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Constructing a composite coincident indicator for a post-transition country

Rašić Bakarić, Ivana; Tkalec, Marina; Vizek, Maruška - In: Economic research 29 (2016) 1, pp. 434-445

Persistent link: https://www.econbiz.de/10012221650

Business cycle dynamics after the Great Recession : an extended Markov-Switching dynamic factor model

Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020

The Great Recession and the subsequent period of subdued GDP growth in most advanced economies have highlighted the need for macroeconomic forecasters to account for sudden and deep recessions, periods of higher macroeconomic volatility, and fluctuations in trend GDP growth. In this paper, we...

Persistent link: https://www.econbiz.de/10012227436

Nowcasting Slovak GDP by a small dynamic factor model

Tóth, Peter - In: Ekonomický časopis : časopis pre ekonomickú … 65 (2017) 2, pp. 107-124

Persistent link: https://www.econbiz.de/10012151670

Tracking the slowdown in long-run GDP growth

Antolin-Diaz, Juan; Drechsel, Thomas; Petrella, Ivan - 2016 - This draft: January 25, 2016

Persistent link: https://www.econbiz.de/10012171739

Uncertain Kingdom : nowcasting GDP and its revisions

Anesti, Nikoleta; Galvão, Ana Beatriz C.; … - 2018

Persistent link: https://www.econbiz.de/10012172491

Forecasting consumption : the role of consumer confidence in real time with many predictors

Lahiri, Kajal; Monokroussos, George; Zhao, Yongchen - In: Journal of applied econometrics 31 (2016) 7, pp. 1254-1275

Persistent link: https://www.econbiz.de/10011687477

Nowcasting Mexico's short-term GDP growth in real-time : a factor model versus professional forecasters

Delajara, Marcelo; Hernández Álvarez, Federico; … - In: Economia : journal of the Latin American and Caribbean … 17 (2016) 1, pp. 167-182

Persistent link: https://www.econbiz.de/10011688425

Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility

Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 118-127

Persistent link: https://www.econbiz.de/10011691233

A wavelet-based multivariate multiscale approach for forecasting

Rua, António - In: International journal of forecasting 33 (2017) 3, pp. 581-590

Persistent link: https://www.econbiz.de/10011746191

Business tendency surveys and macroeconomic fluctuations

Kaufmann, Daniel; Scheufele, Rolf - In: International journal of forecasting 33 (2017) 4, pp. 878-893

Persistent link: https://www.econbiz.de/10011746922