Forecasting GDP with many predictors in a small open economy : forecast or information pooling?
Year of publication: |
2023
|
---|---|
Authors: | Chow, Hwee-kwan ; Fei, Yijie ; Han, Daniel |
Subject: | COVID-19 pandemic crisis | Factor MIDAS | Forecast evaluation | Global Financial Crisis | Pooling GDP forecasts | Three-pass regression filter | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Coronavirus | Nationaleinkommen | National income | Finanzkrise | Financial crisis | Frühindikator | Leading indicator | Prognose | Forecast | Bruttoinlandsprodukt | Gross domestic product | Kleine offene Volkswirtschaft | Small open economy | Regressionsanalyse | Regression analysis | Faktorenanalyse | Factor analysis |
-
Nowcasting quarterly GDP growth during the COVID-19 crisis using a monthly activity indicator
Hartigan, Luke, (2024)
-
Forecasting China's GDP growth using dynamic factors and mixed-frequency data
Jiang, Yu, (2017)
-
Forecasting US economic growth in downturns using cross-country data
Lyu, Yifei, (2021)
- More ...
-
Fei, Yijie, (2020)
-
A joint test of predictability and structural break in predictive regressions
Fei, Yijie, (2024)
-
Fei, Yijie, (2020)
- More ...