4.6 Article

Macroeconomic forecasting in the euro area using predictive combinations of DSGE models

Related references

Note: Only part of the references are listed.
Article Economics

Dynamic Bayesian predictive synthesis in time series forecasting

Kenichiro McAlinn et al.

JOURNAL OF ECONOMETRICS (2019)

Article Economics

Combined Density Nowcasting in an Uncertain Economic Environment

Knut Are Aastveit et al.

JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2018)

Article Economics

Why You Should Never Use the Hodrick-Prescott Filter

James D. Hamilton

REVIEW OF ECONOMICS AND STATISTICS (2018)

Article Economics

Credit Risk in the Euro Area

Simon Gilchrist et al.

ECONOMIC JOURNAL (2018)

Article Business, Finance

Interest rate pass-through since the euro area crisis

Sarah Holton et al.

JOURNAL OF BANKING & FINANCE (2018)

Article Economics

Prediction Using Several Macroeconomic Models

Gianni Amisano et al.

REVIEW OF ECONOMICS AND STATISTICS (2017)

Article Economics

Optimal Portfolio Choice Under Decision-Based Model Combinations

Davide Pettenuzzo et al.

JOURNAL OF APPLIED ECONOMETRICS (2016)

Article Statistics & Probability

Parallel Sequential Monte Carlo for Efficient Density Combination: TheDeCoMATLABToolbox

Roberto Casarin et al.

Journal of Statistical Software (2015)

Article Economics

EVALUATING POINT AND DENSITY FORECASTS OF DSGE MODELS

Maik H. Wolters

JOURNAL OF APPLIED ECONOMETRICS (2015)

Article Economics

Forecasting using DSGE models with financial frictions

Marcin Kolasa et al.

INTERNATIONAL JOURNAL OF FORECASTING (2015)

Article Economics

Time-varying combinations of predictive densities using nonlinear filtering

Monica Billio et al.

JOURNAL OF ECONOMETRICS (2013)

Article Economics

Large time-varying parameter VARs

Gary Koop et al.

JOURNAL OF ECONOMETRICS (2013)

Article Economics

FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING

Gary Koop et al.

INTERNATIONAL ECONOMIC REVIEW (2012)

Article Economics

Prediction with Misspecified Models

John Geweke et al.

AMERICAN ECONOMIC REVIEW (2012)

Article Economics

Optimal prediction pools

John Geweke et al.

JOURNAL OF ECONOMETRICS (2011)

Article Economics

Investment shocks and the relative price of investment

Alejandro Justiniano et al.

REVIEW OF ECONOMIC DYNAMICS (2011)

Article Economics

Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time-Varying Weights

Lennart Hoogerheide et al.

JOURNAL OF FORECASTING (2010)

Article Business, Finance

Estimation of DSGE models when the data are persistent

Yuriy Gorodnichenko et al.

JOURNAL OF MONETARY ECONOMICS (2010)

Article Economics

The financial accelerator in an estimated New Keynesian model

Ian Christensen et al.

REVIEW OF ECONOMIC DYNAMICS (2008)

Article Economics

Shocks and frictions in US business cycles: A Bayesian DSGE approach

Frank Smets et al.

AMERICAN ECONOMIC REVIEW (2007)

Article Economics

Comparing density forecasts via weighted likelihood ratio tests

Gianni Amisano et al.

JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2007)

Article Economics

Combining density forecasts

Stephen G. Hall et al.

INTERNATIONAL JOURNAL OF FORECASTING (2007)

Article Economics

An area-wide model for the euro area

G Fagan et al.

ECONOMIC MODELLING (2005)

Article Economics

MODELING MODEL UNCERTAINTY

Frank Smets et al.

JOURNAL OF THE EUROPEAN ECONOMIC ASSOCIATION (2003)