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Modelling and Forecasting Fiscal Variables for the Euro Area*
16 references·0 citing·33 second hop
Modelling and Forecasting Fiscal Variables for the Euro Area* (2005)Modelling and Forecasting Fiscal Variable…Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (2005)A comparison of direct and it…Pooling of forecasts (2004)Pooling of forecastsMacroeconomic forecasting in the Euro area: Country specific versus area-wide information (2003)Macroeconomic forecasting in …The state of macroeconomic forecasting (2002)The state of macroeconomic fo…An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)An Empirical Characterization…Tests of equal forecast accuracy and encompassing for nested models (2001)Tests of equal forecast accur…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (1999)An Empirical Characterization…Monetary policy rules in practice (1998)Monetary policy rules in prac…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyCombining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…The Combination of Forecasts (1969)The Combination of ForecastsExpert judgment: Some necessary conditions and an example. (1974)The M3-Competition: results, conclusions and implications (2000)Chapter 4 Forecast Combinations (2006)Comparing Predictive Accuracy (1995)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Measuring Monetary Policy (1998)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)How Big (Small?) are Fiscal Multipliers? (2010)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)The Quarterly Journal of Economics (2024)Risk, Return, and Equilibrium: Empirical Tests (1973)Macroeconomic Forecasting Using Diffusion Indexes (2002)A Test for Superior Predictive Ability (2005)Large Bayesian vector auto regressions (2009)Volatility forecast comparison using imperfect volatility proxies (2010)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Discretion versus policy rules in practice (1993)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Combination forecasts of output growth in a seven‐country data set (2004)Handbook of Economic Forecasting (2013)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Macroeconomic Effects From Government Purchases and Taxes * (2011)Fiscal Policy in a Depressed Economy (2012)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1969The Combination of Forecasts3,194 cited
  • 2002An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output2,924 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1999An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output1,891 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 1998Forecasting Economic Time Series863 cited
  • 2005A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series808 cited
  • 2004Pooling of forecasts484 cited
  • 2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information415 cited

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  • 2002The state of macroeconomic forecasting240 cited
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