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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
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  |  
浏览/下载:4/0
  |  
提交时间:2022/09/22
Bayesian inference
Covid-19
Macroeconomic forecasting
Minnesota prior
Real-time data
Survey of professional forecasters
Vector autoregressions
DP11415 Understanding the Sources of Macroeconomic Uncertainty
智库出版物
2016
作者:
Barbara Rossi
;
Tatevik Sekhposyan
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浏览/下载:0/0
  |  
提交时间:2022/09/22
Uncertainty
Risk
Ambiguity
Knightian uncertainty
Survey of professional forecasters
Predictive densities
DP10115 Government Spending Shocks in Open Economy VARs
智库出版物
2014
作者:
Mario Forni
;
Luca Gambetti
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浏览/下载:0/0
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提交时间:2022/09/22
Structual vars
Government spending
Fiscal policy
Forecast revisions
Government spending news
Survey of professional forecasters
Crowding-out
Fiscal foresight
DP10001 The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data
智库出版物
2014
作者:
Domenico Giannone
;
Carlo Altavilla
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  |  
浏览/下载:1/0
  |  
提交时间:2022/09/22
Forward guidance
Large scale asset purchases
Operation twist
Quantitative easing
Survey of professional forecasters
Tapering
DP9096 Optimal Combination of Survey Forecasts
智库出版物
2012
作者:
Domenico Giannone
;
Christine De Mol
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  |  
浏览/下载:3/0
  |  
提交时间:2022/09/22
Forecast combination
Forecast evaluation
High-dimensional data
Real-time data
Shrinkage
Survey of professional forecasters
DP7260 Who Wants To Revise Privatization? The Complementarity of Market Skills and Institutions
智库出版物
2009
作者:
Irina Denisova
;
Ekaterina Zhuravskaya
;
Timothy Frye
;
Markus Eller
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  |  
浏览/下载:0/0
  |  
提交时间:2022/09/22
Break-even inflation
Liquidity premium
Survey of professional forecasters
DP5808 Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden
智库出版物
2006
作者:
Andrew Levin
;
Refet Gürkaynak
;
Eric T. Swanson
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浏览/下载:2/0
  |  
提交时间:2022/09/22
Inflation expectations
Consumer expenditure survey
Michigan survey of consumers
Survey of professional forecasters
Euler equation
DP5432 The Ownership of Ratings
智库出版物
2005
作者:
Antoine Faure-Grimaud
;
Eloïc Peyrache
;
Lucía Quesada
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  |  
浏览/下载:1/0
  |  
提交时间:2022/09/22
Equity premium puzzle
Livingston survey
Cboe vix
Survey of professional forecasters
DP4090 The Impact of R&D Subsidies on the Introduction of New Products by Incumbent Firms
智库出版物
2003
作者:
Ralph Siebert
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浏览/下载:1/0
  |  
提交时间:2022/09/22
C42
Equity premium
Risk-free rate
Aggregation of beliefs
Survey of professional forecasters
Livingston survey
DP2538 Extreme Correlation of International Equity Markets
智库出版物
2000
作者:
Bruno H Solnik
;
François Longin
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浏览/下载:0/0
  |  
提交时间:2022/09/22
Survey data
Survey of professional forecasters
Var
Tgarch