Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/154121
Authors: 
Alessi, Lucia
Ghysels, Eric
Onorante, Luca
Peach, Richard
Potter, Simon
Year of Publication: 
2014
Series/Report no.: 
ECB Working Paper 1688
Abstract: 
This paper documents macroeconomic forecasting during the global financial crisis by two key central banks: the European Central Bank and the Federal Reserve Bank of New York. The paper is the result of a collaborative effort between staff at the two institutions, allowing us to study the time-stamped forecasts as they were made throughout the crisis. The analysis does not exclusively focuses on point forecast performance. It also examines methodological contributions, including how financial market data could have been incorporated into the forecasting process.
Subjects: 
forecast evaluation
mixed frequency data sampling
JEL: 
C53
E37
Document Type: 
Working Paper

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