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Application of S-curve and modified S-curve in transition economies' GDP forecasting : Visegrad Four countries case
Siedlecki, Rafał; Papla, Daniel; Bem, Agnieszka - In: Contemporary Trends and Challenges in Finance : …, (pp. 91-98). 2018
Persistent link: https://www.econbiz.de/10013369093
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Indicator-based estimates of the output gap in the euro area
Weiske, Sebastian - 2019
The output gap is a key variable of business cycle analysis and policy. Obtaining reliable estimates for it, is very difficult, though. Most real-time estimates are frequently revised over time. The idea of this paper is to use various indicators, for example from business surveys, that (i) were...
Persistent link: https://www.econbiz.de/10012309596
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Forecasting with Bayesian global vector autoregressive models : a comparison of priors
Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - 2013 - This version: November 2013
This paper puts forward a Bayesian version of the global vector autoregressive model (B-GVAR) that accommodates international linkages across countries in a system of vec-tor autoregressions. We compare the predictive performance of B-GVAR models for the one- and four-quarter ahead forecast...
Persistent link: https://www.econbiz.de/10011505823
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Assessment of comparative efficiency based on integral index of reforms : evidence from Transcaucasian Republics
Davoyan, Samson; Galoyan, Lusya; Ayvazyan, Knarik; … - In: Proceedings of the ENTRENOVA - ENTerprise REsearch … 5 (2019) 1, pp. 149-159
The main purpose of the research is to develop a new methodology, that will allow to create an Integral Index of Reforms, quantitatively assess various reforms that have been implemented for 2012-2017 in 66 countries of the world. In the article with the help of the Integral Index of Reforms,...
Persistent link: https://www.econbiz.de/10012221643
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Forecasting regional labour markets with GVAR models and indicators
Schanne, Norbert - 2010
The development of employment and unemployment in regional labour markets is known to spatially interdependent. Global … useful when analysing and forecasting employment and unemployment even if they are non-stationary or co-trending. Furthermore … be integrated in addition to the joint development of employment and unemployment and the spatial link in a way that …
Persistent link: https://www.econbiz.de/10011574910
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Tracking the mutant : forecasting and nowcasting COVID-19 in the UK in 2021
Harvey, Andrew C.; Kattuman, Paul A.; Thamotheram, Craig - In: National Institute economic review : journal of the … 256 (2021), pp. 110-126
Persistent link: https://www.econbiz.de/10012593683
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Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates
Zeng, Jing - In: Empirica : journal of european economics 43 (2016) 2, pp. 415-444
Persistent link: https://www.econbiz.de/10011670702
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Macroeconomic uncertainty indices based on nowcast and forecast error distributions
Rossi, Barbara; Sekhposyan, Tatevik - In: The American economic review 105 (2015) 5, pp. 650-655
Persistent link: https://www.econbiz.de/10011699406
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Are more severe recessions followed by stronger recoveries? : evidence from the Mexican states employment
Mejía Reyes, Pablo; Vergara-González, Reyna - 2015
recessions (depth, steepness and duration) in the case of the Mexican states employment during the 2001-2003 and 2008 … employment. To avoid possible problems of collinearity between depth and duration, on the one hand, and steepness, on the other …, these variables were included in two different specification models for each type of employment. The corresponding tests …
Persistent link: https://www.econbiz.de/10011477197
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Reliable real-time output gap estimates based on a modified Hamilton filter
Quast, Josefine; Wolters, Maik H. - 2019 - Preliminary Draft
We propose a simple modification of the time series filter by Hamilton (2018b) that yields reliable and economically meaningful real-time output gap estimates. The original filter relies on 8-quarter ahead forecasts errors of an autoregression. While this approach yields a cyclical component of...
Persistent link: https://www.econbiz.de/10012268018