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Forecasting with an econometric model: The ‘ragged edge’ problem
3 references·11 citing·41 second hop
Forecasting with an econometric model: The ‘ragged edge’ problem (1986)Forecasting with an econometric model: Th…On Evaluating the Importance of Nonlinearity in Large Macroeconometric Models (1986)On Evaluating the Importance …Models of the UK economy : a third review by the ESRC macroeconomic modelling bureau (1986)Models of the UK economy : a …Estimation of Interdependent Systems in Macroeconometrics (1969)Estimation of Interdependent …Testing big data in a big crisis: Nowcasting under Covid-19 (2022)Testing big data in a big cri…Nowcasting tail risk to economic activity at a weekly frequency (2022)Nowcasting tail risk to econo…Nowcasting Czech GDP in real time (2016)Nowcasting Czech GDP in real …Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts (2016)Forecasting and nowcasting re…Combined Density Nowcasting in an Uncertain Economic Environment (2016)Combined Density Nowcasting i…Forecasting GDP at the Regional Level with Many Predictors (2013)Forecasting GDP at the Region…Estimating the output gap in real time: A factor model approach (2013)Estimating the output gap in …Nowcasting Business Cycles Using Toll Data (2011)Nowcasting Business Cycles Us…The future of macroeconomic forecasting: Understanding the forecasting process (2007)The future of macroeconomic f…When do forecasters disagree? An assessment of German growth and inflation forecast dispersion (2005)When do forecasters disagree?…The accuracy of OECD forecasts of the international economy (1990)The accuracy of OECD forecast…Economic Forecasts and Policy (1962)Applied Economic Forecasting (1967)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Statistical Techniques in Simulation (1976)The role of prediction in evaluating econometric models (1986)Dealing with forward-looking expectations and policy rules in quantifying the channels of transmission of monetary policy (2002)Monetary Transmission in Diverse Economies (2002)Bridge models to forecast the euro area GDP (2003)25 years of time series forecasting (2006)Judgmental forecasting: A review of progress over the last 25years (2006)One model and various experts: Evaluating Dutch macroeconomic forecasts (2010)Accuracy and bias of experts’ adjusted forecasts (2014)EcoForecast: An interpretable data-driven approach for short-term macroeconomic forecasting using N-BEATS neural network (2022)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series (1995)8 Forecast evaluation and combination (1996)Do private sector forecasters chase after IMF or OECD forecasts? (2013)Testing the optimality of inflation forecasts under flexible loss with random forests (2018)Do monetary policy transparency and central bank communication reduce interest rate disagreement? (2019)The Combination of Forecasts (1969)Macroeconomic Forecasting Using Diffusion Indexes (2002)Chapter 4 Forecast Combinations (2006)Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? (2019)The Forecasting Power of the Ifo Business Survey (2020)The use of big data analytics and artificial intelligence in central bankingThe Scree Test For The Number Of Factors (1966)Comparing Predictive Accuracy (1995)Determining the Number of Factors in Approximate Factor Models (2002)News-based forecasts of macroeconomic indicators: A semantic path model for interpretable predictions (2018)A Machine Learning Approach to Forecast Economic Recessions—An Italian Case Study (2020)Comparing Predictive Accuracy (1994)Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting (2019)Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them (2021)TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES (2022)Measuring Economic Policy Uncertainty* (2016)The role of judgement in macroeconomic forecasting (1990)An alternative methodology for solving nonlinear forward-looking models (1995)Forecasting economic processes (1998)Econometrics and Psychometrics: A Survey of Communalities (1971)Stochastic Specification in an Aggregate Demand Model of the United Kingdom (1974)An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification (2000)
this work references cited by second hop

References

  • 1969Estimation of Interdependent Systems in Macroeconometrics108 cited
  • 1986Models of the UK economy : a third review by the ESRC macroeconomic modelling bureau63 cited
  • 1986On Evaluating the Importance of Nonlinearity in Large Macroeconometric Models48 cited

Cited by

  • 2016Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts73 cited
  • 2016Combined Density Nowcasting in an Uncertain Economic Environment66 cited
  • 2013Forecasting GDP at the Regional Level with Many Predictors57 cited
  • 2007The future of macroeconomic forecasting: Understanding the forecasting process55 cited
  • 2005When do forecasters disagree? An assessment of German growth and inflation forecast dispersion53 cited
  • 2022Testing big data in a big crisis: Nowcasting under Covid-1943 cited
  • 1990The accuracy of OECD forecasts of the international economy38 cited
  • 2022Nowcasting tail risk to economic activity at a weekly frequency35 cited
  • 2011Nowcasting Business Cycles Using Toll Data34 cited
  • 2016Nowcasting Czech GDP in real time31 cited
  • 2013Estimating the output gap in real time: A factor model approach28 cited

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