This document has not been cited yet.

1. Amisano, G., Geweke, J., 2017. Prediction using several macroeconomic models. The Review of Economics and Statistics 99, 912–925.

2. Andreou, E., Ghysels, E., Kourtellos, A., 2013. Should macroeconomic forecasters use daily financial data and how? Journal of Business & Economic Statistics 31, 240–251.

3. Andrieu, C., Doucet, A., Holenstein, R., 2010. Particle Markov Chain Monte Carlo Methods. Journal of the Royal Statistical Society Series B (Statistical Methodology) 72, 269–342.

4. Barigozzi, M., Luciani, M., 2023. Measuring the Output Gap using Large Datasets. The Review of Economics and Statistics 105, 1500–1514.

5. Baxter, M., King, R.G., 1999. Measuring business cycles: Approximate band-pass filters for economic time series. the Review of Economics and Statistics 81, 575–593.

6. Beveridge, S., Nelson, C.R., 1981. A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’. Journal of Monetary Economics 7, 151 – 174.

7. Chopin, N., Jacob, P.E., Papaspiliopoulos, O., 2013. SMC2: An efficient algorithm for sequential analysis of state-space models. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 75, 397–426.
   Paper not yet in RePEc: Add citation now
   

8. Clark, T.E., 2011. Real-time density forecasts from bayesian vector autoregressions with stochastic volatility. Journal of Business & Economic Statistics 29, 327–341.

9. Dobrev, D., Hansen, D., Szerszen, P., 2022. A randomized missing data approach to robust filtering and forecasting. URL: https://arxiv.org/abs/2104.14664, arXiv:2104.14664.
   Paper not yet in RePEc: Add citation now
   

10. Duan, J.C., Fulop, A., 2015. Density-Tempered Marginalized Sequential Monte Carlo Samplers. Journal of Business & Economic Statistics 33, 192–202.

11. González-Astudillo, M., 2019a. Estimating the U.S. output gap with state-level data. Journal of Applied Econometrics 34, 795–810.
    Paper not yet in RePEc: Add citation now
    

12. González-Astudillo, M., 2019b. An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity. European Economic Review 120, 103301.

13. Grant, A.L., Chan, J.C., 2017. A Bayesian Model Comparison for Trend-Cycle Decompositions of Output. Journal of Money, Credit and Banking 49, 525–552.
    Paper not yet in RePEc: Add citation now
    

14. Hamilton, J.D., 2018. Why you should never use the hodrick-prescott filter. the Review of Economics and Statistics 100, 831–843.

15. Harvey, A.C., 1985. Trends and cycles in macroeconomic time series. Journal of Business & Economic Statistics 3, 216–227.

16. Harvey, A.C., Trimbur, T.M., 2003. General model-based filters for extracting cycles and trends in economic time series. the Review of Economics and Statistics 85, 244–255.

17. Jahan-Pavar, M.R., Lang, W.J., 2024. Which daily equity returns improve output forecasts? Economics Letters 243, 111897.

18. Justiniano, A., Primiceri, G.E., Tambalotti, A., 2013. Is there a trade-off between inflation and output stabilization? American Economic Journal: Macroeconomics 5, 1–31.

19. Kamber, G., Morley, J.C., Wong, B., 2018. Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter. The Review of Economics and Statistics 100, 550–566.

20. Li, M., Koopman, S.J., 2021. Unobserved components with stochastic volatility: Simulation-based estimation and signal extraction. Journal of Applied Econometrics 36, 614–627.

21. Morley, J.C., 2011. The two interpretations of the beveridge-nelson decomposition. Macroeconomic Dynamics 15, 419–439.

22. Morley, J.C., Nelson, C.R., Zivot, E., 2003. Why Are the Beveridge-Nelson and UnobservedComponents Decomposition of GDP so Different? the Review of Economics and Statistics 85, 235–243.
    Paper not yet in RePEc: Add citation now
    

23. Panovska, I., Ramamurthy, S., 2022. Decomposing the output gap with inflation learning. Journal of Economic Dynamics and Control 136, 104327.

