[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico.
In: BEMPS - Bozen Economics & Management Paper Series.
RePEc:bzn:wpaper:bemps59.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 95

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

    This document has not been cited yet.

References

References cited by this document

  1. Aastveit, K. A., C. Foroni, and F. Ravazzolo (2016). Density forecasts with MIDAS models. Journal of Applied Econometrics 32(4), 783–801.
    Paper not yet in RePEc: Add citation now
  2. Aastveit, K. A., K. Gerdrup, A. S. Jore, and L. A. Thorsrud (2014). Nowcasting GDP in real time: A density combination approach. Journal of Business and Economic Statistics 32(1), 48–68.

  3. Aastveit, K., F. Ravazzolo, and H. van Dijk (2018). Combined density nowcasting in an uncertain economic environment. Journal of Business and Economic Statistics 36(1), 131–145.

  4. Aastveit, K., J. Mitchell, F. Ravazzolo, and H. van Dijk (2019). The evolution of forecast density combinations in economics. In forthcoming (Ed.), Oxford Research Encyclopedia of Economics and Finance. North-Holland.
    Paper not yet in RePEc: Add citation now
  5. Amisano, G. and J. Geweke (2010, April). Comparing and evaluating bayesian predictive distributions of asset returns. International Journal of Forecasting 26(2), 216–230.

  6. Andrews, D. W. K. (2002). Higher-Order Improvements of a Computationally Attractive “k”-Step Bootstrap for Extremum Estimators. Econometrica 70(1), 119– 162.

  7. Anscombe, F. (1968). Topics in the investigation of linear relations fitted by the method of least squares. Journal of the Royal Statistical Society B 29, 1–52.
    Paper not yet in RePEc: Add citation now
  8. Bańbura, M., D. Giannone, and L. Reichlin (2010). Large Bayesian Vector Auto Regressions. Journal of Applied Econometrics 25, 71–92.

  9. Barnard, G. A. (1963). New methods of quality control. Journal of the Royal Statistical Society, Series A 126, 255–259.
    Paper not yet in RePEc: Add citation now
  10. Bassetti, F., R. Casarin, and F. Ravazzolo (2018). Bayesian nonparametric calibration and combination of predictive distributions. Journal of the American Statistical Association 113(522), 675–685.

  11. Bates, J. and C. Granger (1969). The combination of forecasts. Operations Research Quarterly 20(4), 451–468.
    Paper not yet in RePEc: Add citation now
  12. Berkowitz, J. (2001). Testing density forecasts, with applications to risk management. Journal of Business and Economic Statistics 19(4), 465–474.

  13. Berkowitz, J. and L. Kilian (2000). Recent developments in bootstrapping time series. Econometric Reviews 19(1), 1–48.

  14. Billio, M., R. Casarin, F. Ravazzolo, and H. K. van Dijk (2013). Time-varying combinations of predictive densities using nonlinear filtering. Journal of Econometrics 177, 213–232.

  15. Bose, A. (1988). Edgeworth corrections by bootstrap in autoregressions. Annals of Statistics 16(4), 1709–1722.
    Paper not yet in RePEc: Add citation now
  16. Casarin, R., R. V. Craiu, and F. Leisen (2016). Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series. Statistics and Its Interface 9(4), 497–508.
    Paper not yet in RePEc: Add citation now
  17. Casarin, R., S. Grassi, F. Ravazzolo, and H. K. van Dijk (2015). Parallel sequential monte carlo for efficient density combination: The deco matlab toolbox. Journal of Statistical Software 68(3).

  18. Clements, M. P. and A. B. Galvao (2014). Measuring macroeconomic uncertainty: US inflation and output growth. ICMA Centre Discussion Papers in Finance 2014/04, Henley Business School, Reading University.

  19. Clements, M. P. and N. Taylor (2001). Bootstrapping prediction intervals for autoregressive models. International Journal of Forecasting 17(2), 247–267.

  20. Creel, M. (2005). User-Friendly Parallel Computations with Econometric Examples. Computational Economics 26, 107–128.

  21. Davidson, R. and E. Flachaire (2008). The wild bootstrap, tamed at last. Journal of Econometrics 146(1), 162–169.

  22. Davidson, R. and J. G. MacKinnon (2006). Bootstrap methods in econometrics. In Palgrave Handbooks of Econometrics: Volume 1 Econometric Theory, pp. 812– 838. Basingstoke: Palgrave Macmillan.

