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Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of applied econometrics 31 (2016) 3, pp. 507-532
Persistent link: https://www.econbiz.de/10011642621
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Forecasting consumption : the role of consumer confidence in real time with many predictors
Lahiri, Kajal; Monokroussos, George; Zhao, Yongchen - In: Journal of applied econometrics 31 (2016) 7, pp. 1254-1275
Persistent link: https://www.econbiz.de/10011687477
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Forecasting with global vector autoregressive models : a Bayesian approach
Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - In: Journal of applied econometrics 31 (2016) 7, pp. 1371-1391
Persistent link: https://www.econbiz.de/10011687530
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Forecasting with the standardized self-perturbed Kalman filter
Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo - In: Journal of applied econometrics 32 (2017) 2, pp. 318-341
Persistent link: https://www.econbiz.de/10011689787
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Measuring real activity using a weekly economic index
Lewis, Daniel J.; Mertens, Karel; Stock, James H.; … - In: Journal of applied econometrics 37 (2022) 4, pp. 667-687
Persistent link: https://www.econbiz.de/10013332679
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The global component of inflation volatility
Carriero, Andrea; Corsello, Francesco; Marcellino, … - In: Journal of applied econometrics 37 (2022) 4, pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
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Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of applied econometrics 37 (2022) 5, pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
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Making text count : economic forecasting using newspaper text
Kalamara, Eleni; Turrell, Arthur; Redl, Chris; … - In: Journal of applied econometrics 37 (2022) 5, pp. 896-919
Persistent link: https://www.econbiz.de/10013464641
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How is machine learning useful for macroeconomic forecasting?
Goulet Coulombe, Philippe; Leroux, Maxime; Stevanović, … - In: Journal of applied econometrics 37 (2022) 5, pp. 920-964
Persistent link: https://www.econbiz.de/10013464642
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Optimal forecast under structural breaks
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - In: Journal of applied econometrics 37 (2022) 5, pp. 965-987
Persistent link: https://www.econbiz.de/10013464643