Showing 1 - 10 of 6,908
Persistent link: https://www.econbiz.de/10005711983
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
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
Remarks at the University of Chicago Booth School of Business Annual U.S. Monetary Policy Forum, New York City.
Persistent link: https://www.econbiz.de/10010724932
Remarks at the University of Chicago Booth School of Business Annual U.S. Monetary Policy Forum, New York City.
Persistent link: https://www.econbiz.de/10008553235
This paper uses a set of routinely collected high-frequency data in low-income countries (LICs) to construct an aggregate and a comprehensive index of economic activity which could serve (i) as a measure of the direction of economic activity; and (ii) as a useful input in analyzing...
Persistent link: https://www.econbiz.de/10010790333
between the output and the interest rate spread across expansionary and contractionary periods in forecasting monthly …
Persistent link: https://www.econbiz.de/10005078244
This paper exploits an observed business cycle asymmetry, namely, a systematic shift in the dynamic relationship between output growth and an index for financial market conditions across expansionary and contractionary periods, to forecast monthly growth in industrial production. A bivariate...
Persistent link: https://www.econbiz.de/10005352338
Persistent link: https://www.econbiz.de/10005077977
Persistent link: https://www.econbiz.de/10005078168