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Anchoring effect on macroeconomic forecasts : a heterogeneity approach
Chang, Tzu-pu; Chou, Ray Yeutien - In: Romanian journal of economic forecasting 21 (2018) 4, pp. 134-147
Persistent link: https://www.econbiz.de/10012021928
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A first look on the new halle economic projection model
Giesen, Sebastian; Holtemöller, Oliver; Scharff, Juliane; … - 2010
zunächst drei Länder modelliert, nämlich die USA und aus dem Euro-Währungsgebiet Deutschland und Frankreich, die zusammen etwa …
Persistent link: https://www.econbiz.de/10003950731
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Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the Euro Area, and Germany
Buchen, Teresa; Wohlrabe, Klaus - 2013
The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one possible method of using high-dimensional data for this purpose. It is a stage-wise additive modelling procedure, which, in a linear specification, becomes a variable selection...
Persistent link: https://www.econbiz.de/10009721997
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Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the euro area and Germany
Wohlrabe, Klaus; Buchen, Teresa - In: Journal of forecasting 33 (2014) 4, pp. 231-242
Persistent link: https://www.econbiz.de/10010424821
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Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the Euro Area, and Germany ; conference paper
Buchen, Teresa; Wohlrabe, Klaus - 2014
The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one possible method of using high-dimensional data for this purpose. It is a stage-wise additive modelling procedure, which, in a linear specification, becomes a variable selection...
Persistent link: https://www.econbiz.de/10010491104
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Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany
Buchen, Teresa - 2013
The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one possible method of using high-dimensional data for this purpose. It is a stage-wise additive modelling procedure, which, in a linear specification, becomes a variable selection...
Persistent link: https://www.econbiz.de/10013085278
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Evaluating German business cycle forecasts under an asymmetric loss function
Döpke, Jörg; Fritsche, Ulrich; Siliverstovs, Boriss - 2009
Based on annual data for growth and inflation forecasts for Germany covering the time span from 1970 to 2007 and up to 17 different forecasts per year, we test for a possible asymmetry of the forecasters' loss function and estimate the degree of asymmetry for each forecasting institution using...
Persistent link: https://www.econbiz.de/10010425865
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Forecasting industrial production in Germany : the predictive power of leading indicators
Schlösser, Alexander - 2020
We investigate the predictive power of several leading indicators in order to forecast industrial production in Germany. In addition, we compare their predictive performance with variables from two competing categories, namely macroeconomic and financial variables. The predictive power within...
Persistent link: https://www.econbiz.de/10012149544
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Evaluating German business cycle forecasts under an asymmetric loss function
Döpke, Jörg; Fritsche, Ulrich; Siliverstovs, Boriss - 2009
Based on annual data for growth and inflation forecasts for Germany covering the time span from 1970 to 2007 and up to 17 different forecasts per year, we test for a possible asymmetry of the forecasters' loss function and estimate the degree of asymmetry for each forecasting institution using...
Persistent link: https://www.econbiz.de/10003919420
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Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function
Fritsche, Ulrich - 2009
Based on annual data for growth and inflation forecasts for Germany covering the time span from 1970 to 2007 and up to 17 different forecasts per year, we test for a possible asymmetry of the forecasters' loss function and estimate the degree of asymmetry for each forecasting institution using...
Persistent link: https://www.econbiz.de/10013156026