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Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting

Jovanovic, Branimir; Petrovska, Magdalena - Narodna Banka na Republika Makedonija - 2010

We evaluate the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA …

Persistent link: https://www.econbiz.de/10010734982

Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting

Jovanovic, Branimir; Petrovska, Magdalena - Narodna Banka na Republika Makedonija - 2010

We evaluate the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA …

Persistent link: https://www.econbiz.de/10010737092

Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting

Jovanovic, Branimir; Petrovska, Magdalena - Narodna Banka na Republika Makedonija - 2010

We evaluate the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA …

Persistent link: https://www.econbiz.de/10010738344

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

Schmidt, Torsten; Vosen, Simeon - Rheinisch-Westfälisches Institut für … - 2010

In this study we introduce a new monthly indicator for private consumption in Germany based on search query time series provided by Google Trends. The indicator is based on unobserved factors extracted from a set of consumption-related search categories of the Google Trends application Insights...

Persistent link: https://www.econbiz.de/10008671626

Forecasting with many predictors - Is boosting a viable alternative?

Buchen, Teresa; Wohlrabe, Klaus - Volkswirtschaftliche Fakultät, … - 2010

comparison methodology, we find that boosting is a serious competitor for forecasting US industrial production growth in the …

Persistent link: https://www.econbiz.de/10008671964

Forecasting Chinese GDP Growth with Mixed Frequency Data: Which Indicators to Look at?

Mikosch, Heiner; Zhang, Ying - KOF Swiss Economic Institute, Department of Management, … - 2014

indicators for forecasting quarterly Chinese GDP growth. We iterate the evaluation over forecast horizons from 370 days to 1 day … 2009. Industrial production can be quite valuable for now- or even forecasting, but only if it is released shortly after … manufacturing purchasing managers' index of the Chinese National Bureau of Statistics help much for now- or forecasting. Our results …

Persistent link: https://www.econbiz.de/10011146147

Forecasting with Factors: The Accuracy of Timeliness

Gillitzer, Christian; Kearns, Jonathan - Reserve Bank of Australia - 2007

This paper demonstrates that factor-based forecasts for key Australian macroeconomic series can outperform standard time-series benchmarks. In practice, however, the advantages of using large panels of data to construct the factors typically comes at the cost of using less timely series, thereby...

Persistent link: https://www.econbiz.de/10005398652

Does Consumer Confidence Forecast Household Spending?

Dion, David Pascal - Volkswirtschaftliche Fakultät, … - 2006

consumer spending is based on households’ expectations of their future income. However, in short-term forecasting, the … addition, consumer confidence seems to contain both a forecasting and independent explicative ability to predict consumption …

Persistent link: https://www.econbiz.de/10005787072

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

Detecting turning points in the Danish economy in real time

Pedersen, Jesper - 2021

This working paper documents an econometric model for detecting turning points in the Danish economy in real time. The model is a mixedfrequency model using both monthly and quarterly data, which can be estimated on an unbalanced panel of data and be updated immediately as data comes through....

Persistent link: https://www.econbiz.de/10012659981