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~isPartOf:"Applied economics"
~isPartOf:"Computational economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
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~isPartOf:"International journal of forecasting"
~isPartOf:"Technological forecasting & social change : an international journal"
~subject:"Economic forecast"
~subject:"Estimation theory"
~subject:"Nationaleinkommen"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~subject:"Welt"
~subject:"World"
~subject:"Zeitreihenanalyse"
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Indian Economic Outlook 2008-0...
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Koopman, Siem Jan
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Technological forecasting & social change : an international journal
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59
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55
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1
Low frequency and weighted likelihood solutions for mixed frequency dynamic factor models
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
-
2014
The multivariate analysis of a panel of economic and financial time series with mixed frequencies is a challenging problem. The standard solution is to analyze the mix of monthly and quarterly time series jointly by means of a multivariate dynamic model with a monthly time index: artificial...
Persistent link: https://www.econbiz.de/10010391543
Saved in:
2
Nowcasting and
forecasting
economic growth in the Euro area using principal components
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
-
2014
short-term
forecasting
models. These empirical findings have been established for different macroeconomic data sets and … specification is most effective in its
forecasting
performance. Furthermore, the forecast performances of the different … extended empirical out-of-sample
forecasting
competition for quarterly growth of gross domestic product in the euro area and …
Persistent link: https://www.econbiz.de/10010395082
Saved in:
3
Doing more with less : the catalytic function of IMF lending and the role of program size
Krahnke, Tobias
-
2020
Financial assistance provided by the International Monetary Fund (IMF) is supposed to unlock other financing, acting as a catalyst for private capital flows. The empirical evidence of the presence of such a catalytic effect has, however, been mixed. This paper shows that a possible explanation...
Persistent link: https://www.econbiz.de/10012197872
Saved in:
4
Economic analysis using higher frequency time series : challenges for seasonal adjustment
Ollech, Daniel
-
2021
The COVID-19 pandemic has increased the need for timely and granular information to assess the state of the economy in real time. Weekly and daily indices have been constructed using higher frequency data to address this need. Yet the seasonal and calendar adjustment of the underlying time...
Persistent link: https://www.econbiz.de/10012792800
Saved in:
5
Data revisions to German national accounts : are initial releases good nowcasts?
Strohsal, Till
;
Wolf, Elias
-
2019
predictable. Moreover, using filtering techniques designed to process data subject to revisions, the real-time
forecasting
… aggregate GDP level appears to be good luck rather than good
forecasting
. …
Persistent link: https://www.econbiz.de/10012034636
Saved in:
6
Bayesian
forecasting
of US growth using basic time varying parameter models and expectations data
Basturk, Nalan
;
Ceyhan, Pinar
;
Dijk, Herman K. van
-
2014
forecasting
performance of the various model specifications. The extension of a basic growth model with a constant mean to models … expectations is important for
forecasting
growth in specific periods, such as the the recession periods around 2000s and around …
Persistent link: https://www.econbiz.de/10010399680
Saved in:
7
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
-
2014
We introduce a new model for time-varying spatial dependence. The model extends the well-known static spatial lag model. All parameters can be estimated conveniently by maximum likelihood. We establish the theoretical properties of the model and show that the maximum likelihood estimator for the...
Persistent link: https://www.econbiz.de/10010391531
Saved in:
8
Addressing COVID-19 outliers in BVARs with stochastic volatility
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
the pandemic period, as well as for earlier subsamples of relatively high volatility. In historical
forecasting
, outlier …
Persistent link: https://www.econbiz.de/10013184356
Saved in:
9
Shadow-rate VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2023
VARs are a popular tool for
forecasting
and structural analysis, but ill-suited to handle occasionally binding …
Persistent link: https://www.econbiz.de/10014320745
Saved in:
10
Heterogeneous expectations among professional forecasters
Conrad, Christian
;
Lahiri, Kajal
-
2023
Macroeconomic expectations of various economic agents are characterized by substantial cross-sectional heterogeneity. In this paper, we focus on expectations heterogeneity among professional forecasters. We first present stylized facts and discuss theoretical explanations for heterogeneous...
Persistent link: https://www.econbiz.de/10014472058
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