Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy-Reference-Cited by-同舟云学术

Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy

Published:2020-04 Issue:2 Volume:36 Page:373-398
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Tallman Ellis W.,Zaman Saeed

Publisher

Elsevier BV

Subject

Business and International Management

Reference62 articles.

1. Have standard VARs remained stable since the crisis?;Aastveit;Journal of Applied Econometrics,2017

2. Financial conditions and density forecasts for US output and inflation;Alessandri;Review of Economic Dynamics,2017

3. Anchoring the yield curve using survey expectations;Altavilla;Journal of Applied Econometrics,2017

4. Andersson, M., Palmqvist, S., & Waggoner, D. (2010). Density-conditional forecasts in dynamic multivariate models. Sveriges Riksbank Working paper 247.

5. Antolin-Diaz, J., Petrella, I., & Rubio-Ramirez, J. F. (2019). Structural scenario analysis with SVARs. Manuscript.

Cited by 31 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Novel Market Sentiment Analysis Model for Forecasting Stock and Cryptocurrency Returns;IEEE Transactions on Systems, Man, and Cybernetics: Systems;2024-09

2. A Unified Framework to Estimate Macroeconomic Stars;Working paper (Federal Reserve Bank of Cleveland);2024-05-31

3. Nowcasting Inflation;Working paper (Federal Reserve Bank of Cleveland);2024-03-07

4. Post‐COVID inflation dynamics: Higher for longer;Journal of Forecasting;2024-02-27

5. A DSGE Model Including Trend Information and Regime Switching at the ZLB;Working paper (Federal Reserve Bank of Cleveland);2023-12-27