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Macroeconomics, nonlinearities, and the business cycle
Reif, Magnus - 2019
Im Zentrum dieser Dissertation steht das Beschreiben und Erklären von Konjunkturdynamiken. Motiviert durch den außerordentlich starken wirtschaftlichen Einbruch in 2008/2009 betont die Arbeit dabei die Wichtigkeit der Nutzung von nichtlinearen Modellansätzen. Die Dissertation kann als Beitrag...
Persistent link: https://www.econbiz.de/10012154125
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Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model
Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - 2019
. In a real-time exercise the model detects recessions timely. Combining the estimated factor and the recession …
Persistent link: https://www.econbiz.de/10012098161
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For how long do IMF forecasts of world economic growth stay up-to-date?
Heinisch, Katja; Lindner, Axel - 2018
for the current year and the next year, we examine the durability of IMF forecasts, looking at how much time has to pass … so that IMF forecasts can be improved by using leading indicators with monthly updates. Using a real-time data set for …
Persistent link: https://www.econbiz.de/10011878368
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Do daily lead texts help nowcasting GDP growth?
Burri, Marc - 2023
This paper evaluates whether publicly available daily news lead texts help nowcasting Swiss GDP growth. I collect titles and lead texts from three Swiss newspapers and calculate text-based indicators for various economic concepts. A composite indicator calculated from these indicators is highly...
Persistent link: https://www.econbiz.de/10014324815
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A nowcasting model for the growth rate of real GDP of Ecuador : implementing a time-varying intercept
González-Astudillo, Manuel; Baquero, Daniel - 2018
. Additionally, our setup includes a time-varying mean coefficient on the annual growth rate of real GDP to allow the model to …
Persistent link: https://www.econbiz.de/10011932302
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Nowcasting Spanish GDP Growth in Real Time : 'One and a Half Months Earlier'
de Antonio Liedo, David - 2010
agencies to construct aggregate GDP figures. The real time forecast evaluation conducted over the most severe phase of the …
Persistent link: https://www.econbiz.de/10013135034
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How useful is the carry-over effect for short-term economic forecasting?
Tödter, Karl-Heinz - 2010
The carry-over effect is the advance contribution of the old year to growth in the new year. Among practitioners the informative content of the carry-over effect for short-term forecasting is undisputed and is used routinely in economic forecasting. In this paper, the carry-over effect is...
Persistent link: https://www.econbiz.de/10008697431
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Nowcasting East German GDP growth : a MIDAS approach
Claudio, João Carlos; Heinisch, Katja; Holtemöller, Oliver - 2019
an important role in public budget planning. We provide a new quarterly time series for East German GDP and develop a … forecasting approach for East German GDP that takes data availability in real time and regional economic indicators into account …
Persistent link: https://www.econbiz.de/10012146339
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Financial variables and macroeconomic forecast errors
Barnes, Michelle L.; Olivei, Giovanni P. - 2017 - This version: October 31, 2017
A large set of financial variables has only limited power to predict a latent factor common to the year-ahead forecast errors for real Gross Domestic Product (GDP) growth, the unemployment rate, and Consumer Price Index (CPI) inflation for three sets of professional forecasters: the Federal...
Persistent link: https://www.econbiz.de/10011817884
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A monthly leading indicator of Swiss GDP growth based on Okun's law
Kugler, Peter; Sheldon, George - In: Swiss journal of economics and statistics 159 (2023) 1, pp. 1-14
of the Swiss economy at monthly time intervals. …
Persistent link: https://www.econbiz.de/10014506541