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Nowcasting GDP and Inflation : The Real-Time Informational Content of Macroeconomic Data Releases

Giannone, Domenico; Reichlin, Lucrezia; Small, David H. - 2021

This paper formalizes the process of updating the nowcast and forecast on out-put and inflation as new releases of data … Philadelphia surveys have a large marginal impact on the nowcast of both inflation variables and real variables and this effect is … sizeable. Prices and quantities affect the precision of the estimates of inflation while GDP is only affected by real variables …

Persistent link: https://www.econbiz.de/10013318105

Optimal combination of survey forecasts

Conflitti, Cristina; De Mol, Christine; Giannone, Domenico - In: International journal of forecasting 31 (2015) 4, pp. 1096-1103

Persistent link: https://www.econbiz.de/10011474905

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

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

Editorial : Central bank forecasting

Giannone, Domenico; Kapetanios, George; McCracken, … - In: International journal of forecasting 35 (2019) 4, pp. 1561-1563

Persistent link: https://www.econbiz.de/10012305391

A large Bayesian VAR of the United States Economy

Crump, Richard K.; Eusepi, Stefano; Giannone, Domenico; … - 2021

We model the United States macroeconomic and financial sectors using a formal and unified econometric model. Through shrinkage, our Bayesian VAR provides a flexible framework for modeling the dynamics of thirty-one variables, many of which are tracked by the Federal Reserve. We show how the...

Persistent link: https://www.econbiz.de/10012613922

Forecasting macroeconomic risks

Adams, Patrick A.; Adrian, Tobias; Boyarchenko, Nina; … - 2020

unemployment risk, and increased uncertainty around the inflation forecast. Growth vulnerability arises as the conditional mean and …We construct risks around consensus forecasts of real GDP growth, unemployment, and inflation. We find that risks are … time-varying, asymmetric, and partly predictable. Tight financial conditions forecast downside growth risk, upside …

Persistent link: https://www.econbiz.de/10012167481