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Comments on: "Forecasting with a real-time data set for macroeconomists"

Kozicki, Sharon - In: Journal of macroeconomics 24 (2002) 4, pp. 541-557

Persistent link: https://www.econbiz.de/10001729038

Estimating equilibrium real interest rates in real-time

Clark, Todd E.; Kozicki, Sharon - 2004

We use a range of simple models and 22 years of real-time data vintages for the U.S. to assess the difficulties of estimating the equilibrium real interest rate in real time. Model specifications differ according to whether the time-varying equilibrium real rate is linked to trend growth, and...

Persistent link: https://www.econbiz.de/10010295659

Estimating equilibrium real interest rates in real time

Clark, Todd E.; Kozicki, Sharon - In: The North American journal of economics and finance : a … 16 (2005) 3, pp. 395-413

Persistent link: https://www.econbiz.de/10003240253

Estimating equilibrium real interest rates in real time

Clark, Todd E. (contributor); Kozicki, Sharon (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002541220

Rounding error : a distoring influence on index data

Kozicki, Sharon; Hoffman, Barak - In: Journal of money, credit and banking : JMCB 36 (2004) 3,1, pp. 319-338

Persistent link: https://www.econbiz.de/10002144583

Estimating equilibrium real interest rates in real-time

Clark, Todd E. (contributor); Kozicki, Sharon (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002433802

Reply to the comments on: "Forecasting with a real-time data set for macroeconomists"

Stark, Tom; Croushore, Dean - In: Journal of macroeconomics 24 (2002) 4, pp. 563-567

Persistent link: https://www.econbiz.de/10001729043

Estimating Equilibrium Real Interest Rates in Real Time

Clark, Todd E.; Kozicki, Sharon - 2004

Persistent link: https://www.econbiz.de/10014069593