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Nowcasting is not Just Contemporaneous Forecasting
16 references·5 citing·45 second hop
Nowcasting is not Just Contemporaneous Forecasting (2009)Nowcasting is not Just Contemporaneous Fo…Predicting the Present with Google Trends (2012)Predicting the Present with G…Short‐term forecasts of euro area GDP growth (2011)Short‐term forecasts of euro …Predicting the Present with Google Trends (2010)Predicting the Present with G…Nowcasting: The real-time informational content of macroeconomic data (2008)Nowcasting: The real-time inf…Macroeconomic Forecasting With Mixed-Frequency Data (2008)Macroeconomic Forecasting Wit…MIDAS Regressions: Further Results and New Directions (2007)MIDAS Regressions: Further Re…News and Noise in G-7 GDP Announcements (2005)News and Noise in G-7 GDP Ann…The MIDAS Touch: Mixed Data Sampling Regression Models (2004)The MIDAS Touch: Mixed Data S…Prediction Markets (2004)Prediction MarketsA Companion to Economic Forecasting (2004)A Companion to Economic Forec…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Forecasting Non-Stationary Economic Time Series (1999)Forecasting Non-Stationary Ec…A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series (1999)A Comparison of Linear and No…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Dynamic Econometrics (1995)Dynamic EconometricsBest Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Best Linear Unbiased Interpol…PASOS. Revista de Turismo y Patrimonio Cultural (2019)PASOS. Revista de Turismo y P…Exploring the predictive ability of LIKES of posts on the Facebook pages of four major city DMOs in Austria (2018)Exploring the predictive abil…Deciding between alternative approaches in macroeconomics (2017)Deciding between alternative …Predicting Financial Markets with Google Trends and Not so Random Keywords (2013)Predicting Financial Markets …Forecasting by factors, by variables, by both or neither? (2013)Forecasting by factors, by va…New Indexes of Coincident and Leading Economic Indicators (1989)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Large Bayesian vector auto regressions (2009)Real-Time Measurement of Business Conditions (2009)Prior Selection for Vector Autoregressions (2014)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Predicting volatility: getting the most out of return data sampled at different frequencies (2005)New Eurocoin: Tracking Economic Growth in Real Time (2010)Now-Casting and the Real-Time Data Flow (2013)Range‐Based Estimation of Stochastic Volatility Models (2002)Modeling and Forecasting Realized Volatility (2003)Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004)Why Do Absolute Returns Predict Volatility So Well? (2006)Parametric and Nonparametric Volatility Measurement (2010)The Combination of Forecasts (1969)Empirical exchange rate models of the seventies (1983)Efficient Tests for an Autoregressive Unit Root (1992)Small sample properties of forecasts from autoregressive models under structural breaks (2004)Persistence in forecasting performance and conditional combination strategies (2005)Modelling Nonlinear Economic Time Series (2010)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Political Choice in Britain (2004)Taking Time Seriously (2008)Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets (1988)Implied Binomial Trees (1994)The Limits of Arbitrage (1995)Repugnance as a Constraint on Markets (2007)The Power of Stars: Do Star Actors Drive the Success of Movies? (2007)The Promise of Prediction Markets (2008)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Economic and statistical measures of forecast accuracy (2000)Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (2005)The Volatility of Realized Volatility (2008)An Almost Ideal Demand System (1980)Generalized autoregressive conditional heteroskedasticity (1986)In Search of Attention (2011)Big data in tourism research: A literature review (2018)Text as Data (2019)
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  • 2012Predicting the Present with Google Trends2,353 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1995Dynamic Econometrics1,199 cited
  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2007MIDAS Regressions: Further Results and New Directions1,003 cited
  • 2004Prediction Markets886 cited
  • 1998Forecasting Economic Time Series863 cited
  • 2004The MIDAS Touch: Mixed Data Sampling Regression Models563 cited
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  • 1999Forecasting Non-Stationary Economic Time Series419 cited
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  • 2011Short‐term forecasts of euro area GDP growth269 cited
  • 2005News and Noise in G-7 GDP Announcements219 cited
  • 2004A Companion to Economic Forecasting

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211 cited

Cited by

  • 2017Deciding between alternative approaches in macroeconomics61 cited
  • 2013Forecasting by factors, by variables, by both or neither?57 cited
  • 2018Exploring the predictive ability of LIKES of posts on the Facebook pages of four major city DMOs in Austria48 cited
  • 2013Predicting Financial Markets with Google Trends and Not so Random Keywords42 cited
  • 2019PASOS. Revista de Turismo y Patrimonio Cultural12 cited