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Nowcasting Indian GDP
16 references·2 citing·34 second hopsampled
Nowcasting Indian GDP (2017)Nowcasting Indian GDPNow-Casting and the Real-Time Data Flow (2013)Now-Casting and the Real-Time…A two-step estimator for large approximate dynamic factor models based on Kalman filtering (2011)A two-step estimator for larg…A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2011)A Quasi–Maximum Likelihood Ap…OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS (2009)OPENING THE BLACK BOX: STRUCT…Nowcasting: The real-time informational content of macroeconomic data (2008)Nowcasting: The real-time inf…Data Revisions Are Not Well Behaved (2008)Data Revisions Are Not Well B…Understanding Changes in International Business Cycle Dynamics (2005)Understanding Changes in Inte…Monetary Policy in Real Time (2004)Monetary Policy in Real TimeMonetary policy in a data-rich environment (2003)Monetary policy in a data-ric…Bridge models to forecast the euro area GDP (2003)Bridge models to forecast the…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…A new coincident index of business cycles based on monthly and quarterly series (2002)A new coincident index of bus…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyNews or Noise? An Analysis of GNP Revisions (1986)News or Noise? An Analysis of…Future directions in nowcasting economic activity: A systematic literature review (2023)Future directions in nowcasti…Forecasting GDP growth rates in the United States and Brazil using Google Trends (2022)Forecasting GDP growth rates …A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)New Indexes of Coincident and Leading Economic Indicators (1989)State-Space Models with Regime Switching (1999)Real-Time Measurement of Business Conditions (2009)On the Methodological Framework of Composite Indices: A Review of the Issues of Weighting, Aggregation, and Robustness (2018)Determining the Number of Factors in Approximate Factor Models (2002)Large Bayesian vector auto regressions (2009)Prior Selection for Vector Autoregressions (2014)Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (1983)Funds, Factors, and Diversification in Arbitrage Pricing Models (1983)GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?* (2008)Vulnerable Growth (2019)The Quarterly Journal of Economics (2024)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)International Business Cycles: World, Region, and Country-Specific Factors (2003)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Has the Business Cycle Changed and Why? (2002)Inferential Theory for Factor Models of Large Dimensions (2003)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Forecasting Economic Time Series (2000)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Empirical Asset Pricing via Machine Learning (2020)A new index of financial conditions (2014)
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References

  • 1994Comparing Predictive Accuracy5,578 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,735 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2003Monetary policy in a data-rich environment702 cited
  • 2005Understanding Changes in International Business Cycle Dynamics685 cited
  • 2002A new coincident index of business cycles based on monthly and quarterly series631 cited
  • 2011A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models531 cited
  • 2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering480 cited
  • 2013Now-Casting and the Real-Time Data Flow468 cited
  • 2009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS394 cited
  • 2003Bridge models to forecast the euro area GDP391 cited
  • 2004Monetary Policy in Real Time339 cited
  • 1986News or Noise? An Analysis of GNP Revisions300 cited

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2008
Data Revisions Are Not Well Behaved
242 cited

Cited by

  • 2023Future directions in nowcasting economic activity: A systematic literature review29 cited
  • 2022Forecasting GDP growth rates in the United States and Brazil using Google Trends26 cited