Macroeconomic forecasting using many predictors

Keyphrases

• Vector Autoregression 100%
• Macroeconomic Forecasting 100%
• Macroeconometric Model 75%
• Overstatement 50%
• Policy Making 25%
• United States 25%
• Politicians 25%
• Extracting Information 25%
• Nonlinearity 25%
• Estimation Theory 25%
• Statistical Analysis 25%
• Non-stationarity 25%
• Dynamic Effects 25%
• Markov Switching Model 25%
• Small Animal Model 25%
• Macroeconomic Time Series 25%
• Cyclic Variation 25%
• Policy Change 25%
• Forecaster 25%
• Macroeconomics 25%
• Answering Questions 25%
• Economic Forecasting 25%
• Policy Impact 25%
• Stationary Environment 25%
• Economic Relations 25%
• Complete Theory 25%
• Autoregression 25%
• Threshold Autoregression 25%
• Inherent Defects 25%
• Sources of Business Cycles 25%

Economics, Econometrics and Finance

• Economic Forecast 16%