create a website

Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?. (2013). Rossi, Barbara ; Kisacikoglu, Burcin ; Gürkaynak, Refet ; Gurkaynak, Refet S..
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9576.

Full description at Econpapers || Download paper

Cited: 44

Citations received by this document

Cites: 30

References cited by this document

Cocites: 30

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

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

    Full description at Econpapers || Download paper

  2. Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

    Full description at Econpapers || Download paper

  3. Oil and Non-Oil Determinants of Saudi Arabia’s International Competitiveness: Historical Analysis and Policy Simulations. (2023). Razek, Noha ; Hasanov, Fakhri J.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:11:p:9011-:d:1162758.

    Full description at Econpapers || Download paper

  4. Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
  5. .

    Full description at Econpapers || Download paper

  6. Forecasting crude oil prices with DSGE models. (2021). Rubaszek, Michał.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:2:p:531-546.

    Full description at Econpapers || Download paper

  7. Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment. (2021). Gelfer, Sacha.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001123.

    Full description at Econpapers || Download paper

  8. Forecasting inflation under uncertainty: The forgotten dog and the frisbee. (2020). Nasir, Muhammad.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309987.

    Full description at Econpapers || Download paper

  9. The use of BVARs in the analysis of emerging economies. (2020). Martinez-Martin, Jaime ; Kataryniuk, Ivan ; Guirola, Luis ; Estrada, Angel.
    In: Occasional Papers.
    RePEc:bde:opaper:2001.

    Full description at Econpapers || Download paper

  10. Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race. (2019). Jondeau, Eric ; Rockinger, Michael.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:51:y:2019:i:8:p:2239-2291.

    Full description at Econpapers || Download paper

  11. Forecasting with instabilities: An application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:61:y:2019:i:c:11.

    Full description at Econpapers || Download paper

  12. Forecasting the UK economy with a medium-scale Bayesian VAR. (2019). Sokol, Andrej ; Monti, Francesca ; Domit, Silvia .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1669-1678.

    Full description at Econpapers || Download paper

  13. Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information. (2019). Masolo, Riccardo M. ; Waldron, Matt ; Fawcett, Nicholas ; Boneva, Lena.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:1:p:100-120.

    Full description at Econpapers || Download paper

  14. Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:208:y:2019:i:2:p:638-657.

    Full description at Econpapers || Download paper

  15. Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box. (2019). onorante, luca ; Martinez-Martin, Jaime ; Piersanti, Fabio M ; Morris, Richard.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192335.

    Full description at Econpapers || Download paper

  16. Forecasting with instabilities: an application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1234_19.

    Full description at Econpapers || Download paper

  17. Does the foreign sector help forecast domestic variables in DSGE models?. (2018). Rubaszek, Michał ; Kolasa, Marcin.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:282.

    Full description at Econpapers || Download paper

  18. Forecasting using Bayesian VARs: A Benchmark for STREAM. (2018). Ruisi, Germano ; Borg, Ian.
    In: CBM Working Papers.
    RePEc:mlt:wpaper:0418.

    Full description at Econpapers || Download paper

  19. Does the foreign sector help forecast domestic variables in DSGE models?. (2018). Kolasa, Marcin ; Rubaszek, Micha.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:34:y:2018:i:4:p:809-821.

    Full description at Econpapers || Download paper

  20. Alternative tests for correct specification of conditional predictive densities. (2017). Sekhposyan, Tatevik ; Rossi, Barbara.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1416.

    Full description at Econpapers || Download paper

  21. Macroeconomic Modelling and Bayesian Methods. (2017). Dua, Pami.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:15:y:2017:i:2:d:10.1007_s40953-017-0077-4.

    Full description at Econpapers || Download paper

  22. Exchange rate forecasting with DSGE models. (2017). Rubaszek, Michał ; Kolasa, Marcin ; Ca' Zorzi, Michele.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:260.

    Full description at Econpapers || Download paper

  23. Exchange rate forecasting with DSGE models. (2017). Rubaszek, Michał ; Kolasa, Marcin ; Ca, Michele ; Michele Ca, .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:107:y:2017:i:c:p:127-146.

    Full description at Econpapers || Download paper

  24. Optimal density forecast combinations. (2017). Ganics, Gergely.
    In: Working Papers.
    RePEc:bde:wpaper:1751.

    Full description at Econpapers || Download paper

  25. Quantifying uncertainties in global growth forecasts. (2016). Ohnsorge, Franziska ; Stocker, Marc ; Some, Modeste Y.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:7770.

    Full description at Econpapers || Download paper

  26. Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs. (2016). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta ; Bekiros, Stelios.
    In: Open Access publications.
    RePEc:ucn:oapubs:10197/7323.

