Narrow search
Showing 1 - 10 of 18,915
Cover Image
Evaluation of mixed frequency approaches for tracking near-term economic developments in North Macedonia
Ramadani, Gani; Petrovska, Magdalena; Bucevska, Vesna - 2021
, it focuses on the MIDAS approach and its later extension, the Bayesian MF-VAR. The two strategies are evaluated in terms … indicate that the MIDAS regressions demonstrate comparable forecasting performance to that of MF-VAR model. Moreover, it is …
Persistent link: https://www.econbiz.de/10012696077
Cover Image
Pooling versus model selection for nowcasting with many predictors: an application to German GDP
Kuzin, Vladimir N.; Marcellino, Massimiliano; … - 2009
-data sampling (MIDAS) regressions with few predictors. The specification of these models requires several choices related to …
Persistent link: https://www.econbiz.de/10010298750
Cover Image
Pooling versus model selection for nowcasting with many predictors: an application to German GDP
Kuzin, Vladimir N.; Marcellino, Massimiliano; … - Deutsche Bundesbank - 2009
-data sampling (MIDAS) regressions with few predictors. The specification of these models requires several choices related to …
Persistent link: https://www.econbiz.de/10005083316
Cover Image
Pooling versus model selection for nowcasting with many predictors: An application to German GDP
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - C.E.P.R. Discussion Papers - 2009
-data sampling (MIDAS) regressions with few predictors. The specification of these models requires several choices related to …
Persistent link: https://www.econbiz.de/10005123534
Cover Image
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - Department of Economics, European University Institute - 2009
-data sampling (MIDAS) regressions with few predictors. The specification of these models requires several choices related to …
Persistent link: https://www.econbiz.de/10005744253
Cover Image
Should We Trust in Leading Indicators? Evidence from the Recent Recession
Drechsel, Katja; Scheufele, Rolf - 2010
The paper analyzes leading indicators for GDP and industrial production in Germany. We focus on the performance of single and pooled leading indicators during the pre-crisis and crisis period using various weighting schemes. Pairwise and joint significant tests are used to evaluate single...
Persistent link: https://www.econbiz.de/10010271403
Cover Image
Should we trust in leading indicators? Evidence from the recent recession
Drechsel, Katja; Scheufele, Rolf - 2010
The paper analyzes leading indicators for GDP and industrial production in Germany. We focus on the performance of single and pooled leading indicators during the pre-crisis and crisis period using various weighting schemes. Pairwise as well as joint significant tests are used to evaluate single...
Persistent link: https://www.econbiz.de/10010271429
Cover Image
Should We Trust in Leading Indicators? Evidence from the Recent Recession
Drechsel, Katja; Scheufele, Rolf - Institut für Wirtschaftsforschung Halle (IWH) - 2010
The paper analyzes leading indicators for GDP and industrial production in Germany. We focus on the performance of single and pooled leading indicators during the pre-crisis and crisis period using various weighting schemes. Pairwise and joint significant tests are used to evaluate single...
Persistent link: https://www.econbiz.de/10008620284
Cover Image
Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment
Drechsel, Katja; Scheufele, Rolf - 2013
This paper presents a method to conduct early estimates of GDP growth in Germany. We employ MIDAS regressions to …
Persistent link: https://www.econbiz.de/10010314774
Cover Image
Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment
Drechsel, Katja; Scheufele, R. - Institut für Wirtschaftsforschung Halle (IWH) - 2013
This paper presents a method to conduct early estimates of GDP growth in Germany. We employ MIDAS regressions to …
Persistent link: https://www.econbiz.de/10010857342