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Biased estimation in a simple extension of a standard error correction model

Müller, Christian - In: Swiss journal of economics and statistics 145 (2009) 1, pp. 37-60

Persistent link: https://www.econbiz.de/10003832165

Exchange rates and fundamentals : forecasting with long maturity forward rates

Darvas, Zsolt M.; Schepp, Zoltán - In: Journal of international money and finance 143 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014551354

Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. : what about the next 25 years?

Allen, P. G.; Morzuch, Bernard J. - In: International journal of forecasting 22 (2006) 3, pp. 475-492

Persistent link: https://www.econbiz.de/10003355965

Macroeconomic Now- and Forecasting Based on the Factor Error Correction Model Using Targeted Mixed Frequency Indicators

Kurz-Kim, Jeong-Ryeol - 2016

Since the influential paper of Stock and Watson (2002), the dynamic factor model (DFM) has been widely used for forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor model is modified by using the mixed data sampling...

Persistent link: https://www.econbiz.de/10012977505