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Forecasting real economic activity poses a considerable challenge not only due to hard-to-predict events like the … first publication. In this paper we report the results of a genuine ex-ante forecasting experiment in real time. It …
Persistent link: https://www.econbiz.de/10010319707
business-cycle state in the target year with quarterly information about its state in the forecasting period, we find that …
Persistent link: https://www.econbiz.de/10010487892
business-cycle state in the target year with quarterly information about its state in the forecasting period, we find that …
Persistent link: https://www.econbiz.de/10011208173
time of forecasting, are useful in assessing future forecast errors. …
Persistent link: https://www.econbiz.de/10010818991
Using a modified DCC-MIDAS specification that allows the long-term correlation component to be a function of multiple explanatory variables, we show that the stock-bond correlation in the US, the UK, Germany, France, and Italy is mainly driven by inflation and interest rate expectations as well...
Persistent link: https://www.econbiz.de/10011853171
Forecasting real economic activity poses a considerable challenge not only due to hard-to-predict events like the … first publication. In this paper we report the results of a genuine ex-ante forecasting experiment in real time. It …
Persistent link: https://www.econbiz.de/10010612935
Persistent link: https://www.econbiz.de/10014436133
business-cycle state in the target year with quarterly information about its state in the forecasting period, we find that …
Persistent link: https://www.econbiz.de/10010486869
Persistent link: https://www.econbiz.de/10010460884
Persistent link: https://www.econbiz.de/10011312202