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Tracking US inequality in real time 智库出版物
2022
作者:  Thomas Blanchet;  Emmanuel Saez;  Gabriel Zucman
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
US inequalities  Covid-19  real-time statistics  
DP15653 Currency Anomalies 智库出版物
2022
作者:  Söhnke Bartram;  Leslie Djuranovik;  Anthony Garratt
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Predictors  Anomalies  Mispricing  Analysts  Market efficiency  Real-time  Arbitrage costs  Ipca  Principal components  
DP17111 Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices 智库出版物
2022
作者:  Thomas Hasenzagl;  Filippo Pellegrino;  Lucrezia Reichlin;  Giovanni Ricco
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Real-time forecasting  Output gap  Phillips curve  Semi-structural models  Bayesian estimation  
DP16760 Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 智库出版物
2021
作者:  Frank Schorfheide;  Dongho Song
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bayesian inference  Covid-19  Macroeconomic forecasting  Minnesota prior  Real-time data  Survey of professional forecasters  Vector autoregressions  
DP15926 Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 智库出版物
2021
作者:  Juan Antolin-Diaz;  Thomas Drechsel;  Ivan Petrella
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Nowcasting  Daily economic index  Dynamic factor models  Real-time data  Bayesian methods  Fat tails  
DP15917 Conditional Rotation Between Forecasting Models 智库出版物
2021
作者:  Yinchu Zhu;  Henry Allan Timmermann
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Forecasting performance  Real time monitoring  Finite sample bounds  
DP15854 Nowcasting with Large Bayesian Vector Autoregressions 智库出版物
2021
作者:  Jacopo Cimadomo;  Domenico Giannone;  Michele Lenza;  Francesca Monti;  Andrej Sokol
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Big data  Scenario analysis  Mixed frequency  Real time  Business cycles  Nowcasting  
DP15781 Self-inflicted debt crises 智库出版物
2021
作者:  Theodosios Sakis Dimopoulos;  Norman Schürhoff
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Borrower myopia  Time-inconsistency  Strategic default  Debt crisis  Bailout fund  Real options  
Measuring real activity in real time: Exiting the Great Recession and entering the pandemic recession 智库出版物
2021
作者:  Francis Diebold
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Covid-19  pandemic recession  Great recession  Nowcasting  real time measurement  
DP15653 Currency Anomalies 智库出版物
2021
作者:  Söhnke Bartram;  Leslie Djuranovik;  Anthony Garratt
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Exchange rates  Predictors  Anomalies  Mispricing  Analysts  Market efficiency  Real-time  Arbitrage costs  Ipca  Instrumented principal components analysis