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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - In: Economics letters 157 (2017), pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - 2017
Persistent link: https://www.econbiz.de/10011791491
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Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle
Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - In: International journal of forecasting 36 (2020) 3, pp. 829-850
Persistent link: https://www.econbiz.de/10012496873
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Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? : German evidence
Heinisch, Katja; Scheufele, Rolf - 2017
-time and final data releases differ, we also observe minimal impacts on the relative forecasting performance of indicator …
Persistent link: https://www.econbiz.de/10011595370
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Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo; Hasenzagl, Thomas; Reichlin, Lucrezia; … - In: International journal of forecasting 39 (2023) 1, pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
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Forecasting German key macroeconomic variables using large dataset methods
Pirschel, Inske; Wolters, Maik H. - 2014
We study the forecasting performance of three alternative large scale approaches using a dataset for Germany that … indicate that in many cases the gains in forecasting accuracy relative to a simple univariate autoregression are only moderate …
Persistent link: https://www.econbiz.de/10010357899
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Forecasting German key macroeconomic variables using large dataset methods : conference paper
Pirschel, Inske; Wolters, Maik H. - 2014
We study the forecasting performance of three alternative large scale approaches for German key macroeconomic variables …
Persistent link: https://www.econbiz.de/10010489849
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Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland : eine Anmerkung
Meier, Carsten-Patrick - 2000
Diese Anmerkung zeigt, dass das reale Bruttoinlandsprodukt der Bundesrepublik Deutschland einem trendstationären Prozess folgt. Dabei werden sowohl ökonometrische Tests, bei denen die Trendstationarität die Alternativhypothese ist, eingesetzt als auch solche, bei denen sie die Nullhypothese...
Persistent link: https://www.econbiz.de/10011495591
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Forecasting UK GDP growth with large survey panels
Anesti, Nikoleta; Kalamara, Eleni; Kapetanios, George - 2021
Persistent link: https://www.econbiz.de/10012795057
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Has the accuracy of German macroeconomic forecasts improved?
Heilemann, Ullrich; Stekler, Herman O. - 2003
time. We examine 1-year-ahead forecasts of real GDP and inflation for 1967 to 2001 made by three major German forecasting …
Persistent link: https://www.econbiz.de/10010509825