"Monitoring daily unemployment at risk"
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Mogliani, Matteo & Simoni, Anna, 2021.
"Bayesian MIDAS penalized regressions: Estimation, selection, and prediction,"
Journal of Econometrics, Elsevier, vol. 222(1), pages 833-860.
- Matteo Mogliani & Anna Simoni, 2019. "Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction," Papers 1903.08025, arXiv.org, revised Jun 2020.
- Matteo Mogliani & Anna Simoni, 2020. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Post-Print hal-03089878, HAL.
- Matteo Mogliani, 2019. "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers 713, Banque de France.
- Nicholas Bloom, 2009.
"The Impact of Uncertainty Shocks,"
Econometrica, Econometric Society, vol. 77(3), pages 623-685, May.
- Nicholas Bloom, 2007. "The Impact of Uncertainty Shocks," NBER Working Papers 13385, National Bureau of Economic Research, Inc.
- Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2016. "A MIDAS approach to modeling first and second moment dynamics," Journal of Econometrics, Elsevier, vol. 193(2), pages 315-334.
- Lima, Luiz Renato & Meng, Fanning & Godeiro, Lucas, 2020. "Quantile forecasting with mixed-frequency data," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1149-1162.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M., 2024.
"Daily growth at risk: Financial or real drivers? The answer is not always the same,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 762-776.
- Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2022. ""Daily Growth at Risk: financial or real drivers? The answer is not always the same"," IREA Working Papers 202208, University of Barcelona, Research Institute of Applied Economics, revised Jun 2022.
- Ferrara, Laurent & Mogliani, Matteo & Sahuc, Jean-Guillaume, 2022.
"High-frequency monitoring of growth at risk,"
International Journal of Forecasting, Elsevier, vol. 38(2), pages 582-595.
- Laurent Ferrara & Matteo Mogliani & Jean-Guillaume Sahuc, 2020. "High-frequency monitoring of growth-at-risk," CAMA Working Papers 2020-97, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jean-Guillaume Sahuc & Matteo Mogliani & Laurent Ferrara, 2022. "High-frequency monitoring of growth at risk," Post-Print hal-03361425, HAL.
- Mogliani, Matteo & Simoni, Anna, 2021.
"Bayesian MIDAS penalized regressions: Estimation, selection, and prediction,"
Journal of Econometrics, Elsevier, vol. 222(1), pages 833-860.
- Matteo Mogliani & Anna Simoni, 2019. "Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction," Papers 1903.08025, arXiv.org, revised Jun 2020.
- Matteo Mogliani & Anna Simoni, 2020. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Post-Print hal-03089878, HAL.
- Matteo Mogliani, 2019. "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers 713, Banque de France.
- Knut Are Aastveit & Tuva Marie Fastbø & Eleonora Granziera & Kenneth Sæterhagen Paulsen & Kjersti Næss Torstensen, 2024. "Nowcasting Norwegian household consumption with debit card transaction data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(7), pages 1220-1244, November.
- Ana Beatriz Galvão & Michael Owyang, 2022.
"Forecasting low‐frequency macroeconomic events with high‐frequency data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1314-1333, November.
- Ana B. Galvão & Michael T. Owyang, 2020. "Forecasting Low Frequency Macroeconomic Events with High Frequency Data," Working Papers 2020-028, Federal Reserve Bank of St. Louis, revised Apr 2022.
- Clements, Michael P. & Galvão, Ana Beatriz, 2017. "Model and survey estimates of the term structure of US macroeconomic uncertainty," International Journal of Forecasting, Elsevier, vol. 33(3), pages 591-604.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022.
"Nowcasting with large Bayesian vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
- Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
- Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer, 2024. "MIDAS-QR with 2-Dimensional Structure," Papers 2406.15157, arXiv.org.
- repec:wrk:wrkemf:38 is not listed on IDEAS
- Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco, 2017. "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," CEPR Discussion Papers 12339, C.E.P.R. Discussion Papers.
- Nikolay Hristov & Markus Roth, 2019.
"Uncertainty Shocks and Financial Crisis Indicators,"
CESifo Working Paper Series
7839, CESifo.
