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Does the federal reserve staff still beat private forecasters?
Shagi, Makram el-; Giesen, Sebastian; Jung, Alexander - 2014
Persistent link: https://www.econbiz.de/10010380095
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An analysis of the Eurosystem/ECB projections
Kontogeorgos, Georgios; Lambrias, Kyriacos - 2019
rationality using techniques widely employed in the applied literature of forecast evaluation. In general, the results are …
Persistent link: https://www.econbiz.de/10012016555
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Merging structural and reduced-form models for forecasting : opening the DSGE-VAR box
Martínez-Martín, Jaime; Morris, Richard; Onorante, Luca; … - 2019
The post-crisis environment has posed important challenges to standard forecasting models. In this paper, we exploit several combinations of a large-scale DSGE structural model with standard reduced-form methods such as (B)VAR (i.e. DSGE-VAR and Augmented-(B)VARDSGE methods) and assess their use...
Persistent link: https://www.econbiz.de/10012132553
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Forecasting the Brent oil price : addressing time-variation in forecast performance
Manescu, Cristiana; Van Robays, Ine - 2014
Persistent link: https://www.econbiz.de/10010441085
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Forecasting macroeconomic risk in real time : great and Covid-19 recessions
De Santis, Roberto A.; Van der Veken, Wouter - 2020
We show that financial variables contribute to the forecast of GDP growth during the Great Recession, providing …
Persistent link: https://www.econbiz.de/10012241245
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Forecast performance in the ECB SPF : ability or chance?
Meyler, Aidan - 2020
In this paper, we consider whether differences in the forecast performance of ECB SPF respondents reflect ability or … horizons, the aggregate (consensus) SPF forecast performs best. …
Persistent link: https://www.econbiz.de/10012156473
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To aggregate or not to aggregate? : Euro Area inflation forecasting
Benalal, Nicholai (contributor) - 2004
Persistent link: https://www.econbiz.de/10002233652
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Flow on conjunctural information and forecast of euro area economic activity
Heinisch, Katja (contributor); Maurin, Laurent (contributor) - 2008
Euro area GDP and components are nowcast and forecast one quarter ahead. Based on a dataset of 163 series comprising … Giannone, Reichlin and Small (2006) and Bańbura and Rünstler (2007). An out-of-sample forecast comparison exercise is also … carried out for each component and GDP directly. The forecast performance is found to vary widely across components. Two …
Persistent link: https://www.econbiz.de/10003789413
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Short-term forecasts of euro area GDP growth
Angelini, Elena; Camba-Méndez, Gonzalo; Giannone, Domenico - 2008
This paper evaluates models that exploit timely monthly releases to compute early estimates of current quarter GDP (now-casting) in the euro area. We compare traditional methods used at institutions with a new method proposed by Giannone, Reichlin, and Small (2005). The method consists in...
Persistent link: https://www.econbiz.de/10003794044
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Are more data always better for factor analysis? : results for the euro area, the six largest euro area countries and the UK
Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - 2009
Datasets ; Forecast Combinations …
Persistent link: https://www.econbiz.de/10003865998