Search Results - subject:"Bridge models"

Nowcasting Turkish GDP growth with targeted predictors : fill in the blanks

Günay, Mahmut - 2020

Persistent link: https://www.econbiz.de/10012939791

Predicting Belgium’s GDP using targeted bridge models

Piette, Christophe - 2016

This paper investigates the usefulness, within the frameworks of the standard bridge model and the ‘bridging with factors’ approach, of a predictor selection procedure that builds on the elastic net algorithm. A pseudo-real time forecasting exercise is performed, in which estimates for...

Persistent link: https://www.econbiz.de/10011506810

Predicting Belgium's GDP using targeted bridge models

Piette, Christophe - 2016

This paper investigates the usefulness, within the frameworks of the standard bridge model and the 'bridging with factors' approach, of a predictor selection procedure that builds on the elastic net algorithm. A pseudo-real time forecasting exercise is performed, in which estimates for Belgium's...

Persistent link: https://www.econbiz.de/10011584165

Nowcasting GDP in Greece: A Note on Forecasting Improvements from the Use of Bridge Models

Lamprou, Dimitra - In: South-Eastern Europe Journal of Economics 13 (2015) 1, pp. 85-100

In the recent literature on nowcasting, the use of the so-called bridge models is advocated. These are simple … released in advance of GDP growth it is interesting to see how the structure and timing of bridge models can lead to potential …

Persistent link: https://www.econbiz.de/10011212738

Using BREL to nowcast the Belgian business cycle: the role of survey data

Piette, Ch.; Langenus, G. - In: Economic Review (2014) I, pp. 75-98

BREL now-casting platform that consists of targeted bridge models for different data availability scenarios. BREL is based …

Persistent link: https://www.econbiz.de/10011272842

Tracking world trade and GDP in real time

Golinelli, Roberto; Parigi, Giuseppe - Banca d'Italia - 2013

accounts variables through bridge models. The union of all bridge equations leads to our world bridge model (WBM). The WBM …

Persistent link: https://www.econbiz.de/10011099662

Selecting predictors by using Bayesian model averaging in bridge models

Bencivelli, Lorenzo; Marcellino, Massimiliano; Moretti, … - Banca d'Italia - 2012

This paper proposes the use of Bayesian model averaging (BMA) as a tool to select the predictors' set for bridge models … based bridge models produce smaller forecast error than fixed composition bridges. In an application to the euro area they …

Persistent link: https://www.econbiz.de/10011099660

Nowcasting German GDP: A comparison of bridge and factor models.

Antipa, P.; Barhoumi, K.; Brunhes-Lesage, V.; Darné, O. - Banque de France - 2012

models are designed to be used on a monthly basis by integrating monthly economic information through bridge models, thus …, especially from bridge models. …

Persistent link: https://www.econbiz.de/10010583706

Forecasting economic activity with higher frequency targeted predictors

Bulligan, Guido; Marcellino, Massimiliano; Venditti, … - Banca d'Italia - 2012

these techniques to forecasting Italian GDP growth and its main components from the demand side and find that Bridge models …

Persistent link: https://www.econbiz.de/10009645792

Forecasting world output: the rising importance of emerging economies

Borin, Alessandro; Cristadoro, Riccardo; Golinelli, Roberto - Banca d'Italia - 2012

¿½ countries can be tackled by resorting to very simple bridge models (BM); (v) BM performance is in line with that of the most …

Persistent link: https://www.econbiz.de/10009654297

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