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Estimating the output gap in real time : a factor model approach

Aastveit, Knut Are; Trovik, Tørres - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 180-193

Persistent link: https://www.econbiz.de/10010466564

Determinants of total factor productivity in Visegrad Group Nuts-2 regions

Danska-Borsiak, Barbara - In: Acta oeconomica : periodical of the Hungarian Academy … 68 (2018) 1, pp. 31-50

Persistent link: https://www.econbiz.de/10011895340

Let the market speak: using interest rates to identify the Fed information effect

Zhu, Linyan - 2023 - Revised: February 20, 2023

Persistent link: https://www.econbiz.de/10014381619

Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data

Bialowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - 2015

The main goal of the article is to investigate forecasting quality of two approaches to modelling main macroeconomic … accuracy not inferior to that of structural models. Additional advantage of their approach is that the forecasting procedure … can be mostly automated and the influence of subjective decisions made in the forecasting process can be significantly …

Persistent link: https://www.econbiz.de/10010512536

Factor model forecasts of exchange rates

Engel, Charles; Mark, Nelson C.; West, Kenneth D. - In: Econometric reviews 34 (2015) 1/2, pp. 32-55

Persistent link: https://www.econbiz.de/10011373312

Estimating and forecasting large panels of volatilities with approximate dynamic factor models

Luciani, Matteo; Veredas, David - In: Journal of forecasting 34 (2015) 3, pp. 163-176

Persistent link: https://www.econbiz.de/10011305278

Forecasting with mixed-frequency factor models in the presence of common trends

Fuleky, Peter; Bonham, Carl Stanley - In: Macroeconomic dynamics 19 (2015) 4, pp. 753-775

Persistent link: https://www.econbiz.de/10011309214

Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data

Bialowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - 2015

The article compares forecast quality from two atheoretical models. Neither method assumed a priori causality and forecasts were generated without additional assumptions about regressors. Tendency survey data was used within the Bayesian averaging of classical estimates (BACE) framework and...

Persistent link: https://www.econbiz.de/10011349021

Forecasting Portuguese GDP with factor models : pre- and post-crisis evidence

Dias, Francisco C.; Pinheiro, Maximiano; Rua, António - In: Economic modelling 44 (2015), pp. 266-272

Persistent link: https://www.econbiz.de/10011326229

Structural dynamic factors analysis using prior information from macroeconomic theory

Bäurle, Gregor - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 136-150

Persistent link: https://www.econbiz.de/10009754017

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