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Monetary DSGE models of two countries : set-up, estimation and forecasting performance

Gunter, Ulrich - 2010

Die vorliegende Dissertation mit dem Titel Monetary DSGE Models of Two Countries: Set-Up, Estimation, and Forecasting …

Persistent link: https://www.econbiz.de/10011853175

A MIDAS approach to modeling first and second moment dynamics

Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of econometrics 193 (2016) 2, pp. 315-334

Persistent link: https://www.econbiz.de/10011704952

Reliable real-time estimates of the euro-area output gap

Burlon, Lorenzo; D'Imperio, Paolo - In: Journal of macroeconomics 64 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012433559

Do recessions occur concurrently across countries? : a multinomial logistic approach

Poon, Aubrey; Zhu, Dan - 2022

We develop a novel multinomial logistic model to detect and forecast concurrent recessions across multi-countries. The key advantage of our proposed framework is that we can detect recessions across countries using the additional informational content from the cross-country panel feature of the...

Persistent link: https://www.econbiz.de/10013365832

The motifs of risk transmission in multivariate time series: Application to commodity prices

Pagnottoni, Paolo; Spelta, Alessandro - In: Socio-economic planning sciences : the international … 87 (2023) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10014317442

Have credit card services become important to monetary aggregation? : an application of sign restricted Bayesian VAR

Barnett, William A.; Park, Hyun - 2023

Persistent link: https://www.econbiz.de/10014280753

Monitoring the economy in real time : trends and gaps in real activity and prices

Hasenzagl, Thomas; Pellegrino, Filippo; Reichlin, Lucrezia - 2023

Persistent link: https://www.econbiz.de/10014321020

Attention trajectories capture utility accumulation and predict brand choice

Martinovici, Ana; Pieters, Rik; Erdem, Tülin - In: Journal of marketing research 60 (2023) 4, pp. 625-645

Persistent link: https://www.econbiz.de/10014322137

Momentum and market volatility : a Bayesian regime-switching model

Cao, Jia; Copeland, Laurence S. - In: The European journal of finance 29 (2023) 5, pp. 483-507

Persistent link: https://www.econbiz.de/10014322539

The effect of new housing supply in structural models : a forecasting performance evaluation

Girstmair, Stefan - 2024

Equilibrium (DSGE) models in forecasting the Great Financial Crisis (GFC), focusing on the U.S. While existing models have added a … includes both the financial sector and endogenous housing supply and show that forecasting accuracy significantly improves when … highlight the necessity of combining model extension and housing supply data for accurate forecasting during economic crises. I …

Persistent link: https://www.econbiz.de/10014484423