Search Results - subject:"Datasets"

Exploiting the monthly data-flow in structural forecasting

Giannone, Domenico; Monti, Francesca; Reichlin, Lucrezia - London School of Economics (LSE) - 2014

This paper shows how and when it is possible to obtain a mapping from a quarterly DSGE model to amonthly specification thatmaintains the same economic restrictions and has real coefficients. We use this technique to derive the monthly counterpart of the Gali et al (2011) model. We then augment...

Persistent link: https://www.econbiz.de/10011126615

Exploiting the monthly data-flow in structural forecasting

Giannone, Domenico; Monti, Francesca; Reichlin, Lucrezia - Centre for Macroeconomics (CFM) - 2014

This paper shows how and when it is possible to obtain a mapping from a quarterly DSGE model to a monthly specification that maintains the same economic restrictions and has real coefficients. We use this technique to derive the monthly counterpart of the Gali et al (2011) model. We then augment...

Persistent link: https://www.econbiz.de/10011185832

Controlling for the effects of information in a public goods discrete choice model

Czajkowski, Mikolaj; Hanley, Nick; LaRiviere, Jacob - Environmental Economics Research Group, Department of … - 2014

This paper develops a reduced form method of controlling for differences in information sets of subjects in public good discrete choice models, using stated preference data. The main contribution of our method comes from accounting for the effect of information provided during a survey on the...

Persistent link: https://www.econbiz.de/10010929626

Forecasting Medium and Large Datasets with Vector Autoregressive Moving Average (VARMA) Models

Dias, Gustavo Fruet; Kapetanios, George - School of Economics and Management, University of Aarhus - 2014

We address the issue of modelling and forecasting macroeconomic variables using medium and large datasets, by adopting …

Persistent link: https://www.econbiz.de/10010940885

2007-2013: This is what the indicator told us ? Evaluating the performance of real-time nowcasts from a dynamic factor model

Nguiffo-Boyom, Muriel - Central Bank of Luxembourg - 2014

In 2007, a new indicator of economic activity for Luxembourg was elaborated at the BcL. It was developed using a large dataset of about 100 economic and financial time series. The methodology was based on the generalized dynamic-factor models, and the model was estimated over the period from...

Persistent link: https://www.econbiz.de/10010753965

Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the Euro Area, and Germany ; conference paper

Buchen, Teresa; Wohlrabe, Klaus - 2014

The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one …

Persistent link: https://www.econbiz.de/10010491104

Exploiting the monthly data-flow in structural forecasting

Giannone, Domenico; Monti, Francesca; Reichlin, Lucrezia - 2014

Persistent link: https://www.econbiz.de/10012170255

Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany

Buchen, Teresa; Wohlrabe, Klaus - 2013

The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one …

Persistent link: https://www.econbiz.de/10010292498

Daten für die epidemiologische Altersforschung

Fuchs, Judith; Grabka, Markus Michael; Gruber, Stefan; … - In: Bundesgesundheitsblatt 56 (2013) 10, pp. 1425-1431

working group ‘Epidemiology of Ageing’ in 2011. The working group organised a workshop to present useful datasets on ageing in … insurance agencies Presentations contained a brief description of the datasets, methodologies, age-related themes, their … strengths and limitations as well as their availability for secondary analysis. All presented datasets can be used for …

Persistent link: https://www.econbiz.de/10010420359

Daten für die epidemiologische Altersforschung

Fuchs, Judith; Grabka, Markus Michael; Gruber, Stefan; … - In: EconStor Open Access Articles (2013-10), pp. 1425-1431

Persistent link: https://www.econbiz.de/10010981127