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Forecasting EMU macroeconomic variables
16 references·14 citing·32 second hop
Forecasting EMU macroeconomic variables (2004)Forecasting EMU macroeconomic variablesPooling of forecasts (2004)Pooling of forecastsAn Area Wide Model (Awm) for the Euro Area (2003)An Area Wide Model (Awm) for …Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series (1999)A Comparison of Linear and No…Monetary policy rules in practice (1998)Monetary policy rules in prac…Evidence on Structural Instability in Macroeconomic Time Series Relations (1996)Evidence on Structural Instab…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Time Series Analysis, Forecasting, and Control (1995)Time Series Analysis, Forecas…Evidence on Structural Instability in Macroeconomic Time Series Relations (1994)Evidence on Structural Instab…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Testing for the Constancy of Parameters Over Time (1989)Testing for the Constancy of …The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…Forecasting Economic Time Series (1979)Forecasting Economic Time Ser…The Combination of Forecasts (1969)The Combination of ForecastsStochastic volatility models with ARMA innovations: An application to G7 inflation forecasts (2020)Stochastic volatility models …Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models (2016)Policy‐Oriented Macroeconomic…Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs (2016)Dealing with financial instab…Forecasting Binary Outcomes (2013)Forecasting Binary OutcomesBayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (2013)Bayesian forecasting with sma…On the predictability of time-varying VAR and DSGE models (2012)On the predictability of time…A linear benchmark for forecasting GDP growth and inflation? 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(1980)Principles of forecasting : a handbook for researchers and practitioners (2001)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)
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References

  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1995Time Series Analysis, Forecasting, and Control3,494 cited
  • 1969The Combination of Forecasts3,194 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 1979Forecasting Economic Time Series1,004 cited
  • 1989Testing for the Constancy of Parameters Over Time973 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 2003An Area Wide Model (Awm) for the Euro Area641 cited
  • 1996Evidence on Structural Instability in Macroeconomic Time Series Relations617 cited
  • 1994Evidence on Structural Instability in Macroeconomic Time Series Relations600 cited
  • 2004Pooling of forecasts484 cited
  • 1999A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series

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446 cited

Cited by

  • 2005Forecasting economic variables with nonlinear models96 cited
  • 2004Forecast Pooling for European Macroeconomic Variables*67 cited
  • 200525 Years of Iif Time Series Forecasting: A Selective Review61 cited
  • 2008A linear benchmark for forecasting GDP growth and inflation?59 cited
  • 2013Forecasting Binary Outcomes49 cited
  • 2006Chapter 16 Leading Indicators46 cited
  • 2003Leading Indicators for Euro-Area Inflation and GDP Growth42 cited
  • 2005Modelling and Forecasting Fiscal Variables for the Euro Area*41 cited
  • 2005Leading Indicators: What Have We Learned?36 cited
  • 2020Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts32 cited
  • 2013Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models29 cited
  • 2012On the predictability of time-varying VAR and DSGE models19 cited
  • 2016Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs13 cited
  • 2016Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models13 cited