Advanced Search
MyIDEAS: Login

Citations for "Macroeconomic forecasting and structural change"

by Antonello D'Agostino & Luca Gambetti & Domenico Giannone

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. D'Agostino, Antonello & Ehrmann, Michael, 2013. "The pricing of G7 sovereign bond spreads: the times, they are a-changin," Working Paper Series, European Central Bank 1520, European Central Bank.
  2. Benkovskis, Konstantins & Caivano, Michele & D’Agostino, Antonello & Dieppe, Alistair & Hurtado, Samuel & Karlsson, Tohmas & Ortega, Eva & Várnai, Tímea, 2011. "Assessing the sensitivity of inflation to economic activity," Working Paper Series, European Central Bank 1357, European Central Bank.
  3. Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers, Örebro University, School of Business 2012:12, Örebro University, School of Business.
  4. Colin Bermingham & Antonello D’Agostino, 2014. "Understanding and forecasting aggregate and disaggregate price dynamics," Empirical Economics, Springer, Springer, vol. 46(2), pages 765-788, March.
  5. Nicoletti, Giulio & Passaro, Raffaele, 2012. "Sometimes it helps: the evolving predictive power of spreads on GDP dynamics," Working Paper Series, European Central Bank 1447, European Central Bank.
  6. Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper, Federal Reserve Bank of Cleveland 1218, Federal Reserve Bank of Cleveland.
  7. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working Papers, University of Nevada, Las Vegas , Department of Economics 1210, University of Nevada, Las Vegas , Department of Economics.
  8. Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014. "Hierarchical Shrinkage in Time‐Varying Parameter Models," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 33(1), pages 80-94, 01.
  9. Ascari, Guido & Castelnuovo, Efrem & Rossi, Lorenza, 2011. "Calvo vs. Rotemberg in a trend inflation world: An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(11), pages 1852-1867.
  10. Koop, Gary & Korobilis, Dimitris, 2012. "Large time-varying parameter VARs," MPRA Paper 38591, University Library of Munich, Germany.
  11. Clark, Todd E. & Doh, Taeyoung, 2014. "Evaluating alternative models of trend inflation," International Journal of Forecasting, Elsevier, Elsevier, vol. 30(3), pages 426-448.
  12. Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013. "Time-varying combinations of predictive densities using nonlinear filtering," Journal of Econometrics, Elsevier, Elsevier, vol. 177(2), pages 213-232.
  13. Domenico Giannone, 2010. "Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?"," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER International Seminar on Macroeconomics 2009, pages 180-190 National Bureau of Economic Research, Inc.
  14. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers, University of Strathclyde Business School, Department of Economics 1113, University of Strathclyde Business School, Department of Economics.
  15. Joshua C C Chan & Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan, 2011. "Time Varying Dimension Models," CAMA Working Papers 2011-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  16. KOROBILIS, Dimitris, 2011. "VAR forecasting using Bayesian variable selection," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  17. Markus Kirchner & Jacopo Cimadomo & Sebastian Hauptmeier, 2010. "Transmission of Government Spending Shocks in the Euro Area: Time Variation and Driving Forces," Tinbergen Institute Discussion Papers, Tinbergen Institute 10-021/2, Tinbergen Institute.
  18. Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos, 2014. "Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters," International Journal of Forecasting, Elsevier, Elsevier, vol. 30(1), pages 129-143.
  19. Dimitris Korobilis, 2014. "Data-based priors for vector autoregressions with drifting coefficients," Working Papers, Business School - Economics, University of Glasgow 2014_04, Business School - Economics, University of Glasgow.
  20. Neil Shephard, 2013. "Martingale unobserved component models," Economics Series Working Papers, University of Oxford, Department of Economics 644, University of Oxford, Department of Economics.
  21. Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe, 2009. "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University gd09-072, Institute of Economic Research, Hitotsubashi University.
  22. Antonello D'Agostino & Paolo Surico, 2012. "A Century of Inflation Forecasts," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1097-1106, November.
