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Adaptive trees : a new approach to economic forecasting
Woloszko, Nicolas - 2020
forecasting. Economic forecasting is made difficult by economic complexity, which implies non-linearities (multiple interactions … the algorithm in forecasting GDP growth 3- to 12-months ahead is assessed through simulations in pseudo-real-time for six …
Persistent link: https://www.econbiz.de/10012203223
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Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators
Kurz-Kim, Jeong-Ryeol - 2016
forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor … on euro-area data show that the now- and forecasting performance of our new model is superior to that of the subset …
Persistent link: https://www.econbiz.de/10011566828
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Forecast Models of the RF Economic Development and Restrictions in Economic Policy Over a Medium-Term Prospective
Drobyshevsky, Sergey - 2012
Persistent link: https://www.econbiz.de/10013100538
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Forecast revisions of Mexican inflation and GDP growth
Capistrán Carmona, Carlos; López-Moctezuma, Gabriel - 2010
; Inflation forecasting ; Macroeconomic forecasting ; Panel data ; Surveys. …
Persistent link: https://www.econbiz.de/10008737163
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Adjusting for information content when comparing forecast performance
Andersson, Michael K.; Aranki, Ted; Reslow, André - 2016
Cross institutional forecast evaluations may be severely distorted by the fact that forecasts are made at different points in time, and thus with different amount of information. This paper proposes a method to account for these differences. The method computes the timing effect and the...
Persistent link: https://www.econbiz.de/10011535966
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Forecasting with Bayesian Grouped Random Effects in Panel Data
Zhang, Boyuan - 2020
In this paper, we estimate and leverage latent constant group structure to generate the point, set, and density forecasts for short dynamic panel data. We implement a nonparametric Bayesian approach to simultaneously identify coefficients and group membership in the random effects which are...
Persistent link: https://www.econbiz.de/10012824627
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Panel Data Nowcasting
Fosten, Jack - 2019
This paper promotes the use of panel data in nowcasting. We shift the existing focus of the literature, which has almost exclusively used time series models to nowcast national aggregate variables like gross domestic product (GDP). We propose a mixed-frequency panel VAR model and a...
Persistent link: https://www.econbiz.de/10012864837
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Does central bank transparency and communication affect financial and macroeconomic forecasts?
Lustenberger, Thomas; Rossi, Enzo - 2018
In a large sample of countries across different geographic regions and over a long period of time, we find limited country- and variable-specific effects of central bank transparency on forecast accuracy and their dispersion among a large set of professional forecasts of financial and...
Persistent link: https://www.econbiz.de/10011790688
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Real income convergence between Central Eastern and Western Europe : past, present, and prospects : paper presented at the 33rd CIRET (Centre for International Research on Economic...
Matkowski, Zbigniew; Prochniak, Mariusz; Rapacki, Ryszard - 2016
The paper presents an analysis of real income convergence between the 11 countries of Central Eastern Europe which have joined the European Union (EU11) and 15 countries of Western Europe (EU15) in the period 1993-2015. The evolution of the income gap between the two groups of countries in terms...
Persistent link: https://www.econbiz.de/10011548764
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Forecasting Chinese GDP growth with mixed frequency data : which indicators to look at?
Mikosch, Heiner; Zhang, Ying - 2014 - First version: December 01, 2013, This version: July 10, 2014
indicators for forecasting quarterly Chinese GDP growth. We iterate the evaluation over forecast horizons from 370 days to 1 day … 2009. Industrial production can be quite valuable for now- or even forecasting, but only if it is released shortly after … manufacturing purchasing managers' index of the Chinese National Bureau of Statistics help much for now- or forecasting. Our results …
Persistent link: https://www.econbiz.de/10010376402