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Empirical Economics, ISSN 0377-7332, 9/2015, Volume 49, Issue 2, pp. 423 - 448
Journal Article
International Journal of Forecasting, ISSN 0169-2070, 04/2017, Volume 33, Issue 2, pp. 560 - 562
In this comment on “How Biased are US Government Forecasts of the Federal Debt?” by Neil R. Ericsson, we investigate the sensitivity of the “bare-bones”... 
Impulse indicator saturation | Forecast bias | Model misspecification | ECONOMICS | MANAGEMENT | Government finance | Public debts | Analysis
Journal Article
Scandinavian Journal of Statistics, ISSN 0303-6898, 06/2016, Volume 43, Issue 2, pp. 360 - 365
It is argued that model selection and robust estimation should be handled jointly. Impulse indicator saturation makes that possible, but leads to the situation... 
Impulses | Outliers (statistics) | Saturation | Mathematical models | Foods | Statistics | Indicators
Journal Article
Scandinavian Journal of Statistics, ISSN 0303-6898, 06/2016, Volume 43, Issue 2, pp. 360 - 365
It is argued that model selection and robust estimation should be handled jointly. Impulse indicator saturation makes that possible, but leads to the situation... 
model selection | impulse indicator saturation | robust estimation | Model selection | Impulse indicator saturation | Robust estimation | STATISTICS & PROBABILITY | Studies | Statistical methods | Statistical analysis
Journal Article
Journal of Econometrics, ISSN 0304-4076, 08/2012, Volume 169, Issue 2, pp. 239 - 246
We consider model selection facing uncertainty over the choice of variables and the occurrence and timing of multiple location shifts. General-to-simple... 
Location shifts | Autometrics | Model selection | Impulse-indicator saturation | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS
Journal Article
International Journal of Forecasting, ISSN 0169-2070, 04/2016, Volume 32, Issue 2, pp. 571 - 583
Stekler and Symington (2016) construct indexes that quantify the Federal Open Market Committee’s views about the US economy, as expressed in the minutes of the... 
Forecasts | Fed | United States | Bias | Greenbook | Impulse indicator saturation | Projections | Autometrics | Financial crisis | GDP | Tealbook | Great Recession | FOMC
Journal Article
Econometric Reviews: Special Issue in Honor of Les Godfrey, ISSN 0747-4938, 08/2014, Volume 33, Issue 5-6, pp. 553 - 574
Journal Article
Econometric Theory, ISSN 0266-4666, 02/2015, Volume 31, Issue 1, pp. 93 - 114
Trygve Haavelmo's Probability Approach aimed to implement economic theories, but he later recognized their incompleteness. Although he did not explicitly... 
REGRESSION | STATISTICS & PROBABILITY | SPECIFICATION | INFERENCE | ECONOMETRICS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | COINTEGRATION | ESTIMATORS | TIME-SERIES | SYSTEMS | SOCIAL SCIENCES, MATHEMATICAL METHODS | PROBABILITY APPROACH | ECONOMICS | SELECTION | Studies | Probability | Economic models | Economists | Economic theory | Econometrics
Journal Article
International Journal of Forecasting, ISSN 0169-2070, 04/2016, Volume 32, Issue 2, pp. 571 - 583
Stekler and Symington (2016) construct indexes that quantify the Federal Open Market Committee's views about the US economy, as expressed in the minutes of the... 
Forecasts | Fed | United States | Bias | Greenbook | Impulse indicator saturation | Projections | Autometrics | Financial crisis | GDP | Tealbook | Great Recession | FOMC | Gross domestic product | United States economic conditions | Analysis
Journal Article
Journal of Econometrics, ISSN 0304-4076, 12/2013, Volume 177, Issue 2, pp. 305 - 319
We consider forecasting with factors, variables and both, modeling in-sample using Autometrics so all principal components and variables can be included... 
Factor models | Autometrics | Model selection | Forecasting | Impulse-indicator saturation | TESTS | INFORMATION | TIME | FACTOR MODEL | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | SHRINKAGE | SOCIAL SCIENCES, MATHEMATICAL METHODS | OUTPUT GROWTH | ECONOMICS | SELECTION
Journal Article
International Journal of Forecasting, ISSN 0169-2070, 04/2017, Volume 33, Issue 2, pp. 543 - 559
Government debt and its forecasts attracted considerable attention during the recent financial crisis. The current paper analyzes potential biases in different... 
Forecasts | Debt | Federal government | United States | Bias | Impulse indicator saturation | Projections | Autometrics | TESTS | STRUCTURAL-CHANGE | SERIES | ERRORS | MANAGEMENT | BUDGET | STATE | MODELS | PREDICT | ECONOMICS | TURNING-POINT FORECASTS | EFFICIENCY | Government finance | Public debts | Business cycles | Analysis
Journal Article
International Journal of Financial Studies, ISSN 2227-7072, 2019, Volume 7, Issue 2, p. 23
We used a time-series cross-section dataset to test several hypotheses pertaining to the role of macroprudential policy instruments in the management of the... 
Macro panel | House prices | Impulse indicator saturation | Robust estimation | Cross-section time-series | Credit growth | Macroprudential policy measures | Open economies | cross-section time-series | open economies | impulse indicator saturation | robust estimation | macro panel | macroprudential policy measures | house prices | credit growth
Journal Article
International Journal of Forecasting, ISSN 0169-2070, 04/2017, Volume 33, Issue 2, pp. 563 - 568
This paper resolves differences in results and interpretation between Ericsson’s (2017) and Gamber and Liebner’s (2017) assessments of forecasts of U.S. gross... 
Forecasts | Debt | Federal government | United States | Bias | Impulse indicator saturation | Heteroscedasticity | OUTLIER DETECTION | MANAGEMENT | MODELS | ECONOMICS
Journal Article
Journal of Econometrics, ISSN 0304-4076, 01/2014, Volume 178, Issue 2, pp. 286 - 293
When a model under-specifies the data generation process, model selection can improve over estimating a prior specification, especially if location shifts... 
Breaks | Autometrics | Model selection | Mis-specification | Impulse-indicator saturation | MATRIX | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | HETEROSKEDASTICITY
Journal Article
Journal of Reviews on Global Economics, 2017, Volume 6, pp. 175 - 180
Journal Article
National Institute Economic Review, ISSN 0027-9501, 10/2009, Volume 210, Issue 1, pp. 71 - 89
We consider the reasons for nowcasting, the timing of information and sources thereof, especially contemporaneous data, which introduce different aspects... 
Contemporaneous information | Euro Area GDP growth | Impulse-indicator saturation | Location shifts | Autometrics | Robust nowcasts | Nowcasting
Journal Article
Journal of Asian Economics, ISSN 1049-0078, 04/2015, Volume 37, pp. 59 - 71
•Nepal's exchange rate faces pressure because of weak fundamentals and rising remittances.•Using EMP model, we find evidence that monetary policy can ease such... 
Monetary policy | Exchange market pressure | Impulse indicator saturation | Remittances | Nepal | TIME-SERIES | UNIT-ROOT | ECONOMICS | MODEL | Studies | Economic models | Estimating techniques | Foreign exchange rates | Impact analysis
Journal Article
08/2014, ISBN 0262028352
Chapter 15 considered the theory and practice of IIS, to show that the cost of applying that approach under the null of no outliers or breaks was low at... 
econometrics and mathematical economics | potency | Multiple breaks | impulse-indicator saturation
Book Chapter
International Advances in Economic Research, ISSN 1083-0898, 8/2012, Volume 18, Issue 3, pp. 247 - 258
Journal Article
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