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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
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New indicators for tracking growth in real time
Matheson, Troy D. - In: Journal of business cycle measurement and analysis : a … (2013) 2, pp. 51-71
Persistent link: https://www.econbiz.de/10010418854
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A multi-country approach to forecasting output growth using PMIs
Chudik, Alexander; Grossman, Valerie; Pesaran, M. Hashem - 2014
that (a) regardless of the forecasting methods considered, PMIs are useful for nowcasting, but their value added diminishes …
Persistent link: https://www.econbiz.de/10010438196
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Bridging the information gap : small-scale nowcasting models of GDP growth for selected CESEE countries
Feldkircher, Martin; Huber, Florian; Schreiner, Josef; … - In: Focus on European economic integration (2015) 2, pp. 56-75
Persistent link: https://www.econbiz.de/10011295706
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Nowcasting Euro area GDP growth using Bayesian quantile regression
Mitchell, James; Poon, Aubrey; Mazzi, Gian Luigi - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 51-72). 2022
Persistent link: https://www.econbiz.de/10013201798
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Nowcasting India's quarterly GDP growth : a factor augmented time-varying coefficient regression model (FA-TVCRM)
Bhattacharya, Rudrani; Bhandari, Bornali; Mundle, Sudipto - 2021
Persistent link: https://www.econbiz.de/10013206634
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Nowcasting finnish GDP growth using financial variables : a MIDAS approach
Laine, Olli-Matti; Lindblad, Annika - In: Journal of the Finnish Economic Association : JFEA 2 (2021) 1, pp. 74-108
We analyse the performance of financial market variables in nowcasting Finnish quarterly GDP growth. In particular, we … parsimonious way. We find that financial market data nowcasts Finnish GDP growth relatively well: nowcasting performance is similar … frequency of financial market variables is not crucial: nowcasting accuracy of daily, monthly and quarterly data is similar. …
Persistent link: https://www.econbiz.de/10013286502
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Mobility and economic activity around the world during the Covid-19 crisis
Gamtkitsulashvili, Tea; Plekhanov, Alexander - 2021
Persistent link: https://www.econbiz.de/10012693915
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A comparison of monthly global indicators for forecasting growth
Baumeister, Christiane; Guérin, Pierre - In: International journal of forecasting 37 (2021) 3, pp. 1276-1295
Persistent link: https://www.econbiz.de/10012794858