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Professional forecasters and real-time forecasting with a DSGE model
Smets, Frank; Warne, Anders; Wouters, Rafael - In: International journal of forecasting 30 (2014) 4, pp. 981-995
Persistent link: https://www.econbiz.de/10010517773
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Essays in computational statistics with applications to volatility forecasting and forecast combination
Knaus, Simon D. - 2014
Der erste Aufsatz der vorliegenden Dissertation untersucht die Dynamik der realisierten Volatilität. Ein erfolgreiches Model in diesem Bereich ist das sogenannte heterogene auto-regressive Modell (HAR), das konzeptionell einfach und gut für Vorhersagen geeignet ist. Eine neue Herangehensweise...
Persistent link: https://www.econbiz.de/10010350528
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How informative are the subjective density forecasts of macroeconomists?
Kenny, Geoff; Kostka, Thomas; Masera, Federico - In: Journal of forecasting 33 (2014) 3, pp. 163-185
Persistent link: https://www.econbiz.de/10010424841
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Forecasting residential investment in the United States
Lunsford, Kurt G. - In: International journal of forecasting 31 (2015) 2, pp. 276-285
Persistent link: https://www.econbiz.de/10011474049
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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
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Forecasting GDP growth with NIPA aggregates : in search of core GDP
Garciga, Christian; Knotek, Edward S. - In: International journal of forecasting 35 (2019) 4, pp. 1814-1828
Persistent link: https://www.econbiz.de/10012305534
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A nonparametric approach to identifying a subset of forecasters that outperforms the simple average
Bürgi, Constantin; Sinclair, Tara M. - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 101-115
Persistent link: https://www.econbiz.de/10011929556
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Dynamic term structure models : the best way to enforce the zero lower bound in the United States
Andreasen, Martin Møller; Meldrum, Andrew - 2015
Persistent link: https://www.econbiz.de/10011402727
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The effectiveness of nonstandard monetary policy measures : evidence from survey data
Altavilla, Carlo; Giannone, Domenico - 2015
We assess the perception of professional forecasters regarding the effectiveness of unconventional monetary policy measures announced by the U.S. Federal Reserve after the collapse of Lehman Brothers. Using survey data collected at the individual level, we analyze the change in forecasts of...
Persistent link: https://www.econbiz.de/10011399333
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Density characteristics and density forecast performance : a panel analysis
Kenny, Geoff; Kostka, Thomas; Masera, Federico - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 1203-1231
Persistent link: https://www.econbiz.de/10011304116