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The empirical (ir)relevance of the interest rate assumption for central bank forecasts : conference paper

Knüppel, Malte; Schultefrankenfeld, Guido - 2013

bank's own interest rate expectations. From a theoretical point of view, the latter should yield the highest forecast …

Persistent link: https://www.econbiz.de/10010337208

Outperforming IMF forecasts by the use of leading indicators : conference paper

Heinisch, Katja; Giesen, Sebastian; Lindner, Axel - 2014

This study analyzes the performance of the IMF World Economic Outlook forecasts for world output and the aggregates of … both the advanced economies and the emerging and developing economies. With a focus on the forecast for the current and the …

Persistent link: https://www.econbiz.de/10010484392

Information rigidities in economic growth forecasts : evidence from a large international panel : conference paper

Dovern, Jonas; Fritsche, Ulrich; Loungani, Prakash; … - 2013

is evidence of nonlinearities in forecast smoothing. It is less pronounced in the tails of the distribution of individual … forecast revisions than in the central part of the distribution. …

Persistent link: https://www.econbiz.de/10010339322

Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the Euro Area, and Germany ; conference paper

Buchen, Teresa; Wohlrabe, Klaus - 2014

The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one possible method of using high-dimensional data for this purpose. It is a stage-wise additive modelling procedure, which, in a linear specification, becomes a variable selection...

Persistent link: https://www.econbiz.de/10010491104

Forecasting aggregates with disaggregate variables : does boosting help to select the most informative predictors? ; conference paper

Zeng, Jing - 2014

method with the direct forecast of the aggregate, a forecast which aggregates the disaggregate forecasts and a direct … forecast which additionally uses information from factors obtained from the disaggregate components. A recursive pseudo …

Persistent link: https://www.econbiz.de/10010482520