Narrow search
Showing 1 - 10 of 86
Cover Image
Macroeconomic forecasting and structural change
D'Agostino, Antonello; Gambetti, Luca; Giannone, Domenico - 2009
Persistent link: https://www.econbiz.de/10003912032
Cover Image
Macroeconomic forecasting and structural change
D'Agostino, Antonello; Gambetti, Luca; Giannone, Domenico - 2010
The aim of this paper is to assess whether explicitly modeling structural change increases the accuracy of macroeconomic forecasts. We produce real time out-of-sample forecasts for inflation, the unemployment rate and the interest rate using a Time-Varying Coefficients VAR with Stochastic...
Persistent link: https://www.econbiz.de/10003971298
Cover Image
Macroeconomic forecasting and structural change
D'Agostino, Antonello; Gambetti, Luca; Giannone, Domenico - 2009
Persistent link: https://www.econbiz.de/10003979687
Cover Image
Short-term inflation projections : a Bayesian vector autoregressive approach
Giannone, Domenico; Lenza, Michele; Momferatou, Daphne; … - 2010
Persistent link: https://www.econbiz.de/10003958065
Cover Image
Macroeconomic forecasting and structural change
D'Agostino, Antonello; Gambetti, Luca; Giannone, Domenico - In: Journal of applied econometrics 28 (2013) 1, pp. 82-101
Persistent link: https://www.econbiz.de/10009733361
Cover Image
Macroeconomic Forecasting and Structural Change
D'Agostino, Antonello - 2010
The aim of this paper is to assess whether explicitly modeling structural change increases the accuracy of macroeconomic forecasts. We produce real time out-of-sample forecasts for inflation, the unemployment rate and the interest rate using a Time-Varying Coefficients VAR with Stochastic...
Persistent link: https://www.econbiz.de/10013146503
Cover Image
Comments on "Forecasting economic and financial variables with global VARs"
Giannone, Domenico; Reichlin, Lucrezia - In: International journal of forecasting 25 (2009) 4, pp. 684-686
Persistent link: https://www.econbiz.de/10003921271
Cover Image
Rejoinder to comments on forecasting economic and financial variables with global VARs
Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - In: International journal of forecasting 25 (2009) 4, pp. 703-715
Persistent link: https://www.econbiz.de/10003921332
Cover Image
Money, credit, monetary policy and the business cycle in the euro area
Giannone, Domenico; Lenza, Michele; Reichlin, Lucrezia - 2012
Persistent link: https://www.econbiz.de/10009558108
Cover Image
Macroeconomic forecasting and structural change
Gambetti, Luca; D’Agostino, Antonello; Giannone, Domenico - 2010
The aim of this paper is to assess whether explicitly modeling structural change increases the accuracy of macroeconomic forecasts. We produce real time out-of-sample forecasts for inflation, the unemployment rate and the interest rate using a Time-Varying Coefficients VAR with Stochastic...
Persistent link: https://www.econbiz.de/10011605213