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Short-term inflation projections : a Bayesian vector autoregressive approach

Giannone, Domenico; Lenza, Michele; Momferatou, Daphne; … - In: International journal of forecasting 30 (2014) 3, pp. 635-644

Persistent link: https://www.econbiz.de/10010514782

Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era

Lewis, Kurt F.; Whiteman, Charles H. - In: Journal of forecasting 34 (2015) 1, pp. 15-35

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The impact of oil prices on sectoral returns : an empirical analysis from Borsa Instanbul

Gencer, Gaye; Demiralay, Sercan - In: Theoretical and applied economics : GAER review 20 (2013) 12, pp. 7-24

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Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections

Bańbura, Marta; Giannone, Domenico; Lenza, Michele - 2014

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Forecasting FOMC forecasts

Kalfa, S. Yanki; Marquez, Jaime R. - In: Econometrics : open access journal 9 (2021) 3, pp. 1-20

(Hendry 1980, p. 403) The three golden rules of econometrics are "test, test, and test". The current paper applies that approach to model the forecasts of the Federal Open Market Committee over 1992-2019 and to forecast those forecasts themselves. Monetary policy is forward-looking, and as part...

Persistent link: https://www.econbiz.de/10012642416