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Factor models for non-stationary series : estimates of monthly U.S. GDP
Hengge, Martina; Leonard, Seton - 2017
-Gaussian (Kalman) filter. Crucially, consistent estimation does not require differencing the data despite it being cointegrated of …
Persistent link: https://www.econbiz.de/10011669132
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Oil price changes and U.S. real GDP growth : is this time different?
Charfeddine, Lanouar; Klein, Tony; Walther, Thomas - 2018
This paper contributes to the large debate regarding the impact of oil price changes on U.S. GDP growth. Firstly, it replicates empirical findings of prominent studies and finds that the proposed oil price measures have a dissipating effect with recent data up to 2016Q4. Secondly, it re-examines...
Persistent link: https://www.econbiz.de/10011906502
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Divisia monetary aggregates and US GDP nowcasting
Tang, Biyan; Yemba, Boniface; Chang, Dongfeng - In: Applied economics 52 (2020) 32, pp. 3538-3554
Persistent link: https://www.econbiz.de/10012258954
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Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem; Demircan, Hamza - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
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Forecasting with nonspurious factors in U.S. macroeconomic time series
Yamamoto, Yohei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10011691219
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Forecasting GDP growth rates in the United States and Brazil using Google Trends
Bantis, Evripidis; Clements, Michael P.; Urquhart, Andrew - In: International journal of forecasting 39 (2023) 4, pp. 1909-1924
Persistent link: https://www.econbiz.de/10014465341
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Forecasting GDP over the business cycle in a multi-frequency and data-rich environment
Bessec, Marie; Bouabdallah, Othman - In: Oxford bulletin of economics and statistics 77 (2015) 3, pp. 360-384
Persistent link: https://www.econbiz.de/10011383896
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - In: Energy economics 96 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - 2019
Persistent link: https://www.econbiz.de/10012316908
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US weekly economic index : replication and extension
Wegmüller, Philipp; Glocker, Christian - In: Journal of applied econometrics 38 (2023) 6, pp. 977-985
Persistent link: https://www.econbiz.de/10014432206