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Short-term forecasting with mixed-frequency data: A MIDASSO approach
Siliverstovs, Boriss - KOF Swiss Economic Institute, Department of Management, … - 2015
regression used in Bai and Ng (2008), called the elastic net (Zou and Hastie, 2005). We illustrate our approach by forecasting …
Persistent link: https://www.econbiz.de/10011196718
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The Real-Time Predictive Content of the KOF Economic Barometer
Siliverstovs, Boriss - In: Swiss Journal of Economics and Statistics (SJES) 147 (2011) III, pp. 353-375
We investigate whether the KOF Economic Barometer - a leading indicator released by the KOF Swiss Economic Institute - is useful for short-term prediction of quarterly year-on-year real GDP growth in Switzerland. Using a real-time data set consisting of historical vintages of GDP data and the...
Persistent link: https://www.econbiz.de/10009292825
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Short-term forecasting with mixed-frequency data: A MIDASSO approach
Siliverstovs, Boriss - 2015
regression used in Bai and Ng (2008), called the elastic net (Zou and Hastie, 2005). We illustrate our approach by forecasting …
Persistent link: https://www.econbiz.de/10011307779
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Google searches as a means of improving the nowcasts of key macroeconomic variables
Kholodilin, Konstantin Arkadievich; Podstawski, Maximilian - 2009
subject to revisions. This makes them an excellent source of information for the macroeconomic forecasting. …
Persistent link: https://www.econbiz.de/10010274377
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Dissecting models' forecasting performance
Siliverstovs, Boriss - 2015
In this paper we suggest an approach to comparison of models' forecasting performance in unstable environments. Our … tracking how the relative forecasting performance of competing models evolves over time. We illustrate the suggested approach …
Persistent link: https://www.econbiz.de/10011417859
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Assessing predictive content of the KOF Barometer in real time
Siliverstovs, Boriss - 2010
We investigate whether the KOF Barometer - a leading indicator regularly released by the KOF Swiss Economic Institute - can be useful for short-term out-of-sample prediction of year-on-year quarterly real GDP growth rates in Switzerland. We find that the KOF Barometer appears to be useful for...
Persistent link: https://www.econbiz.de/10010285792
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Evaluating short-run forecasting properties of the KOF employment indicator for Switzerland in real time
Siliverstovs, Boriss - 2009
-term forecasting of employment in Switzerland aggregated in the KOF Employment Indicator. We use the real time dataset in order to …
Persistent link: https://www.econbiz.de/10010285821
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Assessing Predictive Content of the KOF Barometer in Real Time
Siliverstovs, Boriss - KOF Swiss Economic Institute, Department of Management, … - 2010
We investigate whether the KOF Barometer–a leading indicator regularly released by the KOF Swiss Economic Institute–can be useful for short-term out-of-sample prediction of year-on-year quarterly real GDP growth rates in Switzerland. We find that the KOF Barometer appears to be useful for...
Persistent link: https://www.econbiz.de/10008545878
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Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic Variables
Kholodilin, Konstantin A.; Podstawski, Maximilian; … - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009
subject to revisions. This makes them an excellent source of information for the macroeconomic forecasting. …
Persistent link: https://www.econbiz.de/10008549317
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Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time
Siliverstovs, Boriss - KOF Swiss Economic Institute, Department of Management, … - 2009
-term forecasting of employment in Switzerland aggregated in the KOF Employment Indicator. We use the real time dataset in order to …
Persistent link: https://www.econbiz.de/10005051766