Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences

A-Tier
Journal: Journal of Business & Economic Statistics
Year: 2014
Volume: 32
Issue: 4
Pages: 483-500

Score contribution per author:

0.804 = (α=2.01 / 5 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This article 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 article 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 focus on point forecast performance. It also examines methodological contributions, including how financial market data could have been incorporated into the forecasting process.

Technical Details

RePEc Handle
repec:taf:jnlbes:v:32:y:2014:i:4:p:483-500
Journal Field
Econometrics
Author Count
5
Added to Database
2026-01-24