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A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Annals of financial economics 17 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013262971
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A first look on the new halle economic projection model
Giesen, Sebastian; Holtemöller, Oliver; Scharff, Juliane; … - 2010
Zeitpunkten werden präsentiert und diskutiert. -- Mehrländermodell ; Prognose ; Bayesianische Ökonometrie …
Persistent link: https://www.econbiz.de/10003950731
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Financial conditions and density forecasts for US output and inflation
Alessandri, Piergiorgio; Mumtaz, Haroon - 2014
When do financial markets help in predicting economic activity? With incomplete markets, the link between financial and real economy is state-dependent and financial indicators may turn out to be useful particularly in forecasting "tail" macroeconomic events. We examine this conjecture by...
Persistent link: https://www.econbiz.de/10010339756
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Forecasting residential investment in the United States
Lunsford, Kurt G. - In: International journal of forecasting 31 (2015) 2, pp. 276-285
Persistent link: https://www.econbiz.de/10011474049
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Ahead of the curve : a commonsense guide to forecasting business and market cycles
Ellis, Joseph H. - 2005
Persistent link: https://www.econbiz.de/10002795475
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How to forecast : a guide for business
Morrell, James - 2001
Persistent link: https://www.econbiz.de/10001573567
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Market prophets : can forecasters predict the financial future?
Stamp, David - 2002
Persistent link: https://www.econbiz.de/10001653685
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Using a Wage-Price-Setting Model to Forecast U.S. Inflation
Do, Nguyen - 2020
modifies a wage–price-setting (WPS) model to forecast U.S. inflation over one- to three-year horizons. The out …-of-sample forecast results show that productivity growth is a useful predictor of inflation, in the sense that the modified WPS model … improves upon some univariate benchmark models during the 1990Q1–2020Q2 period. Since the early 2000s, forecast accuracy can be …
Persistent link: https://www.econbiz.de/10012854366
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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 GDP Growth Rates Using Google Trends in the United States and Brazil
Bantis, Evripidis; Clements, Michael P.; Urquhart, Andrew - 2021
In this paper we consider the value of Google Trends search data for nowcasting (and forecasting) GDP growth for a developed (U.S.) and emerging-market economy (Brazil). Our focus is on the marginal contribution of "Big Data" in the form of Google Trends data over and above that of traditional...
Persistent link: https://www.econbiz.de/10013222547