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The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012661146
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The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza; Hassani, Hossein; Gupta, Rangan - In: Journal of forecasting 42 (2023) 7, pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
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Forecasting GDP growth using mixed-frequency models with switching regimes
Barsoum, Fady; Stankiewicz, Sandra - In: International journal of forecasting 31 (2015) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10011327124
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Reconciled estimates of monthly GDP in the US
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2022
Persistent link: https://www.econbiz.de/10012822269
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Real-time US GDP gap properties using Hamilton’s regression-based filter
Jönsson, Kristian - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 307-314
Persistent link: https://www.econbiz.de/10012253213
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Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
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Predictable recoveries
Cai, Xiaoming; Den Haan, Wouter J.; Pinder, Jonathan - 2015
Persistent link: https://www.econbiz.de/10012171647
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Realtime reliable output gap estimates based on a forecast augmented Hodrick-Prescott filter
Porcellotti, Giacomo - 2024
Persistent link: https://www.econbiz.de/10014576791
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The predictive content of financial cycle measures for output fluctuations
Ng, Tim - In: BIS quarterly review : international banking and … (2011), pp. 53-65
Persistent link: https://www.econbiz.de/10009158120
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Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping - In: International journal of forecasting 40 (2024) 3, pp. 903-917
Persistent link: https://www.econbiz.de/10014547224