  23. Davison, A. and D. Hinkley (1997). Bootstrap Methods and their Applications. Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  24. Dawid, A. P. (1982). Intersubjective statistical models. Exchangeability in Probability and Statistics, 217–232.
    Paper not yet in RePEc: Add citation now
  25. DeGroot, M. H. and J. Mortera (1991). Optimal linear opinion pools. Management Science 37(5), 546–558.

  26. DeGroot, M. H., A. P. Dawid, and J. Mortera (1995). Coherent combination of experts’ opinions. Test 4, 263–313.

  27. Del Negro, M., B. R. Hasegawa, and F. Schorfheide (2016). Dynamic prediction pools: An investigation of financial frictions and forecasting performance. Journal of Econometrics 192(2), 391–405.

  28. Density Forecasting 27 Geweke, J. and G. Durham (2012). Massively Parallel Sequential Monte Carlo for Bayesian Inference. Working papers, University of Technology Sydney.
    Paper not yet in RePEc: Add citation now
  29. Density Forecasting 29 Ravazzolo, F. and S. V. Vahey (2014). Forecast densities for economic aggregates from disaggregate ensembles. Studies in Nonlinear Dynamics and Econometrics 18, 367–381.

  30. Diebold, F. and R. Mariano (1995). Comparing Predictive Accuracy. Journal of Business and Economic Statistics 13, 253–263.

  31. Diebold, F. X., T. A. Gunther, and A. S. Tay (1998, November). Evaluating density forecasts with applications to financial risk management. International Economic Review 39(4), 863–83.

  32. Djogbenou, A., S. Goncalves, and B. Perron (2015). Bootstrap inference in regressions with estimated factors and serial correlation. Journal of Time Series Analysis 36(3), 481–502.

  33. Djogbenou, A., S. Goncalves, and B. Perron (2017). Bootstrap prediction intervals for factor models. Journal of Business and Economic Statistics 35(1), 53–69.

  34. Durham, G. and J. Geweke (2014). Adaptive sequential posterior simulators for massively parallel computing environments. In I. Jeliazkov and D. J. Poirier (Eds.), Bayesian Model Comparison (Advances in Econometrics, Chapter 34. Emerald Group Publishing Limited.

  35. Einav, L. and J. Levin (2014). Economics in the age of big data. Science 346(6210), 715–718.
    Paper not yet in RePEc: Add citation now
  36. Geweke, J. (1989). Bayesian Inference in Econometric Models using Monte Carlo Integration. Econometrica 57, 1317–1340.

  37. Geweke, J. and G. Amisano (2011). Optimal prediction pools. Journal of Econometrics 164(1), 130 – 141.

  38. Gneiting, T. (2011). Making and evaluating point forecasts. Journal of the American Statistical Association 106, 746–762.

  39. Gneiting, T. and A. E. Raftery (2007, March). Strictly proper scoring rules, prediction, and estimation. Journal of the American Statistical Association 102, 359–378.

  40. Gneiting, T. and M. Katzfuss (2014). Probabilistic forecasting. Annual Review of Statistics and Its Application 1, 125–151.
    Paper not yet in RePEc: Add citation now
  41. Gneiting, T. and R. Ranjan (2013a). Combining Predicitve Distributions. Electronic Journal of Statistics 7, 1747–1782.
    Paper not yet in RePEc: Add citation now
  42. Gneiting, T. and R. Ranjan (2013b). Combining predictive distributions. Electronic Journal of Statistics 7, 1747–1782.
    Paper not yet in RePEc: Add citation now
  43. Goncalves, S. and B. Perron (2014). Bootstrapping factor-augmented regression models. Journal of Econometrics 182(1), 156–173.

  44. Goncalves, S. and L. Kilian (2004). Bootstrapping autoregressions with conditional heteroskedasticity of unknown form. Journal of Econometrics 123(1), 89–120.

  45. Granger, C. W. J. (1998). Extracting information from mega-panels and highfrequency data. Statistica Neerlandica 52, 258–272.

