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Uncertain kingdom : nowcasting gross domestic product and its revisions
Anesti, Nikoleta; Galvão, Ana Beatriz C.; … - In: Journal of applied econometrics 37 (2022) 1, pp. 42-62
Persistent link: https://www.econbiz.de/10013165171
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Efficient estimation of Bayesian VARMAs with time‐varying coefficients
Chan, Joshua; Eisenstat, Eric - In: Journal of applied econometrics 32 (2017) 7, pp. 1277-1297
Persistent link: https://www.econbiz.de/10011862722
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Macroeconomic forecasting in a multi-country context
Bai, Yu; Carriero, Andrea; Clark, Todd E.; Marcellino, … - In: Journal of applied econometrics 37 (2022) 6, pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
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Pooling versus model selection for nowcasting GDP with many predictors : empirical evidence for six industrialized countries
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - In: Journal of applied econometrics 28 (2013) 3, pp. 392-411
Persistent link: https://www.econbiz.de/10009756514
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Maximum likelihood estimation of factor models on datasets with arbitrary pattern of missing data
Bańbura, Marta; Modugno, Michele - In: Journal of applied econometrics 29 (2014) 1, pp. 133-160
Persistent link: https://www.econbiz.de/10010414234
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Forecasting consumption : the role of consumer confidence in real time with many predictors
Lahiri, Kajal; Monokroussos, George; Zhao, Yongchen - In: Journal of applied econometrics 31 (2016) 7, pp. 1254-1275
Persistent link: https://www.econbiz.de/10011687477
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Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric; Mikkelsen, Jakob Guldbæk; Spreng, Lars; … - In: Journal of applied econometrics 38 (2023) 6, pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
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US weekly economic index : replication and extension
Wegmüller, Philipp; Glocker, Christian - In: Journal of applied econometrics 38 (2023) 6, pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
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Forecast encompassing tests and probability forecasts
Clements, Michael P.; Harvey, David I. - In: Journal of applied econometrics 25 (2010) 6, pp. 1028-1062
Persistent link: https://www.econbiz.de/10008667429
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A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model
Edge, Rochelle M.; Kiley, Michael T.; Laforte, Jean-Philippe - In: Journal of applied econometrics 25 (2010) 4, pp. 720-754
Persistent link: https://www.econbiz.de/10008667459