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Combining predictors & combining information in modelling: forecasting US recession probabilities and output growth

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Nonlinear time series analysis of business cycles, (pp. 55-73). 2006

Persistent link: https://www.econbiz.de/10003309158

Testing for short- and long-run causality : a frequency-domain approach

Breitung, Jörg; Candelon, Bertrand - In: Journal of econometrics 132 (2006) 2, pp. 363-378

Persistent link: https://www.econbiz.de/10003348759

Structural break threshold VARs for predicting US recessions using the spread

Galvão, Ana Beatriz C. - In: Journal of applied econometrics 21 (2006) 4, pp. 463-487

Persistent link: https://www.econbiz.de/10003338656

The Harvard economic service and the problems of forecasting

Friedman, Walter A. - In: History of political economy 41 (2009) 1, pp. 57-88

Persistent link: https://www.econbiz.de/10003838448

Estimating the output gap in real time : a factor model approach

Aastveit, Knut Are (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003794084

Creating a "smart" conditional consensus forecast

Brown, Lawrence D.; Gay, Gerald D.; Turac, Marian - In: Financial analysts' journal : FAJ 64 (2008) 6, pp. 74-86

Persistent link: https://www.econbiz.de/10003796385

Forecast accuracy and economic gains from Bayesian model averaging using time varying weights

Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - 2009

Persistent link: https://www.econbiz.de/10003861024

Detecing recessions in the Great Moderation : a real-time analysis

Davig, Troy - In: Economic review 93 (2008) 4, pp. 5-33

Persistent link: https://www.econbiz.de/10003823882

Sequential methodology for signaling business cycle turning points

Golosnoy, Vasyl; Boysen-Hogrefe, Jens - 2009

The dates of U.S. business cycle are reported by NBER with a considerable delay, so an early notion of turning points is of particular interest. This paper proposes a novel sequential approach designed for timely signaling these turning points. A directional cumulated sum decision rule is...

Persistent link: https://www.econbiz.de/10003850639

Google searches as a means of improving the nowcasts of key macroeconomic variables

Cholodilin, Konstantin Arkadʹevič; Podstawski, Maximilian - 2009

The Google Insights data are a collection of recorded Internet searches for a huge number of the keywords, which are available since January 2004. These searches represent a kind of revealed perceptions of Internet users, which are a (possibly not entirely representative) sample of the general...

Persistent link: https://www.econbiz.de/10003897268