  46. Granger, C. W. J. and M. H. Pesaran (2000). Economic and statistical measures of forecast accuracy. Journal of Forecasting 19, 537–560.
    Paper not yet in RePEc: Add citation now
  47. Granger, C. W. J. and R. Ramanathan (1984). Improved Methods of Combining Forecasts. Journal of Forecasting 3, 197–204.
    Paper not yet in RePEc: Add citation now
  48. Groen, J. J. J., R. Paap, and F. Ravazzolo (2013). Real-Time Inflation Forecasting in a Changing World. Journal of Business & Economic Stastistics 31, 29–44.

  49. Guidolin, M. and A. Timmermann (2009). Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach. Journal of Econometrics 150, 297–311.

  50. Hall, S. G. and J. Mitchell (2007). Combining density forecasts. International Journal of Forecasting 23(1), 1–13.

  51. Hansen, B. (2006). Interval forecasts and parameter uncertainty. Journal of Econometrics 135, 377–398.

  52. Hoogerheide, L., R. Kleijn, R. Ravazzolo, H. K. van Dijk, and M. Verbeek (2010). Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights. Journal of Forecasting 29(1-2), 251–269.

  53. Inoue, A. and L. Kilian (2002). Bootstrapping autoregressive processes with possible unit roots inoue. Econometrica, 377–391.

  54. Kapetanios, G., J. Mitchell, S. Price, and N. Fawcett (2015). Generalised density forecast combinations. Journal of Econometrics 188, 150–165.

  55. Kascha, C. and F. Ravazzolo (2010). Combining inflation density forecasts. Journal of Forecasting 29(1-2), 231–250.

  56. Kloek, T. and H. van Dijk (1978). Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo. Econometrica 46, 1–19.

  57. Koop, G. (2003). Bayesian Econometrics. John Wiley and Sons.
    Paper not yet in RePEc: Add citation now
  58. Koop, G. and D. Korobilis (2013). Large time-varying Parameter VARs. Journal of Econometrics 177, 185–198.

  59. Kunsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. The Annals of Statistics 17(3), 1217–1241.
    Paper not yet in RePEc: Add citation now
  60. LeSage, J. P. (1998, December). Econometrics: Matlab Toolbox of Econometrics Functions. Statistical Software Components, Boston College Department of Economics.
    Paper not yet in RePEc: Add citation now
  61. Liu, R. (1988). Bootstrap procedures under some non-i.i.d. models. Annals of Statistics 16, 1696–1708.
    Paper not yet in RePEc: Add citation now
  62. Mazzi, G., J. Mitchell, and G. Montana (2014). Density nowcasts and model combination: nowcasting euro-area gdp growth over the 2008-9 recession. Oxford Bulletin of Economics and Statistics 76(2), 233–256.

  63. McAlinn, K. and M. West (2018). Dynamic bayesian predictive synthesis in time series forecasting. Journal of Econometrics forthcoming.
    Paper not yet in RePEc: Add citation now
  64. Mitchell, J. and K. Wallis (2011). Evaluating density forecasts: Forecast combinations, model mixtures, calibration and sharpness. Journal of Applied Econometrics 26(6), 1023–1040.

  65. Mitchell, J. and S. G. Hall (2005, December). Evaluating, comparing and combining density forecasts using the klic with an application to the bank of england and niesr ’fan’ charts of inflation. Oxford Bulletin of Economics and Statistics 67(s1), 995–1033.

  66. Morozov, S. and S. Mathur (2011). Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control. Computational Economics, 1–32.

  67. Pascual, L., J. Romo, and E. Ruiz (2001). Effects of parameter estimation on prediction densities: a bootstrap approach. International Journal of Forecasting 17(1), 83–103.

  68. Pettenuzzo, D. and F. Ravazzolo (2016). Optimal portfolio choice under decisionbased model combinations. Journal of Applied Econometrics 31(7), 1312–1332.

  69. Raftery, A. E., D. Madigan, and J. A. Hoeting (1997, March). Bayesian model averaging for linear regression models. Journal of the American Statistical Association 92(437), 179–91.
    Paper not yet in RePEc: Add citation now
  70. Raftery, A. E., T. Gneiting, F. Balabdaoui, and M. Polakowski (2005). Using Bayesian Model Averaging to Calibrate Forecast Ensembles. Monthly Weather Review 133, 1155–1174.
    Paper not yet in RePEc: Add citation now
  71. Raftery, A., M. Karny, and P. Ettler (2010). Online prediction under model uncertainty via dynamic model averaging: Application to a cold rolling mill. Technometrics 52, 52–66.
    Paper not yet in RePEc: Add citation now
  72. Ranjan, R. and T. Gneiting (2010). Combining probability forecasts. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 72(1), 71–91.

