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Nowcasting tail risk to economic activity at a weekly frequency
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References

  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
  • 1998Evaluating Interval Forecasts2,689 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
  • 2009Real-Time Measurement of Business Conditions916 cited
  • 2019Vulnerable Growth779 cited
  • 2016Systemic risk and the macroeconomy: An empirical evaluation559 cited
  • 2010Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules510 cited
  • 2013Now-Casting and the Real-Time Data Flow452 cited
  • 2013Forecasting Inflation449 cited
  • 2016Higher order elicitability and Osband’s principle445 cited
  • 2010Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility423 cited
  • 2011Macroeconomic forecasting and structural change360 cited
  • 2013

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Should Macroeconomic Forecasters Use Daily Financial Data and How?
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