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Short-term forecasting with mixed-frequency data : a MIDASSO approach

Siliverstovs, Boriss - In: Applied economics 49 (2017) 13, pp. 1326-1343

Persistent link: https://www.econbiz.de/10011813559

The franc shock and Swiss GDP : how long does it take to start feeling the pain?

Siliverstovs, Boriss - In: Applied economics 48 (2016) 34/36, pp. 3432-3441

Persistent link: https://www.econbiz.de/10011617247

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

Siliverstovs, Boriss; Kholodilin, Konstantin A. - In: Journal of Economics and Statistics (Jahrbuecher fuer … 232 (2012) 4, pp. 429-444

This study utilizes the dynamic factor model of Giannone et al. (2008) in order to make now-/ forecasts of GDP quarter-on-quarter growth rate in Switzerland. It also assesses the informational content of macroeconomic data releases for forecasting of the Swiss GDP. We find that the factor model...

Persistent link: https://www.econbiz.de/10010580967