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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 … forecasting ability of the leading indicators has been rather good in the pre-break period but it significantly deteriorated in …
Persistent link: https://www.econbiz.de/10003217187
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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/10010498420
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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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Using newspapers for tracking the business cycle : a comparative study for Germany and Switzerland
Iselin, David; Siliverstovs, Boriss - In: Applied economics 48 (2016) 10/12, pp. 1103-1118
Persistent link: https://www.econbiz.de/10011432925
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The R-word index for Switzerland
Iselin, David; Siliverstovs, Boriss - In: Applied economics letters 20 (2013) 10/12, pp. 1032-1035
Persistent link: https://www.econbiz.de/10010195949
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Assessing Forecasting Performance of Business Tendency Surveys During the Great Recession : Evidence for Russia
Siliverstovs, Boriss - 2013
This study investigates usefulness of business tendency surveys in industrial sector for out-of-sample prediction of growth of industrial production in Russia. A special attention is paid to performance of survey-augmented models during the recent Great Recession 2008/2009. Using the real-time...
Persistent link: https://www.econbiz.de/10013090690
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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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A dynamic panel data approach to the forecasting of the GDP of German Länder
Cholodilin, Konstantin Arkadʹevič; Siliverstovs, Boriss; … - 2007 - Corrected version
even more pronounced at longer forecasting horizons (the forecast accuracy gain as measured by the root mean squared … spatial dependence structure into regional forecasting models, especially, when long-term forecasts are made. …
Persistent link: https://www.econbiz.de/10012039490
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The KOF Economic Barometer, version 2014 : a composite leading indicator for the Swiss business cycle
Abberger, Klaus; Graff, Michael; Siliverstovs, Boriss; … - 2014
This paper presents a composite leading indicator for the Swiss business cycle corresponding to the growth rate cycle concept. It is the result of a complete overhaul of the KOF Economic Barometer that has been published by the KOF Swiss Economic Institute on a monthly basis since 1976. In line...
Persistent link: https://www.econbiz.de/10010338122
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The KOF Economic Barometer, Version 2014 : A Composite Leading Indicator for the Swiss Business Cycle
Abberger, Klaus - 2014
This paper presents a composite leading indicator for the Swiss business cycle corresponding to the growth rate cycle concept. It is the result of a complete overhaul of the KOF Economic Barometer that has been published by the KOF Swiss Economic Institute on a monthly basis since 1976. In line...
Persistent link: https://www.econbiz.de/10013057114