Macroeconomic Uncertainty Through the Lens of Professional Forecasters

DOI10.1080/07350015.2017.1356729zbMATH Open1548.62577MaRDI QIDQ6634875FDOQ6634875

Authors:

Publication date: 8 November 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Time Varying Structural Vector Autoregressions and Monetary Policy
• A closed-form solution for options with stochastic volatility with applications to bond and currency options
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Analysis of high dimensional multivariate stochastic volatility models
• Title not available (Why is that?)
• The Impact of Uncertainty Shocks
• Multivariate Stochastic Volatility
• Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
• Really uncertain business cycles
• Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision
• Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility

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