Combined Density Nowcasting in an Uncertain Economic Environment

Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility

(2015) Andrea Carriero et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY

Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments

(2014) Malte Knüppel   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Nowcasting GDP in Real Time: A Density Combination Approach

(2013) Knut Are Aastveit et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Time-varying combinations of predictive densities using nonlinear filtering

(2013) Monica Billio et al.   JOURNAL OF ECONOMETRICS

Estimating turning points using large data sets

(2013) James H. Stock et al.   JOURNAL OF ECONOMETRICS

Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials

(2013) Claudia Foroni et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY

Markov-Switching MIDAS Models

(2012) Pierre Guérin et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Short-term forecasts of euro area GDP growth

(2011) Elena Angelini et al.   Econometrics Journal

Optimal prediction pools

(2011) John Geweke et al.   JOURNAL OF ECONOMETRICS

Making and Evaluating Point Forecasts

(2011) Tilmann Gneiting   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility

(2010) Todd E. Clark   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

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

(2010) Massimiliano Marcellino et al.   OXFORD BULLETIN OF ECONOMICS AND STATISTICS

A Comparison of the Real-Time Performance of Business Cycle Dating Methods

(2007) Marcelle Chauvet et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS