期刊
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
卷 32, 期 4, 页码 483-500出版社
AMER STATISTICAL ASSOC
DOI: 10.1080/07350015.2014.959124
关键词
MIDAS regressions; Forecast evaluation; Central bank macroeconomic forecasting
资金
- European Central Bank
- Federal Reserve Bank of New York
- Marie Curie FP7-PEOPLE-IIF grant
This article documents macroeconomic forecasting during the global financial crisis by two key central banks: the European Central Bank and the Federal Reserve Bank of New York. The article is the result of a collaborative effort between staff at the two institutions, allowing us to study the time-stamped forecasts as they were made throughout the crisis. The analysis does not exclusively focus on point forecast performance. It also examines methodological contributions, including how financial market data could have been incorporated into the forecasting process.
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