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Testing big data in a big crisis: Nowcasting under Covid-19
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Testing big data in a big crisis: Nowcasting under Covid-19 (2022)Testing big data in a big crisis: Nowcast…How to estimate a vector autoregression after March 2020 (2022)How to estimate a vector auto…How is machine learning useful for macroeconomic forecasting? (2022)How is machine learning usefu…Estimating and projecting air passenger traffic during the COVID-19 coronavirus outbreak and its socio-economic impact (2020)Estimating and projecting air…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…FRED-MD: A Monthly Database for Macroeconomic Research (2015)FRED-MD: A Monthly Database f…Real-Time Forecasting With a Mixed-Frequency VAR (2014)Real-Time Forecasting With a …Predicting the Present with Google Trends (2012)Predicting the Present with G…Nowcasting: The real-time informational content of macroeconomic data (2008)Nowcasting: The real-time inf…Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach (2004)Determinants of Long-Term Gro…Combination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…Predicting the Equity Premium with Dividend Ratios (2003)Predicting the Equity Premium…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyScoring Rules for Continuous Probability Distributions (1976)Scoring Rules for Continuous …New Indexes of Coincident and Leading Economic Indicators (1989)Forecasting Using Principal Components From a Large Number of Predictors (2002)Large Bayesian vector auto regressions (2009)Real-Time Measurement of Business Conditions (2009)Prior Selection for Vector Autoregressions (2014)La prévision : ses lois logiques, ses sources subjectives (1937)Cognitive Processes and the Assessment of Subjective Probability Distributions (1975)Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules (2010)Forecast Verification (2011)Probabilistic Forecasting (2014)The Combination of Forecasts (1969)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Forecasting Stock Returns (2013)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Why do Some Countries Produce So Much More Output Per Worker than Others? (1999)Does financial liberalization spur growth? (2005)Do better schools lead to more growth? Cognitive skills, economic outcomes, and causation (2012)How economic growth, renewable electricity and natural resources contribute to CO2 emissions? (2017)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)In Search of Attention (2011)Big data in tourism research: A literature review (2018)Text as Data (2019)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2012Predicting the Present with Google Trends2,353 cited
  • 2004Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach2,112 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 1976Scoring Rules for Continuous Probability Distributions950 cited
  • 2015FRED-MD: A Monthly Database for Macroeconomic Research908 cited
  • 2003Predicting the Equity Premium with Dividend Ratios764 cited
  • 2020Estimating and projecting air passenger traffic during the COVID-19 coronavirus outbreak and its socio-economic impact348 cited
  • 2022How to estimate a vector autoregression after March 2020263 cited
  • 2014Real-Time Forecasting With a Mixed-Frequency VAR250 cited

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2022
How is machine learning useful for macroeconomic forecasting?
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