Using survey information for improving the density nowcasting of US GDP with a focus on predictive performance during Covid-19 pandemic
Year of publication: |
2020
|
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Authors: | Çakmaklı, Cem ; Demircan, Hamza |
Publisher: |
Istanbul : Koç University-TÜSIAD Economic Research Forum (ERF) |
Subject: | Dynamic factor model | Stochastic volatility | Survey of Professional Forecasters | Disagreement | Predictive density evaluation | Bayesian inference |
Series: | Working Paper ; 2016 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1735635243 [GVK] hdl:10419/243000 [Handle] RePEc:koc:wpaper:2016 [RePEc] |
Classification: | C32 - Time-Series Models ; c38 ; C53 - Forecasting and Other Model Applications ; E32 - Business Fluctuations; Cycles ; E37 - Forecasting and Simulation |
Source: |
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Çakmaklı, Cem, (2020)
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Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem, (2023)
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A high-frequency GDP indicator for Switzerland
Kronenberg, Philipp, (2024)
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Çakmaklı, Cem, (2019)
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