- Hristov, Nikolay & Roth, Markus, 2019. "Uncertainty shocks and financial crisis indicators," Discussion Papers 36/2019, Deutsche Bundesbank.
- Idriss Fontaine, 2021.
"Uncertainty and Labour Force Participation,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 437-471, April.
- Idriss Fontaine, 2020. "Uncertainty and Labour Force Participation," Post-Print hal-03119706, HAL.
- Nicolas Legrand, 2023.
"War in Ukraine: The rational “wait‐and‐see” mode of global food markets,"
Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(2), pages 626-644, June.
- Nicolas Legrand, 2022. "War in Ukraine: The Rationale “Wait-and-See” Mode of Global Food Markets [Guerre en Ukraine: La position d’attente rationnelle des marchés agricoles mondiaux]," Working Papers hal-03826719, HAL.
- Nicolas Legrand, 2023. "War in Ukraine: The rational “ wait‐and‐see ” mode of global food markets," Post-Print hal-03966878, HAL.
- Nicolas Legrand, 2022. "War in Ukraine: The Rationale “Wait-and-See” Mode of Global Food Markets," Working Papers SMART 22-07, INRAE UMR SMART.
- Nicolas Legrand, 2022. "War in Ukraine: The Rationale "Wait-and-See" Mode of Global Food Markets ," Working Papers hal-03809794, HAL.
- Legrand, Nicolas, 2022. "War in Ukraine: The Rationale “Wait-and-See” Mode of Global Food Markets," Working Papers 327330, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- Wen Xu, 2016. "Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters," Econometrics, MDPI, vol. 4(4), pages 1-13, October.
- Carlos Medel, 2017.
"Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy,"
Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 004-050, December.
- Carlos Medel, 2016. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile 791, Central Bank of Chile.
- Medel, Carlos A., 2017. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper 78439, University Library of Munich, Germany.
- Salzmann, Leonard, 2020. "The Impact of Uncertainty and Financial Shocks in Recessions and Booms," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224588, Verein für Socialpolitik / German Economic Association.
- Yoshito Funashima, 2022. "Economic policy uncertainty and unconventional monetary policy," Manchester School, University of Manchester, vol. 90(3), pages 278-292, June.
- Sangyup Choi & Davide Furceri & João Tovar Jalles, 2022.
"Heterogeneous gains from countercyclical fiscal policy: new evidence from international industry-level data [Optimal investment with costly reversibility],"
Oxford Economic Papers, Oxford University Press, vol. 74(3), pages 773-804.
- Sangyup Choi & Davide Furceri & João Tovar Jalles, 2020. "Heterogenous Gains from Countercyclical Fiscal Policy: New Evidence from International Industry-level Data," GRU Working Paper Series GRU_2020_015, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Sangyup Choi & Davide Furceri & João Tovar Jalles, 2020. "Heterogenous Gains from Countercyclical Fiscal Policy: New Evidence from International Industry-level Data," Working papers 2020rwp-176, Yonsei University, Yonsei Economics Research Institute.
- Marfatia, Hardik A., 2015. "Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 103-123.
- Hartwell, Christopher A., 2014. "The impact of institutional volatility on financial volatility in transition economies : a GARCH family approach," BOFIT Discussion Papers 6/2014, Bank of Finland, Institute for Economies in Transition.
- Joel M. David & Venky Venkateswaran, 2019.
"The Sources of Capital Misallocation,"
American Economic Review, American Economic Association, vol. 109(7), pages 2531-2567, July.
- Joel M. David & Venky Venkateswaran, 2017. "The Sources of Capital Misallocation," Working Papers 17-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Joel M. David & Venky Venkateswaran, 2017. "The Sources of Capital Misallocation," NBER Working Papers 23129, National Bureau of Economic Research, Inc.
More about this item
Keywords
Quantile regressions; Mixed-data sampling; Nowcast; Unemployment rate. JEL classification: C54; E23; E24; E27; E32.;All these keywords.
JEL classification:
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
- E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-08-08 (Banking)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ira:wpaper:202211. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Alicia García (email available below). General contact details of provider: https://edirc.repec.org/data/feubaes.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.