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The Forecasting Power of the Ifo Business Survey

Lehmann, Robert - 2020

paper gives a literature overview over existing studies that deal with the forecasting power of various ifo indicators both … powerful tool both for an in-depth business cycle diagnosis and for applied forecasting work …

Persistent link: https://www.econbiz.de/10012833732

Tracking and Predicting the German Economy : Ifo vs. Pmi

Lehmann, Robert - 2020

This analysis investigates the predictive power of the most important leading indicators for the German economy, which are provided by the ifo Institute and IHS Markit. We conduct an out-of-sample, real-time forecast experiment for growth of gross domestic product and growth of gross value added...

Persistent link: https://www.econbiz.de/10012839771

Forecasting GDP All Over the World Using Leading Indicators Based on Comprehensive Survey Data

Garnitz, Johanna - 2019

Comprehensive and international comparable leading indicators across countries and continents are rare. In this paper, we use a free and instantaneous available source of leading indicators, the ifo World Economic Survey (WES), to forecast growth of Gross Domestic Product (GDP) in 44 countries...

Persistent link: https://www.econbiz.de/10012867868

Forecasting large datasets with reduced rank multivariate models

Carriero, Andrea; Kapetanios, George; Marcellino, … - 2007

The paper addresses the issue of forecasting a large set of variables using multivariate models. In particular, we … propose three alternative reduced rank forecasting models and compare their predictive performance with the most promising …

Persistent link: https://www.econbiz.de/10010284099

Forecasting government bond yields with large Bayesian VARs

Carriero, Andrea; Kapetanios, George; Marcellino, … - 2010

We propose a new approach to forecasting the term structure of interest rates, which allows to efficiently extract the … forecasting performance of our proposed model relative to most of the existing alternative specifications. While most of the … useful for forecasting. …

Persistent link: https://www.econbiz.de/10010286274