Narrow search
Showing 1 - 10 of 1,320
Cover Image
Forecasting and policy making
Wieland, Volker; Wolters, Maik H. - 2012
Persistent link: https://www.econbiz.de/10010394237
Cover Image
The diversity of forecasts from macroeconomic models of the U.S. economy
Wieland, Volker; Wolters, Maik H. - 2010
This paper investigates the accuracy and heterogeneity of output growth and inflation forecasts during the current and the four preceding NBER-dated U.S. recessions. We generate forecasts from six different models of the U.S. economy and compare them to professional forecasts from the Federal...
Persistent link: https://www.econbiz.de/10010303756
Cover Image
Macroeconomics, nonlinearities, and the business cycle
Reif, Magnus - 2019
Im Zentrum dieser Dissertation steht das Beschreiben und Erklären von Konjunkturdynamiken. Motiviert durch den außerordentlich starken wirtschaftlichen Einbruch in 2008/2009 betont die Arbeit dabei die Wichtigkeit der Nutzung von nichtlinearen Modellansätzen. Die Dissertation kann als Beitrag...
Persistent link: https://www.econbiz.de/10012154125
Cover Image
The Great Recession and the Inflation Puzzle
Matheson, Troy - 2013
observed stability of inflation: inflation expectations have become better anchored and to a lower level; the slope of the …
Persistent link: https://www.econbiz.de/10013080457
Cover Image
Composite leading indicators for Ukraine: An early warning model
Szyrmer, Janusz; Dubrovskiy, Vladimir; Golodniuk, Inna - 2009
Our objective has been to experiment with diverse economic indicators in order to help equip Ukrainian policymakers with a relatively simple tool, which could deliver warning signals about a possibility of upcoming economic problems and thereby assist the Government in designing policy...
Persistent link: https://www.econbiz.de/10010326591
Cover Image
Would DSGE models have predicted the Great Recession in Austria?
Breuss, Fritz - 2016
story-telling and policy analysis were in the forefront of applications since its inception, the forecasting perspective of … models are inferior in ex-ante forecasting a crisis. Surprisingly however, it turned out that not all but those models which … only detect the turning point of the Austrian business cycle early in 2008 but they also succeeded in forecasting the …
Persistent link: https://www.econbiz.de/10011561187
Cover Image
Business tendency surveys and macroeconomic fluctuations
Kaufmann, Daniel; Scheufele, Rolf - 2015
encouraging. In a pseudo out-of-sample exercise, our approach beats relevant benchmarks for forecasting CPI inflation and an …
Persistent link: https://www.econbiz.de/10010508347
Cover Image
Forecasting the Covid-19 recession and recovery : lessons from the financial crisis
Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020
We consider simple methods to improve the growth nowcasts and forecasts obtained by mixed frequency MIDAS and UMIDAS models with a variety of indicators during the Covid-19 crisis and recovery period, such as combining forecasts across various specifications for the same model and/or across...
Persistent link: https://www.econbiz.de/10012285550
Cover Image
Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo; Giannone, Domenico; Lenza, Michele; … - 2020
Monitoring economic conditions in real time, or nowcasting, is among the key tasks routinely performed by economists. Nowcasting entails some key challenges, which also characterise modern Big Data analytics, often referred to as the three "Vs": the large number of time series continuously...
Persistent link: https://www.econbiz.de/10012259379
Cover Image
Chapter 16 Leading Indicators
Marcellino, Massimiliano - 2006
the most relevant recent developments in this field of economic forecasting. To begin with, we analyze the problem of … resulting leading indicator based forecasts, and review the recent literature on the forecasting performance of leading …
Persistent link: https://www.econbiz.de/10014023690