[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Using Large Data Sets to Forecast Sectoral Employment. (2011). Uwilingiye, Josine ; Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
In: Working Papers.
RePEc:pre:wpaper:201101.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 36

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian ; Marfatia, Hardik A.
    In: Working Papers.
    RePEc:pre:wpaper:202077.

    Full description at Econpapers || Download paper

  2. The Role of Asset Prices in Forecasting Inflation and Output in South Africa. (2013). GUPTA, RANGAN.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:12:y:2013:i:3:p:239-291.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ba bura, M., Giannone, D., and Reichlin, L., 2010. Large Bayesian Vector Auto Regressions.

  2. Bai, J. (2004). Estimating Cross-Section Common Stochastic Trends in Nonstationary Panel Data, Journal of Econometrics 122(1), 137-183.

  3. Bai, J., and Ng, S., 2004. A PANIC Attack on Unit Roots and Cointegration. Econometrica 72(4), 1127-1177.

  4. Banerjee, A., Marcellino, M. G., and Maston, I., 2010. Forecasting with Factor-Augmented Error Correction Models. CEPR Discussion Paper No. DP7677.

  5. Bernanke, B. S., Boivin, J., and Eliazs, P. (2005) Measuring the Effects of Monetary Policy: A Factor-Augmented Vector autoregressive (FAVAR) Approach, The Quarterly Journal of Economics, 120, 387422.

  6. Bhardwaj, G., and Swanson, N. R., 2006. An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series. Journal of Econometrics 131(1-2), 539-578.

  7. Boivin, J., and Ng, S. (2005). Understanding and comparing factor based forecasts. International Journal of Central Banking, 1(3), 117-152.

  8. Clark, T. E., and McCracken, M. W., 2001. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. Journal of Econometrics 105(1), 85110.

  9. Das, S., Gupta, R., and Kabundi, A. (2009). Could We Have Forecasted the Recent Downturn in the South African Housing Market? Journal of Housing Economics 18(4), 325-335..

  10. Doan, T. A., Litterman, R. B., and Sims, C. A. (1984). Forecasting and Conditional Projections Using Realistic Prior Distributions. Econometric Reviews, 3(1), 1-100.

  11. Dua, P., and Ray, S. C. (1995). A BVAR Model for the Connecticut Economy. Journal of Forecasting, 14(3), 167-180.
    Paper not yet in RePEc: Add citation now
  12. Enders, W., 2004. Applied Econometric Time Series, 2nd Ed. John Wiley & Sons.
    Paper not yet in RePEc: Add citation now

  13. Forni, M., Hallin, M., Lippi, M., and Reichlin, L. (2005). The Generalized Dynamic Factor Model, One Sided Estimation and Forecasting. Journal of the American Statistical Association, 100(471), 830840.

  14. Glennon, D., Lane, J., and Johnson, S., 1987. Regional Econometric Models that Reflect Labor Market Relations. International Journal of Forecasting 3(2), 299-312.

  15. Gupta, R., and Miller, S. M. (forthcoming a) `Ripple Effects and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix. Annals of Regional Science. Gupta, R., and Miller, S. M. (forthcoming b) The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market. Journal of Real Estate Finance and Economics. Johansen, S. (1991). Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrica 59, 1551-1580.

  16. Journal of Applied Econometrics 25(1), 7192. Banerjee, A., and Marcellino, M. G., 2009. Factor-Augmented Error Correction Models. In Castle , J. L., and Shephard, N. (eds.), The Methodology and Practice of Econometrics - A Festschrift for David Hendry. Oxford: Oxford University Press, 227-254.

  17. Lane, T., 1966. The Urban Base Multiplier: An Evaluation of the State of the Art. Land Economics 42(3), 339-347.

  18. LeSage, J. P. (1999). Applied Econometrics Using MATLAB, www.spatial-econometrics.com.
    Paper not yet in RePEc: Add citation now
  19. Litterman, R. B. (1981). A Bayesian Procedure for Forecasting with Vector Autoregressions.
    Paper not yet in RePEc: Add citation now

  20. Newey, W. K., and West, K. D., 1987. A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix. Econometrica 55(3), 703-708.

