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Survey-based indicators vs. hard data : what improves export forecasts in Europe?
Lehmann, Robert - 2015
We evaluate whether survey-based indicators produce lower forecast errors for export growth than indicators obtained … from hard data such as price and cost competitiveness measures. Our pseudo out-of-sample analyzes and forecast encompassing …, large country differences in the forecast accuracy of survey-based indicators emerge. These differences are mainly explained …
Persistent link: https://www.econbiz.de/10011479957
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Trend-cycle decomposition of output and euro area inflation forecasts : a real-time approach based on model combination
Guérin, Pierre; Maurin, Laurent; Mohr, Matthias - 2011
; Markov-switching ; Auxiliary information ; Model averaging ; Inflation forecast ; Real-time analysis …
Persistent link: https://www.econbiz.de/10009380402
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Trend-cycle decomposition of output and euro area inflation forecasts : a real-time approach based on model combination
Guérin, Pierre; Maurin, Laurent; Mohr, Matthias - In: Macroeconomic dynamics 19 (2015) 2, pp. 363-393
Persistent link: https://www.econbiz.de/10011308645
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Forecasting European GDP using self-exciting threshold autoregressive models : a warning
Crespo Cuaresma, Jesús - 2000
A two-regime self-exciting threshold autoregressive process is estimated for quarterly aggregate GDP of the fifteen countries that compose the European Union, and the forecasts from this nonlinear model are compared, by means of a Monte Carlo simulation, with those from a simple autoregressive...
Persistent link: https://www.econbiz.de/10009714284
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Do financial variables help forecasting inflation and real activity in the euro area?
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of monetary economics 50 (2003) 6, pp. 1243-1255
Persistent link: https://www.econbiz.de/10001799316
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Forecasting euro area inflation : does aggregating forecasts by HICP component improve forecast accuracy?
Hubrich, Kirstin (contributor) - 2003
Persistent link: https://www.econbiz.de/10001820871
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Forecasting European GDP using self-exciting threshold autoregressive models : a warning
Crespo Cuaresma, Jesús - 2000
Persistent link: https://www.econbiz.de/10001503758
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Inflation forecasting for aggregates of the EU-7 and EU-14 with Bayesian VAR models
Bikker, Jacob A. - In: Journal of forecasting 17 (1998) 2, pp. 147-165
Persistent link: https://www.econbiz.de/10001244490
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Trend-Cycle Decomposition of Output and Euro Area Inflation Forecasts : A Real-Time Approach Based on Model Combination
Guerin, Pierre - 2011
The paper focuses on the estimation of the euro area output gap. We construct model-averaged measures of the output gap in order to cope with both model uncertainty and parameter instability that are inherent to trend-cycle decomposition models of GDP. We first estimate nine models of...
Persistent link: https://www.econbiz.de/10013120226
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Forecasting Euro Area Inflation : Does Aggregating Forecasts by Hicp Component Improve Forecast Accuracy?
Hubrich, Kirstin - 2021
distinguishes between different forecast horizons, HICP components and inflation measures. Various model selection procedures are … component does not necessarily help forecast year-on-year inflation twelve months ahead …
Persistent link: https://www.econbiz.de/10013319726