17
H index
28
i10 index
1160
Citations
Federal Reserve Bank of Cleveland | 17 H index 28 i10 index 1160 Citations RESEARCH PRODUCTION: 43 Articles 67 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with James Mitchell. | Is cited by: | Cites to: |
Year | Title of citing document | |
---|---|---|
2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
2021 | Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo. In: CREATES Research Papers. RePEc:aah:create:2021-09. Full description at Econpapers || Download paper | |
2020 | Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719. Full description at Econpapers || Download paper | |
2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
2020 | “Measuring and assessing economic uncertaintyâ€. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003. Full description at Econpapers || Download paper | |
2021 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper | |
2020 | The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835. Full description at Econpapers || Download paper | |
2021 | Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655. Full description at Econpapers || Download paper | |
2020 | Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession. (2020). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:2007.15419. Full description at Econpapers || Download paper | |
2020 | Optimal probabilistic forecasts: When do they work?. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Loaiza-Maya, Rub'En ; Martin, Gael M ; Hassan, Andr'Es Ram'Irez ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2009.09592. Full description at Econpapers || Download paper | |
2021 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper | |
2021 | Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155. Full description at Econpapers || Download paper | |
2021 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649. Full description at Econpapers || Download paper | |
2021 | Inferring Economic Condition Uncertainty from Electricity Big Data. (2021). Qian, Haoqi ; Tian, Yingjie ; Wu, Libo ; Shi, Zhengyu. In: Papers. RePEc:arx:papers:2107.11593. Full description at Econpapers || Download paper | |
2021 | Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082. Full description at Econpapers || Download paper | |
2021 | Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783. Full description at Econpapers || Download paper | |
2021 | Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761. Full description at Econpapers || Download paper | |
2020 | Can news help measure economic sentiment? An application in COVID-19 times. (2020). Urtasun, Alberto ; Pacce, Matias ; Ghirelli, Corinna ; Aguilar, Pablo. In: Working Papers. RePEc:bde:wpaper:2027. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138. Full description at Econpapers || Download paper | |
2020 | Methods for Estimating the Gross Regional Product Leading Indicator. (2020). Oborin, Oleg ; Nikitin, Mikhail ; Kislyak, Nadezhda ; Boyko, Vladimir. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:3:p:3-29. Full description at Econpapers || Download paper | |
2021 | Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392. Full description at Econpapers || Download paper | |
2021 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
2020 | Temporal disaggregation of overlapping noisy quarterly data: estimation of monthly output from UK valueâ€added tax data. (2020). Weale, Martin ; Labonne, Paul. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1211-1230. Full description at Econpapers || Download paper | |
2021 | Nowcasting monthly GDP with big data: A model averaging approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706. Full description at Econpapers || Download paper | |
2021 | Spillovers in global production networks. (2021). Gunnella, Vanessa ; Frohm, Erik. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:3:p:663-680. Full description at Econpapers || Download paper | |
2021 | Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297. Full description at Econpapers || Download paper | |
2020 | Nowcasting Norwegian household consumption with debit card transaction data. (2020). Fastb, Tuva Marie ; Aastveit, Knut Are ; Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora. In: Working Paper. RePEc:bno:worpap:2020_17. Full description at Econpapers || Download paper | |
2021 | Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3. Full description at Econpapers || Download paper | |
2020 | Time-Varying Trend Models for Forecasting Inflation in Australia. (2020). Cross, Jamie ; Zhang, BO ; Guo, NA. In: Working Papers. RePEc:bny:wpaper:0092. Full description at Econpapers || Download paper | |
2021 | Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099. Full description at Econpapers || Download paper | |
2022 | Turning in the widening gyre: monetary and fiscal policy in interwar Britain. (2022). Ronicle, David. In: Bank of England working papers. RePEc:boe:boeewp:0968. Full description at Econpapers || Download paper | |
2020 | Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?. (2020). Cristea, R G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20108. Full description at Econpapers || Download paper | |
