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Macroeconomic Forecasting Using Pooled International Data
Citations
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Cited by:
- Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
- Chen, Sophia & Ranciere, Romain, 2019.
"Financial information and macroeconomic forecasts,"
International Journal of Forecasting, Elsevier, vol. 35(3), pages 1160-1174.
- Sophia Chen & Mr. Romain Ranciere, 2016. "Financial Information and Macroeconomic Forecasts," IMF Working Papers 2016/251, International Monetary Fund.
- Ard Reijer, 2013. "Forecasting Dutch GDP and inflation using alternative factor model specifications based on large and small datasets," Empirical Economics, Springer, vol. 44(2), pages 435-453, April.
- Chib, Siddhartha & Greenberg, Edward, 1995. "Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models," Journal of Econometrics, Elsevier, vol. 68(2), pages 339-360, August.
- Chudik, Alexander & Pesaran, M. Hashem, 2015.
"Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors,"
Journal of Econometrics, Elsevier, vol. 188(2), pages 393-420.
- Pesaran, Hashem & Chudik, Alexander, 2013. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors," Cambridge Working Papers in Economics 1317, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran, 2013. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors," CESifo Working Paper Series 4232, CESifo.
- Alexander Chudik & M. Hashem Pesaran, 2013. "Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors," Globalization Institute Working Papers 146, Federal Reserve Bank of Dallas.
- Canova, Fabio & Ciccarelli, Matteo, 2004.
"Forecasting and turning point predictions in a Bayesian panel VAR model,"
Journal of Econometrics, Elsevier, vol. 120(2), pages 327-359, June.
- Fabio Canova & Matteo Ciccarelli, 1999. "Forecasting and turning point predictions in a Bayesian panel VAR model," Economics Working Papers 443, Department of Economics and Business, Universitat Pompeu Fabra.
- Canova, Fabio & Ciccarelli, Matteo, 2001. "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers 2961, C.E.P.R. Discussion Papers.
- Fabio Canova & Matteo Ciccarelli, 2000. "Forecasting And Turning Point Predictions In A Bayesian Panel Var Model," Working Papers. Serie AD 2000-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Rickman, Dan S., 1995. "A bayesian analysis of the use of pooled coefficients in a structural regional economic model," International Journal of Forecasting, Elsevier, vol. 11(3), pages 477-490, September.
- Marfè, Roberto & Pénasse, Julien, 2024.
"Measuring macroeconomic tail risk,"
Journal of Financial Economics, Elsevier, vol. 156(C).
- Roberto Marfè & Julien Pénasse, 2020. "Measuring Macroeconomic Tail Risk," Carlo Alberto Notebooks 621, Collegio Carlo Alberto.
- Roberto Marfe & Julien Penasse, 2024. "Measuring Macroeconomic Tail Risk," Carlo Alberto Notebooks 715 JEL Classification: E, Collegio Carlo Alberto.
- Diebold, Francis X. & Li, Canlin, 2006.
"Forecasting the term structure of government bond yields,"
Journal of Econometrics, Elsevier, vol. 130(2), pages 337-364, February.
- Francis X. Diebold & Canlin Li, 2002. "Forecasting the Term Structure of Government Bond Yields," Center for Financial Institutions Working Papers 02-34, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Francis X. Diebold & Canlin Li, 2003. "Forecasting the Term Structure of Government Bond Yields," NBER Working Papers 10048, National Bureau of Economic Research, Inc.
- Diebold, Francis X. & Li, Canlin, 2003. "Forecasting the term structure of government bond yields," CFS Working Paper Series 2004/09, Center for Financial Studies (CFS).
- Ash, J. C. K. & Smyth, D. J. & Heravi, S. M., 1997. "The accuracy of OECD forecasts of the international economy: balance of payments," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 969-987, December.
- Kazimi, Camilla & Brownstone, David, 1999.
"Bootstrap confidence bands for shrinkage estimators,"
Journal of Econometrics, Elsevier, vol. 90(1), pages 99-127, May.
- Kazimi, C. & Brownstone, D., 1994. "Bootstrap Confidence Bands for Shrinkage Estimators," Papers 94-95-5, California Irvine - School of Social Sciences.
- repec:lan:wpaper:539557 is not listed on IDEAS
- David de Antonio Liedo & Elena Fernández Muñoz, 2010. "Nowcasting Spanish GDP growth in real time: "One and a half months earlier"," Working Papers 1037, Banco de España.
- Ivo De Loo, 2000. "The Applicability of the Sectoral Shift Hypothesis in the Netherlands," Journal of Applied Economics, Universidad del CEMA, vol. 3, pages 57-69, May.
- Dorfman, Jeffrey H. & Havenner, Arthur M., 1992. "A Bayesian approach to state space multivariate time series modeling," Journal of Econometrics, Elsevier, vol. 52(3), pages 315-346, June.
- Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011.
"The tourism forecasting competition,"
International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844.
- Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844, July.
- George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008. "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers 10/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
- Akgun, Oguzhan & Pirotte, Alain & Urga, Giovanni, 2020.
