Similar Search Results

Forecasting GDP at the regional level with many predictors

Lehmann, Robert; Wohlrabe, Klaus - In: German economic review 16 (2015) 2, pp. 226-254

Persistent link: https://www.econbiz.de/10011385634

Forecasting gross value-added at the regional level : are sectoral disaggregated predictions superior to direct ones?

Lehmann, Robert; Wohlrabe, Klaus - In: Review of regional research : a publication of the … 34 (2014) 1, pp. 61-90

Persistent link: https://www.econbiz.de/10010246702

Forecasting gross value-added at the regional level : are sectoral disaggregated predictions superior to direct ones?

Lehmann, Robert; Wohlrabe, Klaus - 2013

In this paper, we ask whether it is possible to forecast gross value-added (GVA) and its sectoral subcomponents at the … regional level. With an autoregressive distributed lag model we forecast total and sectoral GVA for one German state (Saxony … usage of different forecast pooling strategies and factor models. Our results show that we are able to increase forecast …

Persistent link: https://www.econbiz.de/10010213032

Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the Euro Area, and Germany ; conference paper

Buchen, Teresa; Wohlrabe, Klaus - 2014

The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one possible method of using high-dimensional data for this purpose. It is a stage-wise additive modelling procedure, which, in a linear specification, becomes a variable selection...

Persistent link: https://www.econbiz.de/10010491104

Forecasting GDP all over the world using leading indicators based on comprehensive survey data

Garnitz, Johanna; Lehmann, Robert; Wohlrabe, Klaus - 2019

, we use a free and instantaneous available source of leading indicators, the ifo World Economic Survey (WES), to forecast … major WES indicators produces on average lower forecast errors compared to a benchmark model. Second, the most important WES …, adding the WES indicators of the main trading partners leads to a further increase of forecast accuracy in more than 50% of …

Persistent link: https://www.econbiz.de/10012026466

Nowcasting regional GDP : the case of the Free State of Saxony

Henzel, Steffen; Lehmann, Robert; Wohlrabe, Klaus - In: Review of economics 66 (2015) 1, pp. 71-98

Persistent link: https://www.econbiz.de/10011397234

Nowcasting regional GDP : the case of the Free State of Saxony

Henzel, Steffen; Lehmann, Robert; Wohlrabe, Klaus - 2015

We tackle the nowcasting problem at the regional level using a large set of indicators (regional, national and international) for the years 1998 to 2013. We explicitly use the ragged-edge data structure and consider the different information sets faced by a regional forecaster within each...

Persistent link: https://www.econbiz.de/10010515377

Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the euro area and Germany

Wohlrabe, Klaus; Buchen, Teresa - In: Journal of forecasting 33 (2014) 4, pp. 231-242

Persistent link: https://www.econbiz.de/10010424821

Forecasting GDP all over the world using leading indicators based on comprehensive survey data

Garnitz, Johanna; Lehmann, Robert; Wohlrabe, Klaus - In: Applied economics 51 (2019) 54, pp. 5802-5816

Persistent link: https://www.econbiz.de/10012197281

Boosting and regional economic forecasting : the case of Germany

Lehmann, Robert; Wohlrabe, Klaus - In: Letters in spatial and resource sciences : LSRS 10 (2017) 2, pp. 161-175

Persistent link: https://www.econbiz.de/10011689682