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Real-time consideration of systematic patterns in Maltese GDP data and revisions
Debono, Nathaniel - 2024
Economic policies are generally formulated on the basis of data available in real time, which might subsequently be revised. Implicitly, the possibility of data revisions creates an element of uncertainty around the very same data driving policy decisions. Given that such uncertainty could be...
Persistent link: https://www.econbiz.de/10014461449
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A state space approach to evaluate multihorizon forecasts
Goodwin, Thomas; Tian, Jing - 2017
Persistent link: https://www.econbiz.de/10011884085
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The impact of uncertainty on professional exchange rate forecasts
Beckmann, Joscha; Czudaj, Robert - 2016
This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for … Bayesian VAR approach, we observe that effects on forecast errors of professionals turn out to be more significant compared to …
Persistent link: https://www.econbiz.de/10011532311
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The expectational effects of news in business cycles : evidence from forecast data
Miyamoto, Wataru; Nguyen, Thuy Lan - In: Journal of monetary economics 116 (2020), pp. 184-200
Persistent link: https://www.econbiz.de/10012495170
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The impact of uncertainty on professional exchange rate forecasts
Beckmann, Joscha; Czudaj, Robert - In: Journal of international money and finance 73 (2017), pp. 296-316
Persistent link: https://www.econbiz.de/10011787733
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Systematic errors in growth expectations over the business cycle
Dovern, Jonas; Jannsen, Nils - 2015
-cycle states. We show that forecasts for recessions are subject to a large negative systematic forecast error (forecasters … overestimate growth), while forecasts for recoveries are subject to a positive systematic forecast error. Forecasts made for … expansions have, if anything, a small systematic forecast error for large forecast horizons. When we link information about the …
Persistent link: https://www.econbiz.de/10010486869
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Modeling and forecasting of Brazilian reservoir inflows via dynamic linear models
Lima, L. M. Marangon; Popova, Elmira; Damien, Paul - In: International journal of forecasting 30 (2014) 3, pp. 464-476
Persistent link: https://www.econbiz.de/10010511556
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Do money and financial variables help forecasting output in emerging European economies?
Caraiani, Petre - In: Empirical economics : a journal of the Institute for … 46 (2014) 2, pp. 743-763
Persistent link: https://www.econbiz.de/10010252721
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A large Bayesian VAR of the United States Economy
Crump, Richard K.; Eusepi, Stefano; Giannone, Domenico; … - 2021
We model the United States macroeconomic and financial sectors using a formal and unified econometric model. Through shrinkage, our Bayesian VAR provides a flexible framework for modeling the dynamics of thirty-one variables, many of which are tracked by the Federal Reserve. We show how the...
Persistent link: https://www.econbiz.de/10012613922
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Forecasting the COVID-19 epidemic : the case of New Zealand
Ho, Paul; Lubik, Thomas A.; Matthes, Christian - In: New Zealand economic papers 56 (2022) 1, pp. 9-16
Persistent link: https://www.econbiz.de/10013177487