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Nowcasting with large Bayesian vector autoregressions

Cimadomo, Jacopo; Giannone, Domenico; Lenza, Michele; … - 2021

Persistent link: https://www.econbiz.de/10012484579

Nowcasting with large Bayesian vector autoregressions

Cimadomo, Jacopo; Giannone, Domenico; Lenza, Michele; … - 2020

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 …

Persistent link: https://www.econbiz.de/10012259379

Nowcasting in real time : large Bayesian vector autoregression in a test

Juvonen, Petteri; Lindblad, Annika - 2025

We analyse the accuracy of an econometric model for nowcasting GDP growth in a true real-time setting. The analysis is … models for nowcasting because the accuracy of these real-time nowcasts is found to be comparable to the first GDP estimates …

Persistent link: https://www.econbiz.de/10015409530

Macroeconomics, nonlinearities, and the business cycle

Reif, Magnus - 2019

Im Zentrum dieser Dissertation steht das Beschreiben und Erklären von Konjunkturdynamiken. Motiviert durch den außerordentlich starken wirtschaftlichen Einbruch in 2008/2009 betont die Arbeit dabei die Wichtigkeit der Nutzung von nichtlinearen Modellansätzen. Die Dissertation kann als Beitrag...

Persistent link: https://www.econbiz.de/10012154125

Macroeconomic forecasting with large Bayesian VARs : global-local priors and the illusion of sparsity

Cross, Jamie; Hou, Chenghan; Poon, Aubrey - In: International journal of forecasting 36 (2020) 3, pp. 899-915

Persistent link: https://www.econbiz.de/10012497058

Panel data forecasting

Pick, Andreas; Timmermann, Allan - In: Handbook of research methods and applications in …, (pp. 68-89). 2024

Persistent link: https://www.econbiz.de/10015189581

Forecasting with DSGE models

Herbst, Edward P. - In: Handbook of research methods and applications in …, (pp. 126-155). 2024

Persistent link: https://www.econbiz.de/10015189593

Forecasting inflation in the US and in the euro area

Bańbura, Marta; Lenza, Michele; Paredes, Joan - In: Handbook of research methods and applications in …, (pp. 218-245). 2024

Persistent link: https://www.econbiz.de/10015189613

Macroeconomic forecasting with text-based data

Marcucci, Juri - In: Handbook of research methods and applications in …, (pp. 425-468). 2024

Persistent link: https://www.econbiz.de/10015189677

Bayesian nonparametric methods for macroeconomic forecasting

Marcellino, Massimiliano; Pfarrhofer, Michael - In: Handbook of research methods and applications in …, (pp. 90-125). 2024

Persistent link: https://www.econbiz.de/10015189588