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Business tendency surveys and macroeconomic fluctuations
Kaufmann, Daniel; Scheufele, Rolf - In: International journal of forecasting 33 (2017) 4, pp. 878-893
Persistent link: https://www.econbiz.de/10011746922
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Macroeconomics, nonlinearities, and the business cycle
Reif, Magnus - 2019
Im Zentrum dieser Dissertation steht das Beschreiben und Erklären von Konjunkturdynamiken. Motiviert durch den außerordentlich starken wirtschaftlichen Einbruch in 2008/2009 betont die Arbeit dabei die Wichtigkeit der Nutzung von nichtlinearen Modellansätzen. Die Dissertation kann als Beitrag...
Persistent link: https://www.econbiz.de/10012154125
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Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian; Wegmüller, Philipp - 2017
proposed model demonstrates a remarkable performance in short-term and medium-term forecasting. Using real-time GDP data since …
Persistent link: https://www.econbiz.de/10011732586
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Forecasting German key macroeconomic variables using large dataset methods
Pirschel, Inske; Wolters, Maik H. - 2014
We study the forecasting performance of three alternative large scale approaches using a dataset for Germany that … indicate that in many cases the gains in forecasting accuracy relative to a simple univariate autoregression are only moderate …
Persistent link: https://www.econbiz.de/10010357899
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Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model
Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - 2019
probabilities with a simple GDP forecasting model yields an accurate nowcast for the steepest decline in GDP in 2009Q1 and a correct …
Persistent link: https://www.econbiz.de/10012098161
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Forecast errors and the macroeconomy : a non-linear relationship?
Fritsche, Ulrich; Döpke, Jörg - 2006 - This version: February 2006
observations from 1963 to 2004. We rely on forecasts from the joint forecast of the so-called "six leading" forecasting …
Persistent link: https://www.econbiz.de/10010426366
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Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo; Giannone, Domenico; Lenza, Michele; … - 2020
Monitoring economic conditions in real time, or nowcasting, is among the key tasks routinely performed by economists …. Nowcasting entails some key challenges, which also characterise modern Big Data analytics, often referred to as the three "Vs …
Persistent link: https://www.econbiz.de/10012259379
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Nowcasting the Maltese economy with a dynamic factor model
Ellul, Reuben; Ruisi, Germano - 2022
product, which in turn are used as an input in the forecasting process. Such forecasts reflect and incorporate the flow of … in a synchronous way. The forecasting power of the dynamic factor model is compared with those of several other models …
Persistent link: https://www.econbiz.de/10012818645
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Forecasting German key macroeconomic variables using large dataset methods : conference paper
Pirschel, Inske; Wolters, Maik H. - 2014
We study the forecasting performance of three alternative large scale approaches for German key macroeconomic variables …
Persistent link: https://www.econbiz.de/10010489849
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Business cycle dynamics after the Great Recession : an extended Markov-Switching dynamic factor model
Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020
, marginal likelihood comparisons and improved real-time GDP forecasting performance. …
Persistent link: https://www.econbiz.de/10012227436