Similar Search Results - EconBiz

State-dependent biases and the quality of China's preliminary GDP announcements

Yang, Lixiong - In: Empirical economics : a journal of the Institute for … 59 (2020) 6, pp. 2663-2687

Persistent link: https://www.econbiz.de/10012498622

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

Real-time GDP forecasting for Japan : a dynamic factor model approach

Urasawa, Satoshi - In: Journal of the Japanese and international economies : … 34 (2014), pp. 116-134

Persistent link: https://www.econbiz.de/10010475484

Business Cycle Dating and Forecasting with Real-Time Swiss GDP Data

Glocker, Christian - 2019

We develop a small-scale dynamic factor model for the Swiss economy allowing for non-linearities by means of a two-state Markov-chain. The selection of an appropriate set of indicators utilizes a combinatorial algorithm. The model's forecasting performance is as good as that of peers with richer...

Persistent link: https://www.econbiz.de/10012892535

Reliable real-time output gap estimates based on a modified Hamilton filter

Quast, Josefine; Wolters, Maik H. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 152-168

Persistent link: https://www.econbiz.de/10012804095

The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661146

Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle

Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - In: International journal of forecasting 36 (2020) 3, pp. 829-850

Persistent link: https://www.econbiz.de/10012496873

Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility

Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 118-127

Persistent link: https://www.econbiz.de/10011691233

Forecasting output gaps in the G-7 countries : the role of correlated innovations and structural breaks

Dungey, Mardi H.; Jacobs, Jan; Tian, Jing - In: Applied economics 49 (2017) 45, pp. 4554-4566

Persistent link: https://www.econbiz.de/10011844233

Rationality of announcements, business cycle asymmetry, and predictability of revisions : the case of French GDP

Mogliani, Matteo; Ferrière, Thomas - 2016

Persistent link: https://www.econbiz.de/10011578405

1
2
3
4
5
6
7
8
9
10
Next
Last

A service of the