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REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS
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REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS (2012)REAL‐TIME FORECASTING OF INFLATION AND OU…Frontiers of Real-Time Data Analysis (2011)Frontiers of Real-Time Data A…Modeling data revisions: Measurement error and dynamics of “true” values (2010)Modeling data revisions: Meas…Forecasting US output growth using leading indicators: an appraisal using MIDAS models (2009)Forecasting US output growth …Phillips Curve Inflation Forecasts (2008)Phillips Curve Inflation Fore…Macroeconomic Forecasting With Mixed-Frequency Data (2008)Macroeconomic Forecasting Wit…Data Revisions Are Not Well Behaved (2008)Data Revisions Are Not Well B…Chapter 17 Forecasting with Real-Time Macroeconomic Data (2006)Chapter 17 Forecasting with 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…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? (2003)A Real-Time Data Set for Macr…Forecasting with a real-time data set for macroeconomists (2002)Forecasting with a real-time …Monetary Policy Rules Based on Real-Time Data (2001)Monetary Policy Rules Based o…A real-time data set for macroeconomists (2001)A real-time data set for macr…News or Noise? An Analysis of GNP Revisions (1986)News or Noise? An Analysis of…Data Revision, Reconstruction, and Prediction: An Application to Inventory Investment (1984)Data Revision, Reconstruction…Rationality of Announcements, Business Cycle Asymmetry, and Predictabilityof Revisions. The Case of French GDP (2016)Rationality of Announcements,…Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach (2015)Real-time forecasting of the …Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models (2012)Improving Real-Time Estimates…The Combination of Forecasts (1969)Forecasting Using Principal Components From a Large Number of Predictors (2002)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Generalized Shrinkage Methods for Forecasting Using Many Predictors (2012)The making of hawks and doves (2020)How is machine learning useful for macroeconomic forecasting? (2022)Asymptotic Inference about Predictive Ability (1996)Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP* (2010)MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area (2010)International Journal of Central Banking (2012)Should Macroeconomic Forecasters Use Daily Financial Data and How? (2013)Comparing Predictive Accuracy (1994)Do Measures of Monetary Policy in a VAR Make Sense (1998)Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (2010)Communicating uncertainty about facts, numbers and science (2019)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)The Econometrics of Financial Markets (1997)Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting (2005)Forecasting exchange rates with a large Bayesian VAR (2009)The Econometrics of Financial Markets (2012)Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates (2015)Comparing Predictive Accuracy (1995)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Evaluating Direct Multistep Forecasts (2005)Individual time series and composite forecasting of the Chinese stock index (2021)Survey of current business (1921)Macroeconomic Forecasting Using Diffusion Indexes (2002)Imperfect Information, Real‐Time Data and Monetary Policy in the Euro Area (2011)Real-Time Forecasts of the Real Price of Oil (2012)Now-Casting and the Real-Time Data Flow (2013)Chapter 4 Forecast Combinations (2006)Nowcasting GDP in Real Time: A Density Combination Approach (2013)State Space Models and MIDAS Regressions (2013)Do high-frequency financial data help forecast oil prices? The MIDAS touch at work (2015)Discretion versus policy rules in practice (1993)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Approximately normal tests for equal predictive accuracy in nested models (2006)Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion (2010)Advances in Forecast Evaluation (2013)Testing the Rationality of Price Forecasts: New Evidence from Panel Data (1990)Introducing the euro‐sting: Short‐term indicator of euro area growth (2010)Declining public concern about climate change: Can we blame the great recession? (2012)
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References

  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 2008Macroeconomic Forecasting With Mixed-Frequency Data392 cited
  • 2011Frontiers of Real-Time Data Analysis333 cited
  • 2008Phillips Curve Inflation Forecasts326 cited
  • 1986News or Noise? An Analysis of GNP Revisions300 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
  • 2008Data Revisions Are Not Well Behaved236 cited
  • 2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models236 cited
  • 2003The Use and Abuse of Real-Time Data in Economic Forecasting233 cited
  • 2002Forecasting with a real-time data set for macroeconomists225 cited
  • 2003A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter?193 cited
  • 2006Chapter 17 Forecasting with Real-Time Macroeconomic Data153 cited
  • 2010Modeling data revisions: Measurement error and dynamics of “true” values121 cited
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Data Revision, Reconstruction, and Prediction: An Application to Inventory Investment
87 cited

Cited by

  • 2015Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach46 cited
  • 2012Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models18 cited
  • 2016Rationality of Announcements, Business Cycle Asymmetry, and Predictabilityof Revisions. The Case of French GDP16 cited