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Are daily financial data useful for forecasting GDP? : evidence from Mexico
Gomez-Zamudio, Luis M.; Ibarra-Ramírez, Raúl - 2017
, we explore the ability of the MIDAS model to provide forecast updates for GDP growth (nowcasting). …
Persistent link: https://www.econbiz.de/10011729120
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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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Short-term forecasting economic activity in Germany : a supply and demand side system of bridge equations
Pinkwart, Nicolas - 2018
We present a comprehensive disaggregate approach for short-term forecasting economic activity in Germany by explicitly …
Persistent link: https://www.econbiz.de/10011900715
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Nowcasting the Maltese economy with a dynamic factor model
Ellul, Reuben; Ruisi, Germano - 2022
product, which in turn are used as an input in the forecasting process. Such forecasts reflect and incorporate the flow of … in a synchronous way. The forecasting power of the dynamic factor model is compared with those of several other models …
Persistent link: https://www.econbiz.de/10012818645
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Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? : German evidence
Heinisch, Katja; Scheufele, Rolf - 2017
-time and final data releases differ, we also observe minimal impacts on the relative forecasting performance of indicator …
Persistent link: https://www.econbiz.de/10011595370
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Business tendency surveys and macroeconomic fluctuations
Kaufmann, Daniel; Scheufele, Rolf - 2015
encouraging. In a pseudo out-of-sample exercise, our approach beats relevant benchmarks for forecasting CPI inflation and an …
Persistent link: https://www.econbiz.de/10010508347
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The COVID-19 shock and challenges for time series models
Bobeica, Elena; Hartwig, Benny - 2021
notably with the pandemic. In a VAR, allowing the errors to have a distribution with fatter tails than the Gaussian one equips … the model to better deal with the COVID-19 shock. A standard Gaussian VAR can still be used for producing conditional …
Persistent link: https://www.econbiz.de/10012519429
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Model pooling and changes in the informational content of predictors : an empirical investigation for the euro area
Schwarzmüller, Tim - 2015
pooling techniques, including Mallows model averaging and Cross-Validation model averaging, for short-term forecasting euro …
Persistent link: https://www.econbiz.de/10010472548
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Estimating and forecasting the euro area monthly national accounts from a dynamic factor model
Angelini, Elena; Bańbura, Marta; Rünstler, Gerhard - 2008
forecasting together with cross-equation accounting identities. A pseudo real-time forecasting exercise indicates that the model … outperforms various benchmarks, such as quarterly time series models and bridge equations in forecasting growth in quarterly GDP …
Persistent link: https://www.econbiz.de/10011604999
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Forecasting economic activity with mixed frequency Bayesian VARs
Brave, Scott A.; Butters, R. Andrew; Justiniano, Alejandro - 2016
leverage a novel real-time dataset to conduct an out-of-sample forecasting exercise for U.S. real gross domestic product (GDP …). MF-BVARs are shown to provide an attractive alternative to surveys of professional forecasters for forecasting GDP growth …
Persistent link: https://www.econbiz.de/10011485951