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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
" 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
several practical advantages, we also document a better historical nowcasting performance of the new index. …
Persistent link: https://www.econbiz.de/10010933108
, especially for the future path of private consumption. Although they receive high attention in the media, their forecasting power … majority of countries, the new indicators increase the forecasting performance. The gains over the CCI are striking for Italy …
Persistent link: https://www.econbiz.de/10008671250
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
-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
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