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Output gap and inflation nexus: the case of United Arab Emirates.
Osman, Mohammad; Jean Louis, Rosmy; Balli, Faruk - Volkswirtschaftliche Fakultät, … - 2008
Output gap is generally used in assessing both the inflationary pressures and the cyclical position of a nation’s economy. However, this variable is not observable and must be estimated. In this paper, we accomplish two tasks. First, we estimate the output gap for the United Arab Emirates...
Persistent link: https://www.econbiz.de/10009322891
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An inflation expectations horserace
Guzman, Giselle C. - Volkswirtschaftliche Fakultät, … - 2010
For decades, the academic literature has focused on three survey measures of expected inflation: the Livingston Survey, the Survey of Professional Forecasters, and the Michigan Survey. While these measures have been useful in developing models of forecasting inflation, the data are low frequency...
Persistent link: https://www.econbiz.de/10009647457
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Comparing the accuracy of density forecasts from competing GARCH models
Shamiri, Ahmed; Shaari, Abu Hassan; Isa, Zaidi - Volkswirtschaftliche Fakultät, … - 2008
In this paper we introduce an analyzing procedure using the Kullback-Leibler information criteria (KLIC) as a statistical tool to evaluate and compare the predictive abilities of possibly misspecified density forecast models. The main advantage of this statistical tool is that we use the...
Persistent link: https://www.econbiz.de/10005789224
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European Union Economy System Dynamic Model Development
Skribans, Valerijs - Volkswirtschaftliche Fakultät, … - 2012
The formation of the European Union (EU) is the one of the biggest political – economic events of the last 50 years. The aim of this study is to develop EU economy functioning system dynamic model. Main research method is system dynamics. General scheme of EU economy system dynamic model is...
Persistent link: https://www.econbiz.de/10011259562
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Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting
Branimir, Jovanovic; Magdalena, Petrovska - Volkswirtschaftliche Fakultät, … - 2010
We evaluate the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA … model; 2) AR model estimated by the Kalman filter; 3) model that explains Macedonian GDP as a function of the foreign demand …; 4) small structural model that links GDP components to a small set of explanatory variables; 5) static factor model that …
Persistent link: https://www.econbiz.de/10011261076
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Using sentiment surveys to predict GDP growth and stock returns
Guzman, Giselle C. - Volkswirtschaftliche Fakultät, … - 2008
power for both GDP growth and excess stock returns, and that the results are robust to the inclusion of information …
Persistent link: https://www.econbiz.de/10009647399
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Development of System Dynamic Model of Latvia’s Economic Integration in the EU
Skribans, Valerijs - Volkswirtschaftliche Fakultät, … - 2011
Joining the European Union big opportunities in the international markets have opened for Latvia. Paper purpose is to investigate influence of international integration processes on development of economy of Latvia. Latvia's incoming in EU increased the amount of received means from structural...
Persistent link: https://www.econbiz.de/10009367975
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Real-Time Forecasting in Practice: The U.S. Treasury Staff's Real-Time GDP Forecast System
Kitchen, John; Monaco, Ralph - Volkswirtschaftliche Fakultät, … - 2003
This paper outlines a method for making effective use of monthly indicators to develop a current-quarter GDP forecast …. Estimates and projections of real GDP growth are usually used to describe how the economy is doing. But estimates of GDP are … only available quarterly, and the first GDP estimate for a quarter is released late in the month following the end of the …
Persistent link: https://www.econbiz.de/10008562587
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Nowcasting Regional GDP: The Case of the Free State of Saxony
Henzel, Steffen; Lehmann, Robert; Wohlrabe, Klaus - Volkswirtschaftliche Fakultät, … - 2015
useful information for the prediction of regional GDP in Saxony. Unlike national GDP forecasts, the performance of regional … GDP is similar across different information sets within a quarter. …
Persistent link: https://www.econbiz.de/10011267848
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“No One Saw This Coming”: Understanding Financial Crisis Through Accounting Models
Bezemer, Dirk J - Volkswirtschaftliche Fakultät, … - 2009
This paper presents evidence that accounting (or flow-of-fund) macroeconomic models helped anticipate the credit crisis and economic recession. Equilibrium models ubiquitous in mainstream policy and research did not. This study identifies core differences, traces their intellectual pedigrees,...
Persistent link: https://www.econbiz.de/10011267876