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Large time-varying parameter VARs : a non-parametric approach

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Macroeconomic forecasting during the Great Recession : the return of non-linearity?

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Forecasting the Covid-19 recession and recovery : lessons from the financial crisis

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Forecasting the COVID-19 recession and recovery : lessons from the financial crisis

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Forecasting the Covid-19 recession and recovery : lessons from the financial crisis

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020

We consider simple methods to improve the growth nowcasts and forecasts obtained by mixed frequency MIDAS and UMIDAS models with a variety of indicators during the Covid-19 crisis and recovery period, such as combining forecasts across various specifications for the same model and/or across...