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Assessing nowcast accuracy of US GDP growth in real time: the role of booms and busts

Siliverstovs, Boriss - 2019

Persistent link: https://www.econbiz.de/10011990793

International stock return predictability : on the role of the United States in bad and good times

Siliverstovs, Boriss - In: Applied economics letters 24 (2017) 10/12, pp. 771-773

Persistent link: https://www.econbiz.de/10011714201

Re-assessing international stock return predictability : evidence from directional accuracy and excess profitability tests

Siliverstovs, Boriss - In: Applied economics letters 24 (2017) 1/3, pp. 1-3

Persistent link: https://www.econbiz.de/10011703719

Short-term forecasting with mixed-frequency data : a MIDASSO approach

Siliverstovs, Boriss - In: Applied economics 49 (2017) 13, pp. 1326-1343

Persistent link: https://www.econbiz.de/10011813559

Dissecting models' forecasting performance

Siliverstovs, Boriss - In: Economic modelling 67 (2017), pp. 294-299

Persistent link: https://www.econbiz.de/10011813831

The franc shock and Swiss GDP : how long does it take to start feeling the pain?

Siliverstovs, Boriss - In: Applied economics 48 (2016) 34/36, pp. 3432-3441

Persistent link: https://www.econbiz.de/10011617247

Assessing nowcast accuracy of US GDP growth in real time : the role of booms and busts

Siliverstovs, Boriss - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 7-27

Persistent link: https://www.econbiz.de/10012216341

Dissecting the purchasing managers' index : are all relevant components included? : are all included components relevant?

Siliverstovs, Boriss - In: Panoeconomicus 65 (2018) 4, pp. 381-394

Persistent link: https://www.econbiz.de/10012154790

Gauging the effect of influential observations on measures of relative forecast accuracy in a Post-COVID-19 era: application to nowcasting Euro area GDP growth

Siliverstovs, Boriss - 2021

Persistent link: https://www.econbiz.de/10012493338

New York FED staff nowcasts and reality : what can we learn about the future, the present, and the past?

Siliverstovs, Boriss - In: Econometrics : open access journal 9 (2021) 1/11, pp. 1-25

We assess the forecasting performance of the nowcasting model developed at the New York FED. We show that the observation regarding a striking difference in the model's predictive ability across business cycle phases made earlier in the literature also applies here. During expansions, the...

Persistent link: https://www.econbiz.de/10012483310