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1	Essays on Forecasting Pacella, Claudia 15 June 2020 (has links) (PDF) In this thesis I apply modern econometric techniques on macroeconomic time series. Forecasting is here developed along several dimensions in the three chapters. The chapters are in principle self-contained. However, a common element is represented by the business cycle analysis. In the first paper, which primarily deals with the problem of forecasting euro area inflation in the short and medium run, we also compute the country-specific responses of a common business cycle shock. Both chapters 2 and 3 deal predominately with business cycle issues from two different perspectives. The former chapter analyses the business cycle as a dichotomous non-observable variable and addresses the issue of evaluating the euro area business cycle dating formulated by the CEPR committee, while the latter chapter studies the entire distribution of GDP growth. / Doctorat en Sciences économiques et de gestion / info:eu-repo/semantics/nonPublished Cycles et fluctuations économiques Macroéconomie et économie monétaire Inflation Multi-country model Forecasting Bayesian estimation Business fluctuations Cycle Factor model Asymmetric least squares Expectiles Quantiles Density forecasting