Product, GRDP)의 조기추정(early estimation 또는 nowcasting) 및 단기 전망(short horizon forecasting)은 중요하다. 본 연구는 혼합주기 경제데이터를 다층 퍼셉트론 …(multi-layer perceptron, MLP)으로 모델링해 울산광역시 경제활동별 GRDP 및 세부구성 요소의 예측모형을 구축하였다. 1년 후 GRDP 예측 (forecasting), 당해 GRDP 예측 (nowcasting), 작년 GRDP 예측 … more timely indicators. In this study, we develop a prediction model for nowcasting and short-horizon forecasting using the …

then used this model to make out‐of‐sample forecasting analysis. Overall, we find fairly limited evidence that favors the …

English Abstract: Applying the Stock and Watson's (1999) Phillips curve forecasting model to the Korean quarterly data … forecasting CPI inflation over the last 10 years (2002Q1-2011Q4). As for the alternative indicators, we select a few concepts of … the official unemployment rate, do not improve the model's forecasting performance significantly when compared with the …

English Abstract: The use of news text as a novel source for econometric forecasting is gaining increasing attention …. This paper revisited the way of incorporating narrative information into econometric forecasting by effectively quantifying …

English Abstract: This paper suggests a Gibbs sampling estimation of an unobserved component cointegrated VAR Model to … suggested model can be used as a forecasting model for monthly, therefore quarterly GDP unlike the class of Chow-Lin. This paper … with other quarterly forecast models. Compared to Random walk, AR(1), AR(4), VAR(1), and VAR(4) models, the suggested model …

problem of forecasting the vector of interest rates of more than one country. Following the survey results collected by …