"Forecasting using heterogeneous panels with cross-sectional dependence,"
International Journal of Forecasting, Elsevier, vol. 36(4), pages 1211-1227.
- Oguzhan Akgun & Alain Pirotte & Giovanni Urga, 2020. "Forecasting using heterogeneous panels with cross-sectional dependence," Post-Print hal-04120413, HAL.
- A. Espasa & E. Senra & R. Albacete, 2002.
"Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors,"
The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 402-421.
- Senra, Eva & Albacete, Rebeca, 2001. "Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors," DES - Working Papers. Statistics and Econometrics. WS ws013723, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Croux, Christophe & Renault, Eric & Werker, Bas, 2004. "Dynamic factor models," Journal of Econometrics, Elsevier, vol. 119(2), pages 223-230, April.
- Barrera, Carlos, 2013. "El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011," Working Papers 2013-009, Banco Central de Reserva del Perú.
- Francis X. Diebold, 2004.
"The Nobel Memorial Prize for Robert F. Engle,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 106(2), pages 165-185, June.
- Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," NBER Working Papers 10423, National Bureau of Economic Research, Inc.
- Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," PIER Working Paper Archive 04-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Diebold, Francis X., 2004. "The Nobel Memorial Prize for Robert F. Engle," CFS Working Paper Series 2004/11, Center for Financial Studies (CFS).
- Pena, Daniel & Poncela, Pilar, 2004.
"Forecasting with nonstationary dynamic factor models,"
Journal of Econometrics, Elsevier, vol. 119(2), pages 291-321, April.
- Poncela, Pilar, 2000. "Forecasting with nostationary dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS 9959, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Galvao Jr., Antonio F., 2011. "Quantile regression for dynamic panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 164(1), pages 142-157, September.
- repec:lan:wpaper:413 is not listed on IDEAS
- Fildes, Robert & Wei, Yingqi & Ismail, Suzilah, 2011.
"Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures,"
International Journal of Forecasting, Elsevier, vol. 27(3), pages 902-922.
- Fildes, Robert & Wei, Yingqi & Ismail, Suzilah, 2011. "Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures," International Journal of Forecasting, Elsevier, vol. 27(3), pages 902-922, July.
- María Paula Bonel & Daniel J. Aromí, 2021. "Assessing GDP forecasts from autoregressive models: the impact of model complexity and training dataset," Asociación Argentina de Economía Política: Working Papers 4440, Asociación Argentina de Economía Política.
- Rinella, Matthew J. & Vavra, Martin & Naylor, Bridgett J. & Boyd, Jennifer M., 2011. "Estimating influence of stocking regimes on livestock grazing distributions," Ecological Modelling, Elsevier, vol. 222(3), pages 619-625.
- Badi H. Baltagi, 2008.
"Forecasting with panel data,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 153-173.
- Baltagi, Badi H., 2006. "Forecasting with panel data," Discussion Paper Series 1: Economic Studies 2006,25, Deutsche Bundesbank.
- Badi H. Baltagi, 2007. "Forecasting with Panel Data," Center for Policy Research Working Papers 91, Center for Policy Research, Maxwell School, Syracuse University.
- De Loo, Ivo, 1998. "Fables of Faubus?: Testing the Sectoral Shift Hypothesis in the Netherlands Using a Simplified Kalman Filter Model," Research Memorandum 002, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
- Carter Richard A. L. & Zellner Arnold, 2004. "The ARAR Error Model for Univariate Time Series and Distributed Lag," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(1), pages 1-44, March.
- Sandrine Lardic & Auguste Mpacko Priso, 1999. "Une comparaison des prévisions des experts à celles issues des modèles B VAR," Économie et Prévision, Programme National Persée, vol. 140(4), pages 161-180.
- Baltagi, Badi H., 2013. "Panel Data Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 995-1024, Elsevier.
- Zellner, Arnold, 1999.
"Bayesian and Non-Bayesian Approaches to Scientific Modeling and Inference in Economics and Econometrics,"
CUDARE Working Papers
198685, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Arnold Zellner, 2000. "Bayesian and Non-Bayesian Approaches to Scientific Modeling and Inference in Economics and Econometrics," Econometric Society World Congress 2000 Contributed Papers 1206, Econometric Society.
- Lozano, Francisco-Javier, 2013. "Evaluación de modelos de predicción para la venta de viviendas [Evaluation of forecasting models for house sales]," MPRA Paper 118652, University Library of Munich, Germany.
- Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412.
- Christian Brownlees & Vladislav Morozov, 2022. "Unit Averaging for Heterogeneous Panels," Papers 2210.14205, arXiv.org, revised May 2024.
- repec:lan:wpaper:470 is not listed on IDEAS
- Ash, J. C. K. & Smyth, D. J. & Heravi, S. M., 1998. "Are OECD forecasts rational and useful?: a directional analysis," International Journal of Forecasting, Elsevier, vol. 14(3), pages 381-391, September.
- Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412, April.
- repec:lan:wpaper:425 is not listed on IDEAS
- Peter C.B. Phillips, 1992. "Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy," Cowles Foundation Discussion Papers 1025, Cowles Foundation for Research in Economics, Yale University.