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Nowcasting GDP with a pool of factor models and a fast estimation algorithm

Eraslan, Sercan; Schröder, Maximilian - In: International journal of forecasting 39 (2023) 3, pp. 1460-1476

Persistent link: https://www.econbiz.de/10014465295

Using survey information for improving the density nowcasting of U.S. GDP

Çakmaklı, Cem; Demircan, Hamza - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 667-682

Persistent link: https://www.econbiz.de/10014448419

Forecasting Peruvian macroeconomic variables with Bayesian Vector autorregressions with time-varying in the mean

Pérez Forero, Fernando - 2021

Persistent link: https://www.econbiz.de/10012543349

Commodity prices and GDP growth

Ge, Yiqing; Tang, Ke - In: International review of financial analysis 71 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012435803

A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States

Karlsson, Sune; Österholm, Pär - In: Economics letters 197 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012511133

Oil price changes and U.S. real GDP growth : is this time different?

Charfeddine, Lanouar; Klein, Tony; Walther, Thomas - 2018

This paper contributes to the large debate regarding the impact of oil price changes on U.S. GDP growth. Firstly, it replicates empirical findings of prominent studies and finds that the proposed oil price measures have a dissipating effect with recent data up to 2016Q4. Secondly, it re-examines...

Persistent link: https://www.econbiz.de/10011906502

Local institutional quality and economic growth : a panel-VAR analysis of Italian NUTS-3 regions

Corradini, Carlo - In: Economics letters 198 (2021), pp. 1-4

Persistent link: https://www.econbiz.de/10012605744

Assessing time-varying risk in China’s GDP growth

Lv, Mengdi; Jiao, Shoukun; Ye, Shiqi; Song, Hongmei; … - In: Economics letters 242 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10015079987

Analysis of the impact of China's GDP data revision on monetary policy from the perspective of uncertainty

Yu, Xueting; Zhu, Yuhan; Lv, Guangming - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 6, pp. 1251-1274

Persistent link: https://www.econbiz.de/10012211634

Dynamic Factor Trees and Forests : a theory-led machine learning framework for non-linear and state-dependent short-term U.S. GDP growth predictions

Wochner, Daniel - 2020 - This version: January 31, 2020

theory (cf. e.g. Mukherjee, 2017; Veltri, 2017). This article proposes so-called Dynamic Factor Trees (DFT) and Dynamic … reduce to the standard Dynamic Factor Model (DFM) as a special case and allow us to embed theory-led factor models in …

Persistent link: https://www.econbiz.de/10012172506