Do financial variables help forecasting inflation and real activity in the Euro area
By Marc Hallin, M. Forni, Marco Lippi, L. Reichlin. 2003
363 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/cb6035d4126db320acf1f73c9a36388459851232
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Domenico Giannone
- Mark W. Watson
- James H. Stock
- L. Reichlin
- Martha Banbura
- Jushan Bai
- Serena Ng
- Massimiliano Marcellino
Citations in the corpus
- The Role of Financial Variables in Predicting Economic Activity (2009, neutral): “…tend to focus mainly on the United States and only relatively few studies have concentrated on the euro area; a recent analysis is provided by Forni et al. (2003) who show that financial variables can help forecast inflation although they find no predictive power for industrial production.”
- Forecasting with Many Predictors (2006, methodology): “However, Boivin and Ng (2003) and Forni et al. (2003b) have proposed feasible versions of (17).”
- Large Bayesian vector auto regressions (2010, methodology): “…have been successfully applied both in the context of forecasting (Bernanke and Boivin, 2003; Boivin and Ng, 2005; D’Agostino and Giannone, 2006; Forni et al., 2003, 2005; Giannone et al., 2004; Marcellino et al., 2003; Stock and Watson, 2002a,b) and structural analysis (Stock and Watson,…”
- Does the source of oil price shocks matter for South African stock returns? A structural VAR approach (2013, background): “…is crucial to investigate the determinants of stock price behavior not only because stock prices act as leading indicators for domestic economic activity (Gupta and Hartely, Forthcoming, Stock and Watson, 2003 and Forni et al., 2003) but also because they reflect the expected earnings of companies.”
- Forecasting economic time series using targeted predictors (2008, neutral): “See Forni et al. (2001b) and Boivin and Ng (2005).”
- Combination forecasts of output growth in a seven-country data set (2004, methodology): “Success with this approach has been reported by Forni et al. (2000, 2001) and by Stock and Watson (1999a, 2002a).”