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Merging structural and reduced-form models for forecasting

Martínez-Martín, Jaime; Morris, Richard; Onorante, Luca; … - In: The B.E. journal of macroeconomics 24 (2024) 1, pp. 399-437

Persistent link: https://www.econbiz.de/10014580528

Nowcasting in a pandemic using non-parametric mixed frequency VARs

Huber, Florian; Koop, Gary; Onorante, Luca; Pfarrhofer, … - In: Journal of econometrics 232 (2023) 1, pp. 52-69

Persistent link: https://www.econbiz.de/10013472832

Tail forecasting with multivariate bayesian additive regression trees

Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2022

Persistent link: https://www.econbiz.de/10013281184

Macroeconomic forecasting in a multi-country context

Bai, Yu; Carriero, Andrea; Clark, Todd E.; Marcellino, … - 2022

Persistent link: https://www.econbiz.de/10012806332

Real-time conditional forecasts with Bayesian VARs : an application to New Zealand

Bloor, Chris; Matheson, Troy - In: The North American journal of economics and finance : a … 22 (2011) 1, pp. 26-42

Persistent link: https://www.econbiz.de/10009266787

Analyzing and forecasting output gap and inflation using Bayesian vector auto regression (BVAR) method : a case of Pakistan

Tahir, Mian Abdullah - In: International journal of economics and finance 6 (2014) 6, pp. 257-266

Persistent link: https://www.econbiz.de/10010371299

Forecasting economic activity with mixed frequency Bayesian VARs

Brave, Scott A.; Butters, R. Andrew; Justiniano, Alejandro - 2016

Mixed frequency Bayesian vector autoregressions (MF-BVARs) allow forecasters to incorporate a large number of mixed frequency indicators into forecasts of economic activity. This paper evaluates the forecast performance of MF-BVARs relative to surveys of professional forecasters and investigates...

Persistent link: https://www.econbiz.de/10011485951

Real-time forecasts of economic growth

Sandu, Marcel Antonio; Viziniuc, Mădălin - 2022

Persistent link: https://www.econbiz.de/10012990221

Real-time forecasting in a data-rich environment

Liebermann, Joe͏̈lle - 2012

Persistent link: https://www.econbiz.de/10010219898

Forecasting economic activity with mixed frequency BVARs

Brave, Scott A.; Butters, R. Andrew; Justiniano, Alejandro - In: International journal of forecasting 35 (2019) 4, pp. 1692-1707

Persistent link: https://www.econbiz.de/10012305519