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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
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Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan; Schröder, Maximilian - In: International journal of forecasting 39 (2023) 3, pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
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Nowcasting world GDP growth with high-frequency data
Jardet, Caroline; Meunier, Baptiste - In: Journal of forecasting 41 (2022) 6, pp. 1181-1200
Persistent link: https://www.econbiz.de/10013465691
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Do high-frequency data improve multivariate volatility forecasting for investors with different investment horizons?
Yu, Limin; Huang, Zhuo - 2022
Persistent link: https://www.econbiz.de/10015053841
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Nowcasting World GDP Growth with High-Frequency Data
Jardet, Caroline; Meunier, Baptiste - 2020
The Covid-19 crisis has shown how high-frequency data can help tracking economic turning points in real-time. Our paper investigates whether high-frequency data can also improve the nowcasting performances for world GDP growth on quarterly or annual basis. To this end, we select a large dataset...
Persistent link: https://www.econbiz.de/10014090107
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Oil price shocks and economic growth : the volatility link
Maheu, John M.; Song, Yong; Yang, Qiao - In: International journal of forecasting 36 (2020) 2, pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
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Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide; Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
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The long-run effect of economic disasters
Ćorić, Bruno - In: Applied economics letters 25 (2018) 5, pp. 296-299
Persistent link: https://www.econbiz.de/10011854472
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The impact of dollarisation on economic growth, investment, and trade
Bajrami, Fisnik - 2023
alternative for emerging economies. While most arguments for and against dollarisation are grounded in theory, there is a … volatility, especially in the past decade. Nevertheless, dollarised countries benefit from higher levels of investment and trade …
Persistent link: https://www.econbiz.de/10014422437
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The influence of trends in barter terms of trade and of their volatility on GNP growth
Edström, Jerker; Singer, Hans W. - 1992
Persistent link: https://www.econbiz.de/10000340277