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New York FED staff nowcasts and reality : what can we learn about the future, the present, and the past?
Siliverstovs, Boriss - In: Econometrics : open access journal 9 (2021) 1/11, pp. 1-25
verified by the use of such recursive measures of relative forecast accuracy as Cumulated Sum of Squared Forecast Error … Difference (CSSFED) and Recursive Relative Mean Squared Forecast Error (based on Rearranged observations) (R2MSFE(+R)). Ignoring …
Persistent link: https://www.econbiz.de/10012483310
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On the forecasting properties of the alternative leading indicators for the German GDP : recent evidence
Cholodilin, Konstantin Arkadʹevič; Siliverstovs, Boriss - In: Jahrbücher für Nationalökonomie und Statistik 226 (2006) 3, pp. 234-259
Persistent link: https://www.econbiz.de/10003324956
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Short-term forecasting with mixed-frequency data : a MIDASSO approach
Siliverstovs, Boriss - 2015
In this paper we extend the targeted-regressor approach suggested in Bai and Ng (2008) for variables sampled at the same frequency to mixed-frequency data. Our MIDASSO approach is a combination of the unrestricted MIxed-frequency DAta-Sampling approach (U-MIDAS) (see Foroni et al., 2015; Castle et...
Persistent link: https://www.econbiz.de/10010498420
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On the forecasting properties of the alternative leading indicators for the German GDP : recent evidence
Cholodilin, Konstantin Arkadʹevič (contributor);  … - 2005
In this paper we perform a comparative study of the forecasting properties of the alternative leading indicators for Germany using the growth rates of German real GDP. We use the post-unification data which cover years from 1991 through 2004. We detect a structural break in the growth rates that...
Persistent link: https://www.econbiz.de/10003217187
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Assessing Forecasting Performance of Business Tendency Surveys During the Great Recession : Evidence for Russia
Siliverstovs, Boriss - 2013
conclude that the use of surveys positively contributes to boosting forecast accuracy of industrial production compared with …
Persistent link: https://www.econbiz.de/10013090690
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Dissecting Models’ Forecasting Performance
Siliverstovs, Boriss - 2016
approach is based on combination of the Cumulated Sum of Squared Forecast Error Differential (CSSFED) suggested earlier in …
Persistent link: https://www.econbiz.de/10013001754
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Short-Term Forecasting with Mixed-Frequency Data : A MIDASSO Approach
Siliverstovs, Boriss - 2015
In this paper we extend the targeted-regressor approach suggested in Bai and Ng (2008) for variables sampled at the same frequency to mixed-frequency data. Our MIDASSO approach is a combination of the unrestricted MIxed-frequency DAta-Sampling approach (U-MIDAS) (see Foroni et al., 2015; Castle et...
Persistent link: https://www.econbiz.de/10013026705
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Short-term forecasting with mixed-frequency data : a MIDASSO approach
Siliverstovs, Boriss - In: Applied economics 49 (2017) 13, pp. 1326-1343
Persistent link: https://www.econbiz.de/10011813559
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Business confidence and forecasting of housing prices and rents in large German cities
Cholodilin, Konstantin Arkadʹevič; Siliverstovs, Boriss - 2014
improving the forecasts, given the local nature of the real-estate markets. The forecast accuracy of different predictors is … sample size, the combinations of individual forecast do not improve the forecast accuracy. On average, the forecast …
Persistent link: https://www.econbiz.de/10010238830