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Chapter 17 Forecasting with Real-Time Macroeconomic Data
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Chapter 17 Forecasting with Real-Time Macroeconomic Data (2006)Chapter 17 Forecasting with Real-Time Mac…Learning and shifts in long-run productivity growth (2007)Learning and shifts in long-r…The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time (2005)The Reliability of Inflation …The Use and Abuse of Real-Time Data in Economic Forecasting (2003)The Use and Abuse of Real-Tim…Monetary policy in a data-rich environment (2003)Monetary policy in a data-ric…Exchange rate forecasting: the errors we’ve really made (2003)Exchange rate forecasting: th…A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter? 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References

  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 1999Forecasting inflation1,273 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 2003Monetary policy in a data-rich environment702 cited
  • 1997A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks364 cited
  • 1991Forecasting Output with the Composite Leading Index: A Real-Time Analysis330 cited
  • 2005The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time266 cited
  • 2003Exchange rate forecasting: the errors we’ve really made244 cited
  • 2003The Use and Abuse of Real-Time Data in Economic Forecasting233 cited
  • 2002Forecasting with a real-time data set for macroeconomists225 cited
  • 1991Leading Economic Indicators217 cited
  • 2003A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter?193 cited
  • 1991Leading economic indicators: new approaches and forecasting records153 cited
  • 2007Learning and shifts in long-run productivity growth124 cited
  • 2001The real-time predictive content of money for output93 cited

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Cited by

  • 2012Forecast Rationality Tests Based on Multi-Horizon Bounds137 cited
  • 2010Forecasting with Mixed Frequencies130 cited
  • 2013Nowcasting GDP in Real Time: A Density Combination Approach129 cited
  • 2007An Evaluation of the World Economic Outlook Forecasts122 cited
  • 2009Tests of Equal Predictive Ability With Real-Time Data104 cited
  • 2015Realtime Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility103 cited
  • 2009Have economic models’ forecasting performance for US output growth and inflation changed over time, and when?101 cited
  • 2010An Evaluation of Inflation Forecasts from Surveys Using Real-Time Data92 cited
  • 2017Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability87 cited
  • 2011AN AREA-WIDE REAL-TIME DATABASE FOR THE EURO AREA 175 cited
  • 2009Explanations of the inconsistencies in survey respondents’ forecasts69 cited
  • 2021Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them65 cited
  • 2011Multivariate singular spectrum analysis for forecasting revisions to real-time data63 cited
  • 2010Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach62 cited
  • 2012REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS59 cited
  • 2008A linear benchmark for forecasting GDP growth and inflation?59 cited