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Nowcasting Mexico's short-term GDP growth in real-time : a factor model versus professional forecasters

Delajara, Marcelo; Hernández Álvarez, Federico; … - In: Economia : journal of the Latin American and Caribbean … 17 (2016) 1, pp. 167-182

Persistent link: https://www.econbiz.de/10011688425

Nowcasting GDP and its components in a data-rich environment : the merits of the indirect approach

Proietti, Tommaso; Giovannelli, Alessandro; Ricchi, Ottavio - In: International journal of forecasting 37 (2021) 4, pp. 1376-1398

Persistent link: https://www.econbiz.de/10013274282

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

Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model

Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020

Persistent link: https://www.econbiz.de/10012244551

Nowcasting GDP and its components in a data-rich environment : the merits of the indirect approach

Giovannelli, Alessandro; Proietti, Tommaso; Citton, Ambra; … - 2020 - Draft version May 6, 2020

Persistent link: https://www.econbiz.de/10012224728

Business cycle dynamics after the Great Recession : an extended Markov-Switching dynamic factor model

Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020

The Great Recession and the subsequent period of subdued GDP growth in most advanced economies have highlighted the need for macroeconomic forecasters to account for sudden and deep recessions, periods of higher macroeconomic volatility, and fluctuations in trend GDP growth. In this paper, we...

Persistent link: https://www.econbiz.de/10012227436