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Short-term forecasting with mixed-frequency data : a MIDASSO approach
Siliverstovs, Boriss - 2015
the quarterly real GDP growth rate in Switzerland. …
Persistent link: https://www.econbiz.de/10010498420
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Forecasting GDP growth from the outer space
Galimberti, Jaqueson K. - 2017
We evaluate the usefulness of satellite-based data on nighttime lights for the prediction of annual GDP growth across a global sample of countries. Going beyond traditional measures of luminosity, such as the sum of lights within a country's borders, we propose several innovative distribution-...
Persistent link: https://www.econbiz.de/10011619456
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Measuring macroeconomic uncertainty : a cross-country analysis
Dibiasi, Andreas; Sarferaz, Samad - 2020
This paper constructs internationally consistent measures of macroeconomic uncertainty. Our econometric framework extracts uncertainty from revisions in data obtained from standardized national accounts. Applying our model to quarterly post-WWII real-time data, we estimate macroeconomic...
Persistent link: https://www.econbiz.de/10012228723
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The politics of IMF forecasts
Dreher, Axel (contributor); Marchesi, Silvia (contributor);  … - 2007
Using panel data for 157 countries over the period 1999-2005 we empirically investigate the politics involved in IMF economic forecasts. We find a systematic bias in growth and inflation forecasts. Our results indicate that countries voting in line with the US in the UN General Assembly receive...
Persistent link: https://www.econbiz.de/10003764051
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Business tendency surveys and macroeconomic fluctuations
Kaufmann, Daniel; Scheufele, Rolf - 2015
We investigate the information content of business tendency surveys for key macroeconomic variables in Switzerland. To …
Persistent link: https://www.econbiz.de/10010508347
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Forecasting Chinese GDP growth with mixed frequency data : which indicators to look at?
Mikosch, Heiner; Zhang, Ying - 2014 - First version: December 01, 2013, This version: July 10, 2014
Building on a mixed data sampling (MIDAS) model we evaluate the predictive power of a variety of monthly macroeconomic indicators for forecasting quarterly Chinese GDP growth. We iterate the evaluation over forecast horizons from 370 days to 1 day prior to GDP release and track the release days...
Persistent link: https://www.econbiz.de/10010376402
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Should one follow movements in the oil price or in money supply? : forecasting quarterly GDP growth in Russia with higher-frequency indicators
Mikosch, Heiner; Solanko, Laura - 2018
GDP forecasters face tough choices over which leading indicators to follow and which forecasting models to use. To help resolve these issues, we examine a range of monthly indicators to forecast quarterly GDP growth in a major emerging economy, Russia. Numerous useful indicators are identified...
Persistent link: https://www.econbiz.de/10011793839
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Real-time forecasting with a MIDAS VAR
Mikosch, Heiner; Neuwirth, Stefan - 2015 - This version: April 2015
This paper presents a MIDAS type mixed frequency VAR forecasting model. First, we propose a general and compact mixed frequency VAR framework using a stacked vector approach. Second, we integrate the mixed frequency VAR with a MIDAS type Almon lag polynomial scheme which is designed to reduce...
Persistent link: https://www.econbiz.de/10010508351
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Targeted transformations for macroeconomic forecasting
Daniele, Maurizio; Kronenberg, Philipp; Reinicke, Tim - 2024
The crisis periods of the past decades have highlighted the difficulty of forecasting economic indicators due to increased non-linearity and rapidly changing dynamics. To address this challenge, we introduce the Transform-Sparsify-Forecast (TSF) framework. The TSF framework first applies...
Persistent link: https://www.econbiz.de/10014545317
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Measuring the social status of education programmes : applying a new measurement to dual vocational education and training in Switzerland
Bolli, Thomas; Rageth, Ladina - 2016
) system in Switzerland, which has recently received substantial attention across Europe. We argue that, holding everything … approach to test whether growing knowledge of the education system increases the social status of dual VET in Switzerland. Our … stay in Switzerland, thus reflecting their learning process about the Swiss education system. …
Persistent link: https://www.econbiz.de/10011437642