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Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2023
Persistent link: https://www.econbiz.de/10014316254
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Macroeconomic forecasts in models with Bayesian averaging of classical estimates
Białowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - In: Contemporary economics 6 (2012) 1, pp. 60-69
causal relationships postulated by the macroeconomic theory) and the role of regressors is played by business and consumer …
Persistent link: https://www.econbiz.de/10009767634
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Dynamic Factor Models & Bayesian Averaging of Classical Estimates in Forecasting Macroeconomic Indicators with Application of Survey Data
Białowolski, Piotr - 2016
theory-based selection of exogenous variables. For comparison between forecasts we apply ARIMA method as well. Our approach …
Persistent link: https://www.econbiz.de/10013003903
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Canonical correlation in multivariate time series analysis with an application to one-year-ahead and multiyear-ahead macroeconomic forecasting
Otter, Pieter W. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 4, pp. 453-457
Persistent link: https://www.econbiz.de/10001096502
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003976664
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003960556
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
-parametric estimation is impractical given commonly available predictive sample sizes. Instead, this paper derives the approximate …
Persistent link: https://www.econbiz.de/10003962215
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Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi; Swanson, Norman R. - In: Applied financial economics 21 (2011) 1/3, pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
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Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi; Swanson, Norman R. - 2011
; factor ; federal reserve bank ; forecast ; macroeconometrics ; monetary policy ; parameter estimation error ; proxy …
Persistent link: https://www.econbiz.de/10009130538
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Diffusion index models and index proxies : recent results and new directions
Armah, Nii Ayi; Swanson, Norman R. - 2011
adequately "proxy" for estimated factors. -- diffusion index ; factor ; forecast ; macroeconometrics ; parameter estimation error …
Persistent link: https://www.econbiz.de/10009130556