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Forces that shape the yield curve
Fisher, Mark - In: Economic Review (2001) Q1, pp. 1-15
The yield curve shows how the yield on a government bond depends on the bond's maturity. Monetary policymakers and observers pay special attention to the shape of the yield curve as an indicator of the economic impact of current and future monetary policy. Without the proper analytical tools,...
Persistent link: https://www.econbiz.de/10005361068
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Data vintages and measuring forecast model performance
Robertson, John C.; Tallman, Ellis W. - In: Economic Review (1998) Q 4, pp. 4-20
expected in real-time situations. This fact is particularly relevant if a forecasting model's performance is to be compared …
Persistent link: https://www.econbiz.de/10005361088
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Turn, turn, turn: Predicting turning points in economic activity
Negro, Marco Del - In: Economic Review (2001) Q2, pp. 1-12
forecasting? ; The author first discusses the definition of turning points and describes different approaches to turning point … forecasting, along with their relative advantages and disadvantages. Next, the article assesses the performance of the Atlanta Fed … Bayesian vector autoregression (BVAR) model in terms of forecasting turning points relative to a well-known alternative, the …
Persistent link: https://www.econbiz.de/10005361145
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Predicting the money stock: a comparison of alternative approaches
Motley, Brian; Rasche, Robert H. - In: Economic Review (1986) Spr, pp. 38-54
Persistent link: https://www.econbiz.de/10005352321
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Predicting contemporaneous output
Trehan, Bharat - In: Economic Review (1992), pp. 3-11
Persistent link: https://www.econbiz.de/10005352328
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Recession probability indexes: a survey
Huh, Chan G. - In: Economic Review (1991) Fall, pp. 31-40
Persistent link: https://www.econbiz.de/10005707505
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Forecasting growth in current quarter real GNP
Trehan, Bharat - In: Economic Review (1989) Win, pp. 39-52
Persistent link: https://www.econbiz.de/10005707519
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Using monthly data to predict quarterly output
Ingenito, Robert; Trehan, Bharat - In: Economic Review (1996), pp. 3-11
Some time ago, the Commerce Department changed the way it calculates real gross domestic product. In response to that change, this paper presents an update of a simple model that is used to predict the growth rate of current quarter real output based on available monthly data. After searching...
Persistent link: https://www.econbiz.de/10005707536
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A dynamic multivariate model for use in formulating policy
Zha, Tao - In: Economic Review (1998) Q 1, pp. 16-29
reason, projecting policy effects accurately is a challenging task. An essential step is to develop good forecasting models …. ; This article presents a forecasting model that seems to overcome conceptual and empirical difficulties encountered in other …
Persistent link: https://www.econbiz.de/10005712032
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Modeling the time-series behavior of the aggregate wage rate
Huh, Chan G.; Trehan, Bharat - In: Economic Review (1995), pp. 3-13
This paper looks at the time-series behavior of the real wage relative to that of productivity. Given an exogenous, nonstationary process for productivity, we use a simple model of dynamic labor demand to show that the real wage and the marginal product of labor will be cointegrated if the...
Persistent link: https://www.econbiz.de/10005352342