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predictive accuracy in now-casting and forecasting. Our empirical results show that both the monthly version of the DSGE and the …
Persistent link: https://www.econbiz.de/10011399325
Monitoring economic conditions in real time, or nowcasting, is among the key tasks routinely performed by economists. Nowcasting entails some key challenges, which also characterise modern Big Data analytics, often referred to as the three "Vs": the large number of time series continuously...
Persistent link: https://www.econbiz.de/10012259379
Persistent link: https://www.econbiz.de/10010514782
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-run predictions of a wide class of theoretical models yields substantial improvements in the forecasting performance. …
Persistent link: https://www.econbiz.de/10011754400
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-run predictions of a wide class of theoretical models yields substantial improvements in the forecasting performance. …
Persistent link: https://www.econbiz.de/10011802148
Persistent link: https://www.econbiz.de/10010411462
to the cross-sectional dimension, the forecasting performance of small monetary VARs can be improved by adding additional …
Persistent link: https://www.econbiz.de/10012769281
Monitoring economic conditions in real time, or nowcasting, is among the key tasks routinely performed by economists. Nowcasting entails some key challenges, which also characterise modern Big Data analytics, often referred to as the three \Vs": the large number of time series continuously...
Persistent link: https://www.econbiz.de/10012825850