‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession
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- Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005.
"(Un)Predictability and Macroeconomic Stability,"
0510024, University Library of Munich, Germany.
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- Maxime Leboeuf & Louis Morel, 2014. "Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions," Discussion Papers 14-3, Bank of Canada.
More about this item
KeywordsEconometric and statistical methods; International topics;
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-01-03 (All new papers)
- NEP-CBA-2011-01-03 (Central Banking)
- NEP-EEC-2011-01-03 (European Economics)
- NEP-FOR-2011-01-03 (Forecasting)
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