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Prognose von Firmennachfragereihen anhand von dynamischen Regressionen mit Surveydaten

Stock, Kurt - 1998

Persistent link: https://www.econbiz.de/10001390869

Forecasting and analyzing economic activity with coincident and leading indexes : the case of Connecticut

Dua, Pami - In: Journal of forecasting 15 (1996) 7, pp. 509-526

Persistent link: https://www.econbiz.de/10001216511

An evaluation of the index of leading indicators as predictor of cyclical turning points using Markov switching model as filter

Lahiri, Kajal; Wang, Jiazhuo G. - 1993

Persistent link: https://www.econbiz.de/10000862469

Nowcasting GDP with a large factor model space

Eraslan, Sercan; Schröder, Maximilian - 2019

-time data flow as well as parameter uncertainty and time-varying volatility. In addition, we develop a fast estimation algorithm …

Persistent link: https://www.econbiz.de/10012119825

A novel spatial mixed frequency forecasting model with application to Chinese regional GDP

Wang, Xianning; Dong, Jingrong; Xiao, Zhi; He, Guanjie - In: Romanian journal of economic forecasting 22 (2019) 2, pp. 54-77

Persistent link: https://www.econbiz.de/10012129010

Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle

Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - 2017

We estimate a Markow-switching dynamic factor model with three states based on six leading business cycle indicators for Germany preselected from a broader set using the Elastic Net soft-thresholding rule. The three states represent expansions, normal recessions and severe recessions. We show...

Persistent link: https://www.econbiz.de/10011646914