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Ankargren, Sebastian; Lindholm, Unn - 2021

Persistent link: https://www.econbiz.de/10012436898

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

Business cycle dating and forecasting with real-time Swiss GDP data

Glocker, Christian; Wegmueller, Philipp - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 73-105

Persistent link: https://www.econbiz.de/10012216360

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

Nowcasting German GDP : foreign factors, financial markets, and model averaging

Andreini, Paolo; Hasenzagl, Thomas; Reichlin, Lucrezia; … - In: International journal of forecasting 39 (2023) 1, pp. 298-313

Persistent link: https://www.econbiz.de/10014462781

Nowcasting GDP with a pool of factor models and a fast estimation algorithm

Eraslan, Sercan; Schröder, Maximilian - In: International journal of forecasting 39 (2023) 3, pp. 1460-1476

Persistent link: https://www.econbiz.de/10014465295

Using survey information for improving the density nowcasting of U.S. GDP

Çakmaklı, Cem; Demircan, Hamza - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 667-682

Persistent link: https://www.econbiz.de/10014448419

Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility

Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 118-127

Persistent link: https://www.econbiz.de/10011691233

nowcasting

Kurz-Kim, Jeong-Ryeol - 2016

forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor …

Persistent link: https://www.econbiz.de/10011566828

International propagation of shocks : a dynamic factor model using survey forecasts

Lahiri, Kajal; Zhao, Yongchen - In: International journal of forecasting 35 (2019) 3, pp. 929-947

Persistent link: https://www.econbiz.de/10012305192

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