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A dynamic panel data approach to the forecasting of the GDP of German Länder

Cholodilin, Konstantin Arkadʹevič; Siliverstovs, Boriss; … - 2007 - Corrected version

even more pronounced at longer forecasting horizons (the forecast accuracy gain as measured by the root mean squared … spatial dependence structure into regional forecasting models, especially, when long-term forecasts are made. …

Persistent link: https://www.econbiz.de/10012039490

Adaptive trees : a new approach to economic forecasting

Woloszko, Nicolas - 2020

forecasting. Economic forecasting is made difficult by economic complexity, which implies non-linearities (multiple interactions … the algorithm in forecasting GDP growth 3- to 12-months ahead is assessed through simulations in pseudo-real-time for six …

Persistent link: https://www.econbiz.de/10012203223

Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators

Kurz-Kim, Jeong-Ryeol - 2016

forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor … on euro-area data show that the now- and forecasting performance of our new model is superior to that of the subset …

Persistent link: https://www.econbiz.de/10011566828

Combining Survey Forecasts and Time Series Models : The Case of the Euribor

Krueger, Fabian - 2010

This paper reinterprets Maganelli's (2009) idea of "Forecasting with Judgment" to obtain a dynamic algorithm for … combining survey data and time series models for macroeconomic forecasting. Unlike existing combination approaches which …

Persistent link: https://www.econbiz.de/10013139480

Macroeconomic Now- and Forecasting Based on the Factor Error Correction Model Using Targeted Mixed Frequency Indicators

Kurz-Kim, Jeong-Ryeol - 2016

Persistent link: https://www.econbiz.de/10012977505

Forecasting GDP at the regional level with many predictors

Lehmann, Robert; Wohlrabe, Klaus - 2012

structure better than other indicators. -- leading indicators ; regional forecasting ; forecast evaluation ; forecast …

Persistent link: https://www.econbiz.de/10009630640

Monthly recession predictions in real time : a density forecast approach for German industrial production

Rietzler, Katja; Stephan, Sabine - 2012

In this paper we present a methodology which can help to improve the assessment of the current economic situation. We propose an approach which combines multivariate single equations to forecast the monthly growth rate of industrial production with a density forecast. This allows to estimate the...

Persistent link: https://www.econbiz.de/10009616512