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forecasting
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Fiscal targets. A guide to forecasters?
Paredes-Lodeiro, Joan
;
Pérez, Javier J
; …
-
C.E.P.R. Discussion Papers
-
2015
Should rational agents take into consideration government policy announcements? A skilled agent (an econometrician) could set up a model to combine the following two pieces of information in order to anticipate the future course of fiscal policy in real-time: (i) the ex-ante path of policy as...
Persistent link: https://www.econbiz.de/10011272708
Saved in:
2
Forecasting
the Price of Oil
Alquist, Ron
;
Kilian, Lutz
;
Vigfusson, Robert J.
-
C.E.P.R. Discussion Papers
-
2011
We address some of the key questions that arise in
forecasting
the price of crude oil. What do applied forecasters need … in
forecasting
the price of oil? How useful are survey forecasts? How does one evaluate the sensitivity of a baseline oil …
Persistent link: https://www.econbiz.de/10009643504
Saved in:
3
Forecasting
Government Bond Yields with Large Bayesian VARs
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
C.E.P.R. Discussion Papers
-
2010
We propose a new approach to
forecasting
the term structure of interest rates, which allows to efficiently extract the …
forecasting
performance of our proposed model relative to most of the existing alternative specifications. While most of the … and useful for
forecasting
. …
Persistent link: https://www.econbiz.de/10008468530
Saved in:
4
Nowcasting
Banbura, Marta
;
Giannone, Domenico
;
Reichlin, Lucrezia
-
C.E.P.R. Discussion Papers
-
2010
nowcasting traditionally conducted in policy institutions and used, alongside the judgemental procedures, in many
central
banks …
Persistent link: https://www.econbiz.de/10008468620
Saved in:
5
Forecasting
with Factor-augmented Error Correction Models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
-
C.E.P.R. Discussion Papers
-
2010
latter's specification in differences. In this paper we examine the
forecasting
performance of the FECM by means of an … generally offers a higher
forecasting
precision and in general marks a very useful step forward for
forecasting
with large …
Persistent link: https://www.econbiz.de/10008468646
Saved in:
6
Macroeconomic
Forecasting
and Structural Change
D'Agostino, Antonello
;
Gambetti, Luca
;
Giannone, Domenico
-
C.E.P.R. Discussion Papers
-
2009
The aim of this paper is to assess whether explicitly modeling structural change increases the accuracy of macroeconomic forecasts. We produce real time out-of-sample forecasts for inflation, the unemployment rate and the interest rate using a Time-Varying Coefficients VAR with Stochastic...
Persistent link: https://www.econbiz.de/10008472106
Saved in:
7
Predicting recoveries and the importance of using enough information
Cai, Xiaoming
;
Den Haan, Wouter
-
C.E.P.R. Discussion Papers
-
2009
Several papers that make forecasts about the long-term impact of the current financial crisis rely on models in which there is only one type of financial crisis. These models tend to predict that the current crisis will have long lasting negative effects on economic growth. This paper points out...
Persistent link: https://www.econbiz.de/10008477182
Saved in:
8
A defence of the FOMC
Ellison, Martin
;
Sargent, Thomas J
-
C.E.P.R. Discussion Papers
-
2009
We defend the
forecasting
performance of the FOMC from the recent criticism of Christina and David Romer. Our argument …
Persistent link: https://www.econbiz.de/10008477186
Saved in:
9
Forecasting
Large Datasets with Bayesian Reduced Rank Multivariate Models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
C.E.P.R. Discussion Papers
-
2009
The paper addresses the issue of
forecasting
a large set of variables using multivariate models. In particular, we … propose three alternative reduced rank
forecasting
models and compare their predictive performance for US time series with the …
Persistent link: https://www.econbiz.de/10008528528
Saved in:
10
The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy
Wieland, Volker
;
Wolters, Maik H
-
C.E.P.R. Discussion Papers
-
2010
This paper investigates the accuracy and heterogeneity of output growth and inflation forecasts during the current and the four preceding NBER-dated U.S. recessions. We generate forecasts from six different models of the U.S. economy and compare them to professional forecasts from the Federal...
Persistent link: https://www.econbiz.de/10008530347
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