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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
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  |  
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
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  |  
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
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  |  
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
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  |  
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
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  |  
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
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  |  
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
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  |  
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
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  |  
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
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  |  
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