Coventry CV4 7AL
United Kingdom
University of Warwick
SSRN RANKINGS
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
