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~person:"Clements, Michael P."
~person:"Leiva-Leon, Danilo"
~person:"Schumacher, Christian"
~subject:"Time series analysis"
~type:"article"
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Clements, Michael P.
Leiva-Leon, Danilo
Schumacher, Christian
Marcellino, Massimiliano
7
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Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
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2
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre
;
Leiva-Leon, Danilo
- In:
Economics letters
157
(
2017
),
pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
Saved in:
3
Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.
;
Chauvet, Marcelle
;
Leiva-Leon, Danilo
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
Saved in:
4
Are professional macroeconomic forecasters able to do better than forecasting trends?
Clements, Michael P.
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
2/3
,
pp. 349-381
Persistent link: https://www.econbiz.de/10010519155
Saved in:
5
Forecasting with vector autoregressive models of data vintages : US output growth and inflation
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 698-714
Persistent link: https://www.econbiz.de/10010221301
Saved in:
6
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
Schumacher, Christian
;
Breitung, Jörg
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 386-398
Persistent link: https://www.econbiz.de/10003764088
Saved in:
7
Forecasting trend output in the Euro area
Schumacher, Christian
- In:
Journal of forecasting
21
(
2002
)
8
,
pp. 543-558
Persistent link: https://www.econbiz.de/10001723953
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