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Knüppel, Malte
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1
nowcasting
Kurz-Kim, Jeong-Ryeol
-
2016
forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For
nowcasting
, the dynamic factor …
Persistent link: https://www.econbiz.de/10011566828
Saved in:
2
Nowcasting
GDP with a large factor model space
Eraslan, Sercan
;
Schröder, Maximilian
-
2019
model averaging framework for macroeconomic
nowcasting
. Our suggested model can efficiently deal with the nature of the real …
Persistent link: https://www.econbiz.de/10012119825
Saved in:
3
Data revisions to German national accounts : are initial releases good nowcasts?
Strohsal, Till
;
Wolf, Elias
-
2019
Data revisions to national accounts pose a serious challenge to policy decision making. Well-behaved revisions should be unbiased, small and unpredictable. This paper shows that revisions to German national accounts are biased, large and predictable. Moreover, using filtering techniques designed...
Persistent link: https://www.econbiz.de/10012034636
Saved in:
4
Short-term forecasting economic activity in Germany : a supply and demand side system of bridge equations
Pinkwart, Nicolas
-
2018
We present a comprehensive disaggregate approach for short-term forecasting economic activity in Germany by explicitly taking into account the supply or production side and the demand side of GDP. The GDP figures calculated by the two sides usually yield different results and the official GDP...
Persistent link: https://www.econbiz.de/10011900715
Saved in:
5
A note on the predictive power of survey data in
nowcasting
euro area GDP
Kurz-Kim, Jeong-Ryeol
-
2018
This paper investigates the trade-off between timeliness and quality in
nowcasting
practices. This trade-off arises …. Our main finding from a historical
nowcasting
simulation based on euro area GDP is that the predictive power of the survey …
Persistent link: https://www.econbiz.de/10011846875
Saved in:
6
Anticipating business-cycle turning points in real time using density forecasts from a VAR
Schreiber, Sven
-
2014
-
This version: January 2014
For the timely detection of business-cycle turning points we suggest to use mediumsized linear systems (subset VARs with automated zero restrictions) to forecast the relevant underlying variables, and to derive the probability of the turning point from the forecast density as the probability...
Persistent link: https://www.econbiz.de/10010233998
Saved in:
7
Score-based calibration testing for multivariate forecast distributions
Knüppel, Malte
;
Krüger, Fabian
;
Pohle, Marc-Oliver
-
2022
Multivariate distributional forecasts have become widespread in recent years. To assess the quality of such forecasts, suitable evaluation methods are needed. In the univariate case, calibration tests based on the probability integral transform (PIT) are routinely used. However, multivariate...
Persistent link: https://www.econbiz.de/10013472781
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8
The interpretation of coefficients of the vector autoregressive model
Lima, Elcyon Caiado Rocha
-
2015
Johansen (2002) suggests a counterfactual experiment that can be implemented in the vector autoregressive model to interpret the coefficients of an identified cointegrating relation. This article proposes an alternative counterfactual experiment ("design of experiment") that, contrary to the one...
Persistent link: https://www.econbiz.de/10012023820
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9
Google data in bridge equation models for German GDP
Götz, Thomas B.
;
Knetsch, Thomas A.
-
2017
There has been increased interest in the use of "big data" when it comes to forecasting macroeconomic time series such as private consumption or unemployment. However, applications on forecasting GDP are rather rare. In this paper we incorporate Google search data into a Bridge Equation Model, a...
Persistent link: https://www.econbiz.de/10011667109
Saved in:
10
Forecast-error-based estimation of forecast uncertainty when the horizon is increased
Knüppel, Malte
-
2014
Recently, several institutions have increased their forecast horizons, and many institutions rely on their past forecast errors to estimate measures of forecast uncertainty. This work addresses the question how the latter estimation can be accomplished if there are only very few errors available...
Persistent link: https://www.econbiz.de/10010465566
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