Individual forecaster perceptions of the persistence of shocks to GDP
Year of publication: |
2022
|
---|---|
Authors: | Clements, Michael P. |
Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 37.2022, 3, p. 640-656
|
Subject: | bootstrap test | heterogeneous beliefs | Long-horizon forecasts | output persistence | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Gross domestic product | Nationaleinkommen | National income | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Schock | Shock | Statistischer Test | Statistical test | Erwartungsbildung | Expectation formation | Zeitreihenanalyse | Time series analysis |
-
A bootstrap method to test Granger-causality in the frequency domain
Farnè, Matteo, (2022)
-
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B., (2016)
-
Short-Term Forecasting of GDP via Evolutionary Algorithms Using Survey-Based Expectations
Claveria, Oscar, (2017)
- More ...
-
Economic forecasting: some lessons from recent research
Hendry, David F., (2001)
-
CLEMENTS, MICHAEL P., (2018)
-
Forecaster Efficiency, Accuracy, and Disagreement : Evidence Using Individual‐Level Survey Data
CLEMENTS, MICHAEL P., (2021)
- More ...