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Text data rule - don't they? : a study on the (additional) information of Handelsblatt data for nowcasting German GDP in comparison to established economic indicators
Shrub, Yuliya; Rieger, Jonas; Müller, Henrik; Jentsch, … - 2022
The prompt availability of information on the current state of the economy in real-time is required for prediction purposes and crucial for timely policy adjustment and economic decision-making. While important macroeconomic indicators are reported only quarterly and also published with...
Persistent link: https://www.econbiz.de/10013361278
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Statistik, Ökonometrie, Optimierung : Methoden und ihre praktischen Anwendungen in Finanzanalyse und Portfoliomanagement
Poddig, Thorsten; Dichtl, Hubert; Petersmeier, Kerstin - 2008 - 4., vollst. überarb. Aufl.
Persistent link: https://www.econbiz.de/10003597953
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Statistik, Ökonometrie, Optimierung : Methoden und ihre praktische Anwendung in Finanzanalyse und Portfoliomanagement
Poddig, Thorsten; Dichtl, Hubert; Petersmeier, Kerstin - 2003 - 3., erweiterte Auflage
Persistent link: https://www.econbiz.de/10001798045
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Statistik, Ökonometrie, Optimierung : Methoden und ihre praktische Anwendung in Finanzanalyse und Portfoliomanagement
Poddig, Thorsten; Dichtl, Hubert; Petersmeier, Kerstin - 2000
Persistent link: https://www.econbiz.de/10001446941
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Nowcasting BRIC+M in real time
Dahlhaus, Tatjana; Guénette, Justin-Damien; Vasishtha, … - 2015
Emerging-market economies have become increasingly important in driving global GDP growth over the past 10 to 15 years. This has made timely and accurate assessment of current and future economic activity in emerging markets important for policy-makers not only in these countries but also in...
Persistent link: https://www.econbiz.de/10011374171
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A survey of econometric methods for mixed-frequency data
Foroni, Claudia; Marcellino, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10009763609
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A survey of econometric methods for mixed-frequency data
Foroni, Claudia; Marcellino, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10009706152
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Understanding and Forecasting Stock Market Volatility Through Wavelet Decomposition, Statistical Learning and Econometric Methods
Ghosh, Indranil - 2017
Volatility in stock markets evokes varying responses from market participants. While some perceive it as opportunity to make money, others perceive it as a threat and start unwinding their positions. In today's globalized environment, increased volatility reflects not only the domestic...
Persistent link: https://www.econbiz.de/10012961341
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A Survey of Econometric Methods for Mixed-Frequency Data
Foroni, Claudia - 2014
The development of models for variables sampled at different frequencies has attracted substantial interest in the recent econometric literature. In this paper we provide an overview of the most common techniques, including bridge equations, Mixed Data Sampling (MIDAS) models, mixed frequency...
Persistent link: https://www.econbiz.de/10013063873
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Macroeconomic Survey Expectations
Clements, Michael P. - 2019
this question from a point of view not covered in existing works on time-series econometrics and forecasting. Clements … perspective, surveys offer insight into how economic agents form their expectations. Michael Clements is Professor of Econometrics … Econometrics and Palgrave Advanced Texts in Econometrics, and has published extensively on time series econometrics, modelling and …
Persistent link: https://www.econbiz.de/10012396996