Narrow search
Showing 1 - 10 of 1,732
Cover Image
Forecasting Brazilian inflation with high dimensional models
Medeiros, Marcelo C.; Vasconcelos, Gabriel F. R.; … - In: Brazilian review of econometrics : BRE ; the review of … 36 (2016) 2, pp. 223-254
Persistent link: https://www.econbiz.de/10011644505
Cover Image
Adjustment of global imbalances: Illustrative scenarios for Hungary
Hornok, Cecília; Jakab, Zoltán M.; Tóth, Máté Barnabás - 2007
In this study we examine the impact on Hungary of a possible correction of global imbalances. We distinguished four different channels of the global adjustment process, which are widely referred to in the literature (fiscal tightening in the U.S.; housing price correction in the US; an increase...
Persistent link: https://www.econbiz.de/10010322406
Cover Image
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases
Giannone, Domenico; Reichlin, Lucrezia; Small, David H. - 2006
This paper formalizes the process of updating the nowcast and forecast on output and inflation as new releases of data …
Persistent link: https://www.econbiz.de/10011604679
Cover Image
Forecasting inflation and tracking monetary policy in the euro area: does national information help?
Cristadoro, Riccardo; Venditti, Fabrizio; Saporito, Giuseppe - 2008
attention is given to national data by market analysts when they try to anticipate monetary policy moves. In this paper we use …
Persistent link: https://www.econbiz.de/10011604946
Cover Image
Measuring monetary policy expectations from financial market instruments
Joyce, Michael; Relleen, Jonathan; Sorensen, Steffen - 2008
This paper reviews the main instruments and associated yield curves that can be used to measure financial market …
Persistent link: https://www.econbiz.de/10011605024
Cover Image
Disagreement among forecasters in G7 countries
Dovern, Jonas; Fritsche, Ulrich; Slacalek, Jiri - 2009
Using the Consensus Economics dataset with individual expert forecasts from G7 countries we investigate determinants of disagreement (crosssectional dispersion of forecasts) about six key economic indicators. Disagreement about real variables (GDP, consumption, investment and unemployment) has a...
Persistent link: https://www.econbiz.de/10011605128
Cover Image
The role of central bank transparency for guiding private sector forecasts
Ehrmann, Michael; Eijffinger, Sylvester; Fratzscher, Marcel - 2010
expectations. This paper analyses empirically whether enhanced central bank transparency lowers dispersion among professional … affected by the various central bank transparency measures analyzed in this paper. …
Persistent link: https://www.econbiz.de/10011605192
Cover Image
Monetary policy analysis in real-time: Vintage combination from a real-time dataset
Altavilla, Carlo; Ciccarelli, Matteo - 2011
This paper provides a general strategy for analyzing monetary policy in real time which accounts for data uncertainty … matrix and averages model estimates across all data releases. Using standard forecasting and policy models to analyze … monetary authorities' reaction functions, we show that this simple method can improve forecasting performance and provide …
Persistent link: https://www.econbiz.de/10010274753
Cover Image
Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for output
Armah, Nii Ayi; Swanson, Norman R. - 2011
In this chapter we discuss model selection and predictive accuracy tests in the context of parameter and model uncertainty under recursive and rolling estimation schemes. We begin by summarizing some recent theoretical findings, with particular emphasis on the construction of valid bootstrap...
Persistent link: https://www.econbiz.de/10010282865
Cover Image
Do FOMC members herd?
Rülke, Jan-Christoph; Tillmann, Peter - 2010
-Hawkins Report to Congress. In this paper we use individual FOMC forecasts to assess whether these forecasts exhibit herding behavior …
Persistent link: https://www.econbiz.de/10010286382