Coventry CV4 7AL
University of Warwick
in Total Papers Citations
Ex ante and ex post uncertainty, Macro and stock market uncertainty, MIDAS models.
structural breaks, threshold, event forecast, recessions, real-time data, asymptotic bounds
factor-augmented VAR models, Smooth Transition VAR models, Gibbs variable selection, financial crisis
data revisions, medium-sized DSGE models, forecasting, variance decomposition
Survey forecasts, data revisions, economic indicators, stock returns, macro announcements
Forecasting error variance, Structural VAR, News shocks, Uncertainty shocks
real-time forecasting, inflation and output growth predictive densities, real- time-vintages, time-varying heteroscedasticity.
Nowcasting, data revisions, dynamic factor model
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Transmission mechanism, shocks, cycles, Europe, impulse response, non-linear VAR
great moderation, impulse responses, monetary policy, time-varying models
Forecasting, inflation, Central Bank, Brazil
Data frequency, multiple predictors, combination, real time forecasting
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