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Real-time forecasting US GDP from small-scale factor models

Camacho, Maximo; Martínez-Martín, Jaime - In: Empirical economics : a journal of the Institute for … 47 (2014) 1, pp. 347-364

Persistent link: https://www.econbiz.de/10010380607

High-mixed-frequency dynamic latent factor forecasting models for GDP in the Philippines

Mariano, Roberto S.; Ozmucur, Suleyman - In: Estudios de economía aplicada : revista promovida por … 33 (2015) 2, pp. 451-462

Persistent link: https://www.econbiz.de/10011592625

Real-time forecasting US GDP from small-scale factor models

Camacho, Maximo; Martínez-Martín, Jaime - 2014

Persistent link: https://www.econbiz.de/10011789252

Real-time forecasting using mixed-frequency VARs with time-varying parameters

Heinrich, Markus; Reif, Magnus - 2020

This paper provides a detailed assessment of the real-time forecast accuracy of a wide range of vector autoregressive models (VAR) that allow for both structural change and indicators sampled at different frequencies. We extend the literature by evaluating a mixed-frequency time-varying...

Persistent link: https://www.econbiz.de/10012154665

Can news help measure economic sentiment? : an application in COVID-19 times

Aguilar, Pablo; Ghirelli, Corinna; Pacce, Matías; … - In: Economics letters 199 (2021), pp. 1-4

Persistent link: https://www.econbiz.de/10012605959

Monitoring the economy in real time with the weekly OeNB GDP indicator : background, experience and outlook

Fenz, Gerhard; Stix, Helmut - In: Monetary policy & the economy : quarterly review of … (2020/2021) 4/1, pp. 17-40

Persistent link: https://www.econbiz.de/10012492093

Do daily lead texts help nowcasting GDP growth?

Burri, Marc - 2023

This paper evaluates whether publicly available daily news lead texts help nowcasting Swiss GDP growth. I collect …-based indicators. In a pseudo out-of-sample nowcasting exercise for Swiss GDP growth, the indicator outperforms a monthly Swiss … business cycle indicator if one month of information is available. Improvements in nowcasting accuracy mainly occur in times of …

Persistent link: https://www.econbiz.de/10014324815

Nowcasting quarterly GDP growth during the COVID-19 crisis using a monthly activity indicator

Hartigan, Luke; Rosewall, Tom - 2024

Persistent link: https://www.econbiz.de/10015066318

Nowcasting quarterly GDP dynamics in the Euro Area : the role of sentiment indicators

Gajewski, Paweł - In: Comparative economic research : Central and Eastern Europe 17 (2014) 2, pp. 5-23

Persistent link: https://www.econbiz.de/10010423520

Nowcasting quarterly GDP dynamics in the euro area : the role of sentiment indicators

Gajewski, Paweł - In: Comparative economic research : Central and Eastern Europe 17 (2014) 2, pp. 5-23

The paper compares the most closely watched sentiment indicators with respect to their ability to nowcast quarterly GDP dynamics in the Euro Area and its biggest economies. We analyse cross-correlations and out-of-sample forecast errors generated from equations estimated by rolling regressions...

Persistent link: https://www.econbiz.de/10011860843