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-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
A couple of recent papers have shifted the focus towards disagreement of professional forecasters. When dealing with survey data that is sampled at a frequency higher than annual and that includes only fixed event forecasts, e.g. expectation of average annual growth rates measures of...
Persistent link: https://www.econbiz.de/10004963644
" forecasting institutions in Germany. We test for a non-linear relation between forecast errors and macroeconomic fundamentals and …
Persistent link: https://www.econbiz.de/10005068945
unbiased and weakly, but not strongly efficient. Besides the effect of diverging forecasting dates, no other substantial … differences in forecasting quality are found among forecasters. We argue that is not always advisable to listen to the majority of …
Persistent link: https://www.econbiz.de/10005069095
model .fits the data well, and the results suggest that inflation persistence follows from future expectations. Persistence … curve indicate that current inflation also depends on past inflation although future expectations dominate. The implied … trend inflation estimate evolves smoothly and is well aligned with survey expectations. There is evidence in favor of the …
Persistent link: https://www.econbiz.de/10010632795
-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
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
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
subject to revisions. This makes them an excellent source of information for the macroeconomic forecasting. …
Persistent link: https://www.econbiz.de/10008549317
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