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A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian; Unosson, Måns; Yang, Yukai - In: Journal of time series econometrics 12 (2020) 2, pp. 1-41
Persistent link: https://www.econbiz.de/10012300798
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ECB macroeconometric models for forecasting and policy analysis : development, current practices and prospective challenges
Ciccarelli, Matteo (ed.); Darracq Pariès, Matthieu (ed.);  … - 2024
This paper takes stock of the ECB's macroeconometric modelling strategy by focusing on the models and applications used in the Forecasting and Policy Modelling Division. We focus on the guiding principles underpinning the current portfolio of the main macroeconomic models and illustrate how they...
Persistent link: https://www.econbiz.de/10014507371
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Forecasting accuracy and the length of the sample period : selection problems in a macroeconometric model context
Barabas, György; Heilemann, Ullrich; Münch, Heinz Josef - 1994
Persistent link: https://www.econbiz.de/10000886779
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On comparing information in forecasts from econometric models : a comment on Fair and Shiller
Diebold, Francis X. - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854434
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A Bayesian learning model of expectations formation : towards a solution to the Lucas critique
Mills, Jeffrey Alan - 1989
Persistent link: https://www.econbiz.de/10000802327
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Prediction in nonlinear models with data uncertainty
Gallo, Giampiero M. - 1989
Persistent link: https://www.econbiz.de/10000803057
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Hunter regional econometric forecasting
Keating, Gary (contributor) - 1988
Persistent link: https://www.econbiz.de/10000765119
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A forecast model for the German textile economy : econometric framework and results of the 1994 prognosis
Dieckheuer, Gustav; Göcke, Matthias - 1993
Persistent link: https://www.econbiz.de/10000876684
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Economic forecasting - models or markets? : An introduction to the role of econometrics in economic policy
Ramsey, James B. - 1977
Persistent link: https://www.econbiz.de/10000616056