    Full description at Econpapers || Download paper

  27. Does foreign sector help forecast domestic variables in DSGE models?. (2016). Rubaszek, Michał ; Kolasa, Marcin.
    In: Working Papers.
    RePEc:sgh:kaewps:2016022.

    Full description at Econpapers || Download paper

  28. Does foreign sector help forecast domestic variables in DSGE models?. (2016). Rubaszek, Michał ; Kolasa, Marcin.
    In: EcoMod2016.
    RePEc:ekd:009007:9393.

    Full description at Econpapers || Download paper

  29. Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs. (2016). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta ; Bekiros, Stelios.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:26:y:2016:i:c:p:216-227.

    Full description at Econpapers || Download paper

  30. Exchange rate forecasting with DSGE models. (2016). Rubaszek, Michał ; Kolasa, Marcin ; Ca' Zorzi, Michele ; Michele Ca, .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161905.

    Full description at Econpapers || Download paper

  31. Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Working Papers.
    RePEc:ucn:wpaper:201523.

    Full description at Econpapers || Download paper

  32. How Good are Out of Sample Forecasting Tests on DSGE Models?. (2015). Zhou, Peng ; Xu, Yongdeng ; Minford, A. Patrick.
    In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
    RePEc:spr:italej:v:1:y:2015:i:3:p:333-351.

    Full description at Econpapers || Download paper

  33. Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?. (2015). Sorge, Marco ; Fanelli, Luca.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:402.

    Full description at Econpapers || Download paper

  34. The Improvement of Unemployment Rate Predictions Accuracy. (2015). Simionescu, Mihaela.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2015:y:2015:i:3:id:519:p:274-286.

    Full description at Econpapers || Download paper

  35. Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Working Papers.
    RePEc:mib:wpaper:292.

    Full description at Econpapers || Download paper

  36. Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis. (2015). Waldron, Matt ; Masolo, Riccardo M. ; Koerber, Lena ; Fawcett, Nicholas.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0538.

    Full description at Econpapers || Download paper

  37. How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics. (2015). Wickens, Michael .
    In: Manchester School.
    RePEc:bla:manchs:v:83:y:2015:i::p:60-82.

    Full description at Econpapers || Download paper

  38. Alternative Tests for Correct Specification of Conditional Predictive Densities. (2015). Sekhposyan, Tatevik ; Rossi, Barbara.
    In: Working Papers.
    RePEc:bge:wpaper:758.

    Full description at Econpapers || Download paper

  39. How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics. (2014). Wickens, Michael.
    In: Discussion Papers.
    RePEc:yor:yorken:14/17.

    Full description at Econpapers || Download paper

  40. Comment. (2014). Rossi, Barbara.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:32:y:2014:i:4:p:510-514.

    Full description at Econpapers || Download paper

  41. Equilibrium Models of Macroeconomic Science: What to Look For in (DSGE) Models?. (2014). Chatterjee, Sidharta.
    In: MPRA Paper.
    RePEc:pra:mprapa:53893.

    Full description at Econpapers || Download paper

  42. How good are out of sample forecasting Tests on DSGE models?. (2014). Zhou, Peng ; Xu, Yongdeng ; Minford, A. Patrick.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10239.

    Full description at Econpapers || Download paper

  43. How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics. (2014). Wickens, Michael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10197.

    Full description at Econpapers || Download paper

  44. How good are out of sample forecasting Tests on DSGE models?. (2014). Zhou, Peng ; Xu, Yongdeng ; Minford, A. Patrick.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2014/11.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pwo153-32152

  1. Adolfson, M., J. Linde, and M. Villani (2007), “Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model,” Econometric Reviews 26(2-4), 289-328.
    Paper not yet in RePEc: Add citation now
  2. Bache, I.W., A.S. Jore, J. Mitchell, S.P. Vahey (2011), “Combining VAR and DSGE Forecast Densities,”Journal of Economic Dynamics and Control 35(10), 1659-1670.

  3. Christo¤el, K., G. Coenen and A. Warne (2011), “Forecasting with DSGE Models,”in: M.P. Clements and D.F. Hendry (eds.), Handbook of Economic Forecasting, Oxford University Press, 89-127.

  4. Del Negro, M. and F. Schorfheide (2012), “Forecasting with DSGE Models: Theory and Practice,”in: G. Elliott and A. Timmermann (eds.), Handbook of Forecasting, Vol. 2, Elsevier.
    Paper not yet in RePEc: Add citation now
  5. Diebold, F.X. and R.S. Mariano (1995), “Comparing Predictive Accuracy,” Journal of Business and Economic Statistics 13, 253-263.