2021 | The Impact of Aggregate Uncertainty on Firm-Level Uncertainty. (2021). Grimme, Christian ; Easaw, Joshy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8934. Full description at Econpapers || Download paper | |
2022 | Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687. Full description at Econpapers || Download paper | |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper | |
2020 | Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16. Full description at Econpapers || Download paper | |
2020 | Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378. Full description at Econpapers || Download paper | |
2020 | Does the Phillips curve help to forecast euro area inflation?. (2020). BOBEICA, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20202471. Full description at Econpapers || Download paper | |
2021 | Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604. Full description at Econpapers || Download paper | |
2022 | Uncertainty is more than a number or colour: Involving experts in uncertainty assessments of yield gaps. (2022). van Ittersum, Martin K ; Grassini, Patricio. In: Agricultural Systems. RePEc:eee:agisys:v:195:y:2022:i:c:s0308521x2100264x. Full description at Econpapers || Download paper | |
2021 | Sharing is caring: Spillovers and synchronization of business cycles in the European Union. (2021). Škrinjarić, Tihana ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:25-39. Full description at Econpapers || Download paper | |
2020 | Partially censored posterior for robust and efficient risk evaluation. (2020). Hoogerheide, Lennart ; Borowska, Agnieszka ; van Dijk, Herman K ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:335-355. Full description at Econpapers || Download paper | |
2021 | Generalized aggregation of misspecified models: With an application to asset pricing. (2021). Maasoumi, Esfandiar ; Gospodinov, Nikolay. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:451-467. Full description at Econpapers || Download paper | |
2021 | Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860. Full description at Econpapers || Download paper | |
2020 | The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions. (2020). Wildi, Marc ; McElroy, Tucker S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:112-130. Full description at Econpapers || Download paper | |
2021 | Quantitative portfolio selection: Using density forecasting to find consistent portfolios. (2021). Beasley, John ; Meade, N ; Adcock, C J. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:1053-1067. Full description at Econpapers || Download paper | |
2021 | Forecasting Swiss exports using Bayesian forecast reconciliation. (2021). Hyndman, Rob ; Eckert, Florian ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:693-710. Full description at Econpapers || Download paper | |
2021 | Optimal combinations of stochastic frontier and data envelopment analysis models. (2021). Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:2:p:790-800. Full description at Econpapers || Download paper | |
2022 | US Stock return predictability with high dimensional models. (2022). Salisu, Afees ; Tchankam, Jean Paul. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002646. Full description at Econpapers || Download paper | |
2020 | Forecast combinations for value at risk and expected shortfall. (2020). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:428-441. Full description at Econpapers || Download paper | |
2020 | Comparing density forecasts in a risk management context. (2020). Fang, Hao ; Diks, Cees. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:531-551. Full description at Econpapers || Download paper | |
2020 | Forecasting commodity prices out-of-sample: Can technical indicators help?. (2020). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:666-683. Full description at Econpapers || Download paper | |
2020 | Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts. (2020). Chan, Joshua ; Cross, Jamie L ; Zhang, BO. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1318-1328. Full description at Econpapers || Download paper | |
2021 | Dimensionality reduction in forecasting with temporal hierarchies. (2021). Madsen, Henrik ; Moller, Jan K ; Lindstrom, Erik ; Nystrup, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1127-1146. Full description at Econpapers || Download paper | |
2021 | Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach. (2021). Tinti, Cristina ; Tegami, Christian ; Citton, Ambra ; Ricchi, Ottavio ; Giovannelli, Alessandro ; Proietti, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1376-1398. Full description at Econpapers || Download paper | |
2022 | Combining forecasts for universally optimal performance. (2022). Yang, Yuhong ; Cheng, Gang ; Rolling, Craig A ; Qian, Wei. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:193-208. Full description at Econpapers || Download paper | |
2022 | Reducing revisions in hedonic house price indices by the use of nowcasts. (2022). Pfeffermann, Danny ; Ben-Hur, Dano ; Sayag, Doron. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:253-266. Full description at Econpapers || Download paper | |
2022 | Optimal probabilistic forecasts: When do they work?. (2022). RamÃrez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406. Full description at Econpapers || Download paper | |
