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COVID-19 outbreak and beyond : the information content of registered short-time workers for GDP now- and forecasting

Kaufmann, Sylvia - In: Swiss journal of economics and statistics 156 (2020) 1/12, pp. 1-12

The number of short-time workers from January to April 2020 is used to now- and forecast quarterly GDP growth. We purge the monthly log level series from the systematic component to extract unexpected changes or shocks to log short-time workers. These monthly shocks are included in a univariate...

Persistent link: https://www.econbiz.de/10012392543

News media vs. FRED-MD for macroeconomic forecasting

Ellingsen, Jon; Larsen, Vegard Høghaug; Thorsrud, Leif … - 2020

-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature … for forecasting consumption developments. …

Persistent link: https://www.econbiz.de/10012417502

Forecasting industrial production using its aggregated and disaggregated series or a combination of both : evidence from one emerging market economy

Prince, Diogo de; Marçal, Emerson Fernandes; Pereira, … - In: Econometrics : open access journal 10 (2022) 2, pp. 1-34

improves the forecasting of the aggregated series compared to using the aggregated series alone. We used econometric techniques …-horizon Superior Predictive Ability (uSPA) tests, used to select the best forecasting model by combining different horizons. Our sample … forecasting horizons that are more than one month ahead using the mean square error, and the aggregated ETS has better forecasting …

Persistent link: https://www.econbiz.de/10013355068

The D-model for GDP nowcasting

Degiannakis, Stavros - In: Swiss journal of economics and statistics 159 (2023) 1, pp. 1-33

The paper provides a disaggregated mixed-frequency framework for the estimation of GDP. The GDP is disaggregated into components that can be forecasted based on information available at higher sampling frequency, i.e., monthly, weekly, or daily. The model framework is applied for Greek GDP...

Persistent link: https://www.econbiz.de/10014506547

Quantifying macroeconomic uncertainty in Norway

Bowe, Frida; Kirkeby, Sara Jahr; Lindalen, Ingvild Hagen; … - 2023

This paper presents a framework for quantifying uncertainty around point forecasts for GDP, inflation and house prices in Norway. The framework combines quantile regressions using a broad set of uncertainty indicators with a skewed t-distribution, allowing for time-variation and asymmetry in the...

Persistent link: https://www.econbiz.de/10014313751

Nowcasting Norwegian household consumption with debit card transaction data

Aastveit, Knut Are; Fastbø, Tuva Marie; Granziera, Eleonora - 2020

both point and density forecasting performance over the sample 2011Q4-2020Q1. Our results show that MIDAS regressions with …

Persistent link: https://www.econbiz.de/10012417489

A macroeconometric model for Russia

Bolatbayeva, Aizhan; Tolepbergen, Alisher; Abilov, Nurdaulet - In: Russian journal of economics 6 (2020) 2, pp. 114-143

by the VAR model. The results indicate that the present model outperforms the VAR model in terms of forecasting GDP …

Persistent link: https://www.econbiz.de/10012265606

Model validation and DSGE modeling

Poudyal, Niraj; Spanos, Aris - In: Econometrics : open access journal 10 (2022) 2, pp. 1-25

, including statistical misspecification, non-identification of deep parameters, substantive inadequacy, weak forecasting …

Persistent link: https://www.econbiz.de/10013355187

The lifetime fiscal impact of the Australian permanent migration program

Varela, Peter; Husek, Nicholas; Williams, Thom; Maher, … - 2021

support macroeconomic forecasting, and counterfactual policy and scenario analysis at the Treasury. It has been developed …

Persistent link: https://www.econbiz.de/10012696721

A new indicator for nowcasting employment subject to social security contributions in Germany

Hutter, Christian - In: Journal for labour market research 54 (2020) 1/4, pp. 1-10

Contrary to the number of unemployed or vacancies, the number of employees subject to social security contribu-tions (SSC) for Germany is published after a time lag of 2 months. Furthermore, there is a waiting period of 6 months until the values are not revised any more. This paper uses monthly...

Persistent link: https://www.econbiz.de/10012242291