Similar Search Results - EconBiz

What are the macroeconomic effects of high-frequency uncertainty shocks?

Ferrara, Laurent; Guérin, Pierre - 2015

Persistent link: https://www.econbiz.de/10011300896

The role of economic policy uncertainty in predicting U.S. recessions : a mixed-frequency Markov-switching vector autoregressive approach

Balcilar, Mehmet; Gupta, Rangan; Segnon, Mawuli - 2016

This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MSVAR) model, and compare its in-sample and...

Persistent link: https://www.econbiz.de/10011443536

The role of economic policy uncertainty in predicting U.S. recessions : a mixed-frequency Markov-switching vector autoregressive approach

Balcilar, Mehmet; Gupta, Rangan; Segnon, Mawuli - 2016

This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MS-VAR) model, and compare its in-sample and...

Persistent link: https://www.econbiz.de/10011554324

Can alternative data improve the accuracy of dynamic factor model nowcasts? : evidence from the euro area

Cristea, Radu Gabriel - 2020

Persistent link: https://www.econbiz.de/10013206467

Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility

Chávez, Paulo; Rodriguez, Gabriel - 2022 - Primera edición

Persistent link: https://www.econbiz.de/10013273077

Monitoring multicountry macroeconomic risk

Korobilis, Dimitris; Schröder, Maximilian - 2023

inference that feature varying level of trade-off between estimation precision and computational speed. Using monthly data for …

Persistent link: https://www.econbiz.de/10014314068

Monitoring multicountry macroeconomic risk

Korobilis, Dimitris; Schröder, Maximilian - 2023

Persistent link: https://www.econbiz.de/10014316029

Monitoring multicountry macroeconomic risk

Korobilis, Dimitris; Schröder, Maximilian - 2023

Persistent link: https://www.econbiz.de/10014285859

What can time-series regressions tell us about policy counterfactuals?

McKay, Alisdair; Wolf, Christian - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 5, pp. 1695-1725

Persistent link: https://www.econbiz.de/10014434198

Monitoring multicountry macroeconomic risk

Korobilis, Dimitris; Schröder, Maximilian - 2023

Persistent link: https://www.econbiz.de/10014431618

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