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Handbook of research methods and applications in macroeconomic forecasting

Clements, Michael P. (ed.); Galvão, Ana Beatriz C. (ed.) - 2024 - First edition

"Bringing together the recent advances and innovative methods in macroeconomic forecasting, this erudite Handbook outlines how to forecast, including following world events such as the Covid-19 pandemic and the global financial crisis. With contributions from global experts, chapters explore the...

Persistent link: https://www.econbiz.de/10015145188

Forecasting with Bayesian multivariate vintage-based VARs

Carriero, Andrea; Clements, Michael P.; Galvão, Ana … - In: International journal of forecasting 31 (2015) 3, pp. 757-768

Persistent link: https://www.econbiz.de/10011474551

Forecasting with vector autoregressive models of data vintages : US output growth and inflation

Clements, Michael P.; Galvão, Ana Beatriz C. - In: International journal of forecasting 29 (2013) 4, pp. 698-714

Persistent link: https://www.econbiz.de/10010221301

Measuring the effects of expectations shocks

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of economic dynamics & control 124 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012666895

Introduction to the handbook of research methods and applications in macroeconomic forecasting

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Handbook of research methods and applications in …, (pp. 1-14). 2024

Persistent link: https://www.econbiz.de/10015189540

Real-time data and forecasting

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Handbook of research methods and applications in …, (pp. 334-360). 2024

Persistent link: https://www.econbiz.de/10015189633

Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of applied econometrics 38 (2023) 2, pp. 164-185

Persistent link: https://www.econbiz.de/10014287961

Multivariate threshold models : TVARs and TVECMs

Galvão, Ana Beatriz C. - In: Brazilian review of econometrics : the review of the … 23 (2003) 1, pp. 143-171

Persistent link: https://www.econbiz.de/10001806333

Structural break threshold VARs for predicting US recessions using the spread

Galvão, Ana Beatriz C. - In: Journal of applied econometrics 21 (2006) 4, pp. 463-487

Persistent link: https://www.econbiz.de/10003338656

Data revisions and DSGE models

Galvão, Ana Beatriz C. - In: Journal of econometrics 196 (2017) 1, pp. 215-232

Persistent link: https://www.econbiz.de/10011743799