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Forecasting the Prices and Rents for Flats in Large German Cities

Kholodilin, Konstantin A.; Mense, Andreas - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2012

-of-sample forecasting exercise, we find that both pooling and accounting for spatial effects helps to substantially improve the forecast …-of-sample forecasting of the growth rates of flats' prices and rents for the next six months is done. It shows that in most cities both …

Persistent link: https://www.econbiz.de/10010896203

Forecasting the Fragility of the Banking and Insurance Sector

Bernoth, Kerstin; Pick, Andreas - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009

This paper considers the issue of forecasting financial fragility of banks and insurances using a panel data set of …

Persistent link: https://www.econbiz.de/10004963890

A Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder

Kholodilin, Konstantin A.; Siliverstovs, Boriss; … - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2007

even more pronounced at longer forecasting horizons (the forecast accuracy gain as measured by the root mean squared … spatial dependence structure into regional forecasting models, especially, when long-term forecasts are made. …

Persistent link: https://www.econbiz.de/10004963925

Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic Variables

Kholodilin, Konstantin A.; Podstawski, Maximilian; … - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009

subject to revisions. This makes them an excellent source of information for the macroeconomic forecasting. …

Persistent link: https://www.econbiz.de/10008549317

Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces?

Girardin, Eric; Kholodilin, Konstantin A. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009

shown that effect of accounting for spatial dependence is even more pronounced at longer forecasting horizons (the forecast …

Persistent link: https://www.econbiz.de/10008527283

On Selection of Components for a Diffusion Index Model: It's not the Size, It's How You Use It

Siliverstovs, Boriss; Kholodilin, Konstantin A. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2006

individual forecasting performance. It is shown that this targeted selection allows substantially improving the forecasting …

Persistent link: https://www.econbiz.de/10005068735

Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland

Siliverstovs, Boriss; Kholodilin, Konstantin A. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010

-on-quarter growth rates in Switzerland. It also assesses the informational content of macroeconomic data releases for forecasting of the … for GDP forecasting although their ranking depends on the underlying transformation of monthly indicators from which the …

Persistent link: https://www.econbiz.de/10008615361

Business Confidence and Forecasting of Housing Prices and Rents in Large German Cities

Kholodilin, Konstantin A.; Siliverstovs, Boriss - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2014

In this paper, we evaluate the forecasting ability of 115 indicators to predict the housing prices and rents in 71 … tested in a framework of a quasi out-of-sample forecasting. Its results are quite heterogeneous. No single indicator appears …

Persistent link: https://www.econbiz.de/10011128875

Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity

Lütkepohl, Helmut; Velinov, Anton - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2014

Long-run restrictions have been used extensively for identifying structural shocks in vector autoregressive (VAR) analysis. Such restrictions are typically just-identifying but can be checked by utilizing changes in volatility. This paper reviews and contrasts the volatility models that have...

Persistent link: https://www.econbiz.de/10011266593

Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs

Lütkepohl, Helmut; Netsunajev, Aleksei - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2012

Given the growing dissatisfaction with exclusion and long-run restrictions in structural vector autoregressive analysis, sign restrictions are becoming increasingly popular. So far there are no techniques for validating the shocks identified via such restrictions. Although in an ideal setting...

Persistent link: https://www.econbiz.de/10009652507