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Short-Term Forecasting for Empirical Economists. A Survey of the Recently Proposed Algorithms
16 references·13 citing·45 second hopsampled
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References

  • 2016The Cycle of Earnings Inequality: Evidence from Spanish Social Security Data129 cited
  • 2015Fiscal multipliers in turbulent times: the case of Spain117 cited
  • 2014Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?116 cited
  • 2011Short-run forecasting of the euro-dollar exchange rate with economic fundamentals109 cited
  • 2012Markov-Switching Dynamic Factor Models in Real Time99 cited
  • 2015Envy and Habits: Panel Data Estimates of Interdependent Preferences98 cited
  • 2013Are There Alternatives to Bankruptcy? A Study of Small Business Distress in Spain92 cited
  • 2012Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models89 cited
  • 2013Disentangling Contagion Among Sovereign CDS Spreads During the European Debt Crisis78 cited
  • 2012Determinants of Default Ratios in the Segment of Loans to Households in Spain70 cited
  • 2013Insolvency Institutions and Efficiency: The Spanish Case68 cited
  • 2013DSGE Models and the Lucas Critique67 cited
  • 2014Term Structure Estimation, Liquidity-Induced Heteroskedasticity and the Price of Liquidity Risk67 cited
  • 2012International Reserves and Gross Capital Flows - Dynamics During Financial Stress65 cited
  • 2012

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The Effectiveness of Forex Interventions in Four Latin American Countries
64 cited
  • 2012Heterogeneity and Cross-Country Spillovers in Macroeconomic-Financial Linkages62 cited
  • Cited by

    • 2015Contract Staggering and Unemployment During the Great Recession: Evidence from Spain98 cited
    • 2014Price-Cost Mark-Ups in the Spanish Economy: A Microeconomic Perspective80 cited
    • 2014Entrepreneurship and Enforcement Institutions: Disaggregated Evidence for Spain70 cited
    • 2014The Structure of Sub-National Public Debt: Liquidity vs Credit Risks66 cited
    • 2014A Toolkit to Strengthen Government Budget Surveillance64 cited
    • 2013The Distribution of Debt Across Euro Area Countries: The Role of Individual Characteristics, Institutions and Credit Conditions63 cited
    • 2015Employment Protection Legislation and Labor Court Activity in Spain59 cited
    • 2016Google's MIDAS Touch: Predicting UK Unemployment with Internet Search Data57 cited
    • 2014Third-Country Relations in the Directive Establishing a Framework for the Recovery and Resolution of Credit Institutions44 cited
    • 2013Meeting Our D€Stiny. A Disaggregated Euro Area Short Term Indicator Model to Forecast GDP (Y) Growth42 cited
    • 2014Correlations32 cited
    • 2014Real-Time Forecasting US GDP from Small-Scale Factor Models17 cited
    • 2015Monitoring the World Business Cycle13 cited