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Forecasting in Vector Autoregressions with Many Predictors
Korobilis, Dimitris, (2009)
News, Real-Time Forecasts, and the Price Puzzle
Kapinos, Pavel S., (2017)
Forecasting GDP with the Leading Indicators : A VAR Approach
Kahan, Raphael, (2015)
Forecasting accuracy of alternative techniques : a comparison of U. S. macroeconomic forecasts
MacNees, Stephen K., (1986)
Estimating GNP : the trade-off between timeliness and accuracy
Modeling the Fed : a foreward-looking monetary policy reaction function