24. Shackleton, R., 2018. Estimating and Projecting Potential Output Using CBO’s Forecasting Growth Model. Technical Report Working Paper 2018-03. Congressional Budget Office. Washington, D.C. Stock, J.H., Watson, M.W., 2007. Why Has U.S. Inflation Become Harder to Forecast? Journal of Money, Credit and Banking 39, 3–33.

1. Density forecast combinations: The real‐time dimension. (2024). McAdam, Peter ; Warne, Anders.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:43:y:2024:i:5:p:1153-1172.

   Full description at Econpapers || Download paper

2. Forecast combination in agricultural economics: Past, present, and the future. (2024). Ramsey, Austin ; Adjemian, Michael K.
   In: Applied Economic Perspectives and Policy.
   RePEc:wly:apecpp:v:46:y:2024:i:4:p:1450-1478.

   Full description at Econpapers || Download paper

3. Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components. (2024). Jahan-Parvar, Mohammad ; Szerszen, Pawel J ; Knipp, Charles.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2024-100.

   Full description at Econpapers || Download paper

4. Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Ho, Paul ; Lubik, Thomas A.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242.

   Full description at Econpapers || Download paper

5. Averaging Impulse Responses Using Prediction Pools. (2023). Matthes, Christian ; Lubik, Thomas ; Ho, Paul.
   In: Working Paper.
   RePEc:fip:fedrwp:95601.

   Full description at Econpapers || Download paper

6. Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Crespo Cuaresma, Jesus ; Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838.

   Full description at Econpapers || Download paper

7. On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates. (2023). Shin, Minchul ; Diebold, Francis ; Zhang, Boyuan.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001464.

   Full description at Econpapers || Download paper

8. DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20232768.

   Full description at Econpapers || Download paper

9. Linear pooling of potentially related density forecasts in crop insurance. (2023). Ramsey, Austin ; Liu, Yong.
   In: Journal of Risk & Insurance.
   RePEc:bla:jrinsu:v:90:y:2023:i:3:p:769-788.

   Full description at Econpapers || Download paper

10. Real-time nowcasting with sparse factor models. (2022). Hauber, Philipp.
    In: EconStor Preprints.
    RePEc:zbw:esprep:251551.

    Full description at Econpapers || Download paper

11. Economic theories and macroeconomic reality. (2022). Wang, Mu-Chun ; Matthes, Christian ; Loria, Francesca.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:126:y:2022:i:c:p:105-117.

    Full description at Econpapers || Download paper

12. On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2022). ZHANG, BOYUAN ; Shin, Minchul ; Diebold, Francis.
    In: Papers.
    RePEc:arx:papers:2012.11649.

    Full description at Econpapers || Download paper

13. Economic theories and macroeconomic reality. (2021). Wang, Mu-Chun ; Matthes, Christian ; Loria, Francesca.
    In: Discussion Papers.
    RePEc:zbw:bubdps:562021.

    Full description at Econpapers || Download paper

14. Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2021). Sheng, Xuguang Simon ; Lahiri, Kajal ; Peng, Huaming.
    In: Working Papers.
    RePEc:gwc:wpaper:2021-005.

    Full description at Econpapers || Download paper

15. Forecasting crude oil real prices with averaging time-varying VAR models. (2021). Drachal, Krzysztof.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002555.

    Full description at Econpapers || Download paper

16. Forecasting Swiss exports using Bayesian forecast reconciliation. (2021). Hyndman, Rob ; Eckert, Florian ; Panagiotelis, Anastasios.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:291:y:2021:i:2:p:693-710.

    Full description at Econpapers || Download paper

17. Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Banbura, Marta ; Babura, Marta.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20212543.

    Full description at Econpapers || Download paper

18. Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2021). Liu, Laura.
    In: Papers.
    RePEc:arx:papers:1805.04178.

    Full description at Econpapers || Download paper

19. Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2020). Crespo Cuaresma, Jesus ; Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Capek, Jan.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:7849.

