Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?
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References listed on IDEAS
- Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005.
"(Un)Predictability and Macroeconomic Stability,"
- D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006. "(Un)Predictability and Macroeconomic Stability," Research Technical Papers 5/RT/06, Central Bank of Ireland.
- Surico, Paolo & Giannone, Domenico & D'Agostino, Antonello, 2006. "(Un)Predictability and macroeconomic stability," Working Paper Series 605, European Central Bank.
- D'Agostino, Antonello & Giannone, Domenico & Surico, Paolo, 2007. "(Un)Predictability and Macroeconomic Stability," CEPR Discussion Papers 6594, C.E.P.R. Discussion Papers.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Galvão, Ana Beatriz, 2013.
"Changes in predictive ability with mixed frequency data,"
International Journal of Forecasting,
Elsevier, vol. 29(3), pages 395-410.
- Ana Beatriz Galvão, 2007. "Changes in Predictive Ability with Mixed Frequency Data," Working Papers 595, Queen Mary University of London, School of Economics and Finance.
- Rossi, Barbara & Sekhposyan, Tatevik, 2010. "Have economic models' forecasting performance for US output growth and inflation changed over time, and when?," International Journal of Forecasting, Elsevier, vol. 26(4), pages 808-835, October.
More about this item
KeywordsOutput Growth Forecasts; Inflation Forecasts; Model Selection; Structural Change; Forecast Evaluation; Real-time data. Evaluation;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-07-28 (All new papers)
- NEP-CBA-2009-07-28 (Central Banking)
- NEP-FDG-2009-07-28 (Financial Development & Growth)
- NEP-FOR-2009-07-28 (Forecasting)
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