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Nowcasting GDP and inflation : the real time informational content of macroeconomic data releases

Giannone, Domenico; Reichlin, Lucrezia; Small, David H. - 2005

Persistent link: https://www.econbiz.de/10003094829

Explaining the Great Moderation: it is not the shocks

Giannone, Domenico; Lenza, Michele; Reichlin, Lucrezia - 2008

This paper shows that the explanation of the decline in the volatility of GDP growth since the mid-eighties is not the decline in the volatility of exogenous shocks but rather a change in their propagation mechanism.

Persistent link: https://www.econbiz.de/10011604911

Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases

Giannone, Domenico; Reichlin, Lucrezia; Small, David H. - 2006

evaluated by computing "news" on the basis of an evolving conditioning information set. The marginal contribution is then split … into what is due to timeliness of information and what is due to economic content. We find that the Federal Reserve Bank of …

Persistent link: https://www.econbiz.de/10011604679