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Using payment data to nowcast Slovene GDP and private consumption: amixed-frequency approach
Caka, Peonare - 2020
Persistent link: https://www.econbiz.de/10012249861
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Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment
Drechsel, Katja; Scheufele, Rolf - 2013
computationally simple and can be easily implemented as a nowcasting tool. Finally, this method also allows retracing the driving …
Persistent link: https://www.econbiz.de/10010314774
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Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane; Guérin, Pierre; Kilian, Lutz - 2013
The substantial variation in the real price of oil since 2003 has renewed interest in the question of how to forecast monthly and quarterly oil prices. There also has been increased interest in the link between financial markets and oil markets, including the question of whether financial market...
Persistent link: https://www.econbiz.de/10010203447
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Real-time forecasts of economic growth
Sandu, Marcel Antonio; Viziniuc, Mădălin - 2022
Persistent link: https://www.econbiz.de/10012990221
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Can economic policy uncertainty predict financial stress? : a MIDAS approach
Xiong, Xiong; Liu, Jiakou; Liu, Zhifeng - In: Applied economics letters 29 (2022) 1, pp. 22-29
Persistent link: https://www.econbiz.de/10012803323
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The impact of economic policy uncertainty on volatility of China's financial stocks : an empirical analysis
Wang, Xinyu; Luo, Yi; Wang, Zhuqing; Xu, Yan; Wu, Congxin - In: Finance research letters 39 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012805481
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Mixed data sampling regression : parameter selection of smoothed least squares estimator
Toker, Selma; Özbay, Nimet; Månsson, Kristofer - In: Journal of forecasting 41 (2022) 4, pp. 718-751
Persistent link: https://www.econbiz.de/10013287847
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Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP
Marcellino, Massimiliano; Schumacher, Christian - 2007
. Our empirical findings show that the factor estimation methods don't differ much with respect to nowcasting accuracy …
Persistent link: https://www.econbiz.de/10010295871
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MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area
Kuzin, Vladimir N.; Marcellino, Massimiliano; … - 2009
paper, we compare their performance in a relevant case for policy making, i.e., nowcasting and forecasting quarterly GDP …
Persistent link: https://www.econbiz.de/10010298754
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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 …
Persistent link: https://www.econbiz.de/10011567405