Search Results - subject:"Conﬁdence set"

Forecasting GDP at the regional level with many predictors

Lehmann, Robert; Wohlrabe, Klaus - Volkswirtschaftliche Fakultät, … - 2013

In this paper, we assess the accuracy of macroeconomic forecasts at the regional level using a large data set at quarterly frequency. We forecast gross domestic product (GDP) for two German states (Free State of Saxony and Baden- Württemberg) and Eastern Germany. We overcome the problem of a...

Persistent link: https://www.econbiz.de/10011210889

The Dynamics and Strength of Linkages between the Stock Markets in the Czech Republic, Hungary and Poland after their EU Accession

Doman, Malgorzata; Doman, Ryszard - In: Dynamic Econometric Models 13 (2013), pp. 5-32

We analyze the dynamics and strength of linkages between the Czech, Hungarian and Polish stock markets after the EU accession of the corresponding countries. In addition, we examine linkages between each of the markets and developed markets (European and US). The analysis is based on the daily...

Persistent link: https://www.econbiz.de/10011271658

Forecasting GDP at the regional level with many predictors

Lehmann, Robert; Wohlrabe, Klaus - 2013

Persistent link: https://www.econbiz.de/10010350218

Constructing a new leading indicator for unemployment from a survey among German employment agencies

Hutter, Christian; Weber, Enzo - 2013

to potential competitors we employ the model confidence set. Results reveal that models including the new indicator … vergleichen wir unseren Frühindikator mit potenziellen Wettbewerbern und nutzen dafür das Model Confidence Set. Die Ergebnisse …

Persistent link: https://www.econbiz.de/10010198066