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Nowcasting from disaggregates in the face of location shifts
16 references·4 citing·40 second hop
Nowcasting from disaggregates in the face of location shifts (2009)Nowcasting from disaggregates in the face…The Methodology and Practice of Econometrics (2009)The Methodology and Practice …Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate (2009)Combining Disaggregate Foreca…Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data (2008)Real-time forecasting of Germ…Nowcasting: The real-time informational content of macroeconomic data (2008)Nowcasting: The real-time inf…The Generalized Dynamic Factor Model (2005)The Generalized Dynamic Facto…Robustifying forecasts from equilibrium-correction systems (2005)Robustifying forecasts from e…News and Noise in G-7 GDP Announcements (2005)News and Noise in G-7 GDP Ann…Pooling of forecasts (2004)Pooling of forecastsMacroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…The M3-Competition: results, conclusions and implications (2000)The M3-Competition: results, …Forecasting non-stationary economic time series (2000)Forecasting non-stationary ec…Forecasting Non-Stationary Economic Time Series (1999)Forecasting Non-Stationary Ec…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series (1998)A Comparison of Linear and No…An evaluation of forecasting using leading indicators (1996)An evaluation of forecasting …Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Forecasting: theory and practice (2022)Forecasting: theory and pract…An Overview of Forecasting Facing Breaks (2016)An Overview of Forecasting Fa…Forecasting from misspecified Models in the Presence of Unanticipated Location Shifts (2012)Forecasting from misspecified…Computer Mediated Transactions (2010)Computer Mediated TransactionsDetermining the Number of Factors in Approximate Factor Models (2002)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)New Indexes of Coincident and Leading Economic Indicators (1989)The Generalized Dynamic-Factor Model: Identification and Estimation (2000)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review and annotated bibliography (1990)Principles of Forecasting (2001)Another look at measures of forecast accuracy (2006)Automatic Time Series Forecasting: The forecast Package for R (2008)The Combination of Forecasts (1969)Evaluating Interval Forecasts (1998)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)25 years of time series forecasting (2006)Chapter 4 Forecast Combinations (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Testing for the Constancy of Parameters Over Time (1989)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Fuzzy sets (1965)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)User Acceptance of Computer Technology: A Comparison of Two Theoretical Models (1989)Deep Learning for Time Series Forecasting: Tutorial and Literature Survey (2022)Forecast combinations: An over 50-year review (2022)Forecast evaluation for data scientists: common pitfalls and best practices (2022)SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)Forecasting Output and Inflation: The Role of Asset Prices (2003)Tests of Conditional Predictive Ability (2006)A Test for Superior Predictive Ability (2005)Tourism demand modelling and forecasting—A review of recent research (2007)Inferential Theory for Factor Models of Large Dimensions (2003)Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors (2013)Combination forecasts of output growth in a seven‐country data set (2004)
this work references cited by second hop

References

  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2000The M3-Competition: results, conclusions and implications1,700 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2005The Generalized Dynamic Factor Model893 cited
  • 1998Forecasting Economic Time Series863 cited
  • 2004Pooling of forecasts484 cited
  • 1999Forecasting Non-Stationary Economic Time Series422 cited
  • 2000Forecasting non-stationary economic time series360 cited
  • 2005News and Noise in G-7 GDP Announcements219 cited
  • 2008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data213 cited
  • 1998A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series163 cited
  • 2009The Methodology and Practice of Econometrics157 cited
  • 2009Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate155 cited
  • 2005Robustifying forecasts from equilibrium-correction systems133 cited

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1996
An evaluation of forecasting using leading indicators
121 cited

Cited by

  • 2022Forecasting: theory and practice1,041 cited
  • 2010Computer Mediated Transactions336 cited
  • 2016An Overview of Forecasting Facing Breaks27 cited
  • 2012Forecasting from misspecified Models in the Presence of Unanticipated Location Shifts24 cited