  21. Quarterly Review, Federal Reserve Bank of Minneapolis, Fall, 18-29. Williamson, R. B., 2006. Predictive Power of the Export Base Theory. Growth and Change 6(1), 310.
    Paper not yet in RePEc: Add citation now

  22. Rapach, D. E., and Strauss, J. K. (2005). Forecasting Employment Growth in Missouri with Many Potentially Relevant Predictors: An Analysis of Forecast Combining Methods.

  23. Rapach, D. E., and Strauss, J. K. (2010a). Bagging or Combining (or Both)? An Analysis Based on Forecasting U.S. Employment Growth. Econometric Reviews 29(5-6), 511533.
    Paper not yet in RePEc: Add citation now
  24. Rapach, D. E., and Strauss, J. K. (2010b). Forecasting U.S. State-Level Employment Growth: An Amalgamation Approach. Saint Louis University, Mimeo.
    Paper not yet in RePEc: Add citation now

  25. Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1-48.

  26. Sims, C. A., Stock, J. H., and Watson, M. W., 1990. Inference in Linear Time Series Models with Some Unit Roots. Econometrica 58(1), 113144.

  27. Stock, J. H., and Watson, M. W., (2002b) Macroeconomics forecasting using diffusion indexes, Journal of Business and Economic Statistics, 20(2), 147162.
    Paper not yet in RePEc: Add citation now

  28. Stock, J. H., and Watson, M. W., (2004). Combination Forecasts of Output Growth in a SevenCountry Data Set. Journal of Forecasting, 23(6), 405-430.

  29. Stock, J. H., and Watson, M. W., (2005). Implications of dynamic factor models for VAR analysis. NBER Working Paper No. 11467.

  30. Stock, J. H., and Watson, M.W. (2002a) Forecasting Using Principal Components from a Large Number of Predictors. Journal of the American Statistical Association, 97(460), 147162.

  31. Stock, J. H., and Watson, M.W., (2003). Forecasting Output and Inflation: The Role of Asset Prices. Journal of Economic Literature, 41(3), 788-829.

  32. Stock, James H., and Watson, M. W., (1999). Forecasting Inflation. Journal of Monetary Economics, 44(2), 293-335.

  33. Taylor, C. A., 1982. Econometric Modeling of Urban and Other Substate Areas: An Analysis of Alternative Methodologies. Regional Science and Urban Economics 12(3), 425-448.

  34. Theil, H. (1971). Principles of Econometrics. New York: John Wiley.
    Paper not yet in RePEc: Add citation now

  35. Todd, R. M. (1984). Improving Economic Forecasting with Bayesian Vector Autoregression.

  36. Working Paper, Federal Reserve Bank of Minneapolis. Litterman, R. B. (1986). Forecasting with Bayesian Vector Autoregressions Five Years of Experience. Journal of Business and Economic Statistics, 4(1), 25-38.

Cocites

Documents in RePEc which have cited the same bibliography

  1. A Framework for Macroprudential Stress Testing. (2022). Shaw, Frances ; Rice, Jonathan ; Morell, Joe.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:7/rt/22.

    Full description at Econpapers || Download paper

  2. Short-Term Inflation Projections Model and Its Assessment in Latvia. (2020). Krasnopjorovs, Olegs ; Bessonovs, Andrejs.
    In: Working Papers.
    RePEc:ltv:wpaper:202001.

    Full description at Econpapers || Download paper

  3. Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach. (2020). Swamy, Vighneswara.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:68:y:2020:i:c:p:126-150.

    Full description at Econpapers || Download paper

  4. The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet.
    In: Papers.
    RePEc:arx:papers:2006.12724.

    Full description at Econpapers || Download paper

  5. A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

    Full description at Econpapers || Download paper

  6. Bayesian estimation of large dimensional time varying VARs using copulas. (2019). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan.
    In: Papers.
    RePEc:arx:papers:1912.12527.

    Full description at Econpapers || Download paper

  7. Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe.
    In: Papers.
    RePEc:arx:papers:1912.04146.

    Full description at Econpapers || Download paper

  8. Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina.
    In: Papers.
    RePEc:arx:papers:1912.02231.

    Full description at Econpapers || Download paper

  9. Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries. (2018). Marcellino, Massimiliano ; Galvão, Ana ; Carriero, Andrea ; Galvao, Ana Beatriz.
    In: EMF Research Papers.
    RePEc:wrk:wrkemf:17.

    Full description at Econpapers || Download paper

  10. Financial and Fiscal Interaction in the Euro Area Crisis : This Time was Different. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Caruso, Alberto.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1167.

    Full description at Econpapers || Download paper

  11. Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris.
    In: Working Paper series.
    RePEc:rim:rimwps:18-30.

    Full description at Econpapers || Download paper

  12. Monetary policy reaction function pre and post the global financial crisis. (2018). Raputsoane, Leroi.
    In: MPRA Paper.
    RePEc:pra:mprapa:84866.

    Full description at Econpapers || Download paper

  13. Targeting financial stress as opposed to the exchange rate. (2018). Raputsoane, Leroi.
    In: MPRA Paper.
    RePEc:pra:mprapa:84865.

    Full description at Econpapers || Download paper

  14. Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:84275.

    Full description at Econpapers || Download paper

  15. Fiscal Multipliers in Russia. (2018). Vlasov, Sergey ; Deryugina, Elena.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2018:i:38:p:104-119.

    Full description at Econpapers || Download paper

  16. Does the foreign sector help forecast domestic variables in DSGE models?. (2018). Rubaszek, Michał ; Kolasa, Marcin.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:282.

    Full description at Econpapers || Download paper

  17. Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy. (2018). Zaman, Saeed ; Tallman, Ellis.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1809.

    Full description at Econpapers || Download paper

  18. Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

    Full description at Econpapers || Download paper

  19. Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

    Full description at Econpapers || Download paper

  20. Inflation as a global phenomenon—Some implications for inflation modeling and forecasting. (2018). Martínez García, Enrique ; Kabukçuoğlu, Ayşe ; Martinez-Garcia, Enrique ; Kabukuolu, Aye.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:87:y:2018:i:c:p:46-73.

    Full description at Econpapers || Download paper

  21. The evolving impact of global, region-specific and country-specific uncertainty. (2018). Musso, Alberto ; mumtaz, haroon.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182147.

    Full description at Econpapers || Download paper

  22. Estimation of the common component in Dynamic Factor Models. (2018). Navarro, Angela Caro ; Sanchez, Daniel Pea .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:27047.

    Full description at Econpapers || Download paper

  23. An approach to increasing forecast-combination accuracy through VAR error modeling. (2018). Wilfling, Bernd ; Weigt, Till.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:6818.

    Full description at Econpapers || Download paper

  24. Measuring Macroeconomic Uncertainty in Germany. (2018). Stöckli, Marc ; Grimme, Christian ; Stockli, Marc.
    In: CESifo Forum.
    RePEc:ces:ifofor:v:19:y:2018:i:1:p:46-50.

    Full description at Econpapers || Download paper

  25. The Estimation of Reaction Functions under Tax Competition. (2018). Rivolta, Giulia ; Panteghini, Paolo ; Miniaci, Raffaele.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6928.

    Full description at Econpapers || Download paper

  26. The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis. (2018). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2018/1.

    Full description at Econpapers || Download paper

  27. Байесовский подход к анализу влияния монетарной политики на макроэкономические показатели России. Bayesian approac. (2017). и управления Мир экономики, .
    In: Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки.
    RePEc:scn:guhrje:2017_4_04.

    Full description at Econpapers || Download paper

  28. US financial shocks and the distribution of income and consumption in the UK. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:845.

