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Real-time information content of macroeconomic data and uncertainty : an application to the Euro area

Glass, Katharina; Fritsche, Ulrich - 2014

Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an important source of uncertainty about the state of the economy. This paper evaluates the quality of major real macroeconomic Euro area variables, published by...

Persistent link: https://www.econbiz.de/10010425751

Forecasting ECB policy rates with different monetary policy rules

Belke, Ansgar; Klose, Jens - 2019

their forecasting properties for the policy rates of the European Central Bank. In this respect the basic rules, results …

Persistent link: https://www.econbiz.de/10012063951

Are constant interest rate forecasts modest interventions? : evidence from an estimated open economy DSGE model of the Euro Area

Adolfson, Malin; Laséen, Stefan; Lindé, Jesper; … - 2005

modest if it does not trigger the agents to revise their expectations about the inflation targeting policy. Using univariate …

Persistent link: https://www.econbiz.de/10011583556

Forecasting ECB policy rates with different monetary policy rules

Belke, Ansgar; Klose, Jens - 2019

their forecasting properties for the policy rates of the European Central Bank. In this respect the basic rules, results …

Persistent link: https://www.econbiz.de/10012034314

Forecasting ECB policy rates with different monetary policy rules

Belke, Ansgar; Klose, Jens - In: Finance a úvěr 69 (2019) 3, pp. 138-152

Persistent link: https://www.econbiz.de/10012137395

Monetary aggregates to improve early output gap estimates in the euro area : an empirical assessment

Boysen-Hogrefe, Jens - In: Journal of forecasting 34 (2015) 7, pp. 533-542

Persistent link: https://www.econbiz.de/10011390448

Monetary aggregates to improve early output gap estimates in the euro area -- an empirical assessment

Boysen-Hogrefe, Jens - 2014

real M1 shows good results, while a forecasting strategy based on projecting GDP series seems to be more robust and …

Persistent link: https://www.econbiz.de/10010248220

The long-term distribution of expected inflation in the euro area : what has changed since the great recession?

Dovern, Jonas; Kenny, Geoff - Task Force on Low Inflation (LIFT) - 2017

This paper analyses the distribution of long-term inflation expectations in the euro area using individual density …

Persistent link: https://www.econbiz.de/10011636332

The joint dynamics of U.S. and euro-area inflation rates : expectations and timevarying uncertainty

Grishchenko, Olesya; Mouabbi, Sarah; Renne, Jean-Paul - 2017

Persistent link: https://www.econbiz.de/10011647288

Euro area real-time density forecasting with financial or labor market frictions

McAdam, Peter; Warne, Anders - 2018

-Wouters model and its forecasts of real GDP growth and inflation are compared with those from two extensions. The first adds … extensions improve the density forecasts of real GDP and inflation and their joint forecasts up to an eight-quarter horizon. We … find that adding financial frictions leads to a deterioration in the forecasts, with the exception of longer-term inflation …

Persistent link: https://www.econbiz.de/10011813503