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Comparing alternative predictors based on large-panel factor models
D'Agostino, Antonello; Giannone, Domenico - 2007
Persistent link: https://www.econbiz.de/10003593201
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural favars
Marcellino, Massimiliano; Sivec, Vasja - 2015
Persistent link: https://www.econbiz.de/10011289242
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Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - 2013
Persistent link: https://www.econbiz.de/10009724167
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Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
Bańbura, Marta; Giannone, Domenico; Lenza, Michele - 2014
Persistent link: https://www.econbiz.de/10010363298
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011524318
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Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011482273
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Pooling versus model selection for nowcasting with many predictors : an application to German GDP
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009
Persistent link: https://www.econbiz.de/10003830461
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Following the trend : tracking GDP when long-run growth is uncertain
Antolin-Diaz, Juan; Drechsel, Thomas; Petrella, Ivan - 2014
Persistent link: https://www.econbiz.de/10010461803
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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Consumption, aggregate wealth and expected stock returns
Lettau, Martin - 1999
Persistent link: https://www.econbiz.de/10013422875