection in Predictive MIDAS Models. (2014). Marsilli, Clément.
    In: Working papers.
    RePEc:bfr:banfra:520.

    Full description at Econpapers || Download paper

  31. Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work. (2014). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane ; Guerin, Pierre .
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-11.

    Full description at Econpapers || Download paper

  32. Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2013). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201322.

    Full description at Econpapers || Download paper

  33. Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach. (2013). Asgharian, Hossein ; Hou, Aijun ; Javed, Farrukh .
    In: Knut Wicksell Working Paper Series.
    RePEc:hhs:luwick:2013_004.

    Full description at Econpapers || Download paper

  34. Nowcasting US GDP: The role of ISM business surveys. (2013). Monokroussos, George ; Lahiri, Kajal.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:4:p:644-658.

    Full description at Econpapers || Download paper

  35. Changes in predictive ability with mixed frequency data. (2013). Galvão, Ana ; Galvo, Ana Beatriz.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:3:p:395-410.

    Full description at Econpapers || Download paper

  36. Advances in Forecasting under Instability. (2013). Rossi, Barbara.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-1203.

    Full description at Econpapers || Download paper

  37. Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases. (2013). Tkacz, Greg ; Galbraith, John.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2013s-25.

    Full description at Econpapers || Download paper

  38. Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data). (2012). Urbain, Jean-Pierre ; Hecq, Alain ; Götz, Thomas ; Gotz Thomas B., .
    In: Research Memorandum.
    RePEc:unm:umamet:2012021.

    Full description at Econpapers || Download paper

  39. Forecasting Mixed Frequency Time Series with ECM-MIDAS Models. (2012). Urbain, Jean-Pierre ; Hecq, Alain ; Götz, Thomas.
    In: Research Memorandum.
    RePEc:unm:umamet:2012012.

    Full description at Econpapers || Download paper

  40. Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures. (2012). Miller, J..
    In: Working Papers.
    RePEc:umc:wpaper:1211.

    Full description at Econpapers || Download paper

  41. Predicting quarterly aggregates with monthly indicators. (2012). Winkelried, Diego.
    In: Working Papers.
    RePEc:rbp:wpaper:2012-023.

    Full description at Econpapers || Download paper

  42. Testing the functional constraints on parameters in regressions with variables of different frequency. (2012). Zemlys, Vaidotas ; Kvedaras, Virmantas.
    In: Economics Letters.
    RePEc:eee:ecolet:v:116:y:2012:i:2:p:250-254.

    Full description at Econpapers || Download paper

  43. U-MIDAS: MIDAS regressions with unrestricted lag polynomials. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Foroni, Claudia.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201135.

    Full description at Econpapers || Download paper

  44. Estimating VARs sampled at mixed or irregular spaced frequencies : a Bayesian approach. (2011). Kim, Tae Bong ; Foerster, Andrew ; Chiu, Ching-Wai (Jeremy) ; Seoane, Hernan D. ; Eraker, Bjorn .
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp11-11.

    Full description at Econpapers || Download paper

  45. Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656.

    Full description at Econpapers || Download paper

  46. Advances in Forecasting Under Instability. (2011). Rossi, Barbara.
    In: Working Papers.
    RePEc:duk:dukeec:11-20.

    Full description at Econpapers || Download paper

  47. Growth and chronic poverty: Evidence from rural communities in Ethiopia. (2011). Hoddinott, John ; Dercon, Stefan ; Woldehanna, Tassew.
    In: CSAE Working Paper Series.
    RePEc:csa:wpaper:2011-18.

    Full description at Econpapers || Download paper

  48. Vector autoregression with varied frequency data. (2010). Qian, Hang.
    In: MPRA Paper.
    RePEc:pra:mprapa:34682.

    Full description at Econpapers || Download paper

  49. Linear regression using both temporally aggregated and temporally disaggregated data: Revisited. (2010). Qian, Hang.
    In: MPRA Paper.
    RePEc:pra:mprapa:32686.

    Full description at Econpapers || Download paper

  50. MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7445.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-20 18:59:35 || 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.