SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Should quarterly government finance statistics be used for fiscal surveillance in Europe?
16 references·5 citing·50 second hop
Should quarterly government finance statistics be used for fiscal surveillance in Europe? (2009)Should quarterly government finance stati…Resuscitating the wage channel in models with unemployment fluctuations (2008)Resuscitating the wage channe…Macroeconomic forecasting with mixed frequency data: Forecasting US output growth (2007)Macroeconomic forecasting wit…Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints (2006)Dynamic Factor Analysis with …Temporal disaggregation using multivariate structural time series models (2005)Temporal disaggregation using…Predicting volatility: getting the most out of return data sampled at different frequencies (2005)Predicting volatility: gettin…A quarterly macroeconometric model of the Spanish Economy (2004)A quarterly macroeconometric …A Companion to Economic Forecasting (2004)A Companion to Economic Forec…A new coincident index of business cycles based on monthly and quarterly series (2002)A new coincident index of bus…Tests of equal forecast accuracy and encompassing for nested models (2001)Tests of equal forecast accur…Fiscal forecasting: The track record of the IMF, OECD and EC (2001)Fiscal forecasting: The track…Creating high‐frequency national accounts with state‐space modelling: a Monte Carlo experiment (2001)Creating high‐frequency natio…Estimating the Underlying Change in Unemployment in the UK (2000)Estimating the Underlying Cha…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyForecasting, structural time series models and the Kalman filter (1990)Forecasting, structural time …Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Best Linear Unbiased Interpol…Forecasting: theory and practice (2022)Forecasting: theory and pract…Responses to monetary policy shocks in the east and the west of Europe: a comparison (2009)Responses to monetary policy …On Implications of Micro Price Data for Macro Models (2008)On Implications of Micro Pric…Geopolitics and international organizations: An empirical study on IMF facilities (2008)Geopolitics and international…Futures Contract Rates as Monetary Policy Forecasts (2008)Futures Contract Rates as Mon…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)Now-Casting and the Real-Time Data Flow (2013)On the Methodological Framework of Composite Indices: A Review of the Issues of Weighting, Aggregation, and Robustness (2018)Comparing Predictive Accuracy (1995)Forecasting Economic Time Series (2000)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Monthly Estimates of Certain National Product Components, 1946-49 (1951)The Interpolation of Time Series by Related Series (1962)A Monthly Recursive Econometric Model of United States: A Test of Feasibility (1969)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Efficient Capital Markets: II (1991)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Disentangling demand and supply in credit developments: A survey-based analysis for Italy (2011)Policies for Local Development: An Evaluation of Italy's 'Patti Territoriali' (2011)Are Incentives for R&D Effective? Evidence from a Regression Discontinuity Approach (2014)Macroeconomics and Reality (1980)Estimating long-run relationships from dynamic heterogeneous panels (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Were There Regime Switches in U.S. Monetary Policy? (2006)Panel Vector Autoregressive Models: A Survey (2013)Economic uncertainty and the influence of monetary policy (2017)Empirical exchange rate models of the seventies (1983)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Approximately normal tests for equal predictive accuracy in nested models (2006)Fuzzy sets (1965)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)User Acceptance of Computer Technology: A Comparison of Two Theoretical Models (1989)Deep Learning for Time Series Forecasting: Tutorial and Literature Survey (2022)Forecast combinations: An over 50-year review (2022)Forecast evaluation for data scientists: common pitfalls and best practices (2022)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Realized Variance and Market Microstructure Noise (2006)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)25 years of time series forecasting (2006)Chapter 4 Forecast Combinations (2006)Handbook of Economic Forecasting (2013)
this work references cited by second hop

References

  • 1994Comparing Predictive Accuracy5,578 cited
  • 1997Testing the equality of prediction mean squared errors2,123 cited
  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 2005Predicting volatility: getting the most out of return data sampled at different frequencies854 cited
  • 2002A new coincident index of business cycles based on monthly and quarterly series631 cited
  • 2004A Companion to Economic Forecasting211 cited
  • 1990Forecasting, structural time series models and the Kalman filter175 cited
  • 2001Fiscal forecasting: The track record of the IMF, OECD and EC123 cited
  • 2000Estimating the Underlying Change in Unemployment in the UK119 cited
  • 2006Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints106 cited
  • 2008Resuscitating the wage channel in models with unemployment fluctuations92 cited
  • 2005Temporal disaggregation using multivariate structural time series models87 cited
  • 2007Macroeconomic forecasting with mixed frequency data: Forecasting US output growth52 cited
  • 2001Creating high‐frequency national accounts with state‐space modelling: a Monte Carlo experiment

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

43 cited
  • 2004A quarterly macroeconometric model of the Spanish Economy34 cited
  • Cited by

    • 2022Forecasting: theory and practice1,041 cited
    • 2009Responses to monetary policy shocks in the east and the west of Europe: a comparison201 cited
    • 2008Futures Contract Rates as Monetary Policy Forecasts186 cited
    • 2008Geopolitics and international organizations: An empirical study on IMF facilities56 cited
    • 2008On Implications of Micro Price Data for Macro Models8 cited