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Bayesian VAR models for forecasting Irish inflation
Kenny, Geoff; Meyler, Aidan; Quinn, Terence - 1998
Persistent link: https://www.econbiz.de/10000168156
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Forecasting Irish inflation : using ARIMA models/ by Aidan Meyler, Geoff Kenny and Terry Quinn
Meyler, Aidan; Kenny, Geoff; Quinn, Terry - 1998
Persistent link: https://www.econbiz.de/10000168158
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Reliable real-time output gap estimates based on a modified Hamilton filter
Quast, Josefine; Wolters, Maik H. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 152-168
Persistent link: https://www.econbiz.de/10012804095
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PCCI : a data-rich measure of underlying inflation in the euro area
Bańbura, Marta; Bobeica, Elena - 2020
Inflation (PCCI), a measure of underlying inflation in the euro area. The PCCI reflects the view that underlying inflation … component of inflation. Methodologically, it relies on a generalised dynamic factor model estimated on a large set of … disaggregated HICP inflation rates for 12 euro area countries. For each individual inflation rate, we estimate a low …
Persistent link: https://www.econbiz.de/10012301116
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Reliable real-time output gap estimates based on a modified Hamilton filter
Quast, Josefine; Wolters, Maik H. - 2020
estimated trend. Based on output growth and inflation forecasts and a comparison to revised output gap estimates from policy …
Persistent link: https://www.econbiz.de/10012233667
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Nowcasting domestic demand using a dynamic factor model : the case of Ireland
Egan, Paul - In: Applied economics letters 30 (2023) 19, pp. 2711-2716
Persistent link: https://www.econbiz.de/10014368525
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Measuring US business cycles : a comparison of two methods and two indicators of economic activities
Ahking, Francis W. - In: Journal of economic and social measurement 39 (2014) 4, pp. 199-216
Persistent link: https://www.econbiz.de/10011308243
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Toward a theory of evaluating predictive accuracy
Kunst, Robert M.; Jumah, Adusei - 2004
We suggest a theoretical basis for the comparative evaluation of forecasts. Instead of the general assumption that the data is generated from a stochastic model, we classify three stages of prediction experiments: pure non-stochastic prediction of given data, stochastic prediction of given data,...
Persistent link: https://www.econbiz.de/10009728977
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Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts
Galimberti, Jaqueson K.; Moura, Marcelo - 2014
Measuring economic activity in real-time is a crucial issue in applied research and in the decision-making process of policy makers; however, it also poses intricate challenges to statistical filtering methods that are built to operate optimally under the auspices of an infinite number of...
Persistent link: https://www.econbiz.de/10010376398