  73. Robert, C. P. and G. Casella (2004). Monte Carlo Statistical Methods. Springer, Berlin, Second Edition.
    Paper not yet in RePEc: Add citation now
  74. Roberts, H. V. (1965). Probabilistic prediction. Journal of American Statistical Association 60, 50–62.
    Paper not yet in RePEc: Add citation now
  75. Rossi, B. and T. Sekhposyan (2013). Conditional predictive density evaluation in the presence of instabilities. Journal of Econometrics 177(2), 199–212.

  76. Rossi, B. and T. Sekhposyan (2014). Evaluating predictive densities of us output growth and inflation in a large macroeconomic data set. International Journal of Forecasting 30(3), 662–682.

  77. Rossi, B. and T. Sekhposyan (2016). Alternative tests for correct specification of conditional predictive densities. Working Paper 758, Barcelona GSE.
    Paper not yet in RePEc: Add citation now
  78. Sloughter, J., T. Gneiting, and A. E. Raftery (2010). Probabilistic Wind Speed Forecasting Using Ensembles and Bayesian Model Averaging. Journal of the American Statistical Association 105, 25–35.

  79. Stock, J. H. and W. M. Watson (1999). Forecasting inflation. Journal of Monetary Economics 44, 293–335.

  80. Stock, J. H. and W. M. Watson (2002). Forecasting using principal components from a large number of predictors. Journal of American Statistical Association 97, 1167–1179.

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

  82. Stock, J. H. and W. M. Watson (2014). Estimating turning points using large data sets. Journal of Econometris 178, 368–381.

  83. Tay, A. and K. F. Wallis (2000). Density Forecasting: A Survey. Journal of Forecasting 19, 235–254.

  84. Terui, N. and H. K. van Dijk (2002). Combined forecasts from linear and nonlinear time series models. International Journal of Forecasting 18, 421–438.

  85. Timmermann, A. (2006). Forecast combinations. In G. Elliot, C. W. J. Granger, and A. Timmermann (Eds.), Handbook of Forecasting, Chapter 4. Elsevier.

  86. Varian, H. (2014). Machine learning: New tricks for econometrics. Journal of Economics Perspectives 28, 3–28.
    Paper not yet in RePEc: Add citation now
  87. Varian, H. and S. Scott (2014). Predicting the present with bayesian structural time series. International Journal of Mathematical Modelling and Numerical Optimisation 5, 4–23.
    Paper not yet in RePEc: Add citation now
  88. Vergé, C., C. Dubarry, P. Del Moral, and E. Moulines (2015, Mar). On parallel implementation of sequential monte carlo methods: the island particle model. Statistics and Computing 25(2), 243–260.
    Paper not yet in RePEc: Add citation now
  89. Waggoner, D. F. and T. Zha (2012). Confronting model misspecification in macroeconomics. Journal of Econometrics 171, 167–184.

  90. Wallis, K. F. (2003). Chi-squared tests of interval and density forecasts, and the bank of england’s fan charts. International Journal of Forecasting 19(3), 165–175.

  91. Wallis, K. F. (2011). Combining forecasts - forty years later. Applied Financial Economics 21(1-2), 33–41.

  92. West, K. (1996). Asymptotic inference about predictive ability. Econometrica 64, 1067–1084.

  93. Wu, C. (1986). Jackknife, bootstrap and other resampling methods in regression analysis. Annals of Statistics 14, 1261–1295.
    Paper not yet in RePEc: Add citation now
  94. Yeh, A. B. (1998). A bootstrap procedure in linear regression with nonstationary errors. The Canadian Journal of Statistical Association 26(1), 149–160.
    Paper not yet in RePEc: Add citation now
  95. Zarnowitz, V. (1969). Topics in the investigation of linear relations fitted by the method of least squares. American Statistician 23, 12–16.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander.
    In: The World Economy.
    RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

    Full description at Econpapers || Download paper

  2. Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). van Dijk, Herman K ; Cross, Jamie ; Aastveit, Knut Are.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20210053.

    Full description at Econpapers || Download paper

  3. Nowcasting South African GDP using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Olds, Tim ; Reid, Geordie .
    In: Working Papers.
    RePEc:rbz:wpaper:11001.

