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Hierarchical shrinkage priors for dynamic regressions with many predictors
KOROBILIS, Dimitris - Center for Operations Research and Econometrics (CORE), … - 2011
– 2010 I exhaustively evaluate the forecasting properties of Bayesian shrinkage in regressions with many predictors. Results …
Persistent link: https://www.econbiz.de/10010610451
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Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
Korobilis, Dimitris - Rimini Centre for Economic Analysis (RCEA) - 2011
– 2010 I exhaustively evaluate the forecasting properties of Bayesian shrinkage in regressions with many predictors. Results …
Persistent link: https://www.econbiz.de/10009000949
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Hierarchical shrinkage priors for dynamic regressions with many predictors
Korobilis, Dimitris - Volkswirtschaftliche Fakultät, … - 2011
-- 2010 I exhaustively evaluate the forecasting properties of Bayesian shrinkage in regressions with many predictors. Results …
Persistent link: https://www.econbiz.de/10009004835
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Evaluating Phillips curve based inflation forecasts in Europe: A note
Croonenbroeck, Carsten; Stadtmann, Georg - 2012
evidence that the Phillips curves' goodness of fit is rather high. However, forecasting power is comparatively low. …
Persistent link: https://www.econbiz.de/10010310920
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Evaluating Phillips Curve Based Inflation Forecasts in Europe: A Note
Croonenbroeck, Carsten - In: Credit and Capital Markets 46 (2013) 1, pp. 79-93
evidence that the Phillips curves’ goodness of fit is rather high. However, forecasting power is comparatively low. …
Persistent link: https://www.econbiz.de/10010757765
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Evaluating Phillips curve based inflation forecasts in Europe: A note
Croonenbroeck, Carsten; Stadtmann, Georg - Wirtschaftswissenschaftliche Fakultät, … - 2012
evidence that the Phillips curves' goodness of fit is rather high. However, forecasting power is comparatively low. …
Persistent link: https://www.econbiz.de/10010984050
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Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data
Diron, Marie - 2006
Economic policy makers, international organisations and private-sector forecasters commonly use short-term forecasts of real GDP growth based on monthly indicators, such as industrial production, retail sales and confidence surveys. An assessment of the reliability of such tools and of the...
Persistent link: https://www.econbiz.de/10011604668
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Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years
D’Agostino, Antonello; Schnatz, Bernd - 2012
Indices (PMI) in anticipating US real economic activity. We conduct a fully-fledged real-time out-ofsample forecasting … forecasting GDP growth, while it performs quite poorly in anticipating industrial production growth. Combining the information …
Persistent link: https://www.econbiz.de/10011605500
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MIDAS modeling for core inflation forecasting
Libonatti, Luis - 2017
A forecasting exercise is presented to assess the predictive potential of a daily price index based on online prices …
Persistent link: https://www.econbiz.de/10012057263
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Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations
Pinkwart, Nicolas - 2018
We present a comprehensive disaggregate approach for short-term forecasting economic activity in Germany by explicitly …
Persistent link: https://www.econbiz.de/10011902328