Sometimes it helps: the evolving predictive power of spreads on GDP dynamics
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- Paulo M.M. Rodrigues & Rita Fradique Lourenço & Robert Hill, 2020. "House price forecasting and uncertainty: Examining Portugal and Spain," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Miguel Belmonte & Gary Koop, 2014.
"Model Switching and Model Averaging in Time-Varying Parameter Regression Models,"
Advances in Econometrics, in: Bayesian Model Comparison, volume 34, pages 45-69,
Emerald Group Publishing Limited.
- Miguel, Belmonte & Gary, Koop, 2013. "Model Switching and Model Averaging in Time- Varying Parameter Regression Models," SIRE Discussion Papers 2013-34, Scottish Institute for Research in Economics (SIRE).
- Miguel Belmonte & Gary Koop, 2013. "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Working Papers 1302, University of Strathclyde Business School, Department of Economics.
- Schumacher, Christian, 2014. "MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100289, Verein für Socialpolitik / German Economic Association.
- Le Ha Thu & Roberto Leon-Gonzalez, 2021. "Forecasting Macroeconomic Variables in Emerging Economies: An Application to Vietnam," GRIPS Discussion Papers 21-03, National Graduate Institute for Policy Studies.
- Thu, Le Ha & Leon-Gonzalez, Roberto, 2021. "Forecasting macroeconomic variables in emerging economies," Journal of Asian Economics, Elsevier, vol. 77(C).
- Babalos, Vassilios & Stavroyiannis, Stavros, 2017. "Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1021-1029.
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More about this item
Keywords
Bayesian econometrics; GDP forecasting; model averaging;All these keywords.
JEL classification:
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FDG-2012-09-16 (Financial Development and Growth)
- NEP-FOR-2012-09-16 (Forecasting)
- NEP-MAC-2012-09-16 (Macroeconomics)
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