文章基本信息

标题：Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences
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作者：Lucia Alessi ; Eric Ghysels ; Luca Onorante 等
期刊名称：Euro Area Balance of Payments and International Investment Position Statistics
印刷版ISSN：1830-3420
电子版ISSN：1830-3439
出版年度：2014
出版社：European Central Bank
摘要：This paper documents macroeconomic forecasting during the global financial crisisby two key central banks: the European Central Bank and the Federal Reserve Bankof New York. The paper is the result of a collaborative effort between staff at the twoinstitutions, allowing us to study the time-stamped forecasts as they were made throughoutthe crisis. The analysis does not exclusively focuses on point forecast performance. It alsoexamines methodological contributions, including how financial market data could havebeen incorporated into the forecasting process
关键词：Forecast evaluation; Mixed frequency data sampling.