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Real-time consideration of systematic patterns in Maltese GDP data and revisions
Debono, Nathaniel - 2024
revised. Implicitly, the possibility of data revisions creates an element of uncertainty around the very same data driving … policy decisions. Given that such uncertainty could be mitigated if data revisions were predictable, this paper sets out to … identify any systematic patterns in the Maltese 'Real GDP' data and underlying revisions which could in turn prove useful when …
Persistent link: https://www.econbiz.de/10014461449
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Measuring macroeconomic uncertainty : a cross-country analysis
Dibiasi, Andreas; Sarferaz, Samad - 2020
extracts uncertainty from revisions in data obtained from standardized national accounts. Applying our model to quarterly post …
Persistent link: https://www.econbiz.de/10012228723
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Real-time macroeconomic data and uncertainty
Glass, Katharina; Fritsche, Ulrich - 2015 - 2nd updated version
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions …
Persistent link: https://www.econbiz.de/10011298898
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Real-time information content of macroeconomic data and uncertainty : an application to the Euro area
Glass, Katharina; Fritsche, Ulrich - 2014
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions …
Persistent link: https://www.econbiz.de/10010425751
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Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? : German evidence
Heinisch, Katja; Scheufele, Rolf - 2017
In this paper we investigate whether differences exist among forecasts using real-time or latest-available data to …
Persistent link: https://www.econbiz.de/10011595370
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Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane; Guérin, Pierre; Kilian, Lutz - 2013
The substantial variation in the real price of oil since 2003 has renewed interest in the question of how to forecast monthly and quarterly oil prices. There also has been increased interest in the link between financial markets and oil markets, including the question of whether financial market...
Persistent link: https://www.econbiz.de/10010203447
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Factor models for non-stationary series : estimates of monthly U.S. GDP
Hengge, Martina; Leonard, Seton - 2017
This paper presents a novel dynamic factor model for non-stationary data. We begin by constructing a simple dynamic stochastic general equilibrium growth model and show that we can represent and estimate the model using a simple linear-Gaussian (Kalman) filter. Crucially, consistent estimation...
Persistent link: https://www.econbiz.de/10011669132
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Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian; Wegmüller, Philipp - 2017
We develop a small-scale dynamic factor model for the Swiss economy based on an appropriately selected set of indicators. The resulting business cycle factor is in striking accordance with historical Swiss business cycle fluctuations. Our proposed model demonstrates a remarkable performance in...
Persistent link: https://www.econbiz.de/10011732586
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Financial variables and macroeconomic forecast errors
Barnes, Michelle L.; Olivei, Giovanni P. - 2017 - This version: October 31, 2017
the Blue Chip Consensus Forecasts. Even when a financial variable appears to be fairly robust across sample periods in …
Persistent link: https://www.econbiz.de/10011817884
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Measuring macroeconomic uncertainty : a cross-country analysis
Dibiasi, Andreas; Sarferaz, Samad - In: European economic review : EER 153 (2023), pp. 1-30
Persistent link: https://www.econbiz.de/10014430822