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Forecasting with vector autoregressive models of data vintages : US output growth and inflation

Clements, Michael P.; Galvão, Ana Beatriz C. - In: International journal of forecasting 29 (2013) 4, pp. 698-714

Persistent link: https://www.econbiz.de/10010221301

Reconciled estimates of monthly GDP in the US

Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2022

Persistent link: https://www.econbiz.de/10012822269

Impact of COVID-19 on the economic output of the US outbreak’s epicenter

Gharehgozli, Orkideh; Nayebvali, Peyman; Gharehgozli, … - In: Economics of disasters and climate change 4 (2020) 3, pp. 561-573

Persistent link: https://www.econbiz.de/10012309101

Real-time US GDP gap properties using Hamilton’s regression-based filter

Jönsson, Kristian - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 307-314

Persistent link: https://www.econbiz.de/10012253213

Factor models for non-stationary series : estimates of monthly U.S. GDP

Hengge, Martina; Leonard, Seton - 2017

This paper presents a novel dynamic factor model for non-stationary data. We begin by constructing a simple dynamic stochastic general equilibrium growth model and show that we can represent and estimate the model using a simple linear-Gaussian (Kalman) filter. Crucially, consistent estimation...

Persistent link: https://www.econbiz.de/10011669132