Narrow search
Showing 1 - 10 of 83
Cover Image
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
Cover Image
A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation
Lanne, Markku; Luoto, Jani - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2013
We propose a noncausal autoregressive model with time-varying parameters, and apply it to U.S. postwar inflation. The model .fits the data well, and the results suggest that inflation persistence follows from future expectations. Persistence has declined in the early 1980.s and slightly...
Persistent link: https://www.econbiz.de/10010632795
Cover Image
Forecasting the Risk of Speculative Assets by Means of Copula Distributions
Beckers, Benjamin; Herwartz, Helmut; Seidel, Moritz - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2013
means of conditional moments of simulated bivariate standardized copula distributions. We conduct in-sample forecasting … on the basis of their one-step ahead forecasting performance. With regard to forecast unbiasedness and precision …
Persistent link: https://www.econbiz.de/10010632797
Cover Image
Do Google Searches Help in Nowcasting Private Consumption?: A Real-Time Evidence for the US
Kholodilin, Konstantin A.; Podstawski, Maximilian; … - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010
) procedure (Hansen et al., 2005) suggest that the autoregressive benchmark is not selected into a set of the best forecasting …
Persistent link: https://www.econbiz.de/10008565836
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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