  6. Edge, R.M. and R.S. Gürkaynak (2010), “How Useful Are Estimated DSGE Model Forecasts for Central Bankers?,” Brookings Papers on Economic Activity 41(2), 209-259.

  7. Edge, R.M., M.T. Kiley and J.P. Laforte (2010), “A Comparison of Forecast Performance Between Federal Reserve Sta¤ Forecasts, Simple Reduced-form Models, and a DSGE Model,”Journal of Applied Econometrics 25(4),720-754.

  8. Edge, R.M., R.S. Gürkaynak, and B. K¬sac¬ko¼glu (2013), “Judging the DSGE Model by Its Forecast,”mimeo.
    Paper not yet in RePEc: Add citation now
  9. Giacomini, R. and B. Rossi (2010), “Forecast Comparisons in Unstable Environments,”Journal of Applied Econometrics 25(4), 595-620.

  10. Giacomini, R. and B. Rossi (2012), “Model Comparisons in Unstable Environments,”mimeo.

  11. Giacomini, R. and H. White (2006), “Tests of Conditional Predictive Ability,”Econometrica, 74, 1545-1578.

  12. Hansen, P.R. and A. Timmermann (2012), “Choice of Sample Split in Out-of-Sample Forecast Evaluation,”mimeo.

  13. Inoue, A. and B. Rossi (2012), “Out-of-Sample Forecast Tests Robust to the Choice of Window Size,”Journal of Business and Economic Statistics 30(3), 432-453.

  14. Inoue, A. and L. Kilian (2006), “On the Selection of Forecasting Models,” Journal of Econometrics 130(2), 273-306.

  15. Inoue, A. and L. Kilian (2008), “How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price In‡ation,” Journal of the American Statistical Association 103, 511-522.

  16. Kilian, L. and R.J. Vigfusson (2013), “Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries”, Journal of Business and Economic Statistics 31(1), 78-93.

  17. Lees, K., T. Matheson and C. Smith (2011), “Open Economy Forecasting with a DSGE-VAR: Head to Head with the RBNZ Published Forecasts,” International Journal of Forecasting 27(2), 512-528.

  18. Marcellino, M., J.H. Stock and M.W. Watson (2005), “A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series”, Journal of Econometrics 135(1-2), 499-526.

  19. Mincer, J. and V. Zarnowitz (1969), “The Evaluation of Economic Forecasts,”in Economic Forecasts and Expectations, ed. J. Mincer, New York: National Bureau of Economic Research, 81–111.

  20. Ravazzolo, F. and P. Rothman (2010), “Oil and U.S. GDP: A Real-time Out-of-Sample Examination”, Norges Bank Working Paper 2010/18.

  21. Rossi, B. (2013), “Advances in Forecasting under Model Instability,” in: G. Elliott and A. Timmermann (eds.), Handbook of Forecasting, Volume 2, Elsevier Publications, forthcoming.

  22. Rossi, B. and T. Sekhposyan (2010), “Has Models’Forecasting Performance Changed Over Time, and When?,” International Journal of Forecasting 26(4).
    Paper not yet in RePEc: Add citation now
  23. Rossi, B. and T. Sekhposyan (2012), “Forecast Optimality Tests in the Presence of Instabilities,”mimeo.

  24. Smets, F. and R. Wouters (2007), “Shocks and Frictions in U.S. Business Cycles: A Bayesian DSGE Approach,”American Economic Review 97(3), 586-607.

  25. Stock, J.H. and M.W. Watson (2001), “Vector Autoregressions,”Journal of Economic Perspectives 15(4), 101-115.

  26. Stock, J.H. and M.W. Watson (2003), “Forecasting Output and In‡ation: The Role of Asset Prices,”Journal of Economic Literature 41(3), 788-829.
    Paper not yet in RePEc: Add citation now
  27. Stock, J.H. and M.W. Watson (2004), “Combination Forecasts of Output Growth in a Seven Country Data Set,”Journal of Forecasting 23, 405-430.

  28. Stock, J.H. and M.W. Watson (2007), “Why Has In‡ation Become Harder to Forecast?,”Journal of Money, Credit and Banking 39 (1), 3–34.
    Paper not yet in RePEc: Add citation now
  29. Timmermann, A. (2006), “Forecast Combinations,” in: G. Elliott, C. Granger and A. Timmermann, Handbook of Economic Forecasting Vol. 1, North Holland: Elsevier.

  30. Wieland, V. and M.H. Wolters (2012), “Forecasting and Policy Making,” in: G. Elliott and A. Timmermann (eds.), Handbook of Forecasting, Vol. 2, Elsevier.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  3. Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

    Full description at Econpapers || Download paper

  4. Forecasting with DSGE models: What frictions are important?. (2018). Nalban, Valeriu.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:68:y:2018:i:c:p:190-204.

