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A note on the predictive power of survey data in nowcasting euro area GDP
Kurz-Kim, Jeong-Ryeol - 2018
This paper investigates the trade-off between timeliness and quality in nowcasting practices. This trade-off arises …. Our main finding from a historical nowcasting simulation based on euro area GDP is that the predictive power of the survey …
Persistent link: https://www.econbiz.de/10011848385
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A Comparison of Monthly Global Indicators for Forecasting Growth
Baumeister, Christiane; Guérin, Pierre - 2020
nowcasting and forecasting quarterly world GDP using mixed-frequency models. We find that a recently proposed indicator that …
Persistent link: https://www.econbiz.de/10012425562
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Forecasting economic activity with mixed frequency Bayesian VARs
Brave, Scott A.; Butters, R. Andrew; Justiniano, Alejandro - 2016
Mixed frequency Bayesian vector autoregressions (MF-BVARs) allow forecasters to incorporate a large number of mixed frequency indicators into forecasts of economic activity. This paper evaluates the forecast performance of MF-BVARs relative to surveys of professional forecasters and investigates...
Persistent link: https://www.econbiz.de/10011776834
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Forecasting economic activity with mixed frequency Bayesian VARs
Brave, Scott A.; Butters, R. Andrew; Justiniano, Alejandro - 2016
Mixed frequency Bayesian vector autoregressions (MF-BVARs) allow forecasters to incorporate a large number of mixed frequency indicators into forecasts of economic activity. This paper evaluates the forecast performance of MF-BVARs relative to surveys of professional forecasters and investigates...
Persistent link: https://www.econbiz.de/10011485951
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Reconciled estimates of monthly GDP in the US
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2022
Persistent link: https://www.econbiz.de/10012822269
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Stock market as a nowcasting indicator for real investment
Degiannakis, Stavros - In: Journal of forecasting 41 (2022) 5, pp. 911-919
Persistent link: https://www.econbiz.de/10013287883
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A comparison of monthly global indicators for forecasting growth
Baumeister, Christiane; Guérin, Pierre - In: International journal of forecasting 37 (2021) 3, pp. 1276-1295
Persistent link: https://www.econbiz.de/10012794858
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Forecasting economic activity with mixed frequency BVARs
Brave, Scott A.; Butters, R. Andrew; Justiniano, Alejandro - In: International journal of forecasting 35 (2019) 4, pp. 1692-1707
Persistent link: https://www.econbiz.de/10012305519
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A comparison of monthly global indicators for forecasting growth
Baumeister, Christiane; Guérin, Pierre - 2020
nowcasting and forecasting quarterly world GDP using mixed-frequency models. We find that a recently proposed indicator that …
Persistent link: https://www.econbiz.de/10012306598
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Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.; Chauvet, Marcelle; Leiva-Leon, Danilo - In: Journal of econometrics 191 (2016) 2, pp. 312-324
Persistent link: https://www.econbiz.de/10011610554