Special issue published: "Recent Developments in Forecasting and Macroeconometrics"

International Journal of Computational Economics and Econometrics 7(1/2) 2017

• Hyper-parameterised dynamic regressions for nowcasting Spanish GDP growth in real time
• A daily indicator of economic growth for the euro area
• Nowcasting US inflation using a MIDAS augmented Phillips curve
• Forecasting euro area recessions by combining financial information
• The nature and propagation of shocks in the euro area: a comparative SVAR analysis
• An augmented Taylor rule for the Federal Reserve's response to asset prices
• Autocorrelation in an unobservable global trend: does it help to forecast market returns?
• The back side of banking in Russia: forecasting bank failures with negative capital