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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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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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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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New Monthly Estimation Approach for Nowcasting GDP Growth: The Case of Japan
Hara, Naoko; Yamane, Shotaro - Bank of Japan - 2013
This paper proposes a new approach for nowcasting as yet unavailable GDP growth by estimating monthly GDP growth with a … more precise estimates of recent GDP growth at an earlier stage of nowcasting than the nowcasts of professional forecasters. …
Persistent link: https://www.econbiz.de/10010894615
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Real-time forecasting in a data-rich environment
Liebermann, Joelle - Central Bank of Ireland - 2012
is known to be hard to forecast, but by exploiting timely information one obtains gains at nowcasting and forecasting one …
Persistent link: https://www.econbiz.de/10011148706
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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
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Real-time nowcasting of GDP: Factor model versus professional forecasters
Liebermann, Joelle - Volkswirtschaftliche Fakultät, … - 2010
This paper performs a fully real-time nowcasting (forecasting) exercise of US real gross domestic product (GDP) growth … nowcasting performance. Analogously to Giannone et al. (2008) pseudo real-time results, we find that the precision of the …
Persistent link: https://www.econbiz.de/10008839204
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Real-time forecasting in a data-rich environment
Liebermann, Joe͏̈lle - 2012
Persistent link: https://www.econbiz.de/10010219898