  23. Koop, Gary & Potter, Simon M., 2011. "Time varying VARs with inequality restrictions," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(7), pages 1126-1138, July.
  24. Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011. "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers 201132, University of Pretoria, Department of Economics.
  25. Michele Campolieti & Deborah Gefang & Gary Koop, 2011. "Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada," Working Papers, University of Strathclyde Business School, Department of Economics 1138, University of Strathclyde Business School, Department of Economics.
  26. Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers, Duke University, Department of Economics 11-20, Duke University, Department of Economics.
  27. Marco Del Negro & Giorgio Primiceri, 2013. "Time-varying structural vector autoregressions and monetary policy: a corrigendum," Staff Reports, Federal Reserve Bank of New York 619, Federal Reserve Bank of New York.
  28. Nikolay Hristov & Oliver Hülsewig & Thomas Siemsen & Timo Wollmershäuser, 2014. "Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB's OMT Program," CESifo Working Paper Series 4628, CESifo Group Munich.
  29. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper Series, The Rimini Centre for Economic Analysis 42_10, The Rimini Centre for Economic Analysis.
  30. Miguel, Belmonte & Gary, Koop, 2013. "Model Switching and Model Averaging in Time- Varying Parameter Regression Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) 2013-34, Scottish Institute for Research in Economics (SIRE).
  31. Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers, Queen Mary, University of London, School of Economics and Finance 720, Queen Mary, University of London, School of Economics and Finance.
  32. Eric Eisenstat & Rodney W. Strachan, 2014. "Modelling Inflation Volatility," CAMA Working Papers 2014-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  33. Andrea Stella & James H. Stock, 2012. "A state-dependent model for inflation forecasting," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1062, Board of Governors of the Federal Reserve System (U.S.).
  34. Koop, Gary & Tole, Lise, 2013. "Modeling the relationship between European carbon permits and certified emission reductions," Journal of Empirical Finance, Elsevier, Elsevier, vol. 24(C), pages 166-181.
  35. D'Agostino, Antonello & Mendicino, Caterina, 2014. "Expectation-Driven Cycles: Time-varying Effects," MPRA Paper 53607, University Library of Munich, Germany.
  36. Ikram Jebabli & Mohamed Arouri & Frédéric Teulon, 2014. "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility," Working Papers, Department of Research, Ipag Business School 2014-209, Department of Research, Ipag Business School.
  37. Koop, Gary & Korobilis, Dimitris, 2012. "Large Time-Varying Parameter VARs," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) 2012-14, Scottish Institute for Research in Economics (SIRE).
  38. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014. "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper, Norges Bank 2014/11, Norges Bank.
  39. Bauwens, Luc & Koop, Gary & Korobilis, Dimitris & Rombouts, Jeroen V.K., 2011. "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) 2011-33, Scottish Institute for Research in Economics (SIRE).
  40. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Paper, Federal Reserve Bank of Cleveland 1227, Federal Reserve Bank of Cleveland.
  41. Baumeister, Christiane & Kilian, Lutz, 2012. "What Central Bankers Need to Know about Forecasting Oil Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9118, C.E.P.R. Discussion Papers.
  42. Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2012. "Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries," Working Papers, Czech National Bank, Research Department 2012/04, Czech National Bank, Research Department.
  43. Gambetti, Luca & Musso, Alberto, 2012. "Loan supply shocks and the business cycle," Working Paper Series, European Central Bank 1469, European Central Bank.
  44. Joris de Wind & Luca Gambetti, 2014. "Reduced-rank time-varying vector autoregressions," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis 270, CPB Netherlands Bureau for Economic Policy Analysis.
  45. Jouchi Nakajima, 2011. "Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications," IMES Discussion Paper Series 11-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
  46. Bauwens, Luc & Korobilis, Dimitris & Koop, Gary, 2011. "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) 2011-25, Scottish Institute for Research in Economics (SIRE).