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Non-linear relation between industrial production and business surveys data
Bruno, Giancarlo - Istituto Nazionale di Statistica (ISTAT) - 2009
In this paper I compare different models, a linear and a non-linear one, for forecasting industrial production by means … promising, as the forecasting performance shows a clear improvement over the linear parametric model. …
Persistent link: https://www.econbiz.de/10008518404
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Forecasting Using Functional Coefficients Autoregressive Models
Bruno, Giancarlo - Volkswirtschaftliche Fakultät, … - 2008
The use of linear parametric models for forecasting economic time series is widespread among practitioners, in spite of … a good forecasting record for a considerable number of series. …
Persistent link: https://www.econbiz.de/10011110384
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Forecasting Using Functional Coefficients Autoregressive Models
Bruno, Giancarlo - Istituto Nazionale di Statistica (ISTAT) - 2008
The use of linear parametric models for forecasting economic time series is widespread among practitioners, in spite of … a good forecasting record for a considerable number of series. …
Persistent link: https://www.econbiz.de/10005449496
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If Nonlinear Models Cannot Forecast, What Use Are They?
Ramsey, James B. - C.V. Starr Center for Applied Economics, Department of … - 1995
Persistent link: https://www.econbiz.de/10005264286
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Nowcasting East German GDP growth: A MIDAS approach
Claudio, João C.; Heinisch, Katja; Holtemöller, Oliver - 2019
forecasting approach for East German GDP that takes data availability in real time and regional economic indicators into account …
Persistent link: https://www.econbiz.de/10012146979
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Business surveys modelling with seasonal-cyclical long memory models.
Ferrara, Laurent; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2008
Business surveys are an important element in the analysis of the short-term economic situation because of the timeliness and nature of the information they convey. Especially, surveys are often involved in econometric models in order to provide an early assessment of the current state of the...
Persistent link: https://www.econbiz.de/10005510611
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L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision
Darné, O.; Brunhes-Lesage, V. - Banque de France - 2007
France. The MIBA is a forecasting tool for the quarterly GDP growth in France both for the current quarter and the next … viewpoint, we take into account the business surveys in the services sector published by the Banque de France. The forecasting …
Persistent link: https://www.econbiz.de/10004998824
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Business surveys modelling with Seasonal-Cyclical Long Memory models.
Ferrara, L.; Guégan, D. - Banque de France - 2008
Business surveys are an important element in the analysis of the short-term economic situation because of the timeliness and nature of the information they convey. Especially, surveys are often involved in econometric models in order to provide an early assessment of the current state of the...
Persistent link: https://www.econbiz.de/10005036179
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Nowcasting East German GDP growth : a MIDAS approach
Claudio, João Carlos; Heinisch, Katja; Holtemöller, Oliver - 2019
forecasting approach for East German GDP that takes data availability in real time and regional economic indicators into account …
Persistent link: https://www.econbiz.de/10012146339
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“Self-organizing map analysis of agents' expectations. Different patterns of anticipation of the 2008 financial crisis”
Claveria, Oscar; Monte, Enric; Torra, Salvador - Facultat d'Economia i Empresa, Universitat de Barcelona - 2015
. Conversely, in countries where expectations show a smooth transition towards recession, ARIMA models show the best forecasting …
Persistent link: https://www.econbiz.de/10011194342