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Revisiting useful approaches to data-rich macroeconomic forecasting · Study

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ArticleRevisiting useful approaches to data-rich macroeconomic forecasting

Jan J. J. Groen2016

Article2016

Revisiting useful approaches to data-rich macroeconomic forecasting

Jan J. J. Groen · George Kapetanios

67 citations·0/0 files stored·Computational Statistics & Data Analysis

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Forecasting Techniques and Applications Statistical Methods and Applications Advanced Statistical Methods and Models

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 67 citations exist upstream.

References

1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*2002Determining the Number of Factors in Approximate Factor Models 1969The Combination of Forecasts 2002Forecasting Using Principal Components From a Large Number of Predictors 2002Macroeconomic Forecasting Using Diffusion Indexes 1997Testing the equality of prediction mean squared errors

Cited by

2021Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them 2019Macroeconomic forecast accuracy in a data‐rich environment 2013Forecasting macroeconomic variables using collapsed dynamic factor analysis 2018Google data in bridge equation models for German GDP 2011Forecasting with Approximate Dynamic Factor Models: The Role of Non-Pervasive Shocks 2024Enhancing portfolio management using artificial intelligence: literature review 2021Forecasting unemployment in the euro area with machine learning 2024Forecasting UK inflation bottom up

Details

Year2016

Typearticle

Published2016-01-21

VenueComputational Statistics & Data Analysis

ISSN-L0167-9473

Languageen

Citations67

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.1016/j.csda.2015.11.014

openalex_workW1596234395

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