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Macroeconomic forecasting in a multi-country context

Bai, Yu; Carriero, Andrea; Clark, Todd E.; Marcellino, … - In: Journal of applied econometrics 37 (2022) 6, pp. 1230-1255

Persistent link: https://www.econbiz.de/10013464673

Benchmarking econometric and machine learning methodologies in nowcasting GDP

Hopp, Daniel - In: Empirical economics : a quarterly journal of the … 66 (2024) 5, pp. 2191-2247

Persistent link: https://www.econbiz.de/10014520141

Comparing the New Keynesian Phillips Curve with time series models to forecast inflation

Rumler, Fabio; Valderrama, María Teresa - In: The North American journal of economics and finance : a … 21 (2010) 2, pp. 126-144

Persistent link: https://www.econbiz.de/10009267847

Forecasting with VAR models : fat tails and stochastic volatility

Chiu, Ching Wai Jeremy; Mumtaz, Haroon; Pinter, Gabor - 2015

Persistent link: https://www.econbiz.de/10011312174

Large time-varying parameter VARs

Koop, Gary; Korobilis, Dimitris - In: Journal of econometrics 177 (2013) 2, pp. 185-198

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The impact of uncertainty on professional exchange rate forecasts

Beckmann, Joscha; Czudaj, Robert - 2016

This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for four major currencies based on survey data provided by FX4casts. We consider economic policy, macroeconomic, and financial uncertainty as well as disagreement among CPI...