A Simple Benchmark for Forecasts of Growth and Inflation
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References listed on IDEAS
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Cited by:
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008.
"Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change,"
Working Papers
334, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Economics Working Papers ECO2008/17, European University Institute.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," CEPR Discussion Papers 6706, C.E.P.R. Discussion Papers.
- Groen, Jan J.J. & Kapetanios, George & Price, Simon, 2009. "A real time evaluation of Bank of England forecasts of inflation and growth," International Journal of Forecasting, Elsevier, vol. 25(1), pages 74-80.
- Angelini, Elena & Marcellino, Massimiliano, 2011.
"Econometric analyses with backdated data: Unified Germany and the euro area,"
Economic Modelling,
Elsevier, vol. 28(3), pages 1405-1414, May.
- Angelini, Elena & Marcellino, Massimiliano, 2007. "Econometric analyses with backdated data: unified Germany and the euro area," Working Paper Series 752, European Central Bank.
More about this item
Keywords
growth; inflation; non-linear models; time-varying models;JEL classification:
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2007-01-02 (All new papers)
- NEP-CBA-2007-01-02 (Central Banking)
- NEP-ECM-2007-01-02 (Econometrics)
- NEP-ETS-2007-01-02 (Econometric Time Series)
- NEP-FOR-2007-01-02 (Forecasting)
- NEP-MAC-2007-01-02 (Macroeconomics)
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