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Forecasting German car sales using Google data and multivariate models
Fantazzini, Dean; Toktamysova, Zhamal - In: International journal of production economics 170 (2015), pp. 97-135
Persistent link: https://www.econbiz.de/10011421805
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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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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
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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
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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 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 …
Persistent link: https://www.econbiz.de/10011479058
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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
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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
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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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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