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Was the recent downturn in US real GDP predictable?
16 references·0 citing·47 second hopsampled
Was the recent downturn in US real GDP predictable? (2015)Was the recent downturn in US real GDP pr…International Journal of Central Banking (2012)International Journal of Cent…The Aftermath of Financial Crises (2009)The Aftermath of Financial Cr…Large Bayesian vector auto regressions (2009)Large Bayesian vector auto re…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Bayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…Solving dynamic general equilibrium models using a second-order approximation to the policy function (2003)Solving dynamic general equil…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing Linearity Against Smo…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…Sticky Prices in the United States (1982)Sticky Prices in the United S…Understanding business cycles (1977)Understanding business cyclesComparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Forecasting Economic Time Series (2000)25 years of time series forecasting (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Risk, Uncertainty and Profit (1921)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Irreversibility, Uncertainty, and Cyclical Investment (1980)The Network Origins of Aggregate Fluctuations (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Capital Theory and Investment Behavior (1963)Macroeconomics and Reality (1980)Forecasting and testing in co-integrated systems (1987)Time Series Regression with a Unit Root (1987)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Risk, Return, and Equilibrium: Empirical Tests (1973)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)A Test for Superior Predictive Ability (2005)Approximately normal tests for equal predictive accuracy in nested models (2006)Volatility forecast comparison using imperfect volatility proxies (2010)Time Series Analysis Forecasting and Control. (1971)Econometric policy evaluation: A critique (1976)Book Review: Time Series Analysis: Forecasting and Control (1977)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Monetary Theory and Policy (1999)Monetary Policy According to HANK (2018)Growth in a Time of Debt (2010)Growth in a Time of Debt (2010)From Financial Crash to Debt Crisis (2011)When Credit Bites Back (2013)Staggered prices in a utility-maximizing framework (1983)Discretion versus policy rules in practice (1993)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)Time to Build and Aggregate Fluctuations (1982)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Macroeconomic Effects of Financial Shocks (2012)Risk Shocks (2013)American Economic Review (2019)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Technological Innovation, Resource Allocation, and Growth* (2017)
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1997Testing the equality of prediction mean squared errors2,123 cited
  • 1982Sticky Prices in the United States1,917 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 2009The Aftermath of Financial Crises1,541 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,483 cited
  • 1977Understanding business cycles1,460 cited
  • 2007Bayesian Analysis of DSGE Models1,400 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 2012International Journal of Central Banking1,307 cited
  • 2003Solving dynamic general equilibrium models using a second-order approximation to the policy function1,254 cited
  • 2009Large Bayesian vector auto regressions1,211 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited

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1984
Forecasting and conditional projection using realistic prior distributions
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