Showing 1 - 10 of 16
predict the dynamics of home rents and prices in the nearest future. In this paper, we evaluate the forecasting ability of 115 … framework of a quasi out-of-sample forecasting. Its results are quite heterogeneous. No single indicator appears to dominate all …
Persistent link: https://www.econbiz.de/10011505867
even more pronounced at longer forecasting horizons (the forecast accuracy gain as measured by the root mean squared … spatial dependence structure into regional forecasting models, especially, when long-term forecasts are made. …
Persistent link: https://www.econbiz.de/10012039490
In this paper, we evaluate the forecasting ability of 115 indicators to predict the housing prices and rents in 71 … tested in a framework of a quasi out-of-sample forecasting. Its results are quite heterogeneous. No single indicator appears …
Persistent link: https://www.econbiz.de/10010238830
degree of asymmetry for each forecasting institution using the approach of Elliot et al. (2005). Furthermore, we test for the …
Persistent link: https://www.econbiz.de/10010425865
In this paper, we evaluate the forecasting ability of 145 indicators and ten types of forecast combination schemes to … different predictors is tested in a framework of a quasi out-of-sample forecasting. Its results are quite heterogeneous. No … surveys. We also find that combinations of individual forecasts are consistently selected among the top forecasting models …
Persistent link: https://www.econbiz.de/10010482020
The paper evaluates the quality of the German national accounting data (GDP and its use-side components) as measured by the magnitude and dispersion of the forecast/revision errors. It is demonstrated that government consumption series are the least reliable, whereas real GDP and real private...
Persistent link: https://www.econbiz.de/10003799732
degree of asymmetry for each forecasting institution using the approach of Elliot et al. (2005). Furthermore, we test for the …
Persistent link: https://www.econbiz.de/10003919420
On the basis of keyword searches in newspaper articles several versions of the Recession-word Index (RWI) are constructed for Germany and Switzerland. We use these indices in order to track the business cycle dynamics in these two countries. Our main findings are the following. First, we show...
Persistent link: https://www.econbiz.de/10009757256
The paper evaluates the quality of the German national accounting data (GDP and its use-side components) as measured by the magnitude and dispersion of the forecast/revision errors. It is demonstrated that government consumption series are the least reliable, whereas real GDP and real private...
Persistent link: https://www.econbiz.de/10003908532
This paper performs a comparative analysis of estimation as well as of out-of-sample forecasting results of more than … estimates of the migration function. Out-of-sample forecasting results indicate the following: (i) the standard fixed effects … variables estimators, (iv) forecasting performance of heterogenous estimators is mediocre in our data set. -- international …
Persistent link: https://www.econbiz.de/10003053134