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Business Cycles 1 Output Growth 1 Time Series 1 and to monitor the ongoing business cycle developments in real time 1 and translate these findings into economically meaningful techniques to facilitate their widespread application to compute short-term forecasts in economics 1 forecasting. The authors review some of the key theoretical results and empirical findings in the recent literature on short-term forecasting 1
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Camacho, Maximo 1 Perez-Quiros, Gabriel 1 Poncela, Pilar 1
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Foundations and Trends(R) in Econometrics 1
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Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms
Camacho, Maximo; Perez-Quiros, Gabriel; Poncela, Pilar - In: Foundations and Trends(R) in Econometrics 6 (2013) 2, pp. 101-161
Practitioners do not always use research findings, sometimes because the research is not always conducted in a manner relevant to real-world practice. This survey seeks to close the gap between research and practice on short-term forecasting in real time. Towards this end, we review the most...
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