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Short-term estimates of euro area real GDP by means of monthly data
12 references·1 citing·49 second hop
Short-term estimates of euro area real GDP by means of monthly data (2003)Short-term estimates of euro area real GD…Short-Run Assessment of French Economic Activity Using Optim (2010)Short-Run Assessment of Frenc…Public sector efficiency: An international comparison (2005)Public sector efficiency: An …Estimating Risk Premia in Money Market Rates (2003)Estimating Risk Premia in Mon…Coincident and Leading Indicators for the Euro Area (2001)Coincident and Leading Indica…An automatic leading indicator of economic activity: forecasting GDP growth for European countries* (2001)An automatic leading indicato…Unit-Root Tests Are Useful for Selecting Forecasting Models (2000)Unit-Root Tests Are Useful fo…Finite-sample properties of tests for equal forecast accuracy (1999)Finite-sample properties of t…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Using monthly data to predict quarterly output (1996)Using monthly data to predict…Quarterly forecasts of the italian business cycle by means of monthly economic indicators (1995)Quarterly forecasts of the it…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyForecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and Conditional P…Nowcasting German GDP: A comparison of bridge and factor models (2012)Nowcasting German GDP: A comp…Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Discretion versus policy rules in practice (1993)MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY (2011)A comparison of MIDAS and bridge equations (2016)The real term structure and consumption growth (1988)Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Asset Allocation in Transition Economies (2010)Forecasting Inflation Using Economic Indicators: The Case of France (2010)The Breaks in Per Capita Productivity Trends in a Number of Industrial Countries (2010)Comparing Predictive Accuracy (1995)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Macroeconomics and Reality (1980)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Introductory Econometrics for Finance (2008)Distribution Effects and the Aggregate Consumption Function (1975)Comparing Information in Forecasts from Econometric Models (1990)Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model (2005)The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries (2007)Empirical approaches to the problem of aggregation over individuals (2011)Nowcasting (2012)Introduction to Multiple Time Series Analysis (1993)Short-Term Forecasting of GDP Using Large Monthly Datasets – A Pseudo Real-Time Forecast Evaluation Exercise (2010)Do High-Frequency Data Improve High-Dimensional Portfolio Allocations? (2013)Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts (2016)Measuring Business Cycles. (1946)Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (1982)New Indexes of Coincident and Leading Economic Indicators (1989)The generalized dynamic factor model consistency and rates (2003)Similarities and convergence in G-7 cycles (2007)Noncompensatory/nonlinear composite indicators for ranking countries: a defensible setting (2008)Time Series Analysis: Forecasting and Control (1977)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Trends and Breaks in Per-Capita Carbon Dioxide Emissions, 1870-2028 (2004)Non-renewable resource prices: Deterministic or stochastic trends? (2006)Trend Time–Series Modeling and Forecasting With Neural Networks (2008)Measuring the efficiency of decision making units (1978)The measurement of productive efficiency : techniques and applications (1993)The grabbing hand: government pathologies and their cures (1999)Cross-country efficiency of secondary education provision: A semi-parametric analysis with non-discretionary inputs (2006)Government size, composition, volatility and economic growth (2010)Tax morale and public spending inefficiency (2011)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
this work references cited by second hop

References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 2005Public sector efficiency: An international comparison813 cited
  • 2001Coincident and Leading Indicators for the Euro Area200 cited
  • 2000Unit-Root Tests Are Useful for Selecting Forecasting Models152 cited
  • 2010Short-Run Assessment of French Economic Activity Using Optim119 cited
  • 2001An automatic leading indicator of economic activity: forecasting GDP growth for European countries*113 cited
  • 1995Quarterly forecasts of the italian business cycle by means of monthly economic indicators78 cited
  • 1996Using monthly data to predict quarterly output53 cited
  • 1999Finite-sample properties of tests for equal forecast accuracy51 cited
  • 2003Estimating Risk Premia in Money Market Rates32 cited

Cited by

  • 2012Nowcasting German GDP: A comparison of bridge and factor models38 cited

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