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Wavering interactions between commodity futures prices and us dollar exchange rates

Orłowski, Lucjan T.; Sywak, Monika - In: Quantitative finance and economics 3 (2019) 2, pp. 221-243

Persistent link: https://www.econbiz.de/10012176462

Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence

Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367

Persistent link: https://www.econbiz.de/10010256842

Forecasting with approximate dynamic factor models : the role of non-pervasive shocks

Luciani, Matteo - In: International journal of forecasting 30 (2013) 1, pp. 20-29

Persistent link: https://www.econbiz.de/10010243647

Forecasting US real private residential fixed investment using a large number of predictors

Aye, Goodness C.; Gupta, Rangan; Miller, Stephen M.; … - 2014

Persistent link: https://www.econbiz.de/10010415549

Forecasting US real private residential fixed investment using a large number of predictors

Aye, Goodness C.; Miller, Stephen M.; Gupta, Rangan; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1557-1580

Persistent link: https://www.econbiz.de/10011661835

Structural analysis with Multivariate Autoregressive Index models

Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of econometrics 192 (2016) 2, pp. 332-348

Persistent link: https://www.econbiz.de/10011704654

Bayesian MIDAS penalized regressions : estimation, selection, and prediction

Mogliani, Matteo; Simoni, Anna - In: Journal of econometrics 222 (2021) 1,3, pp. 833-860

Persistent link: https://www.econbiz.de/10012619795

COVID-19 outbreak and beyond : the information content of registered short-time workers for GDP now- and forecasting

Kaufmann, Sylvia - In: Swiss journal of economics and statistics 156 (2020) 1/12, pp. 1-12

The number of short-time workers from January to April 2020 is used to now- and forecast quarterly GDP growth. We purge the monthly log level series from the systematic component to extract unexpected changes or shocks to log short-time workers. These monthly shocks are included in a univariate...

Persistent link: https://www.econbiz.de/10012392543

Covid-19 outbreak and beyond : the information content of registered short-time workers for GDP now- and forecasting

Kaufmann, Sylvia - 2020

The number of employees historically filed and registered from January to April 2020 for short-time compensation is used to obtain a nowcast for GDP growth in the first quarter and an outlook until the third quarter 2021. We purge the monthly log level series from the systematic component to...

Persistent link: https://www.econbiz.de/10012224722

Bayesian dynamic variable selection in high dimensions

Koop, Gary; Korobilis, Dimitris - 2020

Persistent link: https://www.econbiz.de/10012660863