    Full description at Econpapers || Download paper

  5. Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:577.

    Full description at Econpapers || Download paper

  6. Alternative tests for correct specification of conditional predictive densities. (2017). Sekhposyan, Tatevik ; Rossi, Barbara.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1416.

    Full description at Econpapers || Download paper

  7. Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:201:y:2017:i:2:p:322-332.

    Full description at Econpapers || Download paper

  8. Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420.

    Full description at Econpapers || Download paper

  9. Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility. (2016). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22615.

    Full description at Econpapers || Download paper

  10. A note on the estimation of optimal weights for density forecast combinations. (2016). Vasnev, Andrey ; Pauwels, Laurent L.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:391-397.

    Full description at Econpapers || Download paper

  11. EuroMInd-D: A density estimate of monthly gross domestic product for the euro area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gianluigi.
    In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
    RePEc:zbw:hohdps:032015.

    Full description at Econpapers || Download paper

  12. Evaluating Point and Density Forecasts of DSGE Models. (2015). Wolters, Maik.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:30:y:2015:i:1:p:74-96.

    Full description at Econpapers || Download paper

  13. Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments. (2015). Knüppel, Malte ; Knppel, Malte .
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:33:y:2015:i:2:p:270-281.

    Full description at Econpapers || Download paper

  14. Forecasting the Distribution of Economic Variables in a Data-Rich Environment. (2015). Manzan, Sebastiano .
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:33:y:2015:i:1:p:144-164.

    Full description at Econpapers || Download paper

  15. Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania. (2015). Nalban, Valeriu.
    In: International Journal of Economic Sciences.
    RePEc:sek:jijoes:v:4:y:2015:i:1:p:60-74.

    Full description at Econpapers || Download paper

  16. EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gianluigi.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:340.

    Full description at Econpapers || Download paper

  17. Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility. (2015). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:15-018.

    Full description at Econpapers || Download paper

  18. Bootstrap multi-step forecasts of non-Gaussian VAR models. (2015). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:3:p:834-848.

    Full description at Econpapers || Download paper

  19. Alternative Tests for Correct Specification of Conditional Predictive Densities. (2015). Sekhposyan, Tatevik ; Rossi, Barbara.
    In: Working Papers.
    RePEc:bge:wpaper:758.

    Full description at Econpapers || Download paper

  20. EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gian Luigi .
    In: CREATES Research Papers.
    RePEc:aah:create:2015-12.

    Full description at Econpapers || Download paper

  21. Forecasting in nonstationary environments: What works and what doesnt in reduced-form and structural models. (2014). Rossi, Barbara ; Giacomini, Raffaella.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1476.

    Full description at Econpapers || Download paper

  22. Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession. (2014). Mitchell, James ; Montana, Gaetana ; Mazzi, Gian Luigi .
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:76:y:2014:i:2:p:233-256.

    Full description at Econpapers || Download paper

  23. Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models. (2014). Rossi, Barbara ; Giacomini, Raffaella.
    In: Working Papers.
    RePEc:bge:wpaper:819.

    Full description at Econpapers || Download paper

  24. Evaluating point and density forecasts of DSGE models. (2013). Wolters, Maik.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201303.

    Full description at Econpapers || Download paper

  25. Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach. (2013). Takli, Elvira ; Papadimitriou, Theophilos ; Gogas, Periklis.
    In: Working Paper series.
    RePEc:rim:rimwps:04_13.

    Full description at Econpapers || Download paper

  26. Advances in Forecasting under Instability. (2013). Rossi, Barbara.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-1203.

    Full description at Econpapers || Download paper

  27. Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach. (2013). Takli, Elvira ; Papadimitriou, Theophilos ; Gogas, Periklis.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00134.

    Full description at Econpapers || Download paper

  28. Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?. (2013). Rossi, Barbara ; Kisacikoglu, Burcin ; Gürkaynak, Refet ; Gurkaynak, Refet S..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9576.

    Full description at Econpapers || Download paper

  29. Nowcasting GDP in Real-Time: A Density Combination Approach. (2011). Thorsrud, Leif ; Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R..
    In: Working Papers.
    RePEc:bny:wpaper:0003.

    Full description at Econpapers || Download paper

  30. Nowcasting GDP in real-time: A density combination approach. (2011). Thorsrud, Leif ; Aastveit, Knut Are ; Jore, Anne Sofie ; Gerdrup, Karsten R..
    In: Working Paper.
    RePEc:bno:worpap:2011_11.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-22 20:55:05 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy