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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：1/0  |  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  
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  
DP12589 Macroeconomic Nowcasting and Forecasting with Big Data 智库出版物
2018
作者:  Domenico Giannone;  Andrea Tambalotti
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Monitoring economic conditions  Business cycle analysis  High-dimensional data  Real-time data flow  
DP11391 Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 智库出版物
2016
作者:  Barbara Rossi;  Tatevik Sekhposyan
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Forecasting  Forecast rationality  monetary policy  Greenbook  Survey  Real-time data  
DP10362 Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 智库出版物
2015
作者:  Lutz Kilian;  Christiane Baumeister
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Brent  Expert forecasts  Forecast combination  Oil market  Real-time data  Retail gasoline price  Survey expectations  Wti  
DP10186 Can we Automate Earnings Forecasts and Beat Analysts? 智库出版物
2014
作者:  Eric Ghysels
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Forecast combination  Midas regression  Real-time data  
DP10075 Are there Gains from Pooling Real-Time Oil Price Forecasts? 智库出版物
2014
作者:  Lutz Kilian;  Christiane Baumeister
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Forecast combination  Forecast pooling  Oil price  Real-time data  Refiners' acquisition cost  Wti  
DP9768 Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 智库出版物
2013
作者:  Lutz Kilian;  Christiane Baumeister
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forecasts  Mixed frequency  Oil price  Real-time data  
DP9576 Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 智库出版物
2013
作者:  Barbara Rossi;  Refet Gürkaynak;  Burçin Kısacıkoğlu
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Bayesian var  Dsge  Forecast comparison  Forecast optimality  Forecasting  Real-time data