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Internet search behavior as an economic forecasting tool: The case of inflation expectations
Guzman, Giselle - Volkswirtschaftliche Fakultät, … - 2010
from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation …, Survey of Professional Forecasters, and the Michigan Survey. While useful in developing models of forecasting inflation …
Persistent link: https://www.econbiz.de/10009647210
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Short-term inflation projections: A Bayesian vector autoregressive approach
Giannone, Domenico; Lenza, Michele; Momferatou, Daphne; … - In: International Journal of Forecasting 30 (2014) 3, pp. 635-644
In this paper we construct a large Bayesian Vector Autoregressive model (BVAR) for the Euro area that captures the complex dynamic inter-relationships between the main components of the Harmonized Index of Consumer Prices (HICP) and their determinants. The model generates accurate conditional...
Persistent link: https://www.econbiz.de/10010786467
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Empirical calibration of adaptive learning
Berardi, Michele; Galimberti, Jaqueson K. - 2015
performance in forecasting macroeconomic variables and in matching survey forecasts. Our results indicate a great degree of …. Calibrations to match survey forecasts are found to be lower than those derived according to the forecasting performance …
Persistent link: https://www.econbiz.de/10011417860
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News Media vs. FRED-MD for Macroeconomic Forecasting
Ellingsen, Jon; Larsen, Vegard H.; Thorsrud, Leif Anders - 2020
-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature … for forecasting consumption developments. …
Persistent link: https://www.econbiz.de/10012425545
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News media vs. FRED-MD for macroeconomic forecasting
Ellingsen, Jon; Larsen, Vegard Høghaug; Thorsrud, Leif … - 2020
-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature … for forecasting consumption developments. …
Persistent link: https://www.econbiz.de/10012661568
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Short-term inflation projections : a Bayesian vector autoregressive approach
Giannone, Domenico; Lenza, Michele; Momferatou, Daphne; … - In: International journal of forecasting 30 (2014) 3, pp. 635-644
Persistent link: https://www.econbiz.de/10010514782
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Empirical calibration of adaptive learning
Berardi, Michele; Galimberti, Jaqueson K. - 2015
performance in forecasting macroeconomic variables and in matching survey forecasts. Our results indicate a great degree of …. Calibrations to match survey forecasts are found to be lower than those derived according to the forecasting performance …
Persistent link: https://www.econbiz.de/10011316387
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News media vs. FRED-MD for macroeconomic forecasting
Ellingsen, Jon; Larsen, Vegard Høghaug; Thorsrud, Leif … - 2020
Persistent link: https://www.econbiz.de/10012437560
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News media vs. FRED-MD for macroeconomic forecasting
Ellingsen, Jon; Larsen, Vegard Høghaug; Thorsrud, Leif … - 2020
-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature … for forecasting consumption developments. …
Persistent link: https://www.econbiz.de/10012417502
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News media vs. FRED-MD for macroeconomic forecasting
Ellingsen, Jon; Larsen, Vegard Høghaug; Thorsrud, Leif … - 2020
-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature … for forecasting consumption developments. …
Persistent link: https://www.econbiz.de/10012304069