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A hybrid neural network GARCH approach to forecasting Zimbabwean inflation volatility

Chitambo, Nigel E. N.; Lee, Darren; Mataramvura, Sure - In: African finance journal 23 (2021) 1, pp. 56-73

Persistent link: https://www.econbiz.de/10012654658

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

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Are there any reliable leading indicators for US inflation and GDP growth?

Banerjee, Anindya; Marcelliono, Massimiliano - In: International journal of forecasting 22 (2006) 1, pp. 137-151

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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...