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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
In this paper we investigate whether differences exist among forecasts using real-time or latest-available data to predict gross domestic product (GDP). We employ mixed-frequency models and real-time data to reassess the role of survey data relative to industrial production and orders in...
Persistent link: https://www.econbiz.de/10011595370
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Real-time forecasts of economic activity for Latin American economies
Liu, Philip; Metheson, Troy; Romeu, Rafael - In: Economic modelling 29 (2012) 4, pp. 1090-1098
Persistent link: https://www.econbiz.de/10009667436
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Nowcasting Japan's GDP
Hayashi, Fumio; Tachi, Yuta - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1699-1735
Persistent link: https://www.econbiz.de/10014253718
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nowcasting
Kurz-Kim, Jeong-Ryeol - 2016
forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor …
Persistent link: https://www.econbiz.de/10011566828
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Predictive performance of mixed-frequency nowcasting and forecasting models (with application to Philippine inflation and GDP growth)
Mariano, Roberto S.; Özmucur, Süleyman - In: Journal of quantitative economics 19 (2021), pp. 383-400
Persistent link: https://www.econbiz.de/10013441733
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Real-time forecasting in a data-rich environment
Liebermann, Joe͏̈lle - 2012
Persistent link: https://www.econbiz.de/10010219898
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Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian; Wegmueller, Philipp - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 73-105
Persistent link: https://www.econbiz.de/10012216360
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Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian; Wegmüller, Philipp - 2017
We develop a small-scale dynamic factor model for the Swiss economy based on an appropriately selected set of indicators. The resulting business cycle factor is in striking accordance with historical Swiss business cycle fluctuations. Our proposed model demonstrates a remarkable performance in...
Persistent link: https://www.econbiz.de/10011732586
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Short-term forecasting with mixed-frequency data : a MIDASSO approach
Siliverstovs, Boriss - 2015
-Sampling approach (U-MIDAS) (see Foroni et al., 2015; Castle et al., 2009; Bec and Mogliani, 2013), and the LASSO-type penalised …
Persistent link: https://www.econbiz.de/10010498420
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Combining forecasts from successive data vintages : an application to U.S. growth
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - In: International journal of forecasting 32 (2016) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10011596442