Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting
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- Bok, Brandyn & Caratelli, Daniele & Giannone, Domenico & Sbordone, Argia M. & Tambalotti, Andrea, 2017.
"Macroeconomic nowcasting and forecasting with big data,"
830, Federal Reserve Bank of New York.
- Bok, Brandyn & Caratelli, Daniele & Giannone, Domenico & Sbordone, Argia & Tambalotti, Andrea, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers 12589, C.E.P.R. Discussion Papers.
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Keywordsconditional forecasting; nowcasting; vector autoregressions; mixed-frequency models; Bayesian methods;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-03-26 (All new papers)
- NEP-FOR-2017-03-26 (Forecasting)
- NEP-MAC-2017-03-26 (Macroeconomics)
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