Similar Search Results

Comments on "Forecasting economic and financial variables with global VARs"

Lahiri, Kajal - In: International journal of forecasting 25 (2009) 4, pp. 689-692

Persistent link: https://www.econbiz.de/10003921317

More flexible use of survey data on expectations in macroeconomic models

Lahiri, Kajal - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 1, pp. 69-76

Persistent link: https://www.econbiz.de/10001019325

Interest rates and the subjective probability distribution of inflation forecasts

Lahiri, Kajal - In: Journal of money, credit and banking : JMCB 20 (1988) 2, pp. 233-248

Persistent link: https://www.econbiz.de/10001051963

Nowcasting US GDP : the role of ISM business surveys

Lahiri, Kajal; Monokroussos, George - In: International journal of forecasting 29 (2013) 4, pp. 644-658

Persistent link: https://www.econbiz.de/10010221312

Estimating macroeconomic uncertainty and discord using info-metrics

Lahiri, Kajal; Wang, Wuwei - 2019

We apply generalized beta and triangular distributions to histograms from the Survey of Professional Forecasters (SPF) to estimate forecast uncertainty, shocks and discord using information framework, and compare these with moment-based estimates. We find these two approaches to produce...

Persistent link: https://www.econbiz.de/10012024647