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Survey-Based Nowcasting of US Growth : A Real-Time Forecast Comparison Over More than 40 Years
D'Agostino, Antonello - 2012
Reliable and timely information about current economic conditions is crucial for policy makers and expectations formation. This paper demonstrates the efficacy of the Survey of Professional Forecasters (SPF) and the Purchasing Manager Indices (PMI) in anticipating US real economic activity. We...
Persistent link: https://www.econbiz.de/10013103559
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A Comparison of the Leading Indicators of COVID-19 Deceased Rates in New Delhi, India during the First Quarter of the Novel Coronavirus Pandemic in 2020
Puri, Rian - 2021
period for the first four months of COVID-19 from April 2020 to September 2020 in New Delhi, India with the intention of … most relevant leading indicator in comparison with the 14-day and 5-day rate and is statistically significant at the 75 …
Persistent link: https://www.econbiz.de/10013220621
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Nowcasting real GDP growth : comparison between old and new EU countries
Kočenda, Evžen; Poghosyan, Karen - 2020
We analyze the performance of a broad range of nowcasting and short-term forecasting models for a representative set of twelve old and six new member countries of the European Union (EU) that are characterized by substantial differences in aggregate output variability. In our analysis, we...
Persistent link: https://www.econbiz.de/10012172202
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Evaluating Forecasts from State-Dependent Autoregressive Models for US GDP Growth Rate. Comparison with Alternative Approaches
Gobbi, Fabio - 2020
. The study is conducted on US GDP growth rate using quarterly data. Two methods of forecast comparison are employed. The …
Persistent link: https://www.econbiz.de/10012829353
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A Comparison of Monthly Global Indicators for Forecasting Growth
Baumeister, Christiane; Guérin, Pierre - 2020
This paper evaluates the predictive content of a set of alternative monthly indicators of global economic activity for nowcasting and forecasting quarterly world GDP using mixed-frequency models. We find that a recently proposed indicator that covers multiple dimensions of the global economy...
Persistent link: https://www.econbiz.de/10014091408
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A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Annals of financial economics 17 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013262971
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A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth
Grover, Sean - 2017
Analyzing the performance of the economy in real time is a challenge for those who must forecast macroeconomic variables such as inflation or employment. A key aspect of this challenge is evaluating the incoming flow of information contained in economic announcements. In this article, the...
Persistent link: https://www.econbiz.de/10012967136
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Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the Euro Area, and Germany
Buchen, Teresa; Wohlrabe, Klaus - 2013
The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one possible method of using high-dimensional data for this purpose. It is a stage-wise additive modelling procedure, which, in a linear specification, becomes a variable selection...
Persistent link: https://www.econbiz.de/10009721997
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Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany
Buchen, Teresa - 2013
The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one possible method of using high-dimensional data for this purpose. It is a stage-wise additive modelling procedure, which, in a linear specification, becomes a variable selection...
Persistent link: https://www.econbiz.de/10013085278
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Quarterly Forecasting Model for India’s Economic Growth : Bayesian Vector Autoregression Approach
Iyer, Tara - 2019
This study develops a framework to forecast India's gross domestic product growth on a quarterly frequency from 2004 to … consumer price index (CPI) versus the wholesale price index given India's recent monetary policy regime switch to CPI inflation … include that capital flows to India and CPI inflation have high informational content for India's GDP growth. The results of …
Persistent link: https://www.econbiz.de/10012890170