Narrow search
Showing 1 - 10 of 7,853
Cover Image
Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? : evidence from the Canadian economy
Faroque, Akhter; Veloce, William; Lamarche, Jean-Francois - In: Applied economics 44 (2012) 28/30, pp. 3965-3985
Persistent link: https://www.econbiz.de/10009712632
Cover Image
A dynamic factor model for nowcasting Canadian GDP growth
Chernis, Tony; Sekkel, Rodrigo - 2017
This paper estimates a dynamic factor model (DFM) for nowcasting Canadian gross domestic product. The model is estimated with a mix of soft and hard indicators, and it features a high share of international data. The model is then used to generate nowcasts, predictions of the recent past and...
Persistent link: https://www.econbiz.de/10011592353
Cover Image
A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth
Chernis, Tony; Cheung, Calista; Velasco, Gabriella - 2017
(GDP). Canadian provincial GDP is released by Statistics Canada on an annual basis only, with a significant lag (11 months … showcase the significant regional heterogeneity that characterizes a large diverse country like Canada. They also provide more …
Persistent link: https://www.econbiz.de/10011661118
Cover Image
A dynamic factor model for nowcasting Canadian GDP growth
Chernis, Tony; Sekkel, Rodrigo - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 217-234
Persistent link: https://www.econbiz.de/10011936000
Cover Image
How Australia's economy gained momentum because of Covid-19
Rostan, Pierre; Rostan, Alexandra - In: Australian economic papers 63 (2024) 1, pp. 36-58
Persistent link: https://www.econbiz.de/10014540223
Cover Image
Forecasting GDP growth with financial market data in Finland : revisiting stylized facts in a small open economy during the financial crisis
Kuosmanen, Petri; Vataja, Juuso - In: Review of financial economics : RFE 23 (2014) 2, pp. 90-97
Persistent link: https://www.econbiz.de/10010442588
Cover Image
Market risk premiums and the macroeconomy : Canadian evidence of stock market predictability
Schmitz, John J. - In: Quarterly journal of business and economics : QJBE 35 (1996) 1, pp. 87-113
Persistent link: https://www.econbiz.de/10001202402
Cover Image
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza; Hassani, Hossein; Gupta, Rangan - In: Journal of forecasting 42 (2023) 7, pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Cover Image
Using the Yield Curve in forecasting output growth and inflation
Hillebrand, Eric; Huiyu Hang; Lee, Tae-hwy; Li, Canlin - 2012
Persistent link: https://www.econbiz.de/10009531583
Cover Image
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara; Sekhposyan, Tatevik - In: International journal of forecasting 30 (2014) 3, pp. 662-682
Persistent link: https://www.econbiz.de/10010514762