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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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Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? : German evidence
Heinisch, Katja; Scheufele, Rolf - 2017
-time and final data releases differ, we also observe minimal impacts on the relative forecasting performance of indicator …
Persistent link: https://www.econbiz.de/10011595370
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Nowcasting GDP with a large factor model space
Eraslan, Sercan; Schröder, Maximilian - 2019
model averaging framework for macroeconomic nowcasting. Our suggested model can efficiently deal with the nature of the real …-time data flow as well as parameter uncertainty and time-varying volatility. In addition, we develop a fast estimation algorithm …
Persistent link: https://www.econbiz.de/10012119825
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Factor models for non-stationary series: Estimates of monthly U.S. GDP
Hengge, Martina; Leonard, Seton - 2017
-Gaussian (Kalman) filter. Crucially, consistent estimation does not require differencing the data despite it being cointegrated of …
Persistent link: https://www.econbiz.de/10011926762
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Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model
Fresoli, Diego - In: SERIEs : Journal of the Spanish Economic Association 15 (2024) 2, pp. 145-177
gross domestic product growth. For this purpose, we considered a real-forecasting exercise in which we defined several …
Persistent link: https://www.econbiz.de/10015073109
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Forecasting Macedonian GDP : evaluation of different models for short-term forecastin
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/10011623268
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Real-Time Forecasting US GDP from Small-Scale Factor Models
Camacho, Maximo - 2014
preferred alternative for computing backcasts. In nowcasting and forecasting, our model is able to forecast growth as well as AD … construct an index of US business cycle conditions is also very useful for forecasting US GDP growth in real time. In addition …
Persistent link: https://www.econbiz.de/10013045875
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Robust implementation of a parsimonious dynamic factor model to nowcast GDP
Duarte, Pablo; Süssmuth, Bernd - 2014
Quarterly GDP figures usually are published with a delay of some weeks. A common way to generate GDP series of higher frequency, i.e. to nowcast GDP, is to use available indicators to calculate a single index by means of a common factor derived from a dynamic factor model (DFM). This paper deals...
Persistent link: https://www.econbiz.de/10010229863
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The D-model for GDP nowcasting
Degiannakis, Stavros - In: Swiss journal of economics and statistics 159 (2023) 1, pp. 1-33
The paper provides a disaggregated mixed-frequency framework for the estimation of GDP. The GDP is disaggregated into …. The model framework is applied for Greek GDP nowcasting. The results provide evidence that the more accurate nowcasting …
Persistent link: https://www.econbiz.de/10014506547
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Are daily financial data useful for forecasting GDP? : evidence from Mexico
Gomez-Zamudio, Luis M.; Ibarra-Ramírez, Raúl - 2017
, we explore the ability of the MIDAS model to provide forecast updates for GDP growth (nowcasting). …
Persistent link: https://www.econbiz.de/10011729120