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Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the euro area and Germany
Wohlrabe, Klaus; Buchen, Teresa - In: Journal of forecasting 33 (2014) 4, pp. 231-242
Persistent link: https://www.econbiz.de/10010424821
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - 2017
Persistent link: https://www.econbiz.de/10011791491
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Predicting exchange rates in Asia : new insights on the accuracy of survey forecasts
Kunze, Frederik - 2017
This paper evaluates aggregated survey forecasts with forecast horizons of 3, 12, and 24 months for the exchange rates of the Chinese yuan, the Hong Kong dollar, the Japanese yen, and the Singapore dollar vis-à-vis the US dollar using common forecast accuracy measures. Additionally, the...
Persistent link: https://www.econbiz.de/10011741554
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - In: Economics letters 157 (2017), pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
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Forecasting German key macroeconomic variables using large dataset methods
Pirschel, Inske; Wolters, Maik H. - 2014
vector autoregression and model averaging techniques, where aggregation takes place before, during and after the estimation …
Persistent link: https://www.econbiz.de/10010357899
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Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo; Hasenzagl, Thomas; Reichlin, Lucrezia; … - In: International journal of forecasting 39 (2023) 1, pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
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Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle
Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - In: International journal of forecasting 36 (2020) 3, pp. 829-850
Persistent link: https://www.econbiz.de/10012496873
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A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth
Chernis, Tony; Cheung, Calista; Velasco, Gabriella - In: International journal of forecasting 36 (2020) 3, pp. 851-872
Persistent link: https://www.econbiz.de/10012496875
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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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Forecasting German key macroeconomic variables using large dataset methods : conference paper
Pirschel, Inske; Wolters, Maik H. - 2014
estimation of the different models, respectively. We find that overall the large Bayesian VAR provides the most precise forecasts …
Persistent link: https://www.econbiz.de/10010489849