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:2018-06-22 Issue: Volume: Page:
ISSN:2573-7953
Container-title:Working paper (Federal Reserve Bank of Cleveland)
language:
Short-container-title:

Author:

Tallman Ellis W.¹^ORCID,Zaman Saeed¹^ORCID

Affiliation:

1. Federal Reserve Bank of Cleveland

Publisher

Federal Reserve Bank of Cleveland

Reference49 articles.

1. 1. Aastveit, K. A., Carriero, A., Clark, T. E., & Marcellino, M. (2016). Have Standard VARs Remained Stable Since the Crisis? Journal of Applied Econometrics , 32 (5), 931–951. doi:10.1002/jae.2555

2. 2. Altavilla, C., Giacomini, R., & Ragusa, G. (2017). Anchoring the yield curve using survey expectations. Journal of Applied Econometrics , 32 (6), 1055–1068. doi:10.1002/jae.2588

3. 3. Ang, A., Bekaert, G., & Wei, M. (2007). Do macro variables, asset markets, or surveys forecast inflation better? Journal of Monetary Economics , 54 (4), 1163–1212. doi:10.1016/j.jmoneco.2006.04.006

4. 1. Atkeson, A., & Ohanian, L. E. (2001). Are Phillips curves useful for forecasting inflation? Federal Reserve Bank of Minneapolis. Quarterly Review-Federal Reserve Bank of Minneapolis, 25 (1), 2. Retrieved from https://ideas.repec.org/a/fip/fedmqr/y2001iwinp2-11nv.25no.1.html

5. 5. Bańbura, M., Giannone, D., & Lenza, M. (2015). Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. International Journal of Forecasting , 31 (3), 739–756. doi:10.1016/j.ijforecast.2014.08.013

Cited by 1 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. Structural scenario analysis with SVARs;Journal of Monetary Economics;2021-01