5 December 2016

Special issue published: "Recent Developments in Forecasting and Macroeconometrics"

International Journal of Computational Economics and Econometrics 7(1/2) 2017
  • Hyper-parameterised dynamic regressions for nowcasting Spanish GDP growth in real time
  • A daily indicator of economic growth for the euro area
  • Nowcasting US inflation using a MIDAS augmented Phillips curve
  • Forecasting euro area recessions by combining financial information
  • The nature and propagation of shocks in the euro area: a comparative SVAR analysis
  • An augmented Taylor rule for the Federal Reserve's response to asset prices
  • Autocorrelation in an unobservable global trend: does it help to forecast market returns?
  • The back side of banking in Russia: forecasting bank failures with negative capital

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