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Factor-MIDAS for now- and forecasting with ragged-edge data : a model comparison for German GDP

Marcellino, Massimiliano (contributor); … - 2007

combinations of factor estimation methods and Factor-MIDAS projections with respect to nowcast performance. Additionally, we …. Our empirical findings show that the factor estimation methods don't differ much with respect to nowcasting accuracy …

Persistent link: https://www.econbiz.de/10003634929

Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set

Rossi, Barbara; Sekhposyan, Tatevik - In: International journal of forecasting 30 (2014) 3, pp. 662-682

Persistent link: https://www.econbiz.de/10010514762

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

An overhaul of Federal Reserve doctrine : nominal income and the great moderation

Hendrickson, Joshua R. - In: Journal of macroeconomics 34 (2012) 2, pp. 304-317

Persistent link: https://www.econbiz.de/10009689408

Gross domestic product growth predictions through the yield spread : time-variation and structural breaks

De Pace, Pierangelo - In: International journal of finance & economics : IJFE 18 (2013) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10009721919

Do real-time Okun's law errors predict GDP data revisions?

Barnes, Michelle L.; Gumbau-Brisa, Fabià; Olivei, … - 2012 - This version: December 2012

Using U.S. real-time data, we show that changes in the unemployment rate unexplained by Okun's Law have significant predictive power for GDP data revisions. A positive (negative) error in Okun's Law in real time implies that GDP will be later revised to show less (more) growth than initially...

Persistent link: https://www.econbiz.de/10009723755