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Short-term forecasting economic activity in Germany : a supply and demand side system of bridge equations
Pinkwart, Nicolas - 2018
taking into account the supply or production side and the demand side of GDP. The GDP figures calculated by the two sides … usually yield different results and the official GDP release is somewhere in between. We make use of this statistical … procedure by separately modeling the two sides of GDP in a system of bridge equations at the most disaggregate level available …
Persistent link: https://www.econbiz.de/10011900715
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Markov-switching mixed-frequency VAR models
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: International journal of forecasting 31 (2015) 3, pp. 692-711
Persistent link: https://www.econbiz.de/10011474529
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Bottom-up or direct? : forecasting German GDP in a data-rich environment
Heinisch, Katja; Scheufele, Rolf - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 705-745
Persistent link: https://www.econbiz.de/10011949298
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nowcasting
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/10011566828
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Predictive performance of mixed-frequency nowcasting and forecasting models (with application to Philippine inflation and GDP growth)
Mariano, Roberto S.; Özmucur, Süleyman - In: Journal of quantitative economics 19 (2021), pp. 383-400
Persistent link: https://www.econbiz.de/10013441733
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Nowcasting macroeconomic variables using high-frequency fiscal data
Ambriško, Róbert - 2022
Persistent link: https://www.econbiz.de/10013264805
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Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni; Dellaportas, Petros; Grigoryeva, … - In: International journal of forecasting 40 (2024) 3, pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
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Doubly multiplicative error models with long- and short-run components
Amendola, Adalgiso; Candila, V.; Cipollini, F.; Gallo, … - In: Socio-economic planning sciences : the international … 91 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014528556
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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 Arkadievich - 2010
This study utilizes the dynamic factor model of Giannone et al. (2008) in order to make now-/forecasts of GDP quarter … Swiss GDP. We find that the factor model offers a substantial improvement in forecast accuracy of GDP growth rates compared … accuracy is achieved when GDP nowcasts for an actual quarter are made about three months ahead of the official data release. We …
Persistent link: https://www.econbiz.de/10010274409
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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. - 2010
This study utilizes the dynamic factor model of Giannone et al. (2008) in order to make now-/forecasts of GDP quarter … Swiss GDP. We find that the factor model offers a substantial improvement in forecast accuracy of GDP growth rates compared … accuracy is achieved when GDP nowcasts for an actual quarter are made about three months ahead of the official data release. We …
Persistent link: https://www.econbiz.de/10010277729