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Garegnani, María Lorena; Gómez Aguirre, Mauricio - 2018

During the year 2016, the Central Bank of Argentina has begun to announce inflation targets. In this context, providing the authorities of good estimates of relevant macroeconomic variables turns out to be crucial to make the pertinent corrections to reach the desired policy goals. This paper...

Persistent link: https://www.econbiz.de/10011846246

Do money and financial variables help forecasting output in emerging European economies?

Caraiani, Petre - In: Empirical economics : a journal of the Institute for … 46 (2014) 2, pp. 743-763

Persistent link: https://www.econbiz.de/10010252721

Real-time forecasting in a data-rich environment

Liebermann, Joe͏̈lle - 2012

Persistent link: https://www.econbiz.de/10010219898

Forecasting inflation in Argentina

Garegnani, María Lorena; Gómez Aguirre, Maximiliano - 2018

In 2016 the Central Bank of Argentina began to announce inflation targets. In this context, providing authorities with good estimates of relevant macroeconomic variables is crucial for making pertinent corrections in order to reach the desired policy goals. This paper develops a group of models...

Persistent link: https://www.econbiz.de/10011882797

Forecasting global temperatures by exploiting cointegration with radiative forcing

Benati, Luca - 2023

I use Bayesian VARs to forecast global temperatures anomalies until the end of the XXI century by exploiting their cointegration with the Joint Radiative Forcing (JRF) of the drivers of climate change. Under a ‘no change’ scenario, the most favorable median forecast predicts the land...

Persistent link: https://www.econbiz.de/10014303938

The usefulness of the median CPI in Bayesian VARs used for macroeconomic forecasting and policy

Meyer, Brent; Zaman, Saeed - 2016

In this paper we investigate the forecasting performance of the median Consumer Price Index (CPI) in a variety of … statistics in forecasting inflation has often been relegated to simple univariate or Phillips curve approaches, thus limiting … consumption expenditures) across our set of monthly and quarterly BVARs. Although the inflation forecasting improvements are …

Persistent link: https://www.econbiz.de/10011561107

The usefulness of the median CPI in Bayesian VARs used for macroeconomic forecasting and policy

Meyer, Brent; Zaman, Saeed - In: Empirical economics : a journal of the Institute for … 57 (2019) 2, pp. 603-630

Persistent link: https://www.econbiz.de/10012056709

A large Bayesian VAR of the United States Economy

Crump, Richard K.; Eusepi, Stefano; Giannone, Domenico; … - 2021

We model the United States macroeconomic and financial sectors using a formal and unified econometric model. Through shrinkage, our Bayesian VAR provides a flexible framework for modeling the dynamics of thirty-one variables, many of which are tracked by the Federal Reserve. We show how the...

Persistent link: https://www.econbiz.de/10012613922

Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs

Zhang, Bo; Bao Hoang Nguyen - 2020

Persistent link: https://www.econbiz.de/10012533936

Real-time forecasting of the Australian macroeconomy using flexible bayesian VARs

Zhang, Bo; Bao Hoang Nguyen - 2020

Persistent link: https://www.econbiz.de/10012317113

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