C53 - Forecasting and Prediction Methods; Simulation Methods
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Using Monthly Indicators to Predict Quarterly GDP
The authors build a model for predicting current-quarter real gross domestic product (GDP) growth using anywhere from zero to three months of indicators from that quarter. -
Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices
The authors examine whether simple measures of Canadian equity and housing price misalignments contain leading information about output growth and inflation. -
Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies
The authors develop a projection model of the euro area and the United Kingdom. The model consists of two country blocks, endogenous to each other via the foreign demand channel. -
Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion
Fluctuations in the prices of various natural resource products are of concern in both policy and business circles; hence, it is important to develop accurate price forecasts.