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Open economy DSGE-VAR forecasting and policy analysis : head to head with the RBNZ published forecasts

Lees, Kirdan (contributor); Matheson, Troy (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003410242

Mind your ps and qs! : improving ARMA forecasts with RBC priors

Lees, Kirdan; Matheson, Troy - In: Economics letters 96 (2007) 2, pp. 275-281

Persistent link: https://www.econbiz.de/10003503976

Open economy forecasting with a DSGE-VAR : head to head with the RBNZ published forecasts

Lees, Kirdan; Matheson, Troy; Smith, Christie - In: International journal of forecasting 27 (2011) 2, pp. 512-528

Persistent link: https://www.econbiz.de/10009247452

Assessing forecast performance

Lees, Kirdan - In: Bulletin / Reserve Bank of New Zealand 79 (2016) 10, pp. 2-19

Persistent link: https://www.econbiz.de/10011506316

Mind your Ps and Qs! : Improving ARMA forecasts with RBC priors

Lees, Kirdan; Matheson, Troy - 2005

Persistent link: https://www.econbiz.de/10003190458

Weighing up the Credit-to-GDP gap: A cautionary note

Karagedikli, Özer; Rummel, Ole J. - 2020

It has been argued that credit-to-GDP gaps (credit gap) are useful early warning indicators for banking crises. In addition, the Basel Committee on Banking Supervision has also advocated using these gaps - estimated using a one-sided Hodrick-Prescott filter with a smoothing parameter of 400,000...

Persistent link: https://www.econbiz.de/10012208408

Weighing up the credit-to-GDP gap : a cautionary note

Karagedikli, Özer; Rummel, Ole - 2020

Persistent link: https://www.econbiz.de/10012205557