Are there any reliable leading indicators for US inflation and GDP growth

By Anindya Banerjee, Massimiliano Marcellino. 2006

167 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/8b4a030a3aa007158bd57baca599bcc15796c7bf

Citations in the corpus

• Factor-Midas for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP (2010, unknown): “MIDAS-basic (7) and its multivariate extension (10) are based on the same …nding as the smooth projection: one regresses low-frequency GDP on skip-sampled highfrequency factors, but with a di¤erent functional (exponential lag) form and allows for non-zero lag orders.”
• Measuring Forecast Uncertainty by Disagreement: The Missing Link (2008, unknown): “16 During our sample period, the squared error of the mean forecast accounts for 40% to 70% of ex post uncertainty in output growth forecast and from 30% to 60% in inflation forecast, as the horizon gets longer from 1- to 4-quarter ahead. The remainder is attributable to disagreement. 17 As shown in”