    Full description at Econpapers || Download paper

  4. Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic. (2020). Demircan, Hamza ; Cakmakli, Cem .
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:2016.

    Full description at Econpapers || Download paper

  5. Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia.
    In: Papers.
    RePEc:arx:papers:2007.13566.

    Full description at Econpapers || Download paper

  6. Residential investment and recession predictability. (2019). Herstad, Eyo I ; Anundsen, Andre K ; Aastveit, Knut Are.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1790-1799.

    Full description at Econpapers || Download paper

  7. Dynamic Bayesian predictive synthesis in time series forecasting. (2019). West, Mike ; McAlinn, Kenichiro.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:210:y:2019:i:1:p:155-169.

    Full description at Econpapers || Download paper

  8. Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico.
    In: BEMPS - Bozen Economics & Management Paper Series.
    RePEc:bzn:wpaper:bemps59.

    Full description at Econpapers || Download paper

  9. Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro.
    In: Working Papers.
    RePEc:bny:wpaper:0073.

    Full description at Econpapers || Download paper

  10. Mean-shift least squares model averaging. (2019). Takanashi, Kosaku ; McAlinn, Kenichiro.
    In: Papers.
    RePEc:arx:papers:1912.01194.

    Full description at Econpapers || Download paper

  11. Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku.
    In: Papers.
    RePEc:arx:papers:1911.08662.

    Full description at Econpapers || Download paper

  12. The Evolution of Forecast Density Combinations in Economics. (2018). van Dijk, Herman ; Mitchell, James ; Aastveit, Knut Are ; Ravazzolo, Francesco.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180069.

    Full description at Econpapers || Download paper

  13. Combined Density Nowcasting in an Uncertain Economic Environment. (2018). van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:36:y:2018:i:1:p:131-145.

    Full description at Econpapers || Download paper

  14. Short-term price density forecasts in the lean hog futures market. (2018). Trujillo-Barrera, Andres ; Garcia, Philip ; Mallory, Mindy L.
    In: European Review of Agricultural Economics.
    RePEc:oup:erevae:v:45:y:2018:i:1:p:121-142..

    Full description at Econpapers || Download paper

  15. Big Data & Macroeconomic Nowcasting: Methodological Review. (2018). Papailias, Fotis ; Kapetanios, George.
    In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
    RePEc:nsr:escoed:escoe-dp-2018-12.

    Full description at Econpapers || Download paper

  16. Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans.
    In: Graz Economics Papers.
    RePEc:grz:wpaper:2018-09.

    Full description at Econpapers || Download paper

  17. Uncertain kingdom: nowcasting GDP and its revisions. (2018). Miranda-Agrippino, Silvia ; Galvão, Ana ; Galvao, Ana Beatriz ; Anesti, Nikoleta.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:90382.

    Full description at Econpapers || Download paper

  18. Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

    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. Uncertain Kingdom: Nowcasting GDP and its Revisions. (2018). Miranda-Agrippino, Silvia ; Galvão, Ana ; ANESTI, NIKOLETA ; Galvao, Ana Beatriz.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1824.

    Full description at Econpapers || Download paper

  21. Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7023.

    Full description at Econpapers || Download paper

  22. Uncertain Kingdom: nowcasting GDP and its revisions. (2018). Miranda-Agrippino, Silvia ; Galvão, Ana ; Galvo, Ana ; Anesti, Nikoleta.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0764.

    Full description at Econpapers || Download paper

  23. Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro.
    In: Papers.
    RePEc:arx:papers:1803.06738.

    Full description at Econpapers || Download paper

  24. Density Forecasts With Midas Models. (2017). Ravazzolo, Francesco ; Foroni, Claudia ; Aastveit, Knut Are.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:32:y:2017:i:4:p:783-801.

    Full description at Econpapers || Download paper

  25. Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance. (2017). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150084.

    Full description at Econpapers || Download paper

  26. Forecasting inflation: Phillips curve effects on services price measures. (2017). Zaman, Saeed ; Tallman, Ellis.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:2:p:442-457.

    Full description at Econpapers || Download paper

  27. Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

    Full description at Econpapers || Download paper

  28. Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420.

    Full description at Econpapers || Download paper

  29. Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are.
    In: Working Papers.
    RePEc:bny:wpaper:0057.

