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Nowcasting : the real-time informational content of macroeconomic data

Giannone, Domenico; Reichlin, Lucrezia; Small, David H. - In: Journal of monetary economics 55 (2008) 4, pp. 665-676

Persistent link: https://www.econbiz.de/10003764349

Nowcasting GDP and inflation : the real-time informational content of macroeconomic data releases

Giannone, Domenico (contributor); … - 2006

This paper formalizes the process of updating the nowcast and forecast on output and inʿation as new releases of data become available. The marginal contribution of a particular release for the value of the signal and its precision is evaluated by computing "news" on the basis of an evolving...

Persistent link: https://www.econbiz.de/10003337187

Fiscal divergence and business cycle synchronization : irresponsibility is idiosyncratic

Darvas, Zsolt M.; Rose, Andrew; Szapáry, György - In: NBER International Seminar on Macroeconomics 2005, (pp. 261-198). 2007

Persistent link: https://www.econbiz.de/10003674380

Nowcasting GDP and inflation : the real-time informational content of macroeconomic data releases

Giannone, Domenico; Reichlin, Lucrezia; Small, David H. - 2005

Persistent link: https://www.econbiz.de/10003148127

Nowcasting GDP and inflation : the real time informational content of macroeconomic data releases

Giannone, Domenico; Reichlin, Lucrezia; Small, David H. - 2005

Persistent link: https://www.econbiz.de/10003094829

A measure of comovement for economic variables : theory and empirics

Croux, Christophe; Forni, Mario; Reichlin, Lucrezia - In: The review of economics and statistics 83 (2001) 2, pp. 232-241

Persistent link: https://www.econbiz.de/10001579515

National policies and local economies : Europe and the United States

Forni, Mario; Reichlin, Lucrezia - In: L' économiste dans la société, (pp. 103-121). 1999

Persistent link: https://www.econbiz.de/10001464217

Monitoring the economy in real time : trends and gaps in real activity and prices

Hasenzagl, Thomas; Pellegrino, Filippo; Reichlin, Lucrezia - 2022

Persistent link: https://www.econbiz.de/10012820395

Nowcasting GDP and Inflation : The Real-Time Informational Content of Macroeconomic Data Releases

Giannone, Domenico; Reichlin, Lucrezia; Small, David H. - 2021

This paper formalizes the process of updating the nowcast and forecast on out-put and inflation as new releases of data become available. The marginal contribution of a particular release for the value of the signal and its precision is evaluated by computing news on the basis of an evolving...

Persistent link: https://www.econbiz.de/10013318105

A model of the fed's view on inflation

Hasenzagl, Thomas; Pellegrino, Filippo; Reichlin, Lucrezia - 2018

Persistent link: https://www.econbiz.de/10011806188