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Schneider, Martin; CervenÃ¡, Marianna - Oesterreichische Nationalbank - 2010

DSGE models are useful tools for evaluating the impact of policy changes but their use for (short-term) forecasting is still at an infant stage. Besides theory based restrictions, the timeliness of data is an important issue. Since DSGE models are based on quarterly data, they are vulnerable to...

Persistent link: https://www.econbiz.de/10010727858

Short-term forecasting GDP with a DSGE model augmented by monthly indicators

Cervená, Marianna; Schneider, Martin - Oesterreichische Nationalbank - 2010

Persistent link: https://www.econbiz.de/10008615094

Nowcasting real GDP growth: Comparison between old and new EU countries

Koécenda, Evézen; Poghosyan, Karen - 2020

We analyze the performance of a broad range of nowcasting and short-term forecasting models for a representative set of … indicators that come from a comparable set of identical data. We show that nowcasting works well for the new EU countries because … nowcasting is on average somewhat larger. …

Persistent link: https://www.econbiz.de/10012389263

Nowcasting real GDP in Tunisia using large datasets and mixed-frequency models

Ben Rhomdhane, Hagher; Benlallouna, Brahim Mehdi - 2022

This study aims to construct a new monthly leading indicator for Tunisian economic activity and to forecast Tunisian quarterly real GDP (RGDP) using several mixed-frequency models. These include a mixed dynamic factor model, unrestricted mixed-data sampling (UMIDAS), and a threepass regression...

Persistent link: https://www.econbiz.de/10013179409

Nowcasting in Tunisia using large datasets and mixed frequency models

Ben Romdhane, Hager - 2021

The object of this paper is to nowcast, forecast and track changes in Tunisian economic activity during normal and crisis times. The main target variable is quarterly real GDP (RGDP) and we have collected a large and varied set of monthly indicators as predictors. We use several mixed frequency...

Persistent link: https://www.econbiz.de/10012606380

Nowcasting Bosnia and Herzegovina GDP in Real Time

Musa, Antonio - 2022

based on the flow of available monthly economic indicators that are available during the same quarter. The nowcasting …. In addition to the models, the choice of the variables and measurement of the loss function in evaluating nowcasting … performance are the core of nowcasting. In a time marked by pandemic of corona virus and war in Ukraine, nowcasting models have …

Persistent link: https://www.econbiz.de/10013432967