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Using monthly data to predict quarterly output
7 references·6 citing·41 second hop
Using monthly data to predict quarterly output (1996)Using monthly data to predict quarterly o…Evidence on Structural Instability in Macroeconomic Time Series Relations (1994)Evidence on Structural Instab…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Improving Economic Forecasting With Bayesian Vector Autoregression (1984)Improving Economic Forecastin…Above-Average National Growth in 1985 and 1986 (1984)Above-Average National Growth…Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)Testing Against General Autor…Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Serial Correlation as a Conve…A comparison of MIDAS and bridge equations (2016)A comparison of MIDAS and bri…Nowcasting German GDP: A comparison of bridge and factor models (2012)Nowcasting German GDP: A comp…MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY (2011)MONTHLY GDP FORECASTING USING…Indicator models of real GDP growth in the major OECD economies (2006)Indicator models of real GDP …Short-term estimates of euro area real GDP by means of monthly data (2003)Short-term estimates of euro …Alternative Monetary Rules for a Small Open Economy: The Case of Canada (2000)Alternative Monetary Rules fo…Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Comparing Predictive Accuracy (1994)Testing the equality of prediction mean squared errors (1997)Short-term forecasting of GDP with a DSGE model augmented by monthly indicators (2014)Macroeconomics and Reality (1980)Modelling and forecasting monthly fisheries catches: comparison of regression, univariate and multivariate time series methods (1997)The Expansion Method, Mathematical Modeling, and Spatial Econometrics (1997)The Time-Series Properties of House Prices: A Case Study of the Southern California Market (2010)Comparing Predictive Accuracy (1995)Determining the Number of Factors in Approximate Factor Models (2002)Economic sentiment indicators and their prediction capabilities in business cycles of EU countries (2023)Macroeconomic Forecasting Using Diffusion Indexes (2002)MIDAS Regressions: Further Results and New Directions (2007)Nowcasting: The real-time informational content of macroeconomic data (2008)Analysing and Forecasting Price Dynamics Across Euro Area Countries and Sectors: A Panel VAR Approach (2014)Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach (2016)Forecasting and conditional projection using realistic prior distributions (1984)Bayesian Methods for Dynamic Multivariate Models (1998)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Large Bayesian vector auto regressions (2009)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Time Series Analysis, Forecasting, and Control (1995)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)Dynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables (2005)Introductory Econometrics for Finance (2008)Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Chapter 4 Forecast Combinations (2006)A comparison of monthly global indicators for forecasting growth (2021)Testing big data in a big crisis: Nowcasting under Covid-19 (2022)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The federal funds rate and the channels of monetary transmission (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Instability of return prediction models (2006)Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data (2009)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables (1978)Generalized autoregressive conditional heteroskedasticity (1986)Review of international tourism demand models (1997)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables1,468 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited
  • 1994Evidence on Structural Instability in Macroeconomic Time Series Relations600 cited
  • 1984Improving Economic Forecasting With Bayesian Vector Autoregression168 cited
  • 1984Above-Average National Growth in 1985 and 198627 cited

Cited by

  • 2016A comparison of MIDAS and bridge equations48 cited
  • 2003Short-term estimates of euro area real GDP by means of monthly data47 cited
  • 2011MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY40 cited
  • 2012Nowcasting German GDP: A comparison of bridge and factor models38 cited
  • 2000Alternative Monetary Rules for a Small Open Economy: The Case of Canada20 cited
  • 2006Indicator models of real GDP growth in the major OECD economies15 cited

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