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Nowcasting quarterly GDP growth in a monthly coincident indicator model
12 references·2 citing·37 second hop
Nowcasting quarterly GDP growth in a monthly coincident indicator model (2005)Nowcasting quarterly GDP growth in a mont…Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data (2008)Real-time forecasting of Germ…Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence (2001)Nonlinearities, cyclical beha…A real-time data set for macroeconomists (2001)A real-time data set for macr…Tests for Forecast Encompassing (1998)Tests for Forecast Encompassi…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyTesting the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Forecasting, Structural Time Series and the Kalman Filter (1992)Forecasting, Structural Time …A probability model of the coincident economic indicators (1991)A probability model of the co…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Mixed-Frequency Vector Autoregressive Models (2013)Mixed-Frequency Vector Autore…Real-Time Forecasting of GDP Based on a Large Factor Model with Monthly and Quarterly Data (2007)Real-Time Forecasting of GDP …Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Rank Correlation Methods. (1957)Pooling of forecasts (2004)Time-Varying Risk Premiums and the Output Gap (2008)Short interest and aggregate stock returns (2016)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Do Measures of Monetary Policy in a VAR Make Sense (1998)Monetary Policy Rules Based on Real-Time Data (2001)Macroeconomic Forecasting With Mixed-Frequency Data (2008)Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (2010)Communicating uncertainty about facts, numbers and science (2019)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)An analysis on the structural stability of Okun's law--a cross-country study (2002)Cyclically Adjusted Budget Balances: An Alternative Approach (2003)The Italian financial cycle: 1861–2011 (2013)The Conditional CAPM and the Cross-Section of Expected Returns (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Measuring the Output Responses to Fiscal Policy (2012)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Macro Factors in Bond Risk Premia (2009)A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2011)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 1998Tests for Forecast Encompassing786 cited
  • 1991A probability model of the coincident economic indicators558 cited
  • 1992Forecasting, Structural Time Series and the Kalman Filter259 cited
  • 2008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data213 cited
  • 2001Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence176 cited

Cited by

  • 2013Mixed-Frequency Vector Autoregressive Models48 cited
  • 2007Real-Time Forecasting of GDP Based on a Large Factor Model with Monthly and Quarterly Data40 cited

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