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Identifying money and inflation expectation shocks to real oil prices
In: Energy economics, Band 126, S. 106878
ISSN: 1873-6181
Granger Predictability of Oil Prices after the Great Recession
In: IMF Working Paper No. 19/237
SSRN
Working paper
Identifying Money and Inflation Expectation Shocks to Real Oil Prices
In: ENEECO-D-22-01549
SSRN
Identifying Money and Inflation Expectation Shocks on Real Oil Prices
In: Bank of Finland Research Discussion Paper No. 10/2023
SSRN
Supply-side economics with AS-AD in Ramsey dynamic general equilibrium
In: Economic Analysis and Policy, Band 80, S. 505-531
A COMPARISON OF EXCHANGE ECONOMIES WITHIN A MONETARY BUSINESS CYCLE
In: The Manchester School, Band 73, Heft 4, S. 542-562
ISSN: 1467-9957
A Human Capital Explanation of Real Business Cycles
In: Journal of human capital: JHC, Band 18, Heft 2, S. 305-345
ISSN: 1932-8664
SSRN
Short-Term Forecasting of GDP Using Large Monthly Datasets - A Pseudo Real-Time Forecast Evaluation Exercise
In: ECB Occasional Paper No. 84
SSRN
Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise
In: Occassional paper series no 84 (April 2008)
This paper evaluates different models for the short-term forecasting of real GDP growth in ten selected European countries and the euro area as a whole. Purely quarterly models are compared with models designed to exploit early releases of monthly indicators for the nowcast and forecast of quarterly GDP growth. Amongst the latter, we consider small bridge equations and forecast equations in which the bridging between monthly and quarterly data is achieved through a regression on factors extracted from large monthly datasets. The forecasting exercise is performed in a simulated real-time context, which takes account of publication lags in the individual series. In general, we find that models that exploit monthly information outperform models that use purely quarterly data and, amongst the former, factor models perform best.