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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

A monthly consumption indicator for Germany based on Internet search query data

Vosen, Simeon; Schmidt, Torsten - In: Applied Economics Letters 19 (2012) 7, pp. 683-687

This study introduces a monthly coincident indicator for consumption in Germany based on Google Trends data on web search activity. In real-time nowcasting experiments the indicator outperforms common survey-based indicators in predicting consumption. Unlike those indicators, it provides...

Persistent link: https://www.econbiz.de/10011479058

COVID-19 outbreak and beyond: The information content of registered short-time workers for GDP now- and forecasting

Kaufmann, Sylvia - In: Swiss Journal of Economics and Statistics 156 (2020) 1, pp. 1-12

The number of short-time workers from January to April 2020 is used to now- and forecast quarterly GDP growth. We purge the monthly log level series from the systematic component to extract unexpected changes or shocks to log short-time workers. These monthly shocks are included in a univariate...

Persistent link: https://www.econbiz.de/10013205796

COVID-19 outbreak and beyond : the information content of registered short-time workers for GDP now- and forecasting

Kaufmann, Sylvia - In: Swiss journal of economics and statistics 156 (2020) 1/12, pp. 1-12

Persistent link: https://www.econbiz.de/10012392543

Competitiveness and Corruption in Romania - Forecasting in the Context of the Romanian Integration into the European Union

Ogrean, Claudia; Herciu, Mihaela - In: Journal for Economic Forecasting 3 (2006) 2, pp. 72-88

Competitiveness and corruption are now - more than ever before - two real challenges for Romania on its way to the European integration. The theoretical approaches to those concepts did not get to a unanimous and happy end and the real figures that evaluate them are not at all pleasing for...

Persistent link: https://www.econbiz.de/10005248497

The D-model for GDP nowcasting

Degiannakis, Stavros - In: Swiss journal of economics and statistics 159 (2023) 1, pp. 1-33

The paper provides a disaggregated mixed-frequency framework for the estimation of GDP. The GDP is disaggregated into components that can be forecasted based on information available at higher sampling frequency, i.e., monthly, weekly, or daily. The model framework is applied for Greek GDP...

Persistent link: https://www.econbiz.de/10014506547

Forecasting Industry Employment for a Resource-Based Economy Using Bayesian Vector Autoregressive Models

Seung, Chang K.; Ahn, Sung K. - In: The Review of Regional Studies 40 (2010) 2, pp. 181-96

Bayesian vector autoregressive (BVAR) models are developed to forecast industry employment for a resource-based economy. Two different types of input-output (I-O) information are used as priors: (i) a reduced-form I-O relationship and (ii) an economic-base version of the I-O information....

Persistent link: https://www.econbiz.de/10010547715

MPM – The Magyar Nemzeti Bank’s monetary policy model

Horváth, Ágnes; Köber, Csaba; Szilágyi, Katalin - In: MNB Bulletin 6 (2011) 2, pp. 18-24

inflation forecasting and monetary policy decision support. In contrast to the previous conditional projections, the MPM offers …

Persistent link: https://www.econbiz.de/10009224855

Forecasting industrial production using its aggregated and disaggregated series or a combination of both : evidence from one emerging market economy

Prince, Diogo de; Marçal, Emerson Fernandes; Pereira, … - In: Econometrics : open access journal 10 (2022) 2, pp. 1-34

improves the forecasting of the aggregated series compared to using the aggregated series alone. We used econometric techniques …-horizon Superior Predictive Ability (uSPA) tests, used to select the best forecasting model by combining different horizons. Our sample … forecasting horizons that are more than one month ahead using the mean square error, and the aggregated ETS has better forecasting …

Persistent link: https://www.econbiz.de/10013355068

Forecasting the UK Unemployment Rate: Model Comparisons

Floros, Ch. - In: International Journal of Applied Econometrics and … 2 (2005) 4, pp. 57-72

This paper compares the out-of-sample forecasting accuracy of time series models using the Root Mean Square, Mean … to December 2002. The forecasting sample (January 1996 – December 2002) is divided into four sub-periods. First, for … total forecasting sample, we find that MA(4)-ARCH(1) provides superior forecasts of unemployment rate. On the other hand …

Persistent link: https://www.econbiz.de/10005406706

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