    Full description at Econpapers || Download paper

20. Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2020). Hauzenberger, Niko ; Crespo Cuaresma, Jesus ; Čapek, Jan ; Reichel, Vlastimil ; Capek, Jan.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp305.

    Full description at Econpapers || Download paper

21. Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202378.

    Full description at Econpapers || Download paper

22. Belief Distortions and Macroeconomic Fluctuations. (2020). Ma, Sai ; Bianchi, Francesco ; Ludvigson, Sydney C.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15003.

    Full description at Econpapers || Download paper

23. Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang Simon ; Lahiri, Kajal ; Peng, Huaming.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8810.

    Full description at Econpapers || Download paper

24. Forecasting Swiss Exports Using Bayesian Forecast Reconciliation. (2019). Panagiotelis, Anastasios ; Hyndman, Rob ; Eckert, Florian.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2019-14.

    Full description at Econpapers || Download paper

25. Euro area real-time density forecasting with financial or labor market frictions. (2019). Warne, Anders ; McAdam, Peter.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:2:p:580-600.

    Full description at Econpapers || Download paper

26. Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Nakajima, Jouchi ; Aastveit, Knut Are ; West, Mike ; McAlinn, Kenichiro.
    In: Working Papers.
    RePEc:bny:wpaper:0073.

    Full description at Econpapers || Download paper

27. Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1159.

    Full description at Econpapers || Download paper

28. The Evolution of Forecast Density Combinations in Economics. (2018). van Dijk, Herman ; Ravazzolo, Francesco ; Mitchell, James ; Aastveit, Knut Are.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180069.

    Full description at Econpapers || Download paper

29. Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l.

    Full description at Econpapers || Download paper

30. Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin.
    In: Working Papers in Economics.
    RePEc:ris:sbgwpe:2018_005.

    Full description at Econpapers || Download paper

31. A Frequency-Domain Approach to Dynamic Macroeconomic Models. (2018). Tan, Fei.
    In: MPRA Paper.
    RePEc:pra:mprapa:90487.

    Full description at Econpapers || Download paper

32. Forecasting GDP: Do Revisions Matter?. (2018). Schipper, Tyler ; Check, Adam ; Nolan, Anna K.
    In: MPRA Paper.
    RePEc:pra:mprapa:86194.

    Full description at Econpapers || Download paper

33. On the Comparison of Interval Forecasts. (2018). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis ; Askanazi, Ross.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:18-013.

    Full description at Econpapers || Download paper

34. Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03458277.

    Full description at Econpapers || Download paper

35. Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
    In: SciencePo Working papers Main.
    RePEc:hal:spmain:hal-03458277.

    Full description at Econpapers || Download paper

36. Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans.
    In: Graz Economics Papers.
    RePEc:grz:wpaper:2018-09.

    Full description at Econpapers || Download paper

37. Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective. (2018). Liu, Laura.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2018-36.

    Full description at Econpapers || Download paper

38. Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:87393.

    Full description at Econpapers || Download paper

39. Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK. (2018). Ellington, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:89:y:2018:i:c:p:225-236.

    Full description at Econpapers || Download paper

40. Euro area real-time density forecasting with financial or labor market frictions. (2018). Warne, Anders ; McAdam, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182140.

    Full description at Econpapers || Download paper

41. Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1808.

    Full description at Econpapers || Download paper

42. Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7023.

    Full description at Econpapers || Download paper

43. On the Comparison of Interval Forecasts. (2018). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis ; Askanazi, Ross.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:39:y:2018:i:6:p:953-965.

    Full description at Econpapers || Download paper

44. Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian.
    In: Papers.
    RePEc:arx:papers:1801.06373.

    Full description at Econpapers || Download paper

45. Forecasting with VAR models: Fat tails and stochastic volatility. (2017). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy).
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:4:p:1124-1143.

    Full description at Econpapers || Download paper

Report date: 2025-10-04 05:21:22 || Missing content? Let us know