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Should we be surprised by the unreliability of real-time output gap estimates? : density estimates for the euro zone

Mitchell, James (contributor) - European Commission / Statistical Office of the … - 2004 - 2004 edition

the use of these techniques in the context of real-time output gap measurement. Simulated out-of-sample experiments reveal …

Persistent link: https://www.econbiz.de/10015317363

Real-time inflation forecast densities from ensemble Phillips curves

Garratt, Anthony; Mitchell, James; Vahey, Shaun P.; … - In: The North American journal of economics and finance : a … 22 (2011) 1, pp. 77-87

Persistent link: https://www.econbiz.de/10009266773

Testing for convergence clubs in income per-capita : a predictive density approach

Canova, Fabio - 2001

Persistent link: https://www.econbiz.de/10001647463

Density estimates for real-time Eurozone output gap estimates

Mitchell, James - In: Growth and cycle in the Euro-zone, (pp. 310-320). 2006

Persistent link: https://www.econbiz.de/10003412229

Fact and fiction in EU-governmental economic data

Rauch, Bernhard; Göttsche, Max; Brähler, Gernot; … - In: German economic review 12 (2011) 3, pp. 243-255

Persistent link: https://www.econbiz.de/10015182635

Testing for convergence clubs in income per-capita - a predictive density approach

Canova, Fabio - 2001

Persistent link: https://www.econbiz.de/10013430427

Fagiolo, Giorgio; Napoletano, Mauro; Piazza, Marco; … - 2009

We study the impact of alternative detrending techniques on the distributional properties of U.S. output time series. We detrend GDP and industrial production time series employing first-differencing, Hodrick-Prescott and bandpass filters. We show that the resulting distributions can be...

Persistent link: https://www.econbiz.de/10008732406

Volatility modeling of real Gdp growth rates in South Africa

Sigauke, Caston - In: Economics, management and financial markets 8 (2013) 2, pp. 81-84

Persistent link: https://www.econbiz.de/10011542998

Assessing the power of VaR : new empirical evidence

Rusu, Andrei - In: International journal of financial markets and derivatives 6 (2018) 4, pp. 321-334

Persistent link: https://www.econbiz.de/10011996888

Oil-price density forecasts of US GDP

Ravazzolo, Francesco; Rothman, Philip - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 441-453

Persistent link: https://www.econbiz.de/10011649137