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Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2022
Persistent link: https://www.econbiz.de/10013277546
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Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2023
Persistent link: https://www.econbiz.de/10014316254
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Incorporating short data into large mixed-frequency VARs for regional nowcasting
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2023
Persistent link: https://www.econbiz.de/10014295389
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Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - In: International journal of forecasting 40 (2024) 2, pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
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Real-time forecasting in a data-rich environment
Liebermann, Joelle - Central Bank of Ireland - 2012
is known to be hard to forecast, but by exploiting timely information one obtains gains at nowcasting and forecasting one …
Persistent link: https://www.econbiz.de/10011148706
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Real-time forecasting in a data-rich environment
LIEBERMANN, JOELLE - Volkswirtschaftliche Fakultät, … - 2012
-term horizons. Inflation is known to be hard to forecast, but by exploiting timely information one obtains gains at nowcasting and …
Persistent link: https://www.econbiz.de/10011259073
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Real-Time Nowcasting of GDP: Factor Model versus Professional Forecasters
Liebermann, Joelle - Central Bank of Ireland - 2011
This paper performs a fully real-time nowcasting (forecasting) exercise of US real gross domestic product (GDP) growth … nowcasting performance. Similarly to Giannone et al. pseudo realtime results, we find that the precision of the nowcasts …
Persistent link: https://www.econbiz.de/10008873357
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Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland
Siliverstovs, Boriss; Kholodilin, Konstantin A. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010
This study utilizes the dynamic factor model of Giannone et al. (2008) in order to make now-/forecasts of GDP quarter-on-quarter growth rates in Switzerland. It also assesses the informational content of macroeconomic data releases for forecasting of the Swiss GDP. We find that the factor model...
Persistent link: https://www.econbiz.de/10008615361
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Nowcasting GDP in real-time: A density combination approach
Aastveit, Knut Are; Gerdrup, Karsten R.; Jore, Anne Sofie; … - Norges Bank - 2011
In this paper we use U.S. real-time vintage data and produce combined density nowcasts for quarterly GDP growth from a system of three commonly used model classes. The density nowcasts are combined in two steps. First, a wide selection of individual models within each model class are combined...
Persistent link: https://www.econbiz.de/10009366339
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Nowcasting GDP in Real-Time: A Density Combination Approach
Jore, Anne Sofie; Thorsrud, Leif Anders; Aastveit, Knut Are - Centre for Applied Macro- and Petroleum economics … - 2011
In this paper we use U.S. real-time vintage data and produce combined density nowcasts for quarterly GDP growth from a system of three commonly used model classes. The density nowcasts are combined in two steps. First, a wide selection of individual models within each model class are combined...
Persistent link: https://www.econbiz.de/10010551362