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Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data
Diron, Marie - 2006
Economic policy makers, international organisations and private-sector forecasters commonly use short-term forecasts of real GDP growth based on monthly indicators, such as industrial production, retail sales and confidence surveys. An assessment of the reliability of such tools and of the...
Persistent link: https://www.econbiz.de/10011604668
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Short-term estimates of euro area real GDP by means of monthly data
Rünstler, Gerhard; Sédillot, Franck - 2003
, monthly indicators. We examine in the context of univariate forecasting equations to what extent monthly indicators provide …
Persistent link: https://www.econbiz.de/10011604322
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Short-term estimates of euro area real GDP by means of monthly data
Rünstler, Gerhard; Sédillot, Franck - European Central Bank - 2003
, monthly indicators. We examine in the context of univariate forecasting equations to what extent monthly indicators provide …
Persistent link: https://www.econbiz.de/10005530735
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Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?
Feng, Hui - Department of Economics, University of Victoria - 2005
In this paper we investigate the impact of data revisions on forecasting and model selection procedures. A linear ARMA … real-time monetary aggregate M3 (1977-2000), and residential mortgage credit (1975-1998). The forecasting method we use is … multi-step-ahead non-adaptive forecasting. …
Persistent link: https://www.econbiz.de/10005839154
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Early estimates of euro area real GDP growth: a bottom up approach from the production side
Hahn, Elke; Skudelny, Frauke - 2008
as a pseudo real time forecasting exercise, i.e. due account is taken of the pattern of available monthly variables over …
Persistent link: https://www.econbiz.de/10011605021
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Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations
Pinkwart, Nicolas - 2018
We present a comprehensive disaggregate approach for short-term forecasting economic activity in Germany by explicitly …
Persistent link: https://www.econbiz.de/10011902328
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The role of targeted predictors for nowcasting GDP with bridge models: Application to the Euro area
Kitlinski, Tobias; an de Meulen, Philipp - 2015
- and hard-threshold algorithms improves the forecasting performance, especially during periods of economic crisis. While a … effect on forecasting performance, all the more, if the set of indicators becomes unbalanced. …
Persistent link: https://www.econbiz.de/10010531594
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The role of targeted predictors for nowcasting GDP with bridge models : application to the euro area
Kitlinski, Tobias; Meulen, Philipp an de - 2015
- and hard-threshold algorithms improves the forecasting performance, especially during periods of economic crisis. While a … effect on forecasting performance, all the more, if the set of indicators becomes unbalanced. …
Persistent link: https://www.econbiz.de/10010532088
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Short-term forecasting economic activity in Germany : a supply and demand side system of bridge equations
Pinkwart, Nicolas - 2018
We present a comprehensive disaggregate approach for short-term forecasting economic activity in Germany by explicitly …
Persistent link: https://www.econbiz.de/10011900715
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Nowcasting ASEAN+3 goods exports : bridge and machine learning models and shipping “big data”
Del Rosario, Diana; Quach, Toan Long; Wynn, Michael - 2024
Persistent link: https://www.econbiz.de/10014547361