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Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
Wohlrabe, Klaus; Carstensen, Kai; Ziegler, Christina - 2010
to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing …
Persistent link: https://www.econbiz.de/10010270748
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Predictive ability of business cycle indicators under test : a case study for the Euro Area industrial production
Carstensen, Kai; Wohlrabe, Klaus; Ziegler, Christina … - 2010
to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing …
Persistent link: https://www.econbiz.de/10003952110
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Forecasting GDP at the regional level with many predictors
Lehmann, Robert; Wohlrabe, Klaus - 2013
indicators play a crucial role for forecasting regional GDP. Keywords: regional forecasting, forecast combination, factor models …
Persistent link: https://www.econbiz.de/10011397275
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Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany
Teresa, Buchen; Wohlrabe, Klaus - 2014
The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one … forecasting a wide range of macroeconomic variables. Moreover, we analyse to what extent its forecasting accuracy depends on the …
Persistent link: https://www.econbiz.de/10010397019