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Nowcasting employment in the euro area
Bańbura, Marta; Belousova, Irina; Bodnár, Katalin; … - 2023
specifications. We evaluate it in real time over 2013-2022 and find that (i) monthly indicators provide useful information for a …
Persistent link: https://www.econbiz.de/10014315194
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Forecasting economic activity with mixed frequency Bayesian VARs
Brave, Scott A.; Butters, R. Andrew; Justiniano, Alejandro - 2016
leverage a novel real-time dataset to conduct an out-of-sample forecasting exercise for U.S. real gross domestic product (GDP …
Persistent link: https://www.econbiz.de/10011485951
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Nowcasting in a Pandemic Using Non-Parametric Mixed Frequency VARs
Huber, Florian; Koop, Gary; Onorante, Luca; Pfarrhofer, … - 2021
This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using additive regression trees. We argue that regression tree models are ideally suited for macroeconomic nowcasting in the face of extreme observations, for instance those produced...
Persistent link: https://www.econbiz.de/10013243790
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Now-casting and the real-time data flow
Bańbura, Marta; Giannone, Domenico; Modugno, Michele; … - 2013
The term now-casting is a contraction for now and forecasting and has been used for a long-time in meteorology and … models that formalize key features of how market participants and policy makers read macroeconomic data releases in real time …
Persistent link: https://www.econbiz.de/10011605609
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Nowcasting with Large Bayesian Vector Autoregressions
Cimadomo, Jacopo - 2020
Monitoring economic conditions in real time, or nowcasting, is among the key tasks routinely performed by economists …": the large number of time series continuously released (Volume), the complexity of the data covering various sectors of the … and produce, in real time, accurate probabilistic predictions of US economic activity and, in addition, a meaningful …
Persistent link: https://www.econbiz.de/10012825850
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Nowcasting BRIC+M in real time
Dahlhaus, Tatjana; Guénette, Justin-Damien; Vasishtha, … - 2015
Emerging-market economies have become increasingly important in driving global GDP growth over the past 10 to 15 years. This has made timely and accurate assessment of current and future economic activity in emerging markets important for policy-makers not only in these countries but also in...
Persistent link: https://www.econbiz.de/10011374171
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Real-Time Measurement of Business Conditions, Second Version
Aruoba, S. Borağan - 2008
We construct a framework for measuring economic activity at high frequency, potentially in real time. We use a variety …
Persistent link: https://www.econbiz.de/10012724680
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Real-Time Measurement of Business Conditions
Aruoba, S. Borağan; Diebold, Francis X. - 2019
We construct a framework for measuring economic activity at high frequency, potentially in real time. We use a variety …
Persistent link: https://www.econbiz.de/10014214485
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Real-Time Measurement of Business Conditions
Aruoba, S. Borağan; Diebold, Francis X.; Scotti, Chiara - 2009
We construct a framework for measuring economic activity in real time (e.g., minute-by-minute), using a variety of …
Persistent link: https://www.econbiz.de/10014224022
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - 2015
This paper introduces new weighting schemes for model averaging when one is interested in combining discrete forecasts from competing Markov-switching models. In particular, we extend two existing classes of combination schemes - Bayesian (static) model averaging and dynamic model averaging - so...
Persistent link: https://www.econbiz.de/10011285456