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Macroeconomic forecasting for Australia using a large number of predictors
16 references·3 citing·33 second hop
Macroeconomic forecasting for Australia using a large number of predictors (2019)Macroeconomic forecasting for Australia u…Large Bayesian vector auto regressions (2009)Large Bayesian vector auto re…Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? (2008)Forecasting using a large num…Forecasting economic time series using targeted predictors (2008)Forecasting economic time ser…Bayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…Another look at measures of forecast accuracy (2006)Another look at measures of f…A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (2005)A comparison of direct and it…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Forecasting and conditional projection using realistic prior distributions (1984)Forecasting and conditional p…Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and Conditional P…Macroeconomics and Reality (1980)Macroeconomics and RealityLatent Variables in Socio-Economic Models. (1978)Latent Variables in Socio-Eco…Measuring Business Cycles. (1947)Measuring Business Cycles.Measuring Business Cycles (1947)Measuring Business CyclesA novel online portfolio selection approach based on pattern matching and ESG factors (2023)A novel online portfolio sele…A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting (2020)A Factor Model Analysis of th…A leading macroeconomic indicators’ based framework to automatically generate tactical sales forecasts (2019)A leading macroeconomic indic…The federal funds rate and the channels of monetary transmission (1989)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Introductory Econometrics for Finance (2008)Macroeconomic Forecasting Using Diffusion Indexes (2002)A PANIC Attack on Unit Roots and Cointegration (2004)Measuring Uncertainty (2015)Time to Build and Aggregate Fluctuations (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Macroeconomic Effects of Financial Shocks (2012)Risk Shocks (2013)American Economic Review (2019)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Automatic Time Series Forecasting: The forecast Package for R (2008)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Bayesian Methods for Dynamic Multivariate Models (1998)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Understanding business cycles (1977)Dissecting the cycle: a methodological investigation (2002)Can News About the Future Drive the Business Cycle? (2006)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2006Another look at measures of forecast accuracy5,736 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 1947Measuring Business Cycles1,481 cited
  • 2007Bayesian Analysis of DSGE Models1,367 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
  • 2009Large Bayesian vector auto regressions1,158 cited
  • 2005A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series808 cited
  • 2008Forecasting economic time series using targeted predictors704 cited
  • 1978Latent Variables in Socio-Economic Models.616 cited
  • 2008Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?521 cited

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  • 1947Measuring Business Cycles.410 cited
  • Cited by

    • 2019A leading macroeconomic indicators’ based framework to automatically generate tactical sales forecasts42 cited
    • 2023A novel online portfolio selection approach based on pattern matching and ESG factors29 cited
    • 2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting11 cited