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Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - 2014
pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …
Persistent link: https://www.econbiz.de/10010414783
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Robust forecasting
Christensen, Timothy; Moon, Hyungsik Roger; … - 2020 - This version: November 23, 2020
Persistent link: https://www.econbiz.de/10013206021
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Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - In: Journal of econometrics 192 (2016) 2, pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
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Forecasting with dynamic panel data models
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - 2016
Persistent link: https://www.econbiz.de/10011705384
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Bayesian estimation of panel models under potentially sparse heterogeneity
Moon, Hyungsik Roger; Schorfheide, Frank; Zhang, Boyuan - 2023
Persistent link: https://www.econbiz.de/10014448424
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Bayesian estimation of panel models under potentially sparse heterogeneity
Moon, Hyungsik Roger; Schorfheide, Frank; Zhang, Boyuan - 2023
Persistent link: https://www.econbiz.de/10014635863
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Dynamic prediction pools: An investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - 2014
pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …
Persistent link: https://www.econbiz.de/10011340986
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Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - 2013 - [Rev.]
Persistent link: https://www.econbiz.de/10010198274
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Improving GDP Measurement : A Measurement-Error Perspective
Aruoba, S. Borağan - 2013
We provide a new and superior measure of U.S. GDP, obtained by applying optimal signal-extraction techniques to the (noisy) expenditure-side and income-side estimates. Its properties -- particularly as regards serial correlation -- differ markedly from those of the standard expenditure-side...
Persistent link: https://www.econbiz.de/10013082220
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Improving GDP Measurement : A Measurement-Error Perspective
Aruoba, S. Borağan - 2013
We provide a new and superior measure of U.S. GDP, obtained by applying optimal signal-extraction techniques to the (noisy) expenditure-side and income-side estimates. Its properties - particularly as regards serial correlation - differ markedly from those of the standard expenditure-side...
Persistent link: https://www.econbiz.de/10013083397