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Adams, Patrick A. - 2020

We construct risks around consensus forecasts of real GDP growth, unemployment, and inflation. We find that risks are … unemployment risk, and increased uncertainty around the inflation forecast. Growth vulnerability arises as the conditional mean and … unemployment are positively correlated, with tighter financial conditions corresponding to higher forecasted unemployment and …

Persistent link: https://www.econbiz.de/10012841168

Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?

De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia - In: Journal of econometrics 146 (2008) 2, pp. 318-328

Persistent link: https://www.econbiz.de/10003782984

Incorporating conjunctural analysis in structural models

Giannone, Domenico; Monti, Francesca; Reichlin, Lucrezia - In: The science and practice of monetary policy today : the …, (pp. 41-57). 2010

Persistent link: https://www.econbiz.de/10003920587

Nowcasting

Bańbura, Marta; Giannone, Domenico; Reichlin, Lucrezia - 2010

Persistent link: https://www.econbiz.de/10003994026

Comparing alternative predictors based on large-panel factor models

D'Agostino, Antonello; Giannone, Domenico - 2007

Persistent link: https://www.econbiz.de/10003593201

Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?

Mol, Christine de (contributor); … - 2006

This paper considers Bayesian regression with normal and doubleexponential priors as forecasting methods based on large panels of time series. We show that, empirically, these forecasts are highly correlated with principal component forecasts and that they perform equally well for a wide range...

Persistent link: https://www.econbiz.de/10003380561

Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?

Mol, Christine de; Giannone, Domenico; Reichlin, Lucrezia - 2006

Persistent link: https://www.econbiz.de/10003381781

Prior selection for vector autoregressions

Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2012

Persistent link: https://www.econbiz.de/10009502334

Comparing alternative predictors based on large-panel factor models

D'Agostino, Antonello; Giannone, Domenico - In: Oxford bulletin of economics and statistics 74 (2012) 2, pp. 306-326

Persistent link: https://www.econbiz.de/10009526713

Exploiting the monthly data flow in structural forecasting

Giannone, Domenico; Monti, Francesca; Reichlin, Lucrezia - 2015

This paper develops a framework that allows us to combine the tools provided by structural models for economic interpretation and policy analysis with those of reduced-form models designed for nowcasting. We show how to map a quarterly dynamic stochastic general equilibrium (DSGE) model into a...

Persistent link: https://www.econbiz.de/10011399325