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Flow of conjunctural information and forecast of euro area economic activity
Drechsel, Katja; Maurin, Laurent - 2008
Euro area GDP and components are nowcast and forecast one quarter ahead. Based on a dataset of 163 series comprising the relevant monthly indicators, simple bridge equations with one explanatory variable are estimated for each. The individual forecasts generated by each equation are then pooled,...
Persistent link: https://www.econbiz.de/10011604971
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Flow on Conjunctural Information and Forecast of Euro Area Economic Activity
Drechsel, Katja; Maurin, Laurent - 2021
Euro area GDP and components are nowcast and forecast one quarter ahead. Based on a dataset of 163 series comprising the relevant monthly indicators, simple bridge equations with one explanatory variable are estimated for each. The individual forecasts generated by each equation are then pooled,...
Persistent link: https://www.econbiz.de/10013316489
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Credit Growth, the Yield Curve and Financial Crisis Prediction : Evidence from a Machine Learning Approach
Bluwstein, Kristina; Buckmann, Marcus; Joseph, Andreas; … - 2021
-of-sample predictions and forecasting. We identify economic drivers of our machine learning models using a novel framework based on Shapley …
Persistent link: https://www.econbiz.de/10013313452
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The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models
Darracq Pariès, Matthieu; Maurin, Laurent - 2008
forecasting euro area manufacturing production. Following Boivin and Ng (2006), the emphasis is put on the role of dataset …
Persistent link: https://www.econbiz.de/10011604940