G2TT

浏览/检索结果: 共15条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
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:7/0  |  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:5/0  |  提交时间:2022/09/22
Bayesian inference  Covid-19  Macroeconomic forecasting  Minnesota prior  Real-time data  Survey of professional forecasters  Vector autoregressions  
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:5/0  |  提交时间:2022/09/22
Forecasting performance  Real time monitoring  Finite sample bounds  
The Global Weakness Index: Reading the economy’s vital signs during the COVID-19 crisis 智库出版物
2020
作者:  Danilo Leiva-León;  Gabriel Pérez-Quirós;  Eyno Rots
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Recessions  Forecasting  Real time  Covid-19  
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
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Forecasting  Forecast rationality  monetary policy  Greenbook  Survey  Real-time data  
DP11203 Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank 智库出版物
2016
作者:  Ulf Söderström;  Stefan Laséen
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Real-time forecasting  Forecast evaluation  monetary policy  Inflation targeting  
DP10272 Following the Trend: Tracking GDP when Long-Run Growth is Uncertain 智库出版物
2014
作者:  Ivan Petrella;  Thomas Drechsel;  Juan Antolin-Diaz
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Dynamic factor models  Business cycles  Mixed frequencies  Real-time forecasting  Long-run growth  
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:4/0  |  提交时间:2022/09/22
Bayesian var  Dsge  Forecast comparison  Forecast optimality  Forecasting  Real-time data  
DP9112 Now-casting and the real-time data flow 智库出版物
2012
作者:  Lucrezia Reichlin;  Domenico Giannone;  Michele Modugno;  Marta Banbura
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Dynamic factor model  High-dimensional data  Macroeconomic forecasting  Macroeconomic news  Mixed-frequency  Real-time data  State-space models  
DP9118 What Central Bankers Need to Know about Forecasting Oil Prices 智库出版物
2012
作者:  Lutz Kilian;  Christiane Baumeister
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Central banks  Forecasting methods  Oil futures prices  Out-of-sample forecast  Quarterly horizon  Real price of oil  Real-time data  Var