Search Results - subject:"DFM"

Reservoir computing for macroeconomic forecasting with mixed-frequency data

Ballarin, Giovanni; Dellaportas, Petros; Grigoryeva, … - In: International journal of forecasting 40 (2024) 3, pp. 1206-1237

Persistent link: https://www.econbiz.de/10014547272

Global and local components of output gaps

Eckert, Florian; Mühlebach, Nina - In: Empirical economics : a quarterly journal of the … 65 (2023) 5, pp. 2301-2331

Persistent link: https://www.econbiz.de/10014388930

The dynamics of labor force participation : is all quiet on the Appalachian front?

Beverly, Josh; Stewart, Shamar L.; Neill, Clinton L. - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2867-2898

Persistent link: https://www.econbiz.de/10014388998

Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model

Salisu, Afees A.; Liao, Wenting; Gupta, Rangan; Cepni, … - 2023

Persistent link: https://www.econbiz.de/10014329743

Using national payment system data to nowcast economic activity in Azerbaijan

Huseynov, Ilkin; Ramazanova, Nazrin; Valirzayev, Hikmat - 2022

the transactional payment system data at the sectoral level and employ a Dynamic Factor Model (DFM) and Machine Learning … different horizons during the quarter. The results suggest that ML and DFM models have higher predictability than the benchmark …

Persistent link: https://www.econbiz.de/10014374307

Using national payment system data to nowcast economic activity in Azerbaijan

Huseynov, Ilkin; Ramazanova, Nazrin; Valirzayev, Hikmat - 2022

Persistent link: https://www.econbiz.de/10013489431

Using national payment system data to nowcast economic activity in Azerbaijan

Huseynov, Ilkin; Ramazanova, Nazrin; Valirzayev, Hikmat - 2022

Persistent link: https://www.econbiz.de/10013393564

Nowcasting regional economic growth in Indonesia

Ringo, Jesica Nauli Br. Siringo; Monika, Anugerah Karta - In: Bulletin of monetary economics and banking 25 (2022) 3, pp. 291-322

Persistent link: https://www.econbiz.de/10013482955

Inflation forecasting for Pakistan in a data-rich environment

Shah, Syed Ateeb Akhter; Ishaq, Muhammad Ishtiaq; … - In: The Pakistan development review : PDR 61 (2022) 4, pp. 643-658

Persistent link: https://www.econbiz.de/10014424366

Global and local components of output gaps

Eckert, Florian; Mühlebach, Nina - 2021

This paper proposes a multi-level dynamic factor model to identify common components in output gap estimates. We pool multiple output gap estimates for 157 countries and decompose them into one global, eight regional, and 157 country-specific cycles. Our approach easily deals with mixed...

Persistent link: https://www.econbiz.de/10012888677

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