    Full description at Econpapers || Download paper

  29. The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis.. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:820.

    Full description at Econpapers || Download paper

  30. Debt and Stabilization Policy: Evidence from a Euro Area FAVAR. (2017). Zubairy, Sarah ; Owyang, Michael ; Jackson Young, Laura.
    In: Working Papers.
    RePEc:fip:fedlwp:2017-022.

    Full description at Econpapers || Download paper

  31. The Double-Edged Sword of Global Integration: Robustness, Fragility & Contagion in the International Firm Network. (2017). Yung, Julieta ; Grant, Everett.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:313.

    Full description at Econpapers || Download paper

  32. South Africa’s Financial Spillover Effects on Growth and Financial Development in the Southern African Development Community. (2017). Bara, Alex ; le Roux, Pierre.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-05-48.

    Full description at Econpapers || Download paper

  33. Makroökonomische Unsicherheit in Deutschland. (2017). Stöckli, Marc ; Grimme, Christian ; Stockli, Marc.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:70:y:2017:i:06:p:41-50.

    Full description at Econpapers || Download paper

  34. US financial shocks and the distribution of income and consumption in the UK. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2017/18.

    Full description at Econpapers || Download paper

  35. Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence. (2016). Vahey, Shaun ; Smith, Michael S.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:34:y:2016:i:3:p:416-434.

    Full description at Econpapers || Download paper

  36. Identifying Demand Effects in a Large Network of Product Categories. (2016). Gelper, Sarah ; Croux, Christophe ; Wilms, Ines.
    In: Journal of Retailing.
    RePEc:eee:jouret:v:92:y:2016:i:1:p:25-39.

    Full description at Econpapers || Download paper

  37. The impact of brand familiarity on online and offline media synergy. (2016). Pauwels, Koen ; Srinivasan, Shuba ; Yildirim, Gokhan ; Demirci, Ceren.
    In: International Journal of Research in Marketing.
    RePEc:eee:ijrema:v:33:y:2016:i:4:p:739-753.

    Full description at Econpapers || Download paper

  38. The Credibility of Hong Kongs Currency Board System: Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities. (2016). Funke, Michael ; Blagov, Boris.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:78:y:2016:i:6:p:895-914.

    Full description at Econpapers || Download paper

  39. Neutral technology shocks and employment dynamics: results based on an RBC identification scheme. (2012). Zanetti, Francesco ; mumtaz, haroon.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0453.

    Full description at Econpapers || Download paper

  40. Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?. (2011). Paciello, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:0917.

    Full description at Econpapers || Download paper

  41. Forecasting the US real house price index: Structural and non-structural models with and without fundamentals. (2011). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:2013-2021.

    Full description at Econpapers || Download paper

  42. An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa. (2011). GUPTA, RANGAN ; Balcilar, Mehmet ; Shah, Zahra B..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:891-899.

    Full description at Econpapers || Download paper

  43. Monetary Policy, Capital Inflows, and the Housing Boom. (2011). Wieladek, Tomasz ; Sa, Filipa.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1141.

    Full description at Econpapers || Download paper

  44. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. (2010). Miller, Stephen ; GUPTA, RANGAN ; van Wyk, Dylan .
    In: Working papers.
    RePEc:uct:uconnp:2010-06.

    Full description at Econpapers || Download paper

  45. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2010). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:1001.

    Full description at Econpapers || Download paper

  46. The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach. (2010). Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:315-323.

    Full description at Econpapers || Download paper

  47. Monetary policy, capital inflows and the housing boom. (2010). Wieladek, Tomasz ; Sa, Filipa.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0405.

    Full description at Econpapers || Download paper

  48. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2009-42.

    Full description at Econpapers || Download paper

  49. Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7446.

    Full description at Econpapers || Download paper

  50. The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach. (2002). Kabundi, Alain ; GUPTA, RANGAN.
    In: EcoMod2009.
    RePEc:ekd:000215:21500048.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-28 20:25:46 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.