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Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data
Bialowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - In: Economics: The Open-Access, Open-Assessment E-Journal 9 (2015) 2015-31, pp. 1-37
The article compares forecast quality from two atheoretical models. Neither method assumed a priori causality and forecasts were generated without additional assumptions about regressors. Tendency survey data was used within the Bayesian averaging of classical estimates (BACE) framework and...
Persistent link: https://www.econbiz.de/10011371996
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Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data
Bialowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - 2015
The main goal of the article is to investigate forecasting quality of two approaches to modelling main macroeconomic … accuracy not inferior to that of structural models. Additional advantage of their approach is that the forecasting procedure … can be mostly automated and the influence of subjective decisions made in the forecasting process can be significantly …
Persistent link: https://www.econbiz.de/10010512536
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Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data
Bialowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - 2015
The article compares forecast quality from two atheoretical models. Neither method assumed a priori causality and forecasts were generated without additional assumptions about regressors. Tendency survey data was used within the Bayesian averaging of classical estimates (BACE) framework and...
Persistent link: https://www.econbiz.de/10011349021
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Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data
Bialowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - Institut für Weltwirtschaft (IfW) - 2015
The main goal of the article is to investigate forecasting quality of two approaches to modelling main macroeconomic … accuracy not inferior to that of structural models. Additional advantage of their approach is that the forecasting procedure … can be mostly automated and the influence of subjective decisions made in the forecasting process can be significantly …
Persistent link: https://www.econbiz.de/10011269107
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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/10011307784
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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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FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure
Frale, Cecilia; Monteforte, Libero - Banca d'Italia - 2011
empirical application for the Italian quarterly GDP the short-term forecasting performance is evaluated against other mixed …
Persistent link: https://www.econbiz.de/10008835085
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Business Tendency Surveys and Macroeconomic Fluctuations
Kaufmann, Daniel; Scheufele, Rolf - KOF Swiss Economic Institute, Department of Management, … - 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/10011240546
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Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris
L. Ferrara. - In: Quarterly selection of articles - Bulletin de la Banque … (2011) 24, pp. 135-144
In the wake of the recent international economic recession in 2008-2009, forecasting methods designed to anticipate …
Persistent link: https://www.econbiz.de/10010569713
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A financially stressed euro area
Kappler, Marcus; Schleer, Frauke - In: Economics: The Open-Access, Open-Assessment E-Journal 11 (2017) 2017-6, pp. 1-37
-time forecasting exercise, the authors show that including additional factors-that reflect financial sector conditions …
Persistent link: https://www.econbiz.de/10011629683