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Real-time consideration of systematic patterns in Maltese GDP data and revisions
Debono, Nathaniel - 2024
Economic policies are generally formulated on the basis of data available in real time, which might subsequently be revised. Implicitly, the possibility of data revisions creates an element of uncertainty around the very same data driving policy decisions. Given that such uncertainty could be...
Persistent link: https://www.econbiz.de/10014461449
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Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020
Persistent link: https://www.econbiz.de/10012244551
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Forecasting low frequency macroeconomic events with high frequency data
Galvão, Ana Beatriz C.; Owyang, Michael T. - 2020
High-frequency financial and economic activity indicators are usually time aggregated before forecasts of low-frequency macroeconomic events, such as recessions, are computed. We propose a mixed-frequency modelling alternative that delivers high-frequency probability forecasts (including their...
Persistent link: https://www.econbiz.de/10012308083
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On the real-time predictive content of financial conditions indices for growth
Amburgey, Aaron; McCracken, Michael W. - 2022
Persistent link: https://www.econbiz.de/10012803492
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Modeling and forecasting the long memory of cyclical trends in paleoclimate data
Barrio Castro, Tomás del; Escribano, Álvaro; … - 2024
Persistent link: https://www.econbiz.de/10014566880
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Financial conditions indicator for Brazil
Gaglianone, Wagner Piazza; Areosa, Waldyr Dutra - 2017
This paper proposes a methodology for constructing a Financial Conditions Indicator (FCI) based on factor analysis and the approaches of Brave and Butters (2011) and Aramonte et al. (2013). A selected set of variables is used and their information content aggregated into a single index that...
Persistent link: https://www.econbiz.de/10011715419
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Evaluation of mixed frequency approaches for tracking near-term economic developments in North Macedonia
Ramadani, Gani; Petrovska, Magdalena; Bucevska, Vesna - 2021
Aggregate demand forecasting, also known as nowcasting when it applies to current quarter assessment, is of notable …, it focuses on the MIDAS approach and its later extension, the Bayesian MF-VAR. The two strategies are evaluated in terms … indicate that the MIDAS regressions demonstrate comparable forecasting performance to that of MF-VAR model. Moreover, it is …
Persistent link: https://www.econbiz.de/10012696077
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Recessions as breadwinner for forecasters state-dependent evaluation of predictive ability: evidence from big macroeconomic US data
Siliverstovs, Boriss; Wochner, Daniel S. - 2020
Persistent link: https://www.econbiz.de/10012302444
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Evaluation of inflation forecasting models in Guatemala
Castañeda-Fuentes, Juan Carlos; Valle-Samayoa, Héctor … - 2018
Forecasting the inflation path is an important task for central banks in an inflation targeting regime. Therefore, central banks must continuously evaluate the forecasting accuracy of the models used to generate inflation forecasts. This paper evaluates the performance of most of the models that...
Persistent link: https://www.econbiz.de/10011913044
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Evaluating combined non-replicable forecasts
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008760499