Short-term Forecasting for Empirical Economists

A Survey of the Recently Proposed AlgorithmsA Survey of the Recently Proposed Algorithms

af Maximo Camacho

Reviews some of the key theoretical results and empirical findings in the recent literature on short-term forecasting, and translate these findings into economically meaningful techniques to facilitate their widespread application to compute short-term forecasts in economics, and to monitor the ongoing business cycle developments in real time.