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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/10010420559
comparison methodology, we find that boosting is a serious competitor for forecasting US industrial production growth in the …
Persistent link: https://www.econbiz.de/10010427583
We evaluate the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA …
Persistent link: https://www.econbiz.de/10011785343
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/10010376402
This paper presents a MIDAS type mixed frequency VAR forecasting model. First, we propose a general and compact mixed … pseudo out-of-sample forecasting exercise with US real-time data yields that the mixed frequency VAR substantially improves …
Persistent link: https://www.econbiz.de/10010508351
comparison methodology, we find that boosting is a serious competitor for forecasting US industrial production growth in the …
Persistent link: https://www.econbiz.de/10008757436
Persistent link: https://www.econbiz.de/10010394237
The number of short-time workers from January to April 2020 is used to now- and forecast quarterly GDP growth. We purge the monthly log level series from the systematic component to extract unexpected changes or shocks to log short-time workers. These monthly shocks are included in a univariate...
Persistent link: https://www.econbiz.de/10012392543
-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature … for forecasting consumption developments. …
Persistent link: https://www.econbiz.de/10012417502
The number of employees historically filed and registered from January to April 2020 for short-time compensation is used to obtain a nowcast for GDP growth in the first quarter and an outlook until the third quarter 2021. We purge the monthly log level series from the systematic component to...
Persistent link: https://www.econbiz.de/10012224722