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FRONTIERS OF REAL-TIME DATA ANALYSIS
16 references·3 citing·46 second hopsampled
FRONTIERS OF REAL-TIME DATA ANALYSIS (2008)FRONTIERS OF REAL-TIME DATA ANALYSISData Revisions Are Not Well Behaved (2008)Data Revisions Are Not Well B…A Comparison of the Real-Time Performance of Business Cycle Dating Methods (2007)A Comparison of the Real-Time…Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data (2005)Has U.S. Monetary Policy Chan…Monetary Policy in Real Time (2004)Monetary Policy in Real TimeMonetary policy in a data-rich environment (2003)Monetary policy in a data-ric…Monetary policy evaluation with noisy information (2003)Monetary policy evaluation wi…The Unreliability of Output-Gap Estimates in Real Time (2002)The Unreliability of Output-G…Robust Monetary Policy Rules with Unknown Natural Rates (2002)Robust Monetary Policy Rules …Forecasting with a real-time data set for macroeconomists (2002)Forecasting with a real-time …Is the Fed Too Timid? Monetary Policy in an Uncertain World (2001)Is the Fed Too Timid? Monetar…A real-time data set for macroeconomists (2001)A real-time data set for macr…The NAIRU, Unemployment and Monetary Policy (1997)The NAIRU, Unemployment and M…A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks (1997)A Model Selection Approach to…Forecasting Output With the Composite Leading Index: A Real-Time Analysis (1991)Forecasting Output With the C…Two Models of Measurements and the Investment Accelerator (1989)Two Models of Measurements an…News or Noise? An Analysis of GNP Revisions (1986)News or Noise? An Analysis of…Now-Casting and the Real-Time Data Flow (2013)Now-Casting and the Real-Time…What's in a Second Opinion? Shadowing the ECB and the Bank of England (2011)What's in a Second Opinion? S…Imperfect Information, Real‐Time Data and Monetary Policy in the Euro Area (2011)Imperfect Information, Real‐T…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Discretion versus policy rules in practice (1993)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Band Pass Filter (1999)The quest for prosperity without inflation (2003)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)New Indexes of Coincident and Leading Economic Indicators (1989)Comparing Predictive Accuracy (1995)Dynamic Econometrics (1995)Forecasting Economic Time Series (2000)On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)Comparing Predictive Accuracy (1994)On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation (2004)Asymptotics for out of sample tests of Granger causality (2006)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)Hysteresis and the European Unemployment Problem (1986)The Role of Monetary Policy (1995)Macroeconomic Forecasting Using Diffusion Indexes (2002)American Economic Review (2019)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Adjustment of Consumption to Changing Expectations About Future Income (1981)Time to Build and Aggregate Fluctuations (1982)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Do Measures of Monetary Policy in a VAR Make Sense (1998)Monetary Policy Rules Based on Real-Time Data (2001)Nowcasting: The real-time informational content of macroeconomic data (2008)Forecasting: theory and practice (2022)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Determining the Number of Factors in Approximate Factor Models (2002)Large Bayesian vector auto regressions (2009)Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors (2013)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting Output and Inflation: The Role of Asset Prices (2003)Should Macroeconomic Forecasters Use Daily Financial Data and How? (2013)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Macroeconomic Nowcasting and Forecasting with Big Data (2018)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Measuring the Natural Rate of Interest (2003)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)The Science of Monetary Policy: A New Keynesian Perspective (1999)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)
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References

  • 2002The Unreliability of Output-Gap Estimates in Real Time944 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 2003Monetary policy in a data-rich environment702 cited
  • 1997The NAIRU, Unemployment and Monetary Policy666 cited
  • 2001Is the Fed Too Timid? Monetary Policy in an Uncertain World405 cited
  • 1989Two Models of Measurements and the Investment Accelerator371 cited
  • 1997A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks369 cited
  • 1991Forecasting Output With the Composite Leading Index: A Real-Time Analysis366 cited
  • 2004Monetary Policy in Real Time339 cited
  • 2007A Comparison of the Real-Time Performance of Business Cycle Dating Methods334 cited
  • 2005Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data327 cited
  • 2003Monetary policy evaluation with noisy information310 cited
  • 2002Robust Monetary Policy Rules with Unknown Natural Rates304 cited
  • 1986News or Noise? An Analysis of GNP Revisions300 cited
  • 2008Data Revisions Are Not Well Behaved242 cited

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Forecasting with a real-time data set for macroeconomists
225 cited

Cited by

  • 2013Now-Casting and the Real-Time Data Flow468 cited
  • 2011Imperfect Information, Real‐Time Data and Monetary Policy in the Euro Area270 cited
  • 2011What's in a Second Opinion? Shadowing the ECB and the Bank of England8 cited