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Forecasting economic activity with targeted predictors
9 references·16 citing·36 second hop
Forecasting economic activity with targeted predictors (2014)Forecasting economic activity with target…Short‐term forecasts of euro area GDP growth (2011)Short‐term forecasts of euro …Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP* (2010)Factor MIDAS for Nowcasting a…Nowcasting: The real-time informational content of macroeconomic data (2008)Nowcasting: The real-time inf…Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? (2008)Forecasting using a large num…Forecasting economic time series using targeted predictors (2008)Forecasting economic time ser…The Generalized Dynamic Factor Model (2005)The Generalized Dynamic Facto…Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area (2004)Dating Business Cycles: A Met…Bridge models to forecast the euro area GDP (2003)Bridge models to forecast the…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Targeting predictors in random forest regression (2022)Targeting predictors in rando…Combining wavelet decomposition with machine learning to forecast gold returns (2019)Combining wavelet decompositi…Tactical sales forecasting using a very large set of macroeconomic indicators (2017)Tactical sales forecasting us…Bank Lending in Uncertain Times (2017)Bank Lending in Uncertain Tim…Sovereign debt and reserves with liquidity and productivity crises (2016)Sovereign debt and reserves w…Optimal Inflation Weights in the Euro Area (2016)Optimal Inflation Weights in …Multitask Agents and Incentives: The Case of Teaching and Research for University Professors (2016)Multitask Agents and Incentiv…Macroeconomic Effectiveness of Non-Standard Monetary Policy and Early Exit. A Model-Based Evaluation (2016)Macroeconomic Effectiveness o…Foreign direct investment and firm performance: an empirical analysis of Italian firms (2016)Foreign direct investment and…Debt Maturity and the Liquidity of Secondary Debt Markets (2016)Debt Maturity and the Liquidi…Bank Quality, Judicial Efficiency and Borrower Runs: Loan Repayment Delays in Italy (2016)Bank Quality, Judicial Effici…The time varying effect of oil price shocks on euro-area exports (2015)The time varying effect of oi…The Macroeconomic Effects of the Sovereign Debt Crisis in the Euro Area (2015)The Macroeconomic Effects of …Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy (2015)Sovereign Debt Exposure and t…Procyclicality of Credit Rating Systems: How to Manage it (2015)Procyclicality of Credit Rati…Follow the Value Added: Bilateral Gross Export Accounting (2015)Follow the Value Added: Bilat…Testing the equality of prediction mean squared errors (1997)Determining the Number of Factors in Approximate Factor Models (2002)A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP (2010)Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility (2015)Macroeconomic Nowcasting and Forecasting with Big Data (2018)New Indexes of Coincident and Leading Economic Indicators (1989)Forecasting Using Principal Components From a Large Number of Predictors (2002)Large Bayesian vector auto regressions (2009)Real-Time Measurement of Business Conditions (2009)Prior Selection for Vector Autoregressions (2014)Trends and random walks in macroeconmic time series (1982)Trends and random walks in macroeconomic time series (1988)Forecasting Stock Returns (2013)Systemic risk and the macroeconomy: An empirical evaluation (2016)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Emerging markets’ spreads and global financial conditions (2007)Social Interactions in High School: Lessons from an Earthquake (2007)Bank profitability and taxation (2010)Agency Costs, Net Worth, And Business Fluctuations (1988)The Impact of Uncertainty Shocks (2009)Measuring Economic Policy Uncertainty* (2016)Economic policy uncertainty, tax quotas and corporate tax burden: Evidence from China (2019)Economic policy uncertainty and bank credit growth: Evidence from European banks (2020)Economic uncertainty and bank risk: Evidence from emerging economies (2020)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)The macroeconomy as a random forest (2024)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Sparse and stable Markowitz portfolios (2009)Now-Casting and the Real-Time Data Flow (2013)Panel Vector Autoregressive Models: A Survey (2013)Unrestricted Mixed Data Sampling (MIDAS): MIDAS Regressions with Unrestricted Lag Polynomials (2013)Testing for a unit root in panels with dynamic factors (2004)Determining the Number of Factors in the General Dynamic Factor Model (2007)
this work references cited by second hop

References

  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2005The Generalized Dynamic Factor Model824 cited
  • 2008Forecasting economic time series using targeted predictors704 cited
  • 2008Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?521 cited
  • 2003Bridge models to forecast the euro area GDP391 cited
  • 2010Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP*298 cited
  • 2011Short‐term forecasts of euro area GDP growth269 cited
  • 2004Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area128 cited

Cited by

  • 2022Targeting predictors in random forest regression186 cited
  • 2017Bank Lending in Uncertain Times169 cited
  • 2016Foreign direct investment and firm performance: an empirical analysis of Italian firms159 cited
  • 2015The time varying effect of oil price shocks on euro-area exports153 cited
  • 2016Sovereign debt and reserves with liquidity and productivity crises133 cited
  • 2015Procyclicality of Credit Rating Systems: How to Manage it

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118 cited
  • 2015Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy110 cited
  • 2016Debt Maturity and the Liquidity of Secondary Debt Markets109 cited
  • 2019Combining wavelet decomposition with machine learning to forecast gold returns103 cited
  • 2015The Macroeconomic Effects of the Sovereign Debt Crisis in the Euro Area87 cited
  • 2015Follow the Value Added: Bilateral Gross Export Accounting79 cited
  • 2016Optimal Inflation Weights in the Euro Area75 cited
  • 2016Macroeconomic Effectiveness of Non-Standard Monetary Policy and Early Exit. A Model-Based Evaluation74 cited
  • 2016Multitask Agents and Incentives: The Case of Teaching and Research for University Professors72 cited
  • 2017Tactical sales forecasting using a very large set of macroeconomic indicators71 cited
  • 2016Bank Quality, Judicial Efficiency and Borrower Runs: Loan Repayment Delays in Italy69 cited