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The stacked leading indicators dynamic factor model : a sensitivity analysis of forecast accuracy using bootstrapping

Grenouilleau, Daniel - 2006

Persistent link: https://www.econbiz.de/10013446554

Leading economic indicators : new approaches and forecasting records

Lahiri, Kajal (ed.); Moore, Geoffrey H. (contributor) - 1991 - 1. publ.

Persistent link: https://www.econbiz.de/10000080798

Real activity forecasts using loan portfolio information

Khan, Urooj; Ozel, N. Bugra - In: Journal of accounting research 54 (2016) 3, pp. 895-937

Persistent link: https://www.econbiz.de/10011500124

Forecasting U.S. recessions and economic activity

Kotchoni, Rachidi; Stevanovic, Dalibor - 2016

Persistent link: https://www.econbiz.de/10011520468

Forecasting regional labour markets with GVAR models and indicators

Schanne, Norbert - 2010

The development of employment and unemployment in regional labour markets is known to spatially interdependent. Global Vector-Autoregressive (GVAR) models generate a link between the local and the surrounding labour markets and thus might be useful when analysing and forecasting employment and...

Persistent link: https://www.econbiz.de/10011574910

Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators

Kurz-Kim, Jeong-Ryeol - 2016

Since the influential paper of Stock and Watson (2002), the dynamic factor model (DFM) has been widely used for forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor model is modified by using the mixed data sampling...