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A multi-country approach to forecasting output growth using PMIs

Chudik, Alexander; Grossman, Valerie; Pesaran, M. Hashem - 2014

quite rapidly with the forecast horizon, and (b) AugGVAR forecasts do as well as other data-rich forecasting techniques for … short horizons, and tend to do better for longer forecast horizons. …

Persistent link: https://www.econbiz.de/10010438196

A multi-country approach to forecasting output growth using PMIs

Chudik, Alexander; Grossman, Valerie; Pesaran, M. Hashem - In: Journal of econometrics 192 (2016) 2, pp. 349-365

Persistent link: https://www.econbiz.de/10011704721

Forecast uncertainties in macroeconometric modelling : an application to the UK economy

Pesaran, M. Hashem - 2000

This paper argues that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals. Probability forecasts relating to UK output...

Persistent link: https://www.econbiz.de/10009781626

Forecasting economic and financial variables with global VARs

Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - 2009

Persistent link: https://www.econbiz.de/10003967398

Forecasting economic and financial variables with global VARs

Pesaran, M. Hashem (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003671175

Forecasting economic and financial variables with global VARs

Pesaran, M. Hashem (contributor); … - 2008

. Building on the forecast combination literature, the paper examines the effects of model and estimation uncertainty on forecast …

Persistent link: https://www.econbiz.de/10003781456

Forecasting economic and financial variables with global VARs

Pesaran, M. Hashem (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003729150

Forecasting economic and financial variables with global VARs

Pesaran, M. Hashem (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003662971

Forecasting with panel data : estimation uncertainty versus parameter heterogeneity

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022

forecasts based on pooled and individual estimates and develop a novel forecast poolability test that can be used as a … stock returns, we show that no single forecasting approach dominates uniformly. However, forecast combination and shrinkage …

Persistent link: https://www.econbiz.de/10013176894

Forecast uncertainties in macroeconomic modeling : an application to the UK economy

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem; … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 829-838

Persistent link: https://www.econbiz.de/10001971275