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Macroeconomic forecasting using factor models and machine learning : an application to Japan

Maehashi, Kohei; Shintani, Mototsugu - 2020

Persistent link: https://www.econbiz.de/10013329759

Big data financial transactions and GDP nowcasting : the case of Turkey

Barlas, Ali B.; Mert, Seda Guler; Isa, Berk Orkun; … - In: Journal of forecasting 43 (2024) 2, pp. 227-248

Persistent link: https://www.econbiz.de/10014475297

A dynamic factor model for nowcasting Canadian GDP growth

Chernis, Tony; Sekkel, Rodrigo - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 217-234

Persistent link: https://www.econbiz.de/10011936000

Macroeconomic forecasting using factor models and machine learning : an application to Japan

Maehashi, Kohei; Shintani, Mototsugu - In: Journal of the Japanese and international economies : … 58 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012654966

Nowcasting Chinese GDP in a data-rich environment : lessons from machine learning algorithms

Zhang, Qin; Ni, He; Xu, Hao - In: Economic modelling 122 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014388697

Nowcasting GDP : a scalable approach using DFM, machine learning and novel data, applied to European economies

Dauphin, Jean-François; Dybczak, Kamil; Maneely, Morgan; … - 2022

This paper describes recent work to strengthen nowcasting capacity at the IMF's European department. It motivates and …

Persistent link: https://www.econbiz.de/10013169983

Econometric forecasting using ubiquitous news text : text-enhanced factor model

Seo, Beomseok - 2023

Persistent link: https://www.econbiz.de/10014447774

Constructing a coincident economic indicator for India : how well does it track gross domestic product?

Bhadury, Soumya; Ghosh, Saurabh; Kumar, Pankaj - In: Asian development review : studies of Asian and pacific … 38 (2021) 2, pp. 237-277

In India, the first official estimate of quarterly gross domestic product (GDP) is released approximately 7-8 weeks after the end of the reference quarter. To provide an early estimate of current quarter GDP growth, we construct Coincident Economic Indicators for India (CEIIs) using a...

Persistent link: https://www.econbiz.de/10013329304

Forecasting China's GDP growth using dynamic factors and mixed-frequency data

Jiang, Yu; Guo, Yong-ji; Zhang, Yihao - In: Economic modelling 66 (2017), pp. 132-138

Persistent link: https://www.econbiz.de/10011813689

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