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Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models

Bekiros, Stelios D.; Paccagnini, Alessia - In: Journal of forecasting 35 (2016) 7, pp. 613-632

Persistent link: https://www.econbiz.de/10011610087

Forecasting South African inflation using non-linearmodels : a weighted loss-based evaluation

Kanda, Patrick T.; Balcilar, Mehmet; Bahramian, Pejman; … - In: Applied economics 48 (2016) 25/27, pp. 2412-2427

Persistent link: https://www.econbiz.de/10011591098

Consumer confidence and consumption forecast: a non-parametric approach

Bruno, Giancarlo - In: Empirica 41 (2014) 1, pp. 37-52

usefulness in forecasting households consumption is sometimes questioned in empirical studies. A possible weakness can be due to …

Persistent link: https://www.econbiz.de/10010868559

Forecasting EMU Macroeconomic Variables

Marcellino, Massimiliano - C.E.P.R. Discussion Papers - 2002

variables. Hence, both the fiscal and the monetary authorities have developed aggregate forecasting models, along the lines … over-fit in sample, we assess their performance in a real time forecasting framework. It turns out that for several … forecasting and modeling EMU variables. …

Persistent link: https://www.econbiz.de/10005124368

Markov-switching MIDAS models

Guérin, Pierre; Marcellino, Massimiliano - C.E.P.R. Discussion Papers - 2011

This paper introduces a new regression model - Markov-switching mixed data sampling (MS-MIDAS) - that incorporates regime changes in the parameters of the mixed data sampling (MIDAS) models and allows for the use of mixed-frequency data in Markov-switching models. After a discussion of...

Persistent link: https://www.econbiz.de/10008854481

Time-varying government spending multipliers in the UK

Glocker, Christian; Sestieri, Giulia; Towbin, Pascal - In: Journal of macroeconomics 60 (2019), pp. 180-197

Persistent link: https://www.econbiz.de/10012242598

Forecasting exchange rates under parameter and model uncertainty

Beckmann, Joscha; Schüssler, Rainer - In: Journal of international money and finance 60 (2016), pp. 267-288

Persistent link: https://www.econbiz.de/10011660878

Macroeconomic and financial effects of oil price shocks : evidence for the euro area

Morana, Claudio - In: Economic modelling 64 (2017), pp. 82-96

Persistent link: https://www.econbiz.de/10011756484

Optimized adaptive prediction

Grillenzoni, Carlo - In: Statistical Methods and Applications 6 (1997) 1, pp. 37-58

Persistent link: https://www.econbiz.de/10008590988

Time-Varying Parameters Prediction

Grillenzoni, Carlo - In: Annals of the Institute of Statistical Mathematics 52 (2000) 1, pp. 108-122

Persistent link: https://www.econbiz.de/10005760260

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