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Future directions in nowcasting economic activity: A systematic literature review
16 references·0 citing·44 second hopsampled
Future directions in nowcasting economic activity: A systematic literature review (2023)Future directions in nowcasting economic …The PRISMA 2020 statement: an updated guideline for reporting systematic reviews (2021)The PRISMA 2020 statement: an…Words are the New Numbers: A Newsy Coincident Index of the Business Cycle (2018)Words are the New Numbers: A …Macroeconomic Nowcasting and Forecasting with Big Data (2018)Macroeconomic Nowcasting and …Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility (2015)Short-Term GDP Forecasting Wi…Forecasting economic activity with targeted predictors (2014)Forecasting economic activity…Should Macroeconomic Forecasters Use Daily Financial Data and How? (2013)Should Macroeconomic Forecast…Nowcasting GDP in Real Time: A Density Combination Approach (2013)Nowcasting GDP in Real Time: …Forecasting Inflation (2013)Forecasting InflationA comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates (2013)A comparison of mixed frequen…Real-Time Forecasts of the Real Price of Oil (2012)Real-Time Forecasts of the Re…Can Google data help predict French youth unemployment? (2012)Can Google data help predict …Nowcasting with Google Trends in an Emerging Market (2011)Nowcasting with Google Trends…MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area (2010)MIDAS vs. mixed-frequency VAR…Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP* (2010)Factor MIDAS for Nowcasting a…Nowcasting: The real-time informational content of macroeconomic data (2008)Nowcasting: The real-time inf…Implications of Dynamic Factor Models for VAR Analysis (2005)Implications of Dynamic Facto…New Indexes of Coincident and Leading Economic Indicators (1989)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Large Bayesian vector auto regressions (2009)Real-Time Measurement of Business Conditions (2009)Prior Selection for Vector Autoregressions (2014)Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Comparing Predictive Accuracy (1994)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Quantifying the speculative component in the real price of oil: The role of global oil inventories (2013)The Role of Speculation in Oil Markets: What Have We Learned So Far? (2013)Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach (2015)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Bank Lending in Uncertain Times (2017)Measuring Uncertainty and Its Impact on the Economy (2017)Approximately normal tests for equal predictive accuracy in nested models (2006)Tests of Conditional Predictive Ability (2006)Short-term forecasting of Japanese tourist inflow to South Korea using Google trends data (2016)In pursuit of an effective B2B digital marketing strategy in an emerging market (2019)Improving Tourist Arrival Prediction: A Big Data and Artificial Neural Network Approach (2020)Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Macro Factors in Bond Risk Premia (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)FRED-MD: A Monthly Database for Macroeconomic Research (2015)Comparing Predictive Accuracy (1995)Determining the Number of Factors in Approximate Factor Models (2002)Unrestricted Mixed Data Sampling (MIDAS): MIDAS Regressions with Unrestricted Lag Polynomials (2013)Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The term structure of inflation expectations (2012)Advances in Forecasting under Instability (2013)Expected Returns in Treasury Bonds (2015)Preferred reporting items for systematic reviews and meta-analyses: the PRISMA statement (2009)Preferred Reporting Items for Systematic Reviews and Meta-Analyses: The PRISMA Statement (2009)Preferred reporting items for systematic reviews and meta-analyses: the PRISMA Statement. (2009)Global prevalence and burden of depressive and anxiety disorders in 204 countries and territories in 2020 due to the COVID-19 pandemic (2021)PRISMA 2020 explanation and elaboration: updated guidance and exemplars for reporting systematic reviews (2021)PRISMA-S: an extension to the PRISMA Statement for Reporting Literature Searches in Systematic Reviews (2021)There is a risk-return trade-off after all (2005)Chapter 4 Forecast Combinations (2006)Real-Time Forecasting With a Mixed-Frequency VAR (2014)
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References

  • 2021The PRISMA 2020 statement: an updated guideline for reporting systematic reviews107,380 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
  • 2013Forecasting Inflation449 cited
  • 2012Real-Time Forecasts of the Real Price of Oil356 cited
  • 2013Should Macroeconomic Forecasters Use Daily Financial Data and How?331 cited
  • 2010MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area312 cited
  • 2010Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP*298 cited
  • 2011Nowcasting with Google Trends in an Emerging Market286 cited
  • 2015Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility243 cited
  • 2018Macroeconomic Nowcasting and Forecasting with Big Data230 cited
  • 2014Forecasting economic activity with targeted predictors205 cited
  • 2018Words are the New Numbers: A Newsy Coincident Index of the Business Cycle180 cited
  • 2012Can Google data help predict French youth unemployment?137 cited
  • 2013Nowcasting GDP in Real Time: A Density Combination Approach

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129 cited
  • 2013A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates127 cited
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