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Nowcasting macroeconomic variables using high-frequency fiscal data

Ambriško, Róbert - 2022

Persistent link: https://www.econbiz.de/10013264805

Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate

Soybilgen, Barış; Yazgan, Mustafa Ege - In: Economic modelling 72 (2018), pp. 99-108

Persistent link: https://www.econbiz.de/10012100310

Forecasting economic activity with mixed frequency Bayesian VARs

Brave, Scott A.; Butters, R. Andrew; Justiniano, Alejandro - 2016

Mixed frequency Bayesian vector autoregressions (MF-BVARs) allow forecasters to incorporate a large number of mixed frequency indicators into forecasts of economic activity. This paper evaluates the forecast performance of MF-BVARs relative to surveys of professional forecasters and investigates...

Persistent link: https://www.econbiz.de/10011485951

A comparison of monthly global indicators for forecasting growth

Baumeister, Christiane; Guérin, Pierre - In: International journal of forecasting 37 (2021) 3, pp. 1276-1295

Persistent link: https://www.econbiz.de/10012794858

Forecasting economic activity with mixed frequency BVARs

Brave, Scott A.; Butters, R. Andrew; Justiniano, Alejandro - In: International journal of forecasting 35 (2019) 4, pp. 1692-1707

Persistent link: https://www.econbiz.de/10012305519

A comparison of monthly global indicators for forecasting growth

Baumeister, Christiane; Guérin, Pierre - 2020

nowcasting and forecasting quarterly world GDP using mixed-frequency models. We find that a recently proposed indicator that …

Persistent link: https://www.econbiz.de/10012306598

Real-time nowcasting of nominal GDP with structural breaks

Barnett, William A.; Chauvet, Marcelle; Leiva-Leon, Danilo - In: Journal of econometrics 191 (2016) 2, pp. 312-324

Persistent link: https://www.econbiz.de/10011610554

Nowcasting GDP growth for small open economies with a mixed-frequency structural model

Yau, Ruey; Hueng, C. James - In: Computational economics 54 (2019) 1, pp. 177-198

Persistent link: https://www.econbiz.de/10012134110

The D-model for GDP nowcasting

Degiannakis, Stavros - In: Swiss journal of economics and statistics 159 (2023) 1, pp. 1-33

. The model framework is applied for Greek GDP nowcasting. The results provide evidence that the more accurate nowcasting …

Persistent link: https://www.econbiz.de/10014506547

Nowcasting Italian GDP growth : a Factor MIDAS approach

Ceci, Donato; Prifti, Orest; Silvestrini, Andrea - 2024

Persistent link: https://www.econbiz.de/10014511858

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