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Forecasting with a Bayesian DSGE model : an application to the euro area

Smets, Frank; Wouters, Rafael - 2004

equilibrium (DSGE) models, estimated using Bayesian techniques, can become an additional useful tool in the forecasting kit of … central banks. First, we show that the forecasting performance of such models compares well with a-theoretical vector …

Persistent link: https://www.econbiz.de/10003285769

A generalised dynamic factor model for the Belgian economy : useful business cycle indicators and GDP growth forecasts

Van Nieuwenhuyze, Christophe - 2006

This paper aims to extract the common variation in a data set of 509 conjunctural series as an indication of the Belgian business cycle. The data set contains information on business and consumer surveys of Belgium and its neighbouring countries, macroeconomic variables and some worldwide...

Persistent link: https://www.econbiz.de/10003343540

Do central bank forecasts matter for professional forecasters?

Kotłowski, Jacek - In: Finance a úvěr 65 (2015) 6, pp. 432-454

Persistent link: https://www.econbiz.de/10011415746

Central banks' inflation forecasts under asymmetric loss : evidence from four Latin-American countries

Pierdzioch, Christian; Ruelke, Jan-Christoph; … - In: Economics letters 129 (2015), pp. 66-70

Persistent link: https://www.econbiz.de/10011421974

A boosting approach to forecasting gold and silver returns : economic and statistical forecast evaluation

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Applied economics letters 23 (2016) 4/6, pp. 347-352

Persistent link: https://www.econbiz.de/10011430599

Oil price forecastability and economic uncertainty

Bekiros, Stelios; Gupta, Rangan; Paccagnini, Alessia - In: Economics letters 132 (2015), pp. 125-128

Persistent link: https://www.econbiz.de/10011431472

The role of targeted predictors for nowcasting GDP with bridge models : application to the euro area

Kitlinski, Tobias; Meulen, Philipp an de - 2015

- and hard-threshold algorithms improves the forecasting performance, especially during periods of economic crisis. While a … effect on forecasting performance, all the more, if the set of indicators becomes unbalanced. …

Persistent link: https://www.econbiz.de/10010532088

Factor model forecasts of exchange rates

Engel, Charles; Mark, Nelson C.; West, Kenneth D. - In: Econometric reviews 34 (2015) 1/2, pp. 32-55

Persistent link: https://www.econbiz.de/10011373312

Estimating and forecasting Bahrain quarterly GDP growth using simple regression and factor-based methods

Naser, Hanan - In: Empirical economics : a journal of the Institute for … 49 (2015) 2, pp. 449-479

Persistent link: https://www.econbiz.de/10011332866

Macroeconomic forecasting performance under alternative specifications of time-varying volatility

Clark, Todd E.; Ravazzolo, Francesco - In: Journal of applied econometrics 30 (2015) 4, pp. 551-575

Persistent link: https://www.econbiz.de/10011332869

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