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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

Do Forecasters Inform or Reassure?: Evaluation of the German Real-Time Data

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

The paper evaluates the quality of the German national accounting data (GDP and its use-side components) as measured by the magnitude and dispersion of the forecast/ revision errors. It is demonstrated that government consumption series are the least reliable, whereas real GDP and real private...

Persistent link: https://www.econbiz.de/10005068776

Forecast Errors and the Macroeconomy: A Non-Linear Relationship?

Fritsche, Ulrich; Döpke, Jörg - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2005

" 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

Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion

Döpke, Jörg; Fritsche, Ulrich - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2004

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

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

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