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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011524318
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De-anchored long-term inflation expectations in a low growth, low rate environment
Bulligan, Guido; Corsello, Francesco; Neri, Stefano; … - 2021
Persistent link: https://www.econbiz.de/10012818912
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Forecasting with Bayesian Grouped Random Effects in Panel Data
Zhang, Boyuan - 2020
forecasts for short dynamic panel data. We implement a nonparametric Bayesian approach to simultaneously identify coefficients … accurate estimates and score predictive gains over standard panel data estimators. With a data-driven group structure, the BGRE … standard panel data estimators …
Persistent link: https://www.econbiz.de/10012824627
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Forecasting with Panel Data : Estimation Uncertainty Versus Parameter Heterogeneity
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022
We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …
Persistent link: https://www.econbiz.de/10013292495
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When are GDP forecasts updated? : evidence from a large international panel
Dovern, Jonas - In: Economics letters 120 (2013) 3, pp. 521-524
Persistent link: https://www.econbiz.de/10010187222
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International propagation of shocks : a dynamic factor model using survey forecasts
Lahiri, Kajal; Zhao, Yongchen - In: International journal of forecasting 35 (2019) 3, pp. 929-947
Persistent link: https://www.econbiz.de/10012305192
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011582617
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 313-338
Persistent link: https://www.econbiz.de/10011691438
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Does central bank transparency and communication affect financial and macroeconomic forecasts?
Lustenberger, Thomas; Rossi, Enzo - 2017
Persistent link: https://www.econbiz.de/10011735810
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Does central bank transparency and communication affect financial and macroeconomic forecasts?
Lustenberger, Thomas; Rossi, Enzo - 2018
In a large sample of countries across different geographic regions and over a long period of time, we find limited country- and variable-specific effects of central bank transparency on forecast accuracy and their dispersion among a large set of professional forecasts of financial and...
Persistent link: https://www.econbiz.de/10011790688