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Forecasting Aggregate Demand: Analytical Comparison of Top-Down and Bottom-Up Approaches in a Multivariate Exponential Smoothing Framework
16 references·16 citing·33 second hopsampled
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References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1977Time Series Analysis: Forecasting and Control6,446 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,252 cited
  • 2008Forecasting with Exponential Smoothing1,040 cited
  • 2000Out-of-sample tests of forecasting accuracy: an analysis and review1,014 cited
  • 1979Forecasting Economic Time Series1,004 cited
  • 1960Optimal Properties of Exponentially Weighted Forecasts985 cited
  • 2006Exponential smoothing: The state of the art—Part II953 cited
  • 2008Forecasting with Exponential Smoothing : The State Space Approach818 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited
  • 2009Bank risk and monetary policy566 cited
  • 2013POLITICIANS AT WORK: THE PRIVATE RETURNS AND SOCIAL COSTS OF POLITICAL CONNECTIONS562 cited
  • 2011Service Regulation and Growth: Evidence from OECD Countries502 cited
  • 2010

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Asset‐based measurement of poverty
473 cited

Cited by

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  • 2016Domestic and International Macroeconomic Effects of the Eurosystem Expanded Asset Purchase Programme46 cited
  • 2016Accessorizing. The Effect of Union Contract Renewals on Consumption45 cited
  • 2016Labor Force Participation, Wage Rigidities, and Inflation42 cited
  • 2015How Does Foreign Demand Activate Domestic Value Added? A Comparison Among the Largest Euro-Area Economies39 cited
  • 2016The Macroeconomic Effects of Low and Falling Inflation at the Zero Lower Bound39 cited
  • 2015The Determinants of Household Debt: A Cross-Country Analysis38 cited
  • 2016Tail Comovement in Option-Implied Inflation Expectations as an Indicator of Anchoring37 cited
  • 2016How Does Bank Capital Affect the Supply of Mortgages? Evidence from a Randomized Experiment37 cited
  • 2015Social Capital and the Cost of Credit: Evidence from a Crisis36 cited
  • 2015Structural Reforms and Zero Lower Bound in a Monetary Union35 cited
  • 2015Why is Inflation so Low in the Euro Area?33 cited
  • 2015Inflation, Financial Conditions and Non-Standard Monetary Policy in a Monetary Union. A Model-Based Evaluation32 cited