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Would DSGE models have predicted the Great Recession in Austria?

Breuss, Fritz - 2016

story-telling and policy analysis were in the forefront of applications since its inception, the forecasting perspective of … models are inferior in ex-ante forecasting a crisis. Surprisingly however, it turned out that not all but those models which … only detect the turning point of the Austrian business cycle early in 2008 but they also succeeded in forecasting the …

Persistent link: https://www.econbiz.de/10011561187

Forecasting US recessions : the role of sentiment

Christiansen, Charlotte; Eriksen, Jonas Nygaard; … - In: Journal of banking & finance 49 (2014), pp. 459-468

Persistent link: https://www.econbiz.de/10010509261

An overview of forecasting facing breaks

Castle, Jennifer; Clements, Michael P.; Hendry, David F. - 2016

Persistent link: https://www.econbiz.de/10011451503

Using financial indicators to predict turning points in the business cycle : the case of the leading economic index for the United States

Levanon, Gad; Manini, Jean-Claude; Ozyildirim, Ataman; … - In: International journal of forecasting 31 (2015) 2, pp. 399-425

Persistent link: https://www.econbiz.de/10011474152

Innovation activities and business cycles : are trademarks a leading indicator?

deGrazia, Charles A. W.; Myers, Amanda; Toole, Andrew A. - In: Industry and innovation 27 (2020) 1/2, pp. 184-203

Persistent link: https://www.econbiz.de/10012286286

Nowcasting with large Bayesian vector autoregressions

Cimadomo, Jacopo; Giannone, Domenico; Lenza, Michele; … - 2020

Monitoring economic conditions in real time, or nowcasting, is among the key tasks routinely performed by economists. Nowcasting entails some key challenges, which also characterise modern Big Data analytics, often referred to as the three "Vs": the large number of time series continuously...