    Full description at Econpapers || Download paper

  30. A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo.
    In: Staff Working Papers.
    RePEc:bca:bocawp:17-2.

    Full description at Econpapers || Download paper

  31. Robust Evaluation of Multivariate Density Forecasts. (2016). Dovern, Jonas ; Manner, Hans.
    In: Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145547.

    Full description at Econpapers || Download paper

  32. Forecasting Czech GDP Using Mixed-Frequency Data Models. (2016). Rusnák, Marek ; Havrlant, David ; Franta, Michal.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:12:y:2016:i:2:d:10.1007_s41549-016-0008-z.

    Full description at Econpapers || Download paper

  33. Assessing the economic value of probabilistic forecasts in the presence of an inflation target. (2016). Wakerly, Elizabeth ; Vahey, Shaun ; McDonald, Chris ; Thamotheram, Craig.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2016/10.

    Full description at Econpapers || Download paper

  34. Assessing the economic value of probabilistic forecasts in the presence of an inflation target. (2016). Wakerly, Elizabeth ; Vahey, Shaun ; Thamotheram, Craig ; McDonald, Christopher .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-40.

    Full description at Econpapers || Download paper

  35. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-415.

    Full description at Econpapers || Download paper

  36. Identification and real-time forecasting of Norwegian business cycles. (2016). Ravazzolo, Francesco ; Aastveit, Knut Are ; Jore, Anne Sofie.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:283-292.

    Full description at Econpapers || Download paper

  37. Combining forecasts from successive data vintages: An application to U.S. growth. (2016). Hecq, Alain ; Götz, Thomas ; Gotz, Thomas B ; Urbain, Jean-Pierre .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:1:p:61-74.

    Full description at Econpapers || Download paper

  38. Commodity Futures and Forecasting Commodity Currencies. (2016). Sveen, Tommy ; Ravazzolo, Francesco ; Zahiri, Sepideh K.
    In: Working Papers.
    RePEc:bny:wpaper:0047.

    Full description at Econpapers || Download paper

  39. Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif.
    In: Working Papers.
    RePEc:bny:wpaper:0046.

    Full description at Econpapers || Download paper

  40. Order Invariant Evaluation of Multivariate Density Forecasts. (2016). Dovern, Jonas ; Manner, Hans.
    In: Working Papers.
    RePEc:awi:wpaper:0608.

    Full description at Econpapers || Download paper

  41. EuroMInd-D: A density estimate of monthly gross domestic product for the euro area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gianluigi.
    In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
    RePEc:zbw:hohdps:032015.

    Full description at Econpapers || Download paper

  42. Assessing the Economic Value of Probabilistic Forecasts in the Presence of an Inflation Target. (2015). Vahey, Shaun ; Wakerly, Elizabeth C ; McDonald, Christopher ; Thamotheram, Craig.
    In: EMF Research Papers.
    RePEc:wrk:wrkemf:09.

    Full description at Econpapers || Download paper

  43. EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gianluigi.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:340.

    Full description at Econpapers || Download paper

  44. Nowcasting Regional GDP: The Case of the Free State of Saxony. (2015). Wohlrabe, Klaus ; Lehmann, Robert ; Henzel, Steffen.
    In: MPRA Paper.
    RePEc:pra:mprapa:63714.

    Full description at Econpapers || Download paper

  45. Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095.

    Full description at Econpapers || Download paper

  46. Die Machbarkeit von Kurzfristprognosen für den Freistaat Sachsen. (2015). Wohlrabe, Klaus ; Lehmann, Robert ; Henzel, Steffen.
    In: ifo Dresden berichtet.
    RePEc:ces:ifodre:v:22:y:2015:i:04:p:21-25.

    Full description at Econpapers || Download paper

  47. Nowcasting Regional GDP: The Case of the Free State of Saxony. (2015). Wohlrabe, Klaus ; Lehmann, Robert ; Henzel, Steffen.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5336.

    Full description at Econpapers || Download paper

  48. EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gian Luigi .
    In: CREATES Research Papers.
    RePEc:aah:create:2015-12.

    Full description at Econpapers || Download paper

  49. Combined Density Nowcasting in an Uncertain Economic Environment. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140152.

    Full description at Econpapers || Download paper

  50. Now-Casting and the Real-Time Data Flow. (2012). Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico ; Banbura, Marta.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/125192.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-27 09:22:24 || 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.