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Macrofinancial analysis in the world economy : a panel dynamic stochastic general equilibrium approach

Vitek, Francis - 2015

economies. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive …

Persistent link: https://www.econbiz.de/10011408247

Policy and spillover analysis in the world economy : a panel dynamic stochastic general equilibrium approach

Vitek, Francis - 2014

economies. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive …

Persistent link: https://www.econbiz.de/10012692504

Information rigidities : comparing average and individual forecasts for a large international panel

Dovern, Jonas; Fritsche, Ulrich; Loungani, Prakash; … - 2014

We study forecasts for real GDP growth using a large panel of individual forecasts from 36 advanced and emerging …

Persistent link: https://www.econbiz.de/10012667441

The more the merrier? : a machine learning algorithm for optimal pooling of panel data

Bolhuis, Marijn A.; Rayner, Brett - 2020

. We apply the new alogrithm by nowcasting output growth with a panel of 102 countries and are able to significantly …

Persistent link: https://www.econbiz.de/10012251287

Predicting downside risks to house prices and macro-financial stability

Deghi, Andrea; Katagiri, Mitsuru; Shahid, Sohaib; … - 2020

This paper predicts downside risks to future real house price growth (house-prices-at-risk or HaR) in 32 advanced and emerging market economies. Through a macro-model and predictive quantile regressions, we show that current house price overvaluation, excessive credit growth, and tighter...