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The multistep Beveridge-Nelson decomposition
Proietti, Tommaso - 2009
The Beveridge-Nelson decomposition defines the trend component in terms of the eventual forecast function, as the value the series would take if it were on its long-run path. The paper in-troduces the multistep Beveridge-Nelson decomposition, which arises when the forecast function is obtained...
Persistent link: https://www.econbiz.de/10011523928
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Forecasting GDP growth using mixed-frequency models with switching regimes
Barsoum, Fady; Stankiewicz, Sandra - In: International journal of forecasting 31 (2015) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10011327124
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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
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Systematic errors in growth expectations over the business cycle
Dovern, Jonas; Jannsen, Nils - 2015
business-cycle state in the target year with quarterly information about its state in the forecasting period, we find that …
Persistent link: https://www.econbiz.de/10010486869
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An overview of forecasting facing breaks
Castle, Jennifer; Clements, Michael P.; Hendry, David F. - 2016
Persistent link: https://www.econbiz.de/10011451503
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Macroeconomic forecasting and business cycle analysis with nonlinear models
Heinrich, Markus - 2020
Persistent link: https://www.econbiz.de/10012624946
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - In: Economics letters 157 (2017), pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
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Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan; Olson, Eric; Wohar, Mark E. - In: Journal of forecasting 36 (2017) 6, pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
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Forecasting in the presence of instabilities : how do we know whether models predict well and how to improve them
Rossi, Barbara - 2019 - This Draft: November 2019
Persistent link: https://www.econbiz.de/10012209873
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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