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Improving GDP measurement : a measurement-error perspective

Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - In: Journal of econometrics 191 (2016) 2, pp. 384-397

Persistent link: https://www.econbiz.de/10011610607

High-mixed-frequency dynamic latent factor forecasting models for GDP in the Philippines

Mariano, Roberto S.; Ozmucur, Suleyman - In: Estudios de economía aplicada : revista promovida por … 33 (2015) 2, pp. 451-462

Persistent link: https://www.econbiz.de/10011592625

Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? : German evidence

Heinisch, Katja; Scheufele, Rolf - 2017

In this paper we investigate whether differences exist among forecasts using real-time or latest-available data to predict gross domestic product (GDP). We employ mixed-frequency models and real-time data to reassess the role of survey data relative to industrial production and orders in...

Persistent link: https://www.econbiz.de/10011595370

A dynamic factor model of the yield curve components as a predictor of the economy

Chauvet, Marcelle; Senyuz, Zeynep - In: International journal of forecasting 32 (2016) 2, pp. 324-343

Persistent link: https://www.econbiz.de/10011596830

The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting

Giusto, Andrea; İşcan, Talan Behçet - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10011965177

Forecasting the production side of GDP

Bäurle, Gregor; Steiner, Elizabeth; Züllig, Gabriel - 2018

Persistent link: https://www.econbiz.de/10011948339

Forecasting with large datasets : compressing information before, during or after the estimation?

Pirschel, Inske; Wolters, Maik H. - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 573-596

Persistent link: https://www.econbiz.de/10011949851

Model averaging in Markov-switching models : predicting national recessions with regional data

Guérin, Pierre; Leiva-Leon, Danilo - In: Economics letters 157 (2017), pp. 45-49

Persistent link: https://www.econbiz.de/10011847300

Markov-switching three-pass regression filter

Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - 2016 - This version: November, 2016

Persistent link: https://www.econbiz.de/10011805831

Combined density nowcasting in an uncertain economic environment

Aastveit, Knut Are; Ravazzolo, Francesco; Dijk, Herman … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 131-145

Persistent link: https://www.econbiz.de/10011894481