Narrow search
Showing 1 - 10 of 679
Cover Image
Early estimates of euro area real GDP growth: a bottom up approach from the production side
Hahn, Elke; Skudelny, Frauke - 2008
as a pseudo real time forecasting exercise, i.e. due account is taken of the pattern of available monthly variables over …
Persistent link: https://www.econbiz.de/10011605021
Cover Image
A factor analysis for the Spanish economy
Cuevas, Ángel; Quilis, Enrique M. - In: SERIEs - Journal of the Spanish Economic Association 3 (2012) 3, pp. 311-338
We present a medium-scale dynamic factor model to estimate and forecast the rate of growth of the Spanish economy in the very short term. The intermediate size of the model overcomes the serious specification problems associated with large scale-models and the implicit loss of information of...
Persistent link: https://www.econbiz.de/10010317084
Cover Image
Forecasting Chinese GDP growth with mixed frequency data : which indicators to look at?
Mikosch, Heiner; Zhang, Ying - 2014 - First version: December 01, 2013, This version: July 10, 2014
indicators for forecasting quarterly Chinese GDP growth. We iterate the evaluation over forecast horizons from 370 days to 1 day … 2009. Industrial production can be quite valuable for now- or even forecasting, but only if it is released shortly after … manufacturing purchasing managers' index of the Chinese National Bureau of Statistics help much for now- or forecasting. Our results …
Persistent link: https://www.econbiz.de/10010376402
Cover Image
Early estimates of euro area real GDP growth : a bottom up approach from the production side
Hahn, Elke; Skudelny, Frauke - 2008
as a pseudo real time forecasting exercise, i.e. due account is taken of the pattern of available monthly variables over …
Persistent link: https://www.econbiz.de/10003825975
Cover Image
A probit model for the state of the Greek GDP growth
Degiannakis, Stavros - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 381-392
The paper provides probability estimates of the state of the GDP growth. A regime-switching model defines the probability of the Greek GDP being in boom or recession. Then probit models extract the predictive information of a set of explanatory (economic and financial) variables regarding the...
Persistent link: https://www.econbiz.de/10011312197
Cover Image
A factor analysis for the Spanish economy
Cuevas, Ángel; Quilis, Enrique M. - In: SERIEs : Journal of the Spanish Economic Association 3 (2012) 3, pp. 311-338
; temporal disaggregation ; forecasting ; nowcasting …
Persistent link: https://www.econbiz.de/10009618787
Cover Image
Early Estimates of Euro Area Real GDP Growth : A Bottom Up Approach from the Production Side
Hahn, Elke - 2008
as a pseudo real time forecasting exercise, i.e. due account is taken of the pattern of available monthly variables over …
Persistent link: https://www.econbiz.de/10012768380
Cover Image
Predictive performance of mixed-frequency nowcasting and forecasting models : (with application to Philippine inflation and GDP growth)
Mariano, Roberto S.; Özmucur, Süleyman - 2020 - Revised August 16, 2020
Persistent link: https://www.econbiz.de/10012299273
Cover Image
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
Cover Image
A munkakereslet nemzetközi tendenciái
Horn, Dániel - 2011
. We take their model and compare it with several other specifications to test forecasting fit. The main conclusions of … of this latter are easier to interpret. Quasi-autoregressive models do not improve forecasting fit as much as expected. …
Persistent link: https://www.econbiz.de/10010494708