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There are 2824 results for: content related to: Evaluating Point and Density Forecasts of DSGE Models

  1. Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test

    Journal of Money, Credit and Banking

    Volume 44, Issue 7, October 2012, Pages: 1301–1324, MARCIN KOLASA, MICHAŁ RUBASZEK and PAWEŁ SKRZYPCZYŃSKI

    Version of Record online : 19 SEP 2012, DOI: 10.1111/j.1538-4616.2012.00533.x

  2. Google's MIDAS Touch: Predicting UK Unemployment with Internet Search Data

    Journal of Forecasting

    Volume 35, Issue 3, April 2016, Pages: 263–284, Paul Smith

    Version of Record online : 14 FEB 2016, DOI: 10.1002/for.2391

  3. The Importance of Being Timely

    Journal of Forecasting

    Volume 34, Issue 6, September 2015, Pages: 492–506, Paul Smith

    Version of Record online : 23 JUL 2015, DOI: 10.1002/for.2355

  4. Real-Time Nowcasting of GDP: A Factor Model vs. Professional Forecasters

    Oxford Bulletin of Economics and Statistics

    Volume 76, Issue 6, December 2014, Pages: 783–811, Joelle Liebermann

    Version of Record online : 3 DEC 2013, DOI: 10.1111/obes.12047

  5. FROM BUDGETARY FORECASTS TO EX POST FISCAL DATA: EXPLORING THE EVOLUTION OF FISCAL FORECAST ERRORS IN THE EUROPEAN UNION

    Contemporary Economic Policy

    Volume 31, Issue 4, October 2013, Pages: 795–813, ROEL BEETSMA, BENJAMIN BLUHM, MASSIMO GIULIODORI and PETER WIERTS

    Version of Record online : 20 SEP 2012, DOI: 10.1111/j.1465-7287.2012.00337.x

  6. Probabilistic evaluation of ensemble discharge nowcasts in two nested Alpine basins prone to flash floods

    Hydrological Processes

    Volume 27, Issue 1, 1 January 2013, Pages: 5–17, Katharina Liechti, Massimiliano Zappa, Felix Fundel and Urs Germann

    Version of Record online : 18 JUL 2012, DOI: 10.1002/hyp.9458

  7. The Role of Survey Data in Nowcasting Euro Area GDP Growth

    Journal of Forecasting

    Alessandro Girardi, Christian Gayer and Andreas Reuter

    Version of Record online : 1 DEC 2015, DOI: 10.1002/for.2383

  8. Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 4, August 2010, Pages: 518–550, Massimiliano Marcellino and Christian Schumacher

    Version of Record online : 16 JUN 2010, DOI: 10.1111/j.1468-0084.2010.00591.x

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    Formulation and evaluation of a scale decomposition-based stochastic precipitation nowcast scheme

    Water Resources Research

    Volume 49, Issue 10, October 2013, Pages: 6624–6641, Alan W. Seed, Clive E. Pierce and Katie Norman

    Version of Record online : 15 OCT 2013, DOI: 10.1002/wrcr.20536

  10. Nowcasting and the Taylor Rule

    Journal of Money, Credit and Banking

    Volume 46, Issue 5, August 2014, Pages: 1035–1055, WILLIAM A. BRANCH

    Version of Record online : 24 JUL 2014, DOI: 10.1111/jmcb.12128

  11. POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES

    Journal of Applied Econometrics

    Volume 28, Issue 3, April/May 2013, Pages: 392–411, Vladimir Kuzin, Massimiliano Marcellino and Christian Schumacher

    Version of Record online : 14 MAY 2012, DOI: 10.1002/jae.2279

  12. Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession

    Oxford Bulletin of Economics and Statistics

    Volume 76, Issue 2, April 2014, Pages: 233–256, Gian Luigi Mazzi, James Mitchell and Gaetana Montana

    Version of Record online : 31 MAR 2013, DOI: 10.1111/obes.12015

  13. Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts

    Journal of Applied Econometrics

    Christoph Frey and Frieder Mokinski

    Version of Record online : 26 AUG 2015, DOI: 10.1002/jae.2483

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    Performance of 4D-Var NWP-based nowcasting of precipitation at the Met Office for summer 2012

    Quarterly Journal of the Royal Meteorological Society

    Volume 142, Issue 694, January 2016 Part A, Pages: 472–487, Susan P. Ballard, Zhihong Li, David Simonin and Jean-Francois Caron

    Version of Record online : 29 NOV 2015, DOI: 10.1002/qj.2665

  15. Combining Judgment and Models

    Journal of Money, Credit and Banking

    Volume 42, Issue 8, December 2010, Pages: 1641–1662, FRANCESCA MONTI

    Version of Record online : 25 NOV 2010, DOI: 10.1111/j.1538-4616.2010.00357.x

  16. Nowcasting severe convection in the Alpine region: the COALITION approach

    Quarterly Journal of the Royal Meteorological Society

    Volume 140, Issue 682, July 2014 Part A, Pages: 1684–1699, L. Nisi, P. Ambrosetti and L. Clementi

    Version of Record online : 28 OCT 2013, DOI: 10.1002/qj.2249

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    Application of Meteosat second generation data towards improving the nowcasting of convective initiation

    Meteorological Applications

    Volume 17, Issue 4, December 2010, Pages: 442–451, Christopher W. Siewert, Marianne Koenig and John R. Mecikalski

    Version of Record online : 12 FEB 2010, DOI: 10.1002/met.176

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    The Canadian Airport Nowcasting System (CAN-Now)

    Meteorological Applications

    Volume 21, Issue 1, January 2014, Pages: 30–49, George A. Isaac, Monika Bailey, Faisal S. Boudala, William R. Burrows, Stewart G. Cober, Robert W. Crawford, Norman Donaldson, Ismail Gultepe, Bjarne Hansen, Ivan Heckman, Laura X. Huang, Alister Ling, Jocelyn Mailhot, Jason A. Milbrandt, Janti Reid and Marc Fournier

    Version of Record online : 3 AUG 2012, DOI: 10.1002/met.1342

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    Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility

    Journal of the Royal Statistical Society: Series A (Statistics in Society)

    Volume 178, Issue 4, October 2015, Pages: 837–862, Andrea Carriero, Todd E. Clark and Massimiliano Marcellino

    Version of Record online : 27 JAN 2015, DOI: 10.1111/rssa.12092

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    Open-boundary modal analysis: Interpolation, extrapolation, and filtering

    Journal of Geophysical Research: Oceans (1978–2012)

    Volume 109, Issue C12, December 2004, F. Lekien, C. Coulliette, R. Bank and J. Marsden

    Version of Record online : 4 DEC 2004, DOI: 10.1029/2004JC002323