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Assessing the real-time informational content of macroeconomic data releases for now-/forecasting GDP: Evidence for Switzerland
Siliverstovs, Boriss; Kholodilin, Konstantin A. - 2010
This study utilizes the dynamic factor model of Giannone et al. (2008) in order to make now-/forecasts of GDP quarter-on-quarter growth rates in Switzerland. It also assesses the informational content of macroeconomic data releases for forecasting of the Swiss GDP. We find that the factor model...
Persistent link: https://www.econbiz.de/10010277729
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Keeping a finger on the pulse of the economy: Nowcasting Swiss GDP in real-time squared
Siliverstovs, Boriss - 2012
This study evaluates forecasting performance of a large-scale factor model developed in Siliverstovs and Kholodilin (2012) in a genuine ex ante forecasting exercise. We perform our forecast of GDP growth in Switzerland in real time using real-time data vintages collected at weekly frequency....
Persistent link: https://www.econbiz.de/10010319722
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Nowcasting UK GDP during the Depression
Smith, Paul - 2016
Persistent link: https://www.econbiz.de/10011490440
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Real-time forecasting in a data-rich environment
Liebermann, Joe͏̈lle - 2012
Persistent link: https://www.econbiz.de/10010219898
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Forecasting economic activity with mixed frequency BVARs
Brave, Scott A.; Butters, R. Andrew; Justiniano, Alejandro - In: International journal of forecasting 35 (2019) 4, pp. 1692-1707
Persistent link: https://www.econbiz.de/10012305519
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Real-time forecasting in a data-rich environment
LIEBERMANN, JOELLE - Volkswirtschaftliche Fakultät, … - 2012
-term horizons. Inflation is known to be hard to forecast, but by exploiting timely information one obtains gains at nowcasting and …
Persistent link: https://www.econbiz.de/10011259073
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Deep dynamic factor models
Andreini, Paolo; Izzo, Cosimo; Ricco, Giovanni - 2023 - This version: 20 May 2023
Persistent link: https://www.econbiz.de/10014321022
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Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland
Siliverstovs, Boriss; Kholodilin, Konstantin A. - KOF Swiss Economic Institute, Department of Management, … - 2010
This study utilizes the dynamic factor model of Giannone et al. (2008) in order to make now-/forecasts of GDP quarter-on-quarter growth rates in Switzerland. It also assesses the informational content of macroeconomic data releases for forecasting of the Swiss GDP. We find that the factor model...
Persistent link: https://www.econbiz.de/10008480878
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Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland
Siliverstovs, Boriss; Kholodilin, Konstantin A. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010
This study utilizes the dynamic factor model of Giannone et al. (2008) in order to make now-/forecasts of GDP quarter-on-quarter growth rates in Switzerland. It also assesses the informational content of macroeconomic data releases for forecasting of the Swiss GDP. We find that the factor model...
Persistent link: https://www.econbiz.de/10008615361
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Real-Time Nowcasting of GDP: Factor Model versus Professional Forecasters
Liebermann, Joelle - Central Bank of Ireland - 2011
This paper performs a fully real-time nowcasting (forecasting) exercise of US real gross domestic product (GDP) growth … nowcasting performance. Similarly to Giannone et al. pseudo realtime results, we find that the precision of the nowcasts …
Persistent link: https://www.econbiz.de/10008873357