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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
Building on a mixed data sampling (MIDAS) model we evaluate the predictive power of a variety of monthly macroeconomic … 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 …
Persistent link: https://www.econbiz.de/10010376402
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Predictive performance of mixed-frequency nowcasting and forecasting models : (with application to Philippine inflation and GDP growth)
Mariano, Roberto S.; Özmucur, Süleyman - 2020 - Revised August 16, 2020
Persistent link: https://www.econbiz.de/10012299273
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Predictive performance of mixed-frequency nowcasting and forecasting models (with application to Philippine inflation and GDP growth)
Mariano, Roberto S.; Özmucur, Süleyman - In: Journal of quantitative economics 19 (2021), pp. 383-400
Persistent link: https://www.econbiz.de/10013441733
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Quantifying the impact of current crisis on the convergence in EU and post-crisis scenarios
Albu, Lucian-Liviu - 2012
Certainly the current crisis is affecting seriously the convergence process in EU. Starting from the spatial distribution in EU of some fundamental development indicators before the current crisis, we try to estimate the impact of the prolonged crisis. During last years, the less developed...
Persistent link: https://www.econbiz.de/10011515567
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A probit model for the state of the Greek GDP growth
Degiannakis, Stavros - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 381-392
The paper provides probability estimates of the state of the GDP growth. A regime-switching model defines the probability of the Greek GDP being in boom or recession. Then probit models extract the predictive information of a set of explanatory (economic and financial) variables regarding the...
Persistent link: https://www.econbiz.de/10011312197
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Early estimates of euro area real GDP growth : a bottom up approach from the production side
Hahn, Elke; Skudelny, Frauke - 2008
as a pseudo real time forecasting exercise, i.e. due account is taken of the pattern of available monthly variables over …
Persistent link: https://www.econbiz.de/10003825975
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A factor analysis for the Spanish economy
Cuevas, Ángel; Quilis, Enrique M. - In: SERIEs : Journal of the Spanish Economic Association 3 (2012) 3, pp. 311-338
; temporal disaggregation ; forecasting ; nowcasting …
Persistent link: https://www.econbiz.de/10009618787
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Early Estimates of Euro Area Real GDP Growth : A Bottom Up Approach from the Production Side
Hahn, Elke - 2008
as a pseudo real time forecasting exercise, i.e. due account is taken of the pattern of available monthly variables over …
Persistent link: https://www.econbiz.de/10012768380
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Using Sentiment to Predict GDP Growth and Stock Returns
Guzman, Giselle - 2012
, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to …
Persistent link: https://www.econbiz.de/10013110894
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Assessing the Macroeconomic Impact of Structural Reforms the Case of Italy
Lusinyan, Lusine - 2013
Wide-ranging structural reforms are underway in Italy, aimed at addressing key bottlenecks in the product and labor markets. Our analysis, based on the IMF's Global Integrated Monetary and Fiscal model (GIMF), attempts to quantify the potential gains to the economy from a comprehensive package...
Persistent link: https://www.econbiz.de/10013086322