Exploiting the monthly data flow in structural forecasting
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DOI: 10.1016/j.jmoneco.2016.10.011
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- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015. "Exploiting the monthly data flow in structural forecasting," Staff Reports 751, Federal Reserve Bank of New York.
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
- Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014. "Exploiting the monthly data flow in structural forecasting," Bank of England working papers 509, Bank of England.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," Discussion Papers 1416, Centre for Macroeconomics (CFM).
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Citations
Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Hey, Economist! How Do You Forecast the Present?
by Blog Author in Liberty Street Economics on 2017-06-16 20:15:00 - Exploiting the monthly data flow in structural forecasting
by Christian Zimmermann in NEP-DGE blog on 2014-10-05 22:06:38
Citations
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More about this item
Keywords
DSGE models; Forecasting; Temporal aggregation; Mixed frequency data; Large datasets;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- 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)
Statistics
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