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
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Transmission mechanism, shocks, cycles, Europe, impulse response, non-linear VAR
great moderation, impulse responses, monetary policy, time-varying models
data revision, macroeconomic data uncertainty, Randomized experiments, uncertainty communication
Forecasting, inflation, Central Bank, Brazil
Data frequency, multiple predictors, combination, real time forecasting
This page was processed by aws-apollo4 in 0.375 seconds