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Improving GDP measurement : a measurement-error perspective

Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - In: Journal of econometrics 191 (2016) 2, pp. 384-397

Persistent link: https://www.econbiz.de/10011610607

Online estimation of DSGE models

Cai, Michael; Del Negro, Marco; Herbst, Edward P.; … - 2019

Persistent link: https://www.econbiz.de/10012064996

Assessing DSGE model nonlinearities

Aruoba, S. Borağan; Bocola, Luigi; Schorfheide, Frank - In: Journal of economic dynamics & control 83 (2017), pp. 34-54

Persistent link: https://www.econbiz.de/10011915578

Model and survey estimates of the term structure of US macroeconomic uncertainty

Clements, Michael P.; Galvão, Ana Beatriz C. - In: International journal of forecasting 33 (2017) 3, pp. 591-604

Persistent link: https://www.econbiz.de/10011746192

Assessing macro uncertainty in real-time when data are subject to revision

Clements, Michael P. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 420-433

Persistent link: https://www.econbiz.de/10011705951

Online estimation of DSGE models

Cai, Michael; Del Negro, Marco; Herbst, Edward P.; … - In: The econometrics journal 24 (2021) 1, pp. C33-C58

Persistent link: https://www.econbiz.de/10012504440

Identifying Long-Run Risks : A Bayesian Mixed-Frequency Approach

Schorfheide, Frank - 2014

multiple stochastic volatility processes. The estimation is based on annual consumption data from 1929 to 1959, monthly … Bayesian estimation provides strong evidence for a small predictable component in consumption growth (even if asset return data … are omitted from the estimation). Three independent volatility processes capture different frequency dynamics; our …

Persistent link: https://www.econbiz.de/10012458363

Forecasting from misspecified Models in the Presence of Unanticipated Location Shifts

Clements, Michael P.; Hendry, David F. - In: The Oxford handbook of economic forecasting. 2012

Persistent link: https://www.econbiz.de/10012882021

Improving GDP Measurement : A Forecast Combination Perspective

Aruoba, S. Boragan - 2011

Two often-divergent U.S. GDP estimates are available, a widely-used expenditure side version, GDPE, and a much less widely-used income-side version GDPI . We propose and explore a "forecast combination" approach to combining them. We then put the theory to work, producing a superior combined...

Persistent link: https://www.econbiz.de/10012461237

Improving GDP Measurement : A Forecast Combination Perspective

Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - 2011

Two often - divergent U.S. GDP estimates are available, a widely-used expenditure-side version GDPE, and a much less widely-used income-side version GDI . The authors propose and explore a "forecast combination" approach to combining them. They then put the theory to work, producing a superior...

Persistent link: https://www.econbiz.de/10014177383