Showing 1 - 10 of 47
. For this purpose, we develop a novel long-run forecast framework based on enodogenous growth theory with human and fixed …
Persistent link: https://www.econbiz.de/10012745160
. For this purpose, we develop a novel long-run forecast framework based on enodogenous growth theory with human and fixed …
Persistent link: https://www.econbiz.de/10012703120
In this paper, we propose a new method to forecast macroeconomic variables that combines two existing approaches to mixed-frequency data in DSGE models. The first existing approach estimates the DSGE model in a quarterly frequency and uses higher frequency auxiliary data only for forecasting...
Persistent link: https://www.econbiz.de/10013471326
providers. We conduct an out-of-sample, real-time forecast experiment for growth of total and private sector gross domestic …
Persistent link: https://www.econbiz.de/10014501911
Persistent link: https://www.econbiz.de/10010335125
Persistent link: https://www.econbiz.de/10010368564
The multivariate analysis of a panel of economic and financial time series with mixed frequencies is a challenging … problem. The standard solution is to analyze the mix of monthly and quarterly time series jointly by means of a multivariate … dynamic model with a monthly time index: artificial missing values are inserted for the intermediate months of the quarterly …
Persistent link: https://www.econbiz.de/10010491332
them more suitable for real-time forecasting. We show that the factor models have been able to systematically beat the …
Persistent link: https://www.econbiz.de/10010491343
This paper provides an outlook for the Indian economy in the light of the extraordinary global financial crisis, that started in the US, but which has now transformed into the worst economic downturn since the Great Depression. The Indian economy was slowing down even before the onset of global...
Persistent link: https://www.econbiz.de/10011807640
unstable over time. …
Persistent link: https://www.econbiz.de/10012542450