2020 | Price-setting and economic slack: Evidence from firm-level survey data. (2020). Frohm, Erik. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301610. Full description at Econpapers || Download paper | |
2021 | Forecasting crude oil real prices with averaging time-varying VAR models. (2021). Drachal, Krzysztof. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002555. Full description at Econpapers || Download paper | |
2020 | Sovereign spreads in the Euro area: Cross border transmission and macroeconomic implications. (2020). Bahaj, Saleem. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:116-135. Full description at Econpapers || Download paper | |
2021 | Unconventional monetary policies and the macroeconomy: The impact of the UKs QE2 and funding for lending scheme. (2021). Kapetanios, George ; Joyce, Michael ; Theodoridis, Konstantinos ; Churm, Rohan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:721-736. Full description at Econpapers || Download paper | |
2021 | Post-processing in solar forecasting: Ten overarching thinking tools. (2021). van der Meer, Dennis ; Yang, Dazhi. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:140:y:2021:i:c:s1364032121000307. Full description at Econpapers || Download paper | |
2022 | A review of very short-term wind and solar power forecasting. (2022). Browell, J ; Tawn, R. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:153:y:2022:i:c:s1364032121010285. Full description at Econpapers || Download paper | |
2021 | Renewable electricity and economic growth relationship in the long run: Panel data econometric evidence from the OECD. (2021). Mazzanti, Massimiliano ; Chakraborty, Saptorshee Kanto. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:59:y:2021:i:c:p:330-341. Full description at Econpapers || Download paper | |
2022 | Random and Markov switching exponential smoothing models. (2022). Tsionas, Mike G. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521007022. Full description at Econpapers || Download paper | |
2020 | Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660. Full description at Econpapers || Download paper | |
2021 | Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate. (2020). Berge, Travis J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-12. Full description at Econpapers || Download paper | |
2021 | Forecasting in the Absence of Precedent. (2021). Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:92993. Full description at Econpapers || Download paper | |
2021 | Challenges to Learners in Interpreting Self as Other, Post COVID-19. (2021). Nash, Carol. In: Challenges. RePEc:gam:jchals:v:12:y:2021:i:2:p:31-:d:681952. Full description at Econpapers || Download paper | |
2021 | Forecasting with Business and Consumer Survey Data. (2021). Claveria, Oscar. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:8-134:d:500803. Full description at Econpapers || Download paper | |
2021 | Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails. (2021). Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:506-:d:660957. Full description at Econpapers || Download paper | |
2020 | Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails. (2020). Ãsterholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2020_013. Full description at Econpapers || Download paper | |
2021 | Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances. (2021). Ãsterholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2021_009. Full description at Econpapers || Download paper | |
2020 | Measuring and assessing economic uncertainty. (2020). Claveria, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202011. Full description at Econpapers || Download paper | |
2021 | Uncertainty indicators based on expectations of business and consumer surveys. (2021). Claveria, Oscar. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09479-1. Full description at Econpapers || Download paper | |
2020 | The effects of trade deficit on output and employment: evidence from the U.S.’s economy. (2020). Le, Tuan ; Baker, William . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:4:d:10.1007_s10368-020-00464-4. Full description at Econpapers || Download paper | |
2021 | Global and Local Components of Output Gaps. (2021). Mhlebach, Nina ; Eckert, Florian. In: KOF Working papers. RePEc:kof:wpskof:21-497. Full description at Econpapers || Download paper | |
2020 | Analysis of the Impact of China’s GDP Data Revision on Monetary Policy from the Perspective of Uncertainty. (2020). Lv, Guangming ; Zhu, Yuhan ; Yu, Xueting. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:56:y:2020:i:6:p:1251-1274. Full description at Econpapers || Download paper | |
2021 | Regional Business Confidence as Early Indicator of Regional Economic Growth. (2021). Coetzee, Clive ; Kleynhans, Ewert. In: Managing Global Transitions. RePEc:mgt:youmgt:v:19:y:2021:i:1:p:27-48. Full description at Econpapers || Download paper | |
2020 | Optimal probabilistic forecasts: When do they work?. (2020). Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Hassan, Andres Ramirez. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-33. Full description at Econpapers || Download paper | |
2020 | Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach. (2020). Lopresto, Marta ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-06. Full description at Econpapers || Download paper | |
2020 | The CBI Suite of Business Surveys. (2020). Mizen, Paul ; Lee, Kevin ; Mahony, Michael. In: Economic Statistics Centre of Excellence (ESCoE) Technical Reports. RePEc:nsr:escoet:escoe-tr-08. Full description at Econpapers || Download paper | |
2022 | Quarterly GDP Estimates for the German States. (2022). Lehmann, Robert ; Wikman, Ida. In: MPRA Paper. RePEc:pra:mprapa:112642. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Balcilar, Mehmet ; Pierdzioch, Christian ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202111. Full description at Econpapers || Download paper | |
2022 | Big data forecasting of South African inflation. (2022). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Botha, Byron ; Burger, Rulof. In: Working Papers. RePEc:rbz:wpaper:11022. Full description at Econpapers || Download paper | |
2021 | A Solution for Absent Spatial Data: The Common Correlated Effects Estimator. (2021). Felsenstein, Daniel ; Beenstock, Michael. In: International Regional Science Review. RePEc:sae:inrsre:v:44:y:2021:i:3-4:p:466-484. Full description at Econpapers || Download paper | |
2021 | The Positive Influences of Renewable Energy Consumption on Financial Development and Economic Growth. (2021). Mukhtarov, Shahriyar ; Ksel, Serhat Y ; Zhe, LI ; Azizov, Mayis ; Diner, Hasan ; Yksel, Serhat. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211040133. Full description at Econpapers || Download paper | |
2020 | Assessing nowcast accuracy of US GDP growth in real time: the role of booms and busts. (2020). Siliverstovs, Boriss. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01704-6. Full description at Econpapers || Download paper | |
2020 | Aggregate density forecasting from disaggregate components using Bayesian VARs. (2020). Cobb, Marcus. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01720-6. Full description at Econpapers || Download paper | |
2021 | Disagreement on expectations: firms versus consumers. (2021). Claveria, Oscar. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:12:d:10.1007_s43546-021-00164-4. Full description at Econpapers || Download paper | |
2021 | Renewable Electricity and Economic Growth relationship in the long run: panel data econometric evidence from the OECD. (2021). Chakraborty, Saptorshee Kanto ; Mazzanti, Massimiliano. In: SEEDS Working Papers. RePEc:srt:wpaper:0421. Full description at Econpapers || Download paper | |
2020 | Higher Moment Constraints for Predictive Density Combinations. (2020). Vasnev, Andrey ; Radchenko, Peter ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/22140. Full description at Econpapers || Download paper | |
2021 | Bayesian model averaging and the conditional volatility process: an application to predicting aggregate equity returns by conditioning on economic variables. (2021). Nonejad, Nima. In: Quantitative Finance. RePEc:taf:quantf:v:21:y:2021:i:8:p:1387-1411. Full description at Econpapers || Download paper | |
2021 | Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). van Dijk, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210053. Full description at Econpapers || Download paper | |
2020 | Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?. (2018). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1641. Full description at Econpapers || Download paper | |
2021 | Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711. Full description at Econpapers || Download paper | |
2021 | Evaluating forecast performance with state dependence. (2021). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Economics Working Papers. RePEc:upf:upfgen:1800. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2009 | Measuring Output Gap Uncertainty In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 12 |
2010 | Measuring Output Gap Uncertainty.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2009 | Measuring Output Gap Uncertainty.(2009) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2009 | Measuring output gap uncertainty.(2009) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2009 | Real-time Inflation Forecast Densities from Ensemble Phillips Curves In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 20 |
2011 | Real-time inflation forecast densities from ensemble Phillips curves.(2011) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2010 | Real-time Inflation Forecast Densities from Ensemble Phillips Curves.(2010) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2018 | R2 bounds for predictive models: what univariate properties tell us about multivariate predictability In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 4 |
2019 | R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability.(2019) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2008 | Incidence?based estimates of life expectancy of the healthy for the UK: coherence between transition probabilities and aggregate life?tables In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 6 |
2011 | Qualitative business surveys: signal or noise? In: Journal of the Royal Statistical Society Series A. [Citation analysis] | article | 27 |
2008 | Qualitative Business Surveys: Signal or Noise?.(2008) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2020 | UK regional nowcasting using a mixed frequency vector auto?regressive model with entropic tilting In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 5 |
2005 | FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM?LEVEL SURVEY DATA In: Manchester School. [Full Text][Citation analysis] | article | 23 |
2005 | Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 95 |
2014 | Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 16 |
2008 | Combining forecast densities from VARs with uncertain instabilities In: Working Paper. [Full Text][Citation analysis] | paper | 134 |
2010 | Combining forecast densities from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | article | |
2008 | Combining Forecast Densities from VARs with Uncertain Instabilities.(2008) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | paper | |
2009 | Macro modelling with many models In: Working Paper. [Full Text][Citation analysis] | paper | 8 |
2009 | Macro Modelling with Many Models.(2009) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2009 | Combining VAR and DSGE forecast densities In: Working Paper. [Full Text][Citation analysis] | paper | 33 |
2011 | Combining VAR and DSGE forecast densities.(2011) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
2014 | Generalised density forecast combinations In: Bank of England working papers. [Full Text][Citation analysis] | paper | 45 |
2015 | Generalised density forecast combinations.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
2014 | Generalised Density Forecast Combinations.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2013 | Generalised Density Forecast Combinations.(2013) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2009 | Monthly and Quarterly GDP Estimates for Interwar Britain In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2009 | Monthly and quarterly GDP estimates for interwar Britain.(2009) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2011 | Monthly GDP Estimates for Inter-War Britain In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
2011 | Monthly GDP Estimates for Inter-War Britain.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2012 | Monthly GDP estimates for inter-war Britain.(2012) In: Explorations in Economic History. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
In: . [Full Text][Citation analysis] | article | 11 | |
2002 | Have UK and Eurozone Business Cycles Become More Correlated?.(2002) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
In: . [Full Text][Citation analysis] | article | 16 | |
2003 | Business Cycles and Turning Points: A Survey of Statistical Techniques.(2003) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
In: . [Full Text][Citation analysis] | article | 0 | |
2005 | The National Institute Density Forecasts of Inflation.(2005) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 17 | |
2009 | WHERE ARE WE NOW? THE UK RECESSION AND NOWCASTING GDP GROWTH USING STATISTICAL MODELS.(2009) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
In: . [Full Text][Citation analysis] | article | 1 | |
2009 | ARCHITECTS AS NOWCASTERS OF HOUSING CONSTRUCTION.(2009) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 1 | |
In: . [Full Text][Citation analysis] | article | 2 | |
2021 | Nowcasting true monthly US GDP during the pandemic.(2021) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2002 | Quantification of Qualitative Firm-Level Survey Data In: Economic Journal. [Full Text][Citation analysis] | article | 29 |
2001 | Quantification of qualitative firm-level survey data.(2001) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2005 | An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth In: Economic Journal. [Full Text][Citation analysis] | article | 68 |
2011 | The drivers of international migration to the UK: A panelâ€based Bayesian model averaging approach In: Economic Journal. [Full Text][Citation analysis] | article | 11 |
2002 | The use of non-normal distributions in quantifying qualitative survey data on expectations In: Economics Letters. [Full Text][Citation analysis] | article | 23 |
2007 | Uncertainty in UK manufacturing: Evidence from qualitative survey data In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
2005 | Uncertainty in UK manufacturing: evidence from qualitative survey data.(2005) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2014 | A nonlinear panel data model of cross-sectional dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
2012 | A Nonlinear Panel Data Model of Cross-Sectional Dependence.(2012) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2010 | A Nonlinear Panel Data Model of Cross-sectional Dependence.(2010) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2013 | A Nonlinear Panel Data Model of Cross-Sectional Dependence.(2013) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2007 | Combining density forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 185 |
2011 | The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 23 |
2009 | The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys.(2009) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2014 | Measuring output gap nowcast uncertainty In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
2011 | Measuring Output Gap Nowcast Uncertainty.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2013 | Measuring Output Gap Nowcast Uncertainty.(2013) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2021 | Does judgment improve macroeconomic density forecasts? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
2020 | Does Judgment Improve Macroeconomic Density Forecasts?.(2020) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2021 | Censored Density Forecasts: Production and Evaluation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Reconciled Estimates of Monthly GDP in the US In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Reconciled Estimates of Monthly GDP in the US.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | Reconciled Estimates of Monthly GDP in the US.(2020) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2022 | Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Nowcasting and predicting data revisions using panel survey data In: Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
2011 | Efficient Aggregation of Panel Qualitative Survey Data In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
2013 | EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2004 | Reconsidering the evidence: are Eurozone business cycles converging? In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 79 |
2003 | Reconsidering the evidence: Are Eurozone business cycles converging.(2003) In: ZEI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
2018 | UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | UK regional nowcasting using a mixed frequency vector autoregressive model.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2019 | Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2019 | Measuring Data Uncertainty: An Application using the Bank of Englands Fan Charts for Historical GDP Growth In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2019 | Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts†for Historical GDP Growth.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2019 | Communicating Data Uncertainty: Experimental Evidence for U.K. GDP In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | Communicating Data Uncertainty: Experimental Evidence for U.K. GDP.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2004 | Optimal combination of density forecasts In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 4 |
2006 | A Bayesian Indicator of Manufacturing Output from Qualitative Business Panel Survey Data In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2005 | Poverty and Debt In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 1 |
2007 | Qualitative Expectational Data as Predictors of Income and Consumption Growth: Micro Evidence from the British Household Panel Survey In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 0 |
2007 | The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 11 |
2007 | The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey.(2007) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2011 | Mortality in the British Panel Household Survey: a Test of a Standard Treatment for Non-Response In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Nowcasting and predicting data revisions in real time using qualitative panel survey data In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
2005 | Reconsidering the Evidence: Are Euro Area Business Cycles Converging? In: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] | article | 22 |
2009 | Recent Developments in Density Forecasting In: Palgrave Macmillan Books. [Citation analysis] | chapter | 6 |
2010 | A Nonlinear Panel Model of Cross-sectional Dependence In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | A Nonlinear Panel Model of Cross-sectional Dependence.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2005 | Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 1 |
2018 | The Evolution of Forecast Density Combinations in Economics In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2021 | Measuring and Communicating the Uncertainty in Official Economic Statistics In: Journal of Official Statistics. [Full Text][Citation analysis] | article | 0 |
2021 | Measuring and Communicating the Uncertainty in Official Economic Statistics.(2021) In: Journal of Official Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2005 | Insights into Business Confidence from Firm-Level Panel Data In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2011 | Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness In: Journal of Applied Econometrics. [Citation analysis] | article | 79 |
2020 | Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
2013 | The Recalibrated and Copula Opinion Pools In: EMF Research Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Probability Forecasting for Inflation Warnings from the Federal Reserve In: EMF Research Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | What univariate models tell us about multivariate macroeconomic models In: EMF Research Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Communicating uncertainty about facts, numbers, and science In: EMF Research Papers. [Full Text][Citation analysis] | paper | 6 |
2019 | Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of Englands Monetary Policy Committee In: EMF Research Papers. [Full Text][Citation analysis] | paper | 7 |
2020 | Real-Time Perceptions of Historical GDP Data